JHML Options History — August 2023

In August 2023, JHML traded between $54.03 and $56.54. ATM implied volatility averaged 19.4%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 9.9% (HV 20d: 9.6%). Max pain ranged from $54.00 to $58.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-28: Highest Volume — 20 contracts
  • 2023-08-15: Largest IV spike — 95.7% change
  • 2023-08-31: Highest IV Rank — 21.1%
  • 2023-08-31: Largest Expected Move — 6.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.11$54.03$56.54$56.54$55.64
Max Pain$55.39$54.00$58.00$54.00$55.00
ATM IV19.4%9.4%25.1%21.1%22.1%
Expected Move5.1%2.7%6.3%6.1%6.3%
HV 20d9.6%8.2%12.0%8.4%11.3%
HV 60d10.1%9.9%10.5%10.3%10.0%
IV Rank12.3%0.6%21.1%10.6%21.1%
IV Percentile34.2%0.8%61.1%39.7%50.0%
Term Structure-3.5%-7.7%4.9%-5.5%-7.2%
VWIV13.8%8.6%20.5%8.6%12.3%
Skew 25d2.5%-1.2%8.8%-0.7%0.3%
Skew 10d0.9%-0.9%1.8%0.3%0.4%
Call IV 25d13.6%10.1%17.8%14.3%17.8%
Put IV 25d16.1%10.1%21.5%13.6%18.1%
Bid-Ask Spread %136.66131.45144.26135.59144.26
Gamma HHI0.650.351.001.000.43
Net GEX6.5K2.4K11.6K2.4K7.8K
Net DEX-50.2K-99.3K-26.3K-44.4K-99.3K
Net VEX-66-118-22-23-89
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.08702000
Total OI18.696929929

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$56.54$54.0021.1%6.1%8.4%10.6%0.0%-0.7%-5.5%2.4K-44.4K-230.00135.59N/AN/A0090
2023-08-02$55.87$54.0017.9%5.1%9.5%7.8%0.0%-1.2%-2.6%3.3K-43.0K-250.00132.43N/AN/A0090
2023-08-03$55.74$0.0022.6%4.7%8.9%11.8%0.0%3.6%-2.2%3.2K-38.7K-310.00135.22N/AN/A0090
2023-08-04$55.42$0.0024.8%3.8%9.2%13.6%0.0%-0.7%-7.2%3.7K-37.6K-300.00132.06N/AN/A0090
2023-08-07$55.84$0.0025.1%4.8%9.5%13.9%0.0%4.1%-2.7%3.2K-39.6K-250.00135.74N/AN/A0090
2023-08-08$55.70$0.0018.6%2.8%9.1%8.4%0.0%4.6%-0.8%3.7K-41.6K-220.00131.96N/AN/A0090
2023-08-09$55.52$0.0017.3%5.0%8.8%7.3%8.6%6.5%-4.7%3.7K-38.1K-250.00134.74N/AN/A18090
2023-08-10$55.24$58.0016.7%4.8%8.5%6.8%0.0%0.9%-2.7%6.8K-46.9K-690.00131.45N/AN/A00180
2023-08-11$55.32$58.0018.0%5.2%8.3%7.9%0.0%3.7%-3.3%6.5K-48.3K-700.00134.96N/AN/A00180
2023-08-14$55.51$58.009.4%2.7%8.2%0.6%20.5%2.4%-0.3%7.0K-56.0K-600.00133.77N/AN/A100180
2023-08-15$54.83$55.0018.4%5.3%8.9%8.2%0.0%2.9%-3.5%10.9K-70.0K-1180.00134.26N/AN/A00280
2023-08-16$54.55$55.0018.3%5.2%8.8%8.2%0.0%7.0%-4.0%10.1K-64.1K-1130.00134.49N/AN/A00280
2023-08-17$54.03$55.0018.9%5.4%9.2%8.7%0.0%0.2%4.9%10.3K-55.8K-1020.00132.11N/AN/A00280
2023-08-18$54.20$55.0020.2%5.8%9.3%9.8%0.0%8.8%-2.1%11.6K-56.9K-900.00137.24N/AN/A00280
2023-08-21$54.38$55.0018.4%5.3%9.3%15.3%0.0%1.7%-7.7%6.2K-30.6K-830.00140.48N/AN/A00190
2023-08-22$54.09$55.0020.8%5.9%9.2%19.0%0.0%1.5%-3.9%5.4K-29.4K-840.00142.49N/AN/A00190
2023-08-23$54.70$55.0020.0%5.7%10.4%17.8%0.0%1.8%-4.4%6.6K-33.5K-830.00138.85N/AN/A00190
2023-08-24$54.11$55.0019.3%5.5%10.7%16.7%0.0%0.8%-4.1%5.9K-26.8K-730.00139.16N/AN/A00190
2023-08-25$54.45$55.0019.8%5.7%10.5%17.6%0.0%3.7%-3.0%6.1K-31.4K-770.00139.91N/AN/A00190
2023-08-28$54.69$55.0017.5%5.0%10.7%14.0%12.3%1.2%-3.7%8.9K-26.3K-530.00139.37N/AN/A200190
2023-08-29$55.44$55.0020.3%5.8%12.0%18.4%0.0%3.1%-4.0%7.7K-97.2K-870.00139.41N/AN/A00290
2023-08-30$55.61$55.0021.6%6.2%11.3%20.4%0.0%0.8%-6.2%7.8K-98.9K-950.00143.14N/AN/A00290
2023-08-31$55.64$55.0022.1%6.3%11.3%21.1%0.0%0.3%-7.2%7.8K-99.3K-890.00144.26N/AN/A00290