JBL Options History — April 2015

In April 2015, JBL traded between $22.50 and $23.94. ATM implied volatility averaged 23.6%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 0.8% (HV 20d: 22.8%). Max pain ranged from $21.00 to $24.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.49.

Notable Days

  • 2015-04-14: Highest Volume — 9,476 contracts
  • 2015-04-14: Largest IV spike — 11.2% change
  • 2015-04-14: Highest IV Rank — 34.0%
  • 2015-04-14: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.50$22.50$23.94$23.14$22.50
Max Pain$23.24$21.00$24.00$23.00$24.00
ATM IV23.6%21.9%25.9%23.2%25.7%
Expected Move6.8%6.3%7.4%6.6%7.4%
HV 20d22.8%18.7%25.0%25.0%21.0%
HV 60d21.1%20.0%22.2%22.2%20.5%
IV Rank28.3%23.9%34.0%27.1%33.4%
IV Percentile40.6%25.8%56.3%34.9%56.3%
Term Structure3.4%0.0%5.5%0.0%2.1%
VWIV23.7%21.6%26.2%22.9%24.6%
Skew 25d2.5%-2.8%5.0%4.4%-2.8%
Skew 10d4.5%-8.8%14.5%6.4%-8.8%
Call IV 25d22.6%20.6%24.5%20.6%24.2%
Put IV 25d25.1%21.3%27.6%25.0%21.3%
Bid-Ask Spread %22.3615.6844.0926.0615.68
Gamma HHI0.440.220.620.220.48
Net GEX976.5K474.3K1.4M474.3K724.4K
Net DEX-16.1M-23.3M-9.1M-12.2M-9.1M
Net VEX-88.0K-98.6K-76.2K-79.5K-83.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.121.201.120.35
Total Volume2,441.191,1049,4761,2503,000
Total OI21,498.38116,30527,32316,30523,823

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-04-01$23.14$23.0023.2%6.6%25.0%27.1%22.9%4.4%0.0%474.3K-12.2M-79.5K1.1226.0659066011,6754,630
2015-04-02$23.14$21.0022.5%6.7%24.7%25.5%24.7%2.9%3.0%483.5K-12.6M-78.6K1.1521.3957466011,7134,691
2015-04-06$23.29$21.0023.8%6.6%24.6%28.7%21.6%5.0%3.4%499.5K-12.8M-77.9K0.7726.4462547911,7124,691
2015-04-07$23.25$22.0021.9%6.5%24.6%23.9%26.1%2.3%3.8%543.1K-13.2M-77.4K0.1922.582,52947711,7964,707
2015-04-08$23.93$22.0022.0%6.3%24.2%24.3%23.0%3.0%3.6%663.8K-15.6M-76.2K0.1316.301,32317813,0404,708
2015-04-09$23.91$22.0021.9%6.3%24.2%24.0%22.2%2.6%4.1%773.7K-16.6M-80.6K0.2016.952,80556213,8334,862
2015-04-10$23.91$23.0022.7%6.5%24.3%25.9%22.9%3.5%3.3%766.4K-16.5M-79.9K0.1220.384,15251613,9154,911
2015-04-13$23.63$23.0023.3%6.7%25.0%27.4%22.7%2.2%3.8%822.6K-16.3M-82.7K0.2916.231,71449615,1984,917
2015-04-14$23.89$23.0025.9%7.4%24.2%34.0%26.2%3.3%1.6%919.9K-17.9M-84.1K0.1617.978,1971,27915,6714,927
2015-04-15$23.93$24.0025.4%7.3%23.5%32.7%25.4%3.3%2.1%1.4M-23.3M-98.6K1.2023.481,1981,44020,3215,707
2015-04-16$23.66$24.0024.0%6.9%24.0%29.1%24.1%1.3%3.7%1.3M-20.3M-98.6K0.4223.121,66270520,4556,188
2015-04-17$23.09$24.0025.4%7.3%23.4%32.9%24.7%1.4%3.0%979.9K-16.3M-96.7K0.4921.791,25561620,9686,355
2015-04-20$23.33$24.0024.6%7.1%23.2%30.9%24.4%3.1%3.8%1.1M-15.8M-96.4K0.5023.0290145117,3545,651
2015-04-21$23.49$24.0024.2%6.9%23.0%29.7%23.5%2.4%4.9%1.2M-16.5M-96.6K0.4719.481,02048117,5665,660
2015-04-22$23.75$24.0022.9%6.6%23.2%26.5%23.1%4.1%4.5%1.3M-18.7M-97.3K0.6926.4570348317,6075,673
2015-04-23$23.94$24.0022.2%6.4%19.4%24.6%22.4%2.2%5.5%1.4M-20.6M-97.6K0.4025.051,38154717,5865,697
2015-04-24$23.70$24.0022.7%6.5%19.9%25.9%23.0%2.1%4.3%1.3M-18.4M-95.1K0.4523.661,06648417,2615,708
2015-04-27$23.62$24.0023.5%6.7%20.0%28.0%23.6%1.6%3.5%1.3M-17.7M-93.0K0.2818.761,73849417,3175,724
2015-04-28$23.29$24.0024.0%6.9%18.7%29.2%23.1%3.0%3.9%1.3M-14.6M-91.0K0.4120.771,35455417,8925,745
2015-04-29$23.16$24.0024.2%6.9%18.7%29.8%24.6%2.1%4.3%1.3M-13.2M-88.5K0.4644.091,30960717,7915,820
2015-04-30$22.50$24.0025.7%7.4%21.0%33.4%24.6%-2.8%2.1%724.4K-9.1M-83.0K0.3515.682,22277817,9355,888