JHML Options History — March 2025

In March 2025, JHML traded between $66.03 and $69.73. ATM implied volatility averaged 19.2%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 3.2% (HV 20d: 16.1%). Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-03-25: Highest Volume — 2 contracts
  • 2025-03-31: Largest IV drop — 27.4% change
  • 2025-03-10: Highest IV Rank — 44.1%
  • 2025-03-14: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.13$66.03$69.73$69.72$67.59
ATM IV19.2%14.3%25.9%19.6%14.3%
Expected Move5.7%4.3%8.4%5.6%4.5%
HV 20d16.1%10.9%20.3%10.9%20.3%
HV 60d14.1%12.7%15.2%12.7%14.9%
IV Rank23.1%7.8%44.1%24.3%7.8%
IV Percentile61.4%4.4%91.3%70.2%4.4%
Term Structure-1.9%-5.5%1.7%-4.8%-0.1%
Skew 25d3.4%-1.1%10.1%-0.6%10.1%
Skew 10d2.0%-5.0%8.1%-5.0%6.5%
Call IV 25d14.8%11.7%18.3%16.8%13.8%
Put IV 25d18.2%15.8%23.9%16.2%23.9%
Bid-Ask Spread %148.95142.59157.38157.38142.59
Gamma HHI1.001.001.001.001.00
Net GEX13908090809
Net DEX-668-4.1K00-3.4K
Net VEX-1-700-6
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0950200
Total OI0.190101

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$69.72$0.0019.6%5.6%10.9%24.3%0.0%-0.6%-4.8%0000.00157.38N/AN/A0000
2025-03-04$69.38$0.0019.9%5.7%10.9%25.0%0.0%3.4%-3.4%0000.00153.67N/AN/A0000
2025-03-05$69.73$0.0020.1%5.8%11.0%25.8%0.0%5.3%1.7%0000.00152.47N/AN/A0000
2025-03-06$68.53$0.0022.4%6.4%12.1%33.1%0.0%3.6%0.3%0000.00150.82N/AN/A0000
2025-03-07$68.92$0.0022.3%6.4%12.4%32.6%0.0%3.7%-1.1%0000.00153.78N/AN/A0000
2025-03-10$67.38$0.0025.9%7.4%14.3%44.1%0.0%3.5%-0.1%0000.00144.51N/AN/A0000
2025-03-11$67.11$0.0021.3%8.0%13.9%29.4%0.0%4.6%-2.0%0000.00145.91N/AN/A0000
2025-03-12$67.04$0.0019.9%8.0%13.9%25.0%0.0%3.6%-1.4%0000.00146.88N/AN/A0000
2025-03-13$66.03$0.0019.8%8.2%14.5%24.9%0.0%1.7%-5.5%0000.00146.13N/AN/A0000
2025-03-14$67.29$0.0018.3%8.4%16.0%20.1%0.0%4.7%-0.6%0000.00151.40N/AN/A0000
2025-03-17$68.31$0.0019.0%4.7%17.3%22.4%0.0%4.3%-2.7%0000.00152.46N/AN/A0000
2025-03-18$67.47$0.0019.1%4.6%17.5%22.5%0.0%3.5%-2.8%0000.00146.10N/AN/A0000
2025-03-19$68.41$0.0017.3%4.5%18.4%17.1%0.0%5.5%-1.4%0000.00143.64N/AN/A0000
2025-03-20$68.05$0.0017.9%4.4%18.4%19.0%0.0%3.7%-2.0%0000.00147.31N/AN/A0000
2025-03-21$67.72$0.0017.9%4.5%17.8%19.1%0.0%4.5%-1.8%0000.00147.97N/AN/A0000
2025-03-24$69.08$0.0018.0%4.3%19.5%19.3%0.0%4.8%-2.9%0000.00151.45N/AN/A0000
2025-03-25$69.03$0.0018.3%4.3%19.4%20.1%0.0%0.8%-3.4%0000.00153.56N/AN/A2000
2025-03-26$68.52$0.0017.6%4.3%19.5%17.9%0.0%-0.5%-3.1%679-4.1K-70.00146.68N/AN/A0010
2025-03-27$68.49$0.0015.5%4.4%19.1%11.5%0.0%3.1%-0.4%713-4.1K-60.00149.81N/AN/A0010
2025-03-28$66.99$0.0019.8%4.9%20.3%24.7%0.0%-1.1%-2.6%714-2.5K-60.00143.36N/AN/A0010
2025-03-31$67.59$0.0014.3%4.5%20.3%7.8%0.0%10.1%-0.1%809-3.4K-60.00142.59N/AN/A0010