JHML Options History — September 2025

In September 2025, JHML traded between $75.73 and $78.36. ATM implied volatility averaged 16.0%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 7.2% (HV 20d: 8.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-09-10: Largest IV drop — 31.6% change
  • 2025-09-09: Highest IV Rank — 14.2%
  • 2025-09-02: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$77.36$75.73$78.36$75.73$78.25
ATM IV16.0%13.7%20.1%18.1%16.6%
Expected Move4.3%3.7%5.2%5.2%4.8%
HV 20d8.7%7.2%9.6%9.2%7.2%
HV 60d9.4%8.7%10.0%10.0%8.7%
IV Rank5.1%0.0%14.2%9.7%6.6%
IV Percentile27.1%0.0%71.8%55.6%37.7%
Term Structure-2.0%-4.1%-0.2%-4.1%-3.0%
Skew 25d5.6%3.6%9.3%5.4%6.9%
Skew 10d8.2%1.9%14.1%1.9%9.5%
Call IV 25d10.3%7.2%13.5%13.4%10.1%
Put IV 25d15.9%14.0%19.1%18.7%16.9%
Bid-Ask Spread %165.51159.28170.12166.33165.59
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$75.73$0.0018.1%5.2%9.2%9.7%0.0%5.4%-4.1%0000.00166.33N/AN/A0000
2025-09-03$75.86$0.0017.9%5.1%9.1%9.2%0.0%3.7%-4.0%0000.00167.11N/AN/A0000
2025-09-04$76.63$0.0017.3%3.7%9.6%7.7%0.0%7.0%-0.2%0000.00166.49N/AN/A0000
2025-09-05$76.52$0.0016.6%3.7%9.5%6.3%0.0%4.7%-0.8%0000.00160.82N/AN/A0000
2025-09-08$76.64$0.0019.9%3.8%9.5%13.7%0.0%5.4%-0.7%0000.00170.12N/AN/A0000
2025-09-09$76.75$0.0020.1%3.9%9.4%14.2%0.0%5.5%-1.4%0000.00169.05N/AN/A0000
2025-09-10$76.81$0.0013.8%3.9%8.7%0.0%0.0%6.8%-1.6%0000.00167.37N/AN/A0000
2025-09-11$77.71$0.0013.7%3.9%9.4%0.0%0.0%9.3%-1.4%0000.00168.10N/AN/A0000
2025-09-12$77.49$0.0014.5%4.2%9.4%2.0%0.0%3.6%-1.7%0000.00166.46N/AN/A0000
2025-09-15$77.59$0.0014.1%4.0%9.3%1.0%0.0%4.1%-1.6%0000.00166.48N/AN/A0000
2025-09-16$77.52$0.0014.3%4.1%9.4%1.5%0.0%4.3%-1.8%0000.00165.93N/AN/A0000
2025-09-17$77.47$0.0014.0%4.0%9.2%0.8%0.0%3.8%-1.4%0000.00159.28N/AN/A0000
2025-09-18$77.93$0.0014.4%4.1%9.4%1.6%0.0%5.0%-1.8%0000.00163.93N/AN/A0000
2025-09-19$78.12$0.0014.7%4.2%9.0%2.4%0.0%7.0%-1.7%0000.00164.85N/AN/A0000
2025-09-22$78.36$0.0015.2%4.4%7.3%3.4%0.0%8.0%-1.9%0000.00163.09N/AN/A0000
2025-09-23$78.05$0.0015.8%4.5%7.3%4.7%0.0%7.3%-2.4%0000.00161.59N/AN/A0000
2025-09-24$77.77$0.0015.7%4.5%7.6%4.5%0.0%3.9%-2.1%0000.00164.58N/AN/A0000
2025-09-25$77.31$0.0016.1%4.6%7.7%5.5%0.0%3.6%-1.9%0000.00165.02N/AN/A0000
2025-09-26$77.90$0.0015.6%4.5%8.1%4.2%0.0%5.9%-1.9%0000.00166.05N/AN/A0000
2025-09-29$78.11$0.0017.1%4.9%7.8%7.7%0.0%6.4%-3.6%0000.00167.43N/AN/A0000
2025-09-30$78.25$0.0016.6%4.8%7.2%6.6%0.0%6.9%-3.0%0000.00165.59N/AN/A0000