JHML Options History — June 2023

In June 2023, JHML traded between $52.05 and $54.94. ATM implied volatility averaged 22.6%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 11.2% (HV 20d: 11.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.

Notable Days

  • 2023-06-07: Largest IV spike — 342.5% change
  • 2023-06-07: Highest IV Rank — 52.8%
  • 2023-06-07: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.81$52.05$54.94$52.05$54.94
ATM IV22.6%9.6%72.3%23.4%15.6%
Expected Move4.7%2.7%9.4%6.7%4.5%
HV 20d11.4%10.3%13.1%12.1%11.0%
HV 60d12.9%11.8%15.2%14.7%11.8%
IV Rank10.4%0.0%52.8%10.7%5.1%
IV Percentile33.6%0.0%99.6%40.5%12.7%
Term Structure-2.7%-12.3%4.7%-6.7%-12.3%
Skew 25d2.0%-1.0%5.3%3.0%2.3%
Skew 10d1.5%-1.1%5.2%1.0%1.0%
Call IV 25d14.1%8.8%46.0%17.9%9.0%
Put IV 25d16.1%10.6%47.2%21.0%11.3%
Bid-Ask Spread %135.50128.85148.85133.41132.42
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$52.05$0.0023.4%6.7%12.1%10.7%0.0%3.0%-6.7%0000.00133.41N/AN/A0000
2023-06-02$53.06$0.0023.2%6.6%13.1%10.5%0.0%2.7%-7.0%0000.00134.21N/AN/A0000
2023-06-05$52.91$0.0026.9%4.9%11.6%13.7%0.0%2.5%-1.8%0000.00138.29N/AN/A0000
2023-06-06$53.11$0.0016.3%3.4%11.7%4.6%0.0%0.7%-0.7%0000.00136.67N/AN/A0000
2023-06-07$53.16$0.0072.3%9.4%11.5%52.8%0.0%1.2%-7.6%0000.00148.85N/AN/A0000
2023-06-08$53.36$0.0029.3%4.8%11.5%15.8%0.0%3.5%-1.7%0000.00137.55N/AN/A0000
2023-06-09$53.37$0.0030.9%4.9%11.3%17.2%0.0%2.5%-1.1%0000.00137.73N/AN/A0000
2023-06-12$53.77$0.0038.8%4.9%11.4%24.0%0.0%3.1%-1.9%0000.00137.19N/AN/A0000
2023-06-13$54.16$0.0033.7%2.7%11.5%19.6%0.0%1.1%-0.2%0000.00135.23N/AN/A0000
2023-06-14$54.12$0.0017.0%4.9%11.1%5.2%0.0%3.1%-2.3%0000.00135.00N/AN/A0000
2023-06-15$54.88$0.0014.5%4.2%11.6%3.1%0.0%3.5%-4.4%0000.00135.31N/AN/A0000
2023-06-16$54.71$0.0017.3%5.0%11.5%5.5%0.0%1.1%-1.7%0000.00136.68N/AN/A0000
2023-06-20$54.34$0.0014.7%4.2%11.9%3.2%0.0%5.3%-0.8%0000.00134.88N/AN/A0000
2023-06-21$54.16$0.0011.5%3.3%12.0%0.5%0.0%-1.0%4.7%0000.00137.97N/AN/A0000
2023-06-22$54.12$0.009.6%2.8%11.4%0.0%0.0%0.5%-0.3%0000.00130.87N/AN/A0000
2023-06-23$53.80$0.0011.6%3.3%10.8%1.7%0.0%-0.1%-1.0%0000.00135.92N/AN/A0000
2023-06-26$53.82$0.0018.6%5.3%10.8%7.6%0.0%2.6%-2.1%0000.00132.85N/AN/A0000
2023-06-27$54.08$0.0019.1%5.5%10.4%8.1%0.0%2.2%-3.2%0000.00133.85N/AN/A0000
2023-06-28$53.90$0.009.7%2.8%10.5%0.0%0.0%0.5%-0.4%0000.00128.85N/AN/A0000
2023-06-29$54.20$0.0020.0%5.7%10.3%8.8%0.0%1.9%-3.8%0000.00131.71N/AN/A0000
2023-06-30$54.94$0.0015.6%4.5%11.0%5.1%0.0%2.3%-12.3%0000.00132.42N/AN/A0000