JBL Options History — June 2014

In June 2014, JBL traded between $18.69 and $20.91. ATM implied volatility averaged 30.8%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 14.1% (HV 20d: 16.7%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.62.

Notable Days

  • 2014-06-18: Highest Volume — 18,500 contracts
  • 2014-06-19: Largest IV drop — 42.5% change
  • 2014-06-11: Highest IV Rank — 66.3%
  • 2014-06-02: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.98$18.69$20.91$18.75$20.90
Max Pain$18.00$18.00$18.00$18.00$18.00
ATM IV30.8%19.4%45.2%35.9%20.2%
Expected Move8.7%8.4%9.0%9.0%8.6%
HV 20d16.7%14.2%20.6%18.9%14.4%
HV 60d21.5%20.5%22.6%22.0%20.5%
IV Rank37.2%14.1%66.3%47.5%15.8%
IV Percentile50.7%1.2%95.2%80.6%2.0%
Term Structure-3.0%-9.8%2.9%-7.1%1.0%
VWIV30.5%27.7%35.6%30.6%32.1%
Skew 25d3.4%0.3%7.0%4.5%6.5%
Skew 10d7.6%-3.4%24.5%12.7%5.6%
Call IV 25d27.3%14.6%38.5%36.2%14.6%
Put IV 25d30.7%20.4%42.6%40.7%21.1%
Bid-Ask Spread %31.9922.4638.4732.7222.46
Gamma HHI0.310.260.400.280.27
Net GEX1.1M552.6K1.9M906.6K770.1K
Net DEX-24.5M-48.4M-13.5M-13.9M-21.8M
Net VEX-145.7K-154.3K-138.8K-139.6K-142.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.620.052.552.550.93
Total Volume2,804.61921918,500479528
Total OI46,763.28635,88564,38745,63737,919

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-06-02$18.75$18.0035.9%9.0%18.9%47.5%30.6%4.5%-7.1%906.6K-13.9M-139.6K2.5532.7213534428,97816,659
2014-06-03$18.69$18.0038.2%8.9%18.9%52.3%30.4%4.1%-8.6%895.5K-13.5M-139.7K0.4632.1335516529,04816,716
2014-06-04$18.76$18.0038.6%8.8%18.8%53.0%0.0%4.1%-8.8%914.4K-13.9M-138.8K0.1531.5183612629,29616,770
2014-06-05$19.25$18.0038.6%8.5%20.4%53.1%29.4%7.0%-9.8%1.1M-18.9M-140.6K0.0729.753,65626529,42516,774
2014-06-06$19.48$18.0040.9%8.6%20.6%57.7%29.6%3.3%-2.1%1.3M-22.3M-145.0K0.6834.2237025031,08016,834
2014-06-09$19.68$18.0041.4%8.7%20.3%58.7%30.6%5.1%-3.4%1.3M-24.8M-142.9K0.5530.6559632631,02516,938
2014-06-10$19.86$18.0043.0%8.7%16.7%61.9%31.0%4.9%-3.1%1.3M-26.2M-143.0K0.1137.271,29814831,08417,149
2014-06-11$19.77$18.0045.2%8.7%16.6%66.3%30.5%3.0%-4.1%1.3M-26.9M-146.5K0.1437.863,57951632,05517,220
2014-06-12$19.69$18.0030.4%8.8%15.7%36.3%32.8%1.2%-4.0%1.3M-26.3M-154.3K1.4936.9828642732,84917,514
2014-06-13$19.79$18.0029.9%8.6%15.4%35.4%30.3%3.8%-4.1%1.4M-27.3M-153.2K0.3233.1559818932,83217,656
2014-06-16$19.76$18.0031.7%8.7%15.4%39.1%30.3%3.1%-5.2%1.4M-27.2M-149.4K0.3033.581,02731332,98317,772
2014-06-17$19.97$18.0031.8%8.6%15.1%39.2%29.1%6.9%-5.1%1.4M-29.8M-149.3K0.1434.722,74838333,55018,047
2014-06-18$20.10$18.0036.4%8.7%14.2%48.6%31.3%2.6%-8.1%1.3M-31.5M-146.6K0.7238.4710,7447,75633,97818,138
2014-06-19$20.63$18.0020.9%8.7%15.9%17.2%30.0%0.6%0.5%1.7M-48.4M-149.6K1.1137.415,6396,25440,10224,285
2014-06-20$20.48$18.0021.2%8.6%16.6%17.8%29.9%1.8%1.6%1.9M-40.6M-154.0K0.0534.694,53023638,57823,393
2014-06-23$20.73$18.0020.8%8.6%15.8%17.0%35.6%0.3%0.4%552.6K-18.9M-142.4K0.6527.0745129121,21414,671
2014-06-24$20.75$18.0021.3%8.4%15.6%18.0%29.0%1.1%0.2%564.3K-19.6M-142.6K0.2026.481,76035321,46014,829
2014-06-25$20.86$18.0020.9%8.5%15.3%17.1%27.7%4.3%0.8%690.1K-20.5M-146.6K0.4628.9947121722,51114,946
2014-06-26$20.85$18.0020.1%8.5%15.2%15.4%28.9%0.7%2.3%737.0K-20.8M-147.3K1.6127.788413522,73815,094
2014-06-27$20.91$18.0019.4%8.7%14.6%14.1%32.1%1.8%2.9%747.6K-21.3M-144.8K0.2623.8440610622,77015,149
2014-06-30$20.90$18.0020.2%8.6%14.4%15.8%0.0%6.5%1.0%770.1K-21.8M-142.4K0.9322.4627425422,77015,149