JBL Options History — June 2015

In June 2015, JBL traded between $21.29 and $24.55. ATM implied volatility averaged 28.8%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 5.1% (HV 20d: 23.7%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.16.

Notable Days

  • 2015-06-29: Highest Volume — 5,060 contracts
  • 2015-06-10: Largest IV drop — 34.8% change
  • 2015-06-09: Highest IV Rank — 80.1%
  • 2015-06-02: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.29$21.29$24.55$24.15$21.29
Max Pain$23.91$23.00$25.00$23.00$23.00
ATM IV28.8%18.5%44.6%35.4%23.9%
Expected Move7.6%5.3%10.2%10.2%6.8%
HV 20d23.7%16.8%31.4%19.8%31.4%
HV 60d23.0%20.5%26.0%22.1%25.2%
IV Rank37.4%9.5%80.1%55.3%24.0%
IV Percentile55.9%4.4%97.6%84.5%42.9%
Term Structure-2.3%-8.1%2.3%-8.1%-0.6%
VWIV26.6%19.5%35.7%35.5%24.8%
Skew 25d3.5%-2.6%5.7%3.9%4.1%
Skew 10d7.4%-7.7%18.7%-0.7%10.2%
Call IV 25d25.2%15.4%34.2%33.9%21.8%
Put IV 25d28.7%19.5%37.7%37.7%25.9%
Bid-Ask Spread %23.3015.7142.6418.8321.84
Gamma HHI0.220.170.280.200.17
Net GEX271.0K115.7K351.2K307.3K115.7K
Net DEX-9.3M-15.0M-745.8K-13.6M-2.2M
Net VEX-70.8K-76.9K-66.2K-70.6K-76.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.342.031.831.96
Total Volume2,798.9091025,0602,3014,600
Total OI18,432.36415,61324,57916,87919,652

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-06-01$24.15$23.0035.4%10.2%19.8%55.3%35.5%3.9%-8.1%307.3K-13.6M-70.6K1.8318.838141,48710,7756,104
2015-06-02$23.97$23.0035.6%10.2%19.3%55.9%35.7%3.2%-7.3%293.0K-12.5M-71.6K0.4419.82713110,8476,387
2015-06-03$24.12$23.0035.3%10.1%18.6%54.9%34.8%3.2%-7.4%303.9K-13.1M-72.0K1.8517.627361,36510,9376,398
2015-06-04$23.96$25.0036.7%8.1%18.5%58.7%27.2%4.0%-2.8%294.4K-12.5M-71.6K1.6821.327051,18210,9706,497
2015-06-05$24.25$25.0037.5%7.9%18.4%60.7%27.3%3.9%-1.7%308.2K-13.1M-71.5K1.5321.448051,23310,9866,517
2015-06-08$23.85$25.0042.1%8.2%19.3%73.3%28.4%4.8%-3.0%296.2K-12.1M-70.5K1.3524.627471,00611,0996,604
2015-06-09$23.70$25.0044.6%8.2%19.5%80.1%28.4%3.1%-3.6%279.6K-11.2M-71.6K1.8125.737481,35411,1156,758
2015-06-10$24.02$25.0029.1%8.3%20.0%38.2%28.4%4.0%-3.5%274.9K-12.2M-70.5K2.0328.466661,35011,1877,035
2015-06-11$24.17$25.0028.0%8.0%20.0%35.3%28.0%5.1%-2.6%254.2K-12.8M-68.6K1.5032.8965598211,1907,344
2015-06-12$24.13$25.0029.3%8.4%17.4%38.8%27.9%3.9%-4.3%248.6K-12.6M-70.2K1.3928.867271,01111,2107,369
2015-06-15$24.11$25.0030.7%8.8%17.3%42.4%30.2%5.7%-4.7%260.8K-12.8M-67.0K0.8325.581,2011,00211,3777,402
2015-06-16$24.55$24.0030.1%8.6%16.8%40.8%30.4%2.7%-5.0%351.2K-15.0M-68.9K1.6927.681,2982,19911,9147,431
2015-06-17$24.27$24.0030.9%8.9%16.8%43.0%30.8%3.6%-5.5%230.9K-13.1M-70.5K0.7642.642,7882,11112,5328,732
2015-06-18$22.49$24.0023.8%6.8%31.3%23.8%22.1%4.0%0.1%197.3K-745.8K-66.2K0.6415.712,5021,58914,2059,538
2015-06-19$22.60$24.0019.4%5.6%31.4%12.0%19.5%4.2%2.1%224.6K-748.7K-67.6K0.7417.271,9801,46214,8999,680
2015-06-22$22.62$23.0019.2%5.5%31.3%11.3%20.2%2.5%1.2%256.7K-6.4M-69.6K0.4118.152,10385610,5875,026
2015-06-23$22.59$23.0018.5%5.3%31.2%9.5%22.6%4.2%2.3%325.6K-7.1M-71.2K0.5017.631,90194211,2985,087
2015-06-24$22.29$23.0019.6%5.6%30.7%12.4%19.7%3.3%2.2%301.5K-6.2M-70.8K0.3622.632,49289811,3185,214
2015-06-25$22.02$23.0019.6%5.6%30.8%12.6%19.5%3.6%2.0%303.0K-6.0M-74.1K0.3421.842,60288611,9555,246
2015-06-26$21.94$23.0019.5%5.6%30.7%12.2%20.0%1.8%1.6%290.9K-5.4M-73.9K0.3920.742,46796212,0525,318
2015-06-29$21.35$23.0025.5%7.3%31.4%28.5%23.3%-2.6%-2.2%244.3K-3.8M-71.7K1.4621.242,0533,00712,2755,445
2015-06-30$21.29$23.0023.9%6.8%31.4%24.0%24.8%4.1%-0.6%115.7K-2.2M-76.9K1.9621.841,5543,04612,3677,285