JBL Options History — June 2017

In June 2017, JBL traded between $28.47 and $31.48. ATM implied volatility averaged 28.4%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 1.7% (HV 20d: 26.6%). Max pain ranged from $26.00 to $30.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.35.

Notable Days

  • 2017-06-15: Highest Volume — 10,807 contracts
  • 2017-06-15: Largest IV drop — 33.2% change
  • 2017-06-14: Highest IV Rank — 28.6%
  • 2017-06-02: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.05$28.47$31.48$30.58$29.32
Max Pain$28.64$26.00$30.00$26.00$29.00
ATM IV28.4%21.7%39.4%32.4%24.3%
Expected Move8.1%6.1%12.0%11.7%6.3%
HV 20d26.6%24.2%29.4%24.6%29.1%
HV 60d22.2%19.7%24.7%21.5%24.3%
IV Rank12.9%3.3%28.6%18.7%7.1%
IV Percentile50.9%9.9%89.7%74.6%37.7%
Term Structure-0.6%-4.4%1.4%-1.9%0.8%
VWIV28.9%21.4%41.9%39.9%23.5%
Skew 25d3.1%1.8%4.8%4.8%2.6%
Skew 10d6.2%3.1%9.7%9.5%4.8%
Call IV 25d27.3%20.3%38.0%30.7%23.3%
Put IV 25d30.4%23.1%40.7%35.4%25.9%
Bid-Ask Spread %21.219.7950.9826.4315.09
Gamma HHI0.230.160.610.220.22
Net GEX-348.6K-2.8M173.7K-87.1K-389.0K
Net DEX-2.2M-14.2M17.1M-8.9M3.3M
Net VEX-147.8K-158.0K-137.9K-140.3K-149.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.350.513.543.241.05
Total Volume5,373.2272,86410,8078,0153,041
Total OI30,821.95525,95343,95925,95329,949

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-06-01$30.58$26.0032.4%11.7%24.6%18.7%39.9%4.8%-1.9%-87.1K-8.9M-140.3K3.2426.431,8896,12610,19815,755
2017-06-02$30.89$26.0032.9%12.0%24.8%19.3%41.9%4.2%-2.1%12.1K-11.2M-138.9K3.1615.051,8545,85510,91715,803
2017-06-05$30.99$28.0033.5%8.7%24.7%20.2%33.2%2.3%-2.4%43.8K-11.6M-137.9K3.5417.621,7936,34010,95915,854
2017-06-06$31.03$28.0032.9%8.7%24.7%19.4%33.2%2.6%-0.7%71.1K-12.1M-141.4K3.2520.931,9486,32711,31816,444
2017-06-07$31.03$28.0033.5%8.8%24.2%20.2%33.3%3.4%-2.1%90.7K-11.9M-142.5K0.6221.671,9171,19211,51316,531
2017-06-08$31.48$28.0032.9%8.9%24.4%19.4%33.9%3.7%-2.1%173.7K-14.2M-138.2K0.7818.471,7521,36811,63816,753
2017-06-09$30.93$28.0033.8%9.1%25.6%20.6%32.1%1.8%-1.6%73.5K-11.3M-146.4K0.5121.143,3751,71211,96517,179
2017-06-12$30.75$28.0035.3%9.6%25.6%22.8%33.8%3.9%-1.9%81.6K-10.2M-147.7K0.7921.531,8991,50112,72717,350
2017-06-13$30.81$30.0036.4%10.1%25.4%24.3%34.4%4.5%-0.6%89.5K-10.4M-148.0K0.7636.852,9812,27612,93217,686
2017-06-14$30.59$30.0039.4%9.9%24.6%28.6%36.5%2.7%-4.4%55.7K-8.7M-156.3K1.0550.984,6814,89913,80218,607
2017-06-15$29.47$30.0026.3%7.6%27.7%10.0%26.1%3.8%0.7%-545.9K4.5M-158.0K0.8736.365,7755,03216,81024,312
2017-06-16$28.47$30.0024.8%7.2%26.8%7.8%24.9%2.7%0.9%-992.3K17.1M-151.4K1.0717.614,0634,35819,25324,706
2017-06-19$29.12$29.0022.9%6.5%27.8%5.0%23.9%3.2%-0.3%-717.9K9.2M-151.1K1.2021.541,8752,25911,52319,599
2017-06-20$28.72$29.0023.4%6.7%27.6%5.8%24.1%3.2%1.2%-584.6K10.6M-150.0K1.1114.722,1802,42111,90319,698
2017-06-21$29.10$29.0023.3%6.7%28.0%5.6%24.0%3.6%0.7%-470.1K8.4M-152.7K1.1216.202,0012,25012,29019,836
2017-06-22$29.37$29.0022.3%6.4%27.7%4.3%23.0%2.5%0.8%-658.2K6.3M-150.6K1.1714.042,0692,41112,25219,842
2017-06-23$30.04$29.0021.7%6.1%28.2%3.3%22.1%2.8%1.0%-2.8M-818.9K-150.7K1.0713.062,3162,47512,46319,940
2017-06-26$30.23$29.0022.1%6.2%27.4%4.0%21.4%3.0%-0.2%-208.5K-3.7M-149.7K0.719.791,7121,21611,76917,480
2017-06-27$29.29$29.0022.9%6.6%28.8%5.1%23.3%2.7%-0.0%-315.7K2.7M-150.1K0.7515.501,7851,33211,78817,600
2017-06-28$29.74$29.0022.7%6.3%29.4%4.8%21.7%2.6%1.4%-347.6K248.7K-151.3K0.8512.941,5481,31611,83817,688
2017-06-29$29.08$29.0024.9%7.0%29.2%7.9%24.7%2.5%0.7%-293.8K4.6M-148.8K1.0529.121,5051,58611,91217,701
2017-06-30$29.32$29.0024.3%6.3%29.1%7.1%23.5%2.6%0.8%-389.0K3.3M-149.6K1.0515.091,4871,55411,97217,977