JHML Options History — September 2023 In September 2023, JHML traded between $52.74 and $55.71. ATM implied volatility averaged 21.6%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 10.8% (HV 20d: 10.8%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2023-09-11 : Largest IV spike — 81.7% change2023-09-12 : Highest IV Rank — 58.4%2023-09-29 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $54.37 $52.74 $55.71 $55.71 $52.97 Max Pain $50.25 $50.00 $55.00 $55.00 $50.00 ATM IV 21.6% 11.2% 45.8% 19.1% 21.9% Expected Move 4.9% 3.2% 6.3% 5.5% 6.3% HV 20d 10.8% 9.7% 11.4% 11.1% 10.2% HV 60d 10.1% 9.6% 10.4% 10.0% 10.3% IV Rank 20.4% 4.0% 58.4% 16.5% 20.8% IV Percentile 42.2% 4.4% 97.6% 32.5% 54.8% Term Structure -2.4% -5.5% 0.3% -0.9% -3.2% Skew 25d 1.9% -0.2% 3.8% 0.6% 1.7% Skew 10d 1.3% -0.5% 3.3% 0.4% 1.0% Call IV 25d 13.1% 8.9% 18.0% 18.0% 17.4% Put IV 25d 15.1% 10.6% 19.1% 18.5% 19.1% Bid-Ask Spread % 140.97 133.90 144.87 142.44 142.28 Gamma HHI 0.76 0.44 1.00 0.45 1.00 Net GEX 5.2K 975 9.7K 8.5K 2.0K Net DEX -68.4K -99.8K -44.2K -99.8K -45.4K Net VEX -37 -87 -15 -87 -30 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 19.5 10 29 29 10
Daily Data (20 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 2023-09-01 $55.71 $55.00 19.1% 5.5% 11.1% 16.5% 0.0% 0.6% -0.9% 8.5K -99.8K -87 0.00 142.44 N/A N/A 0 0 29 0 2023-09-05 $55.44 $50.00 27.9% 5.1% 10.9% 30.3% 0.0% 2.9% -2.2% 8.5K -94.5K -77 0.00 143.95 N/A N/A 0 0 29 0 2023-09-06 $55.02 $50.00 19.9% 4.1% 11.2% 17.7% 0.0% 2.0% 0.3% 9.4K -85.3K -59 0.00 133.90 N/A N/A 0 0 29 0 2023-09-07 $54.89 $50.00 29.6% 4.9% 11.2% 33.0% 0.0% 3.8% -1.5% 8.0K -85.7K -74 0.00 144.87 N/A N/A 0 0 29 0 2023-09-08 $54.89 $50.00 21.8% 3.7% 11.0% 20.6% 0.0% 1.8% -1.9% 9.7K -82.3K -53 0.00 141.75 N/A N/A 0 0 29 0 2023-09-11 $55.16 $50.00 39.6% 4.9% 11.2% 48.6% 0.0% 2.9% -1.1% 8.5K -89.0K -52 0.00 143.87 N/A N/A 0 0 29 0 2023-09-12 $54.97 $50.00 45.8% 3.8% 11.1% 58.4% 0.0% 1.3% -1.6% 9.3K -84.6K -38 0.00 134.81 N/A N/A 0 0 29 0 2023-09-13 $54.89 $50.00 17.0% 4.9% 10.2% 13.1% 0.0% 2.8% -1.8% 8.4K -84.2K -43 0.00 143.26 N/A N/A 0 0 29 0 2023-09-14 $55.43 $50.00 13.0% 3.7% 10.6% 6.8% 0.0% 1.9% -2.5% 9.7K -92.8K -26 0.00 138.66 N/A N/A 0 0 29 0 2023-09-15 $54.79 $50.00 11.2% 3.2% 10.9% 4.0% 0.0% -0.1% -1.1% 8.4K -82.6K -15 0.00 138.74 N/A N/A 0 0 29 0 2023-09-18 $54.80 $50.00 17.9% 5.1% 10.9% 14.5% 0.0% 2.0% -2.6% 975 -51.9K -16 0.00 143.38 N/A N/A 0 0 10 0 2023-09-19 $54.77 $50.00 17.8% 5.1% 10.8% 14.3% 0.0% 3.2% -2.6% 982 -51.9K -16 0.00 142.57 N/A N/A 0 0 10 0 2023-09-20 $54.41 $50.00 19.4% 5.6% 10.9% 16.9% 0.0% 0.5% -4.8% 1.1K -51.2K -19 0.00 141.24 N/A N/A 0 0 10 0 2023-09-21 $53.58 $50.00 16.3% 4.7% 11.4% 12.0% 0.0% -0.2% -1.4% 1.5K -49.6K -21 0.00 141.15 N/A N/A 0 0 10 0 2023-09-22 $53.45 $50.00 17.4% 5.0% 10.9% 13.8% 0.0% 1.3% -4.5% 1.4K -50.0K -18 0.00 141.24 N/A N/A 0 0 10 0 2023-09-25 $53.48 $50.00 18.3% 5.2% 10.6% 15.1% 0.0% 3.2% -5.5% 1.4K -50.0K -17 0.00 138.70 N/A N/A 0 0 10 0 2023-09-26 $52.78 $50.00 21.2% 6.1% 11.2% 19.7% 0.0% 2.0% -4.2% 2.2K -44.4K -32 0.00 140.84 N/A N/A 0 0 10 0 2023-09-27 $52.74 $50.00 21.7% 6.2% 9.7% 20.5% 0.0% 1.9% -4.0% 2.2K -44.2K -32 0.00 141.15 N/A N/A 0 0 10 0 2023-09-28 $53.17 $50.00 15.8% 4.5% 10.2% 11.2% 0.0% 3.6% -0.2% 1.7K -48.9K -19 0.00 140.53 N/A N/A 0 0 10 0 2023-09-29 $52.97 $50.00 21.9% 6.3% 10.2% 20.8% 0.0% 1.7% -3.2% 2.0K -45.4K -30 0.00 142.28 N/A N/A 0 0 10 0
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