JHML Options History — January 2025

In January 2025, JHML traded between $69.06 and $72.62. ATM implied volatility averaged 19.5%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 4.7% (HV 20d: 14.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2025-01-15: Largest IV drop — 59.0% change
  • 2025-01-14: Highest IV Rank — 73.7%
  • 2025-01-03: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$71.11$69.06$72.62$69.48$72.15
ATM IV19.5%14.3%35.4%18.8%15.7%
Expected Move4.5%4.1%5.6%5.4%4.5%
HV 20d14.8%12.0%17.8%14.3%12.0%
HV 60d13.4%12.9%13.9%12.9%13.7%
IV Rank23.9%7.7%73.7%21.8%12.0%
IV Percentile44.0%2.8%96.8%61.5%19.4%
Term Structure-2.1%-5.6%4.9%-5.6%-3.2%
Skew 25d2.5%-0.8%5.9%0.5%-0.8%
Skew 10d1.8%-1.7%3.2%-1.7%0.8%
Call IV 25d12.4%11.1%16.3%16.3%14.0%
Put IV 25d14.9%12.2%20.8%16.8%13.3%
Bid-Ask Spread %152.69146.98166.64165.96146.98
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$69.48$0.0018.8%5.4%14.3%21.8%0.0%0.5%-5.6%0000.00165.96N/AN/A0000
2025-01-03$70.27$0.0019.5%5.6%15.0%24.0%0.0%5.9%-4.3%0000.00166.64N/AN/A0000
2025-01-06$70.48$0.0023.5%4.2%15.1%36.4%0.0%1.1%-3.0%0000.00151.06N/AN/A0000
2025-01-07$69.85$0.0023.5%4.5%15.3%36.5%0.0%-0.4%-2.6%0000.00155.61N/AN/A0000
2025-01-08$70.04$0.0023.6%4.3%15.3%36.8%0.0%3.8%-2.5%0000.00151.11N/AN/A0000
2025-01-10$69.06$0.0026.5%4.4%15.9%45.8%0.0%2.4%-1.8%0000.00150.47N/AN/A0000
2025-01-13$69.23$0.0033.7%4.5%15.7%68.2%0.0%4.2%-0.8%0000.00150.04N/AN/A0000
2025-01-14$69.52$0.0035.4%4.4%15.9%73.7%0.0%2.5%-1.5%0000.00150.99N/AN/A0000
2025-01-15$70.86$0.0014.5%4.2%17.6%8.3%0.0%3.1%-2.3%0000.00152.58N/AN/A0000
2025-01-16$71.04$0.0014.6%4.2%17.6%8.5%0.0%3.4%4.9%0000.00152.73N/AN/A0000
2025-01-17$71.59$0.0014.3%4.1%17.8%7.7%0.0%2.5%-1.6%0000.00153.08N/AN/A0000
2025-01-21$72.22$0.0014.8%4.3%14.2%9.3%0.0%3.1%-1.2%0000.00151.41N/AN/A0000
2025-01-22$72.50$0.0016.1%4.6%14.3%13.1%0.0%2.4%-2.4%0000.00152.10N/AN/A0000
2025-01-23$72.62$0.0014.6%4.2%13.9%8.6%0.0%2.7%-1.8%0000.00150.64N/AN/A0000
2025-01-24$72.59$0.0014.9%4.3%13.9%9.4%0.0%2.1%-2.1%0000.00150.97N/AN/A0000
2025-01-27$71.87$0.0016.6%4.8%14.2%14.9%0.0%3.7%-2.0%0000.00152.30N/AN/A0000
2025-01-28$72.37$0.0016.3%4.7%14.4%13.9%0.0%3.7%-1.5%0000.00149.63N/AN/A0000
2025-01-29$72.08$0.0016.9%4.9%12.4%15.9%0.0%2.4%-2.9%0000.00149.92N/AN/A0000
2025-01-30$72.30$0.0016.2%4.6%12.2%13.5%0.0%0.9%-3.1%0000.00149.61N/AN/A0000
2025-01-31$72.15$0.0015.7%4.5%12.0%12.0%0.0%-0.8%-3.2%0000.00146.98N/AN/A0000