JBL Options History — April 2013

In April 2013, JBL traded between $16.57 and $18.39. ATM implied volatility averaged 26.3%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 2.4% (HV 20d: 23.9%). Max pain ranged from $18.00 to $19.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 1.13.

Notable Days

  • 2013-04-18: Highest Volume — 2,865 contracts
  • 2013-04-11: Largest IV spike — 18.3% change
  • 2013-04-18: Highest IV Rank — 34.5%
  • 2013-04-18: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.65$16.57$18.39$18.15$17.80
Max Pain$18.18$18.00$19.00$19.00$18.00
ATM IV26.3%22.7%30.2%27.1%23.4%
Expected Move7.7%6.7%8.7%7.8%6.7%
HV 20d23.9%20.8%27.2%23.1%26.7%
HV 60d22.4%20.4%23.8%22.1%23.4%
IV Rank21.8%10.0%34.5%24.4%12.3%
IV Percentile11.4%0.8%30.2%13.5%2.0%
Term Structure3.2%0.5%5.6%0.5%5.6%
VWIV27.1%23.5%30.3%26.8%23.5%
Skew 25d2.9%-0.4%5.8%4.8%5.8%
Skew 10d5.9%-1.0%10.9%6.3%3.8%
Call IV 25d25.2%19.2%29.8%25.2%19.2%
Put IV 25d28.2%22.7%33.0%29.9%25.0%
Bid-Ask Spread %16.0311.9627.2314.7719.70
Gamma HHI0.270.140.340.320.27
Net GEX302.3K-16.6K673.3K500.2K239.3K
Net DEX2.7M-5.3M13.5M-1.3M1.2M
Net VEX-110.7K-128.9K-92.3K-119.7K-112.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.145.440.660.36
Total Volume887.5912482,865404248
Total OI43,723.81840,01149,02942,45141,658

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-04-01$18.15$19.0027.1%7.8%23.1%24.4%26.8%4.8%0.5%500.2K-1.3M-119.7K0.6614.7724316128,00514,446
2013-04-02$18.03$19.0027.4%7.8%22.9%25.3%27.2%2.2%1.4%464.3K-541.5K-117.8K0.2815.181,48642028,08014,444
2013-04-03$18.20$19.0025.1%7.2%22.5%17.9%25.6%1.8%2.4%596.1K-2.9M-121.7K0.6714.6691060729,20314,448
2013-04-04$18.39$19.0025.9%7.4%22.8%20.4%25.1%-0.4%2.3%673.3K-5.3M-128.9K2.4216.7325561829,60514,663
2013-04-05$18.31$18.0026.0%8.0%22.7%20.6%30.1%2.7%2.8%630.8K-4.0M-126.2K1.4618.7117024829,67114,837
2013-04-08$18.11$18.0024.6%8.1%22.6%16.3%28.5%1.8%2.8%495.6K-1.5M-120.0K1.0916.4214115329,72415,062
2013-04-09$18.08$18.0024.8%8.1%21.3%16.9%28.3%3.0%2.6%482.3K-998.0K-116.9K1.9815.5910019829,79115,079
2013-04-10$18.21$18.0022.7%7.8%21.3%10.0%26.4%3.5%2.8%537.3K-2.3M-118.6K1.0212.3818619029,80115,120
2013-04-11$18.25$18.0026.9%7.7%21.1%23.7%24.7%2.9%2.6%536.3K-2.5M-118.4K0.1412.291,24417129,88715,239
2013-04-12$18.01$18.0026.5%7.6%20.8%22.4%27.7%1.6%3.6%347.7K742.5K-112.6K0.4811.9625212129,88515,183
2013-04-15$17.27$18.0029.4%8.4%24.8%32.0%29.8%2.5%2.2%159.9K7.8M-95.9K0.3717.771,22745029,99815,223
2013-04-16$17.54$18.0027.4%7.8%25.7%25.3%28.1%1.9%3.1%170.1K5.8M-100.6K5.4414.902111,14830,30615,399
2013-04-17$17.03$18.0029.0%8.3%27.2%30.5%30.0%2.9%2.7%134.4K10.0M-99.4K1.8412.8622541430,33316,387
2013-04-18$16.70$18.0030.2%8.7%26.3%34.5%30.3%3.2%3.4%75.8K12.1M-92.3K1.0413.191,4071,45830,25316,479
2013-04-19$16.57$18.0027.1%7.8%22.0%24.3%27.5%5.2%4.6%15.0K13.5M-96.1K1.7622.406311,11031,45817,571
2013-04-22$16.73$18.0026.1%7.5%22.7%21.1%26.0%3.8%5.4%-16.6K8.5M-98.2K0.3012.3751415624,62215,389
2013-04-23$17.13$18.0027.2%7.8%24.9%24.8%28.0%4.8%3.5%48.9K6.4M-103.7K0.5316.3238820425,02415,417
2013-04-24$17.35$18.0026.1%7.5%25.6%21.2%26.9%4.4%4.0%105.9K4.7M-108.3K0.5627.2326615025,22915,560
2013-04-25$17.54$18.0024.6%7.1%26.0%16.2%25.0%1.4%4.5%174.9K3.1M-112.4K0.2015.4156411125,35015,615
2013-04-26$17.31$18.0025.1%7.2%26.1%18.0%25.1%2.3%4.7%98.0K5.0M-105.3K1.9515.9110420325,50415,634
2013-04-29$17.59$18.0025.9%7.4%26.4%20.6%26.2%2.3%3.7%181.9K2.9M-110.0K0.3615.9434112325,58615,756
2013-04-30$17.80$18.0023.4%6.7%26.7%12.3%23.5%5.8%5.6%239.3K1.2M-112.2K0.3619.701826625,84015,818