JHML Options History — December 2024 In December 2024, JHML traded between $69.58 and $73.44. ATM implied volatility averaged 17.0%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 5.6% (HV 20d: 11.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 37.0% change2024-12-10 : Highest IV Rank — 32.2%2024-12-04 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $71.83 $69.58 $73.44 $73.24 $69.58 ATM IV 17.0% 13.9% 22.1% 17.3% 18.4% Expected Move 4.5% 3.9% 5.4% 5.0% 5.3% HV 20d 11.4% 7.3% 14.6% 13.6% 14.3% HV 60d 11.5% 10.5% 13.1% 10.8% 13.0% IV Rank 16.1% 6.5% 32.2% 17.0% 20.6% IV Percentile 35.7% 0.8% 81.7% 39.7% 57.5% Term Structure -2.5% -6.2% -0.6% -3.8% -5.0% Skew 25d 2.4% -2.8% 5.1% 2.7% 1.3% Skew 10d 2.1% -5.7% 6.9% 5.3% -1.7% Call IV 25d 12.2% 7.7% 15.1% 12.6% 15.1% Put IV 25d 14.6% 12.3% 17.2% 15.3% 16.4% Bid-Ask Spread % 172.90 166.34 178.72 168.01 169.44 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 (21 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 2024-12-02 $73.24 $0.00 17.3% 5.0% 13.6% 17.0% 0.0% 2.7% -3.8% 0 0 0 0.00 168.01 N/A N/A 0 0 0 0 2024-12-03 $73.15 $0.00 17.6% 5.1% 13.5% 18.0% 0.0% 1.3% -3.9% 0 0 0 0.00 169.38 N/A N/A 0 0 0 0 2024-12-04 $73.44 $0.00 18.9% 5.4% 13.3% 22.0% 0.0% 2.3% -6.2% 0 0 0 0.00 168.25 N/A N/A 0 0 0 0 2024-12-05 $73.32 $0.00 19.3% 3.9% 8.8% 23.4% 0.0% 5.1% -1.0% 0 0 0 0.00 176.15 N/A N/A 0 0 0 0 2024-12-06 $73.28 $0.00 19.4% 3.9% 8.7% 23.5% 0.0% 4.8% -0.6% 0 0 0 0.00 176.72 N/A N/A 0 0 0 0 2024-12-09 $72.82 $0.00 19.0% 3.9% 9.0% 22.4% 0.0% 1.8% -1.0% 0 0 0 0.00 175.10 N/A N/A 0 0 0 0 2024-12-10 $72.44 $0.00 22.1% 4.1% 9.1% 32.2% 0.0% 1.8% -1.6% 0 0 0 0.00 177.16 N/A N/A 0 0 0 0 2024-12-11 $72.86 $0.00 13.9% 4.0% 9.3% 6.5% 0.0% 2.2% -1.4% 0 0 0 0.00 178.68 N/A N/A 0 0 0 0 2024-12-12 $72.58 $0.00 14.0% 4.0% 9.4% 6.7% 0.0% 1.7% -0.9% 0 0 0 0.00 178.53 N/A N/A 0 0 0 0 2024-12-13 $72.42 $0.00 14.4% 4.1% 8.8% 8.1% 0.0% 2.0% -1.3% 0 0 0 0.00 177.48 N/A N/A 0 0 0 0 2024-12-16 $72.51 $0.00 14.7% 4.2% 7.3% 8.8% 0.0% 2.5% -1.9% 0 0 0 0.00 178.72 N/A N/A 0 0 0 0 2024-12-17 $72.04 $0.00 15.4% 4.4% 7.6% 11.2% 0.0% 2.5% -1.8% 0 0 0 0.00 178.46 N/A N/A 0 0 0 0 2024-12-18 $69.94 $0.00 16.6% 4.8% 13.1% 15.0% 0.0% -2.8% -2.6% 0 0 0 0.00 167.13 N/A N/A 0 0 0 0 2024-12-19 $69.99 $0.00 16.9% 4.8% 13.1% 15.7% 0.0% 2.4% -2.1% 0 0 0 0.00 170.59 N/A N/A 0 0 0 0 2024-12-20 $70.72 $0.00 15.0% 4.3% 13.0% 9.8% 0.0% 4.2% -1.7% 0 0 0 0.00 166.93 N/A N/A 0 0 0 0 2024-12-23 $70.84 $0.00 16.4% 4.7% 12.9% 14.2% 0.0% 4.1% -2.0% 0 0 0 0.00 170.58 N/A N/A 0 0 0 0 2024-12-24 $71.41 $0.00 16.6% 4.8% 13.0% 14.8% 0.0% 3.1% -2.9% 0 0 0 0.00 174.16 N/A N/A 0 0 0 0 2024-12-26 $71.66 $0.00 16.8% 4.8% 13.0% 15.6% 0.0% 2.8% -1.8% 0 0 0 0.00 174.77 N/A N/A 0 0 0 0 2024-12-27 $70.26 $0.00 16.5% 4.7% 14.6% 14.5% 0.0% 0.6% -4.2% 0 0 0 0.00 168.40 N/A N/A 0 0 0 0 2024-12-30 $69.93 $0.00 17.9% 5.1% 14.3% 19.0% 0.0% 3.8% -4.2% 0 0 0 0.00 166.34 N/A N/A 0 0 0 0 2024-12-31 $69.58 $0.00 18.4% 5.3% 14.3% 20.6% 0.0% 1.3% -5.0% 0 0 0 0.00 169.44 N/A N/A 0 0 0 0
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