JHML Options History — May 2024 In May 2024, JHML traded between $61.97 and $64.94. ATM implied volatility averaged 21.1%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 11.1% (HV 20d: 10.0%). Max pain ranged from $54.00 to $54.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 60.4% change2024-05-14 : Highest IV Rank — 46.3%2024-05-02 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $63.92 $61.97 $64.94 $61.97 $63.85 Max Pain $54.00 $54.00 $54.00 $54.00 $54.00 ATM IV 21.1% 15.1% 38.1% 20.0% 17.9% Expected Move 4.9% 4.3% 6.1% 5.7% 5.1% HV 20d 10.0% 7.9% 12.7% 12.3% 8.7% HV 60d 10.9% 10.2% 11.8% 11.6% 10.2% IV Rank 19.5% 10.1% 46.3% 17.8% 14.6% IV Percentile 52.2% 10.3% 98.0% 63.9% 37.7% Term Structure -2.2% -7.4% 6.9% -5.7% -1.9% Skew 25d 3.0% 0.8% 6.7% 2.0% 3.5% Skew 10d 3.3% 0.5% 8.5% 1.2% 1.2% Call IV 25d 12.9% 7.9% 16.4% 15.7% 14.2% Put IV 25d 15.9% 13.7% 18.7% 17.7% 17.8% Bid-Ask Spread % 166.55 135.50 176.90 135.50 167.52 Gamma HHI 0.87 0.78 0.96 0.80 0.84 Net GEX 8 0 45 40 0 Net DEX -7.5K -13.0K 0 -12.3K 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 1.182 0 2 2 0
Daily Data (22 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 2024-05-01 $61.97 $54.00 20.0% 5.7% 12.3% 17.8% 0.0% 2.0% -5.7% 40 -12.3K 0 0.00 135.50 N/A N/A 0 0 2 0 2024-05-02 $62.02 $54.00 21.4% 6.1% 11.9% 20.0% 0.0% 2.4% -7.4% 45 -12.3K 0 0.00 136.75 N/A N/A 0 0 2 0 2024-05-03 $62.77 $54.00 21.1% 6.0% 12.3% 19.5% 0.0% 1.7% -6.2% 24 -12.5K 0 0.00 138.47 N/A N/A 0 0 2 0 2024-05-06 $63.23 $0.00 23.1% 4.5% 12.6% 22.7% 0.0% 4.3% -1.5% 15 -12.6K 0 0.00 176.90 N/A N/A 0 0 2 0 2024-05-07 $63.48 $0.00 26.8% 4.8% 12.7% 28.5% 0.0% 2.8% -2.4% 14 -12.7K 0 0.00 176.01 N/A N/A 0 0 2 0 2024-05-08 $63.50 $0.00 26.9% 4.8% 12.2% 28.8% 0.0% 5.8% -2.7% 13 -12.7K 0 0.00 175.65 N/A N/A 0 0 2 0 2024-05-09 $63.88 $0.00 25.1% 4.3% 12.3% 25.9% 0.0% 6.7% -1.1% 4 -12.8K 0 0.00 171.77 N/A N/A 0 0 2 0 2024-05-10 $64.05 $0.00 26.5% 4.4% 10.6% 28.0% 0.0% 3.5% -1.3% 3 -12.8K 0 0.00 173.22 N/A N/A 0 0 2 0 2024-05-13 $63.97 $0.00 34.6% 4.5% 9.5% 40.7% 0.0% 2.4% -2.0% 3 -12.8K 0 0.00 172.68 N/A N/A 0 0 2 0 2024-05-14 $64.25 $0.00 38.1% 4.4% 9.5% 46.3% 0.0% 4.0% -1.4% 2 -12.8K 0 0.00 172.65 N/A N/A 0 0 2 0 2024-05-15 $64.89 $0.00 15.1% 4.3% 9.5% 10.1% 0.0% 2.6% -1.3% 1 -13.0K 0 0.00 169.22 N/A N/A 0 0 2 0 2024-05-16 $64.84 $0.00 15.5% 4.4% 9.4% 10.7% 0.0% 2.2% 6.9% 0 -13.0K 0 0.00 169.66 N/A N/A 0 0 2 0 2024-05-17 $64.85 $0.00 15.5% 4.5% 8.9% 10.8% 0.0% 2.8% -0.8% 9 -13.0K 0 0.00 170.18 N/A N/A 0 0 2 0 2024-05-20 $64.90 $0.00 15.9% 4.6% 8.4% 11.4% 0.0% 1.8% -1.4% 0 0 0 0.00 169.01 N/A N/A 0 0 0 0 2024-05-21 $64.94 $0.00 16.2% 4.6% 7.9% 11.8% 0.0% 2.8% -1.8% 0 0 0 0.00 170.28 N/A N/A 0 0 0 0 2024-05-22 $64.66 $0.00 16.0% 4.6% 8.2% 11.5% 0.0% 1.9% -1.6% 0 0 0 0.00 168.56 N/A N/A 0 0 0 0 2024-05-23 $64.08 $0.00 15.4% 4.4% 8.8% 10.6% 0.0% 0.8% -1.8% 0 0 0 0.00 166.10 N/A N/A 0 0 0 0 2024-05-24 $64.50 $0.00 17.8% 5.1% 8.7% 14.4% 0.0% 3.1% -3.9% 0 0 0 0.00 170.35 N/A N/A 0 0 0 0 2024-05-28 $64.24 $0.00 17.6% 5.1% 8.9% 14.1% 0.0% 2.2% -3.1% 0 0 0 0.00 169.13 N/A N/A 0 0 0 0 2024-05-29 $63.83 $0.00 18.5% 5.3% 8.5% 15.5% 0.0% 3.1% -3.1% 0 0 0 0.00 172.72 N/A N/A 0 0 0 0 2024-05-30 $63.58 $0.00 18.8% 5.4% 8.6% 15.9% 0.0% 2.7% -3.5% 0 0 0 0.00 171.87 N/A N/A 0 0 0 0 2024-05-31 $63.85 $0.00 17.9% 5.1% 8.7% 14.6% 0.0% 3.5% -1.9% 0 0 0 0.00 167.52 N/A N/A 0 0 0 0
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