JHML Options History — April 2023 In April 2023, JHML traded between $50.84 and $52.28. ATM implied volatility averaged 19.3%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 5.1% (HV 20d: 14.2%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 7 of 19 days.
Notable Days 2023-04-13 : Largest IV spike — 220.0% change2023-04-13 : Highest IV Rank — 21.9%2023-04-13 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $51.77 $50.84 $52.28 $51.94 $52.17 ATM IV 19.3% 11.0% 36.8% 23.9% 21.5% Expected Move 5.4% 3.1% 10.6% 6.8% 6.2% HV 20d 14.2% 10.3% 19.5% 19.5% 12.6% HV 60d 15.5% 15.0% 16.4% 16.4% 15.1% IV Rank 6.8% 0.0% 21.9% 10.9% 9.1% IV Percentile 20.4% 0.0% 88.5% 33.7% 25.8% Term Structure -1.8% -16.7% 5.3% -4.9% -3.9% Skew 25d 3.4% 0.5% 9.3% 3.4% 3.6% Skew 10d 2.8% 0.9% 6.1% 1.5% 1.5% Call IV 25d 15.4% 10.6% 31.3% 17.7% 16.0% Put IV 25d 18.8% 11.2% 32.3% 21.1% 19.6% Bid-Ask Spread % 133.68 127.81 145.32 135.18 134.21 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-04-03 $51.94 $0.00 23.9% 6.8% 19.5% 10.9% 0.0% 3.4% -4.9% 0 0 0 0.00 135.18 N/A N/A 0 0 0 0 2023-04-04 $51.34 $0.00 25.4% 7.3% 19.2% 12.2% 0.0% 2.0% -5.6% 0 0 0 0.00 134.83 N/A N/A 0 0 0 0 2023-04-05 $51.34 $0.00 13.3% 3.8% 19.2% 1.7% 0.0% 0.6% -2.2% 0 0 0 0.00 127.81 N/A N/A 0 0 0 0 2023-04-06 $51.41 $0.00 26.1% 5.7% 17.7% 11.4% 0.0% 1.9% -2.9% 0 0 0 0.00 134.32 N/A N/A 0 0 0 0 2023-04-10 $51.55 $0.00 15.1% 4.9% 15.8% 1.7% 0.0% 2.6% 1.4% 0 0 0 0.00 133.63 N/A N/A 0 0 0 0 2023-04-11 $51.83 $0.00 13.8% 3.1% 15.8% 0.5% 0.0% 1.3% 5.0% 0 0 0 0.00 131.07 N/A N/A 0 0 0 0 2023-04-12 $51.62 $0.00 11.5% 3.3% 15.9% 0.0% 0.0% 3.5% 5.3% 0 0 0 0.00 130.78 N/A N/A 0 0 0 0 2023-04-13 $52.18 $0.00 36.8% 10.6% 15.4% 21.9% 0.0% 1.0% -16.7% 0 0 0 0.00 145.32 N/A N/A 0 0 0 0 2023-04-14 $52.03 $0.00 11.2% 3.2% 14.1% 0.0% 0.0% 0.5% 4.8% 0 0 0 0.00 130.40 N/A N/A 0 0 0 0 2023-04-17 $52.13 $0.00 19.9% 5.7% 12.8% 7.5% 0.0% 3.7% -3.2% 0 0 0 0.00 134.54 N/A N/A 0 0 0 0 2023-04-18 $52.28 $0.00 11.0% 3.1% 12.5% 0.0% 0.0% 0.6% 4.4% 0 0 0 0.00 131.96 N/A N/A 0 0 0 0 2023-04-19 $52.20 $0.00 19.9% 5.7% 11.5% 7.7% 0.0% 4.3% -4.0% 0 0 0 0.00 135.09 N/A N/A 0 0 0 0 2023-04-20 $51.88 $0.00 20.5% 5.9% 10.9% 8.2% 0.0% 3.0% 2.6% 0 0 0 0.00 134.81 N/A N/A 0 0 0 0 2023-04-21 $51.93 $0.00 20.7% 5.9% 10.3% 8.4% 0.0% 3.9% -3.5% 0 0 0 0.00 135.25 N/A N/A 0 0 0 0 2023-04-24 $52.03 $0.00 21.2% 6.1% 10.3% 8.8% 0.0% 4.1% -4.1% 0 0 0 0.00 134.96 N/A N/A 0 0 0 0 2023-04-25 $51.24 $0.00 20.2% 5.8% 11.8% 8.0% 0.0% 7.7% -6.2% 0 0 0 0.00 131.09 N/A N/A 0 0 0 0 2023-04-26 $50.84 $0.00 13.2% 3.8% 12.1% 1.9% 0.0% 7.1% 3.8% 0 0 0 0.00 132.35 N/A N/A 0 0 0 0 2023-04-27 $51.77 $0.00 21.1% 6.1% 12.5% 8.7% 0.0% 9.3% -4.3% 0 0 0 0.00 132.35 N/A N/A 0 0 0 0 2023-04-28 $52.17 $0.00 21.5% 6.2% 12.6% 9.1% 0.0% 3.6% -3.9% 0 0 0 0.00 134.21 N/A N/A 0 0 0 0
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