JBL Options History — May 2017

In May 2017, JBL traded between $28.28 and $29.98. ATM implied volatility averaged 26.8%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 7.5% (HV 20d: 19.3%). Max pain ranged from $25.00 to $29.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 5.27.

Notable Days

  • 2017-05-26: Highest Volume — 14,015 contracts
  • 2017-05-15: Largest IV spike — 20.5% change
  • 2017-05-18: Highest IV Rank — 19.5%
  • 2017-05-31: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.17$28.28$29.98$29.18$29.93
Max Pain$25.91$25.00$29.00$29.00$26.00
ATM IV26.8%19.9%33.0%22.7%32.8%
Expected Move8.7%6.1%11.4%6.5%11.4%
HV 20d19.3%15.3%24.2%19.8%24.2%
HV 60d19.9%18.6%21.2%19.3%21.2%
IV Rank10.7%0.8%19.5%4.8%19.3%
IV Percentile42.2%2.8%75.4%12.3%75.4%
Term Structure1.8%-2.3%8.8%3.7%-1.3%
VWIV30.8%24.1%40.6%26.1%40.6%
Skew 25d2.7%0.4%4.2%4.2%3.8%
Skew 10d7.6%2.6%15.2%14.2%8.9%
Call IV 25d26.1%19.4%32.1%20.5%31.4%
Put IV 25d28.8%21.5%35.3%24.7%35.3%
Bid-Ask Spread %39.9218.6374.4329.2618.63
Gamma HHI0.210.170.250.180.22
Net GEX161.1K-200.5K516.9K359.5K-114.8K
Net DEX-8.8M-16.9M2.0M-14.1M-5.8M
Net VEX-88.9K-142.2K-46.0K-48.8K-142.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.270.5817.631.083.16
Total Volume7,046.1821,22114,0151,2598,025
Total OI18,673.40913,10825,72813,10825,728

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-05-01$29.18$29.0022.7%6.5%19.8%4.8%26.1%4.2%3.7%359.5K-14.1M-48.8K1.0829.266056548,7734,335
2017-05-02$29.15$29.0021.9%6.3%19.3%3.7%25.2%1.2%6.5%354.5K-14.0M-49.0K1.1522.565676548,7954,355
2017-05-03$28.81$29.0021.2%6.1%19.8%2.6%24.1%2.7%7.0%327.4K-13.0M-48.6K1.3527.775787828,7864,355
2017-05-04$28.96$25.0020.4%7.9%18.2%1.5%27.9%0.4%0.1%344.4K-13.5M-47.7K1.0025.476656638,7704,349
2017-05-05$28.91$25.0020.3%8.0%15.3%1.4%27.2%1.9%2.2%341.7K-13.3M-47.7K1.1121.216026678,8434,362
2017-05-08$29.08$25.0020.3%8.1%15.4%1.3%28.2%1.3%7.8%378.4K-13.9M-47.2K0.5822.111,1716858,9154,366
2017-05-09$28.77$25.0020.6%7.8%15.9%1.8%28.2%2.1%6.2%442.0K-13.9M-49.0K0.7669.781,1498779,4514,387
2017-05-10$29.04$25.0019.9%8.3%16.2%0.8%28.4%2.5%8.8%490.2K-14.4M-48.6K0.7828.671,1178759,4974,562
2017-05-11$29.07$25.0022.0%8.4%15.9%3.9%29.6%1.6%8.7%464.4K-14.5M-48.8K1.3965.606468959,4234,561
2017-05-12$28.89$25.0023.4%8.2%15.6%5.8%29.1%1.9%8.3%482.3K-14.1M-48.3K1.2322.187208829,4774,581
2017-05-15$29.22$25.0028.2%8.6%16.1%12.6%29.2%3.4%-0.8%489.3K-14.8M-46.9K1.0140.667177229,5054,593
2017-05-16$29.84$25.0029.1%8.6%17.1%13.9%30.2%4.0%-1.2%516.9K-16.9M-46.0K17.6353.2660810,7199,5594,613
2017-05-17$29.42$25.0030.2%8.7%17.7%15.6%29.4%3.4%-0.5%-25.5K-3.3M-132.4K14.9874.4371710,7389,64614,617
2017-05-18$28.28$25.0033.0%9.6%21.9%19.5%33.5%3.9%-2.1%-120.6K2.0M-133.3K14.0460.6384411,8549,70914,603
2017-05-19$28.53$26.0031.6%9.2%21.6%17.6%33.0%3.3%-1.8%-200.5K1.6M-135.8K15.4369.6576911,8669,67315,626
2017-05-22$29.04$26.0031.9%9.3%21.5%18.0%32.0%3.6%-1.0%-196.0K-289.0K-134.7K8.1748.171,43811,7538,19414,917
2017-05-23$29.02$26.0031.7%9.4%21.5%17.6%32.1%2.7%-1.2%-197.3K-439.8K-140.2K8.1231.241,45611,8188,97015,598
2017-05-24$29.42$26.0031.9%9.4%22.1%17.9%32.5%3.4%-2.3%-167.3K-2.1M-137.7K5.8252.432,02411,7728,99215,626
2017-05-25$29.93$26.0032.3%10.0%22.9%18.6%35.4%3.4%-2.1%-113.5K-5.2M-142.2K5.6132.772,10911,8259,53615,641
2017-05-26$29.37$26.0032.0%10.3%23.2%18.2%35.6%1.6%-2.1%-172.0K-3.1M-142.2K5.4030.752,19011,8259,65415,675
2017-05-30$29.98$26.0032.3%11.3%24.1%18.5%40.3%3.5%-2.3%-140.3K-5.5M-139.5K6.1930.981,91511,8589,58815,609
2017-05-31$29.93$26.0032.8%11.4%24.2%19.3%40.6%3.8%-1.3%-114.8K-5.8M-142.2K3.1618.631,9316,09410,05615,672