JBL Options History — July 2017

In July 2017, JBL traded between $28.81 and $31.18. ATM implied volatility averaged 23.1%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 0.7% (HV 20d: 23.8%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.98.

Notable Days

  • 2017-07-07: Highest Volume — 2,919 contracts
  • 2017-07-07: Largest IV drop — 5.4% change
  • 2017-07-06: Highest IV Rank — 8.2%
  • 2017-07-06: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.28$28.81$31.18$29.54$30.57
Max Pain$29.00$29.00$29.00$29.00$29.00
ATM IV23.1%21.5%25.1%24.2%23.1%
Expected Move6.6%5.9%7.3%6.7%6.5%
HV 20d23.8%14.7%30.2%29.2%14.7%
HV 60d23.8%23.3%24.3%23.7%23.6%
IV Rank5.4%3.1%8.2%7.0%5.4%
IV Percentile24.1%9.9%51.6%35.7%23.8%
Term Structure0.2%-1.3%1.0%0.1%0.7%
VWIV23.8%20.3%26.5%24.2%20.3%
Skew 25d3.0%1.7%4.2%3.2%2.9%
Skew 10d6.6%4.3%13.9%4.5%5.9%
Call IV 25d22.4%20.5%24.5%23.3%22.9%
Put IV 25d25.5%23.9%27.4%26.5%25.7%
Bid-Ask Spread %21.5313.6355.6019.7618.13
Gamma HHI0.220.210.250.220.25
Net GEX-301.4K-487.5K-178.0K-335.4K-374.5K
Net DEX-2.4M-6.7M6.3M1.2M-2.2M
Net VEX-134.6K-146.0K-124.5K-145.8K-126.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.671.311.051.24
Total Volume2,468.41,7762,9192,7851,776
Total OI27,936.0525,33629,26928,74325,336

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-07-03$29.54$29.0024.2%6.7%29.2%7.0%24.2%3.2%0.1%-335.4K1.2M-145.8K1.0519.761,3561,42911,27917,464
2017-07-05$29.27$29.0024.0%6.9%29.3%6.7%24.9%1.7%0.9%-401.6K3.5M-146.0K1.0538.321,3681,43611,28517,487
2017-07-06$28.81$29.0025.1%7.3%29.6%8.2%26.5%2.9%0.7%-487.5K6.3M-142.7K1.0619.531,3551,43811,36217,556
2017-07-07$29.32$29.0023.7%7.1%29.9%6.2%25.4%2.6%0.7%-357.9K3.0M-144.2K1.0920.771,3991,52011,35517,564
2017-07-10$29.54$29.0024.2%6.9%29.7%6.9%26.3%3.0%-0.9%-370.3K1.7M-140.1K1.3119.391,0891,43211,00217,489
2017-07-11$29.65$29.0024.8%6.9%29.7%7.9%26.4%2.4%-1.3%-342.7K849.6K-140.7K1.2217.601,1841,44111,02217,536
2017-07-12$30.05$29.0024.0%6.8%30.2%6.7%26.0%2.6%-0.5%-272.0K-1.4M-139.8K1.0517.991,2811,33911,13817,566
2017-07-13$30.15$29.0023.5%6.6%30.1%5.9%24.6%2.3%-0.4%-248.9K-2.3M-138.5K1.1416.281,2751,45711,30317,607
2017-07-14$30.51$29.0022.4%6.5%27.1%4.4%23.9%3.0%0.3%-212.5K-4.5M-136.3K1.0115.991,3911,40911,43017,730
2017-07-17$30.58$29.0023.4%6.7%23.5%5.8%24.7%3.6%-0.0%-178.0K-5.2M-132.6K0.7815.351,4741,15111,37817,688
2017-07-18$30.50$29.0023.4%6.7%22.5%5.9%23.7%4.2%-0.5%-185.3K-4.5M-134.9K0.8317.331,3881,15611,53817,694
2017-07-19$30.78$29.0022.4%6.4%21.7%4.4%23.4%3.0%0.0%-247.4K-6.7M-130.5K0.7813.631,4111,10411,54817,714
2017-07-20$30.65$29.0022.3%6.4%21.6%4.3%22.6%3.2%0.6%-271.8K-5.6M-132.6K0.7625.311,4571,11311,54717,722
2017-07-21$30.75$29.0021.5%6.1%21.4%3.1%21.3%3.9%0.8%-306.5K-6.6M-128.6K0.7816.671,4981,17211,51717,720
2017-07-24$30.98$29.0021.9%6.1%20.2%3.7%22.2%3.5%0.6%-304.3K-5.2M-125.5K0.7115.091,0597479,36016,106
2017-07-25$31.10$29.0022.1%6.4%20.1%4.0%22.4%2.9%0.4%-283.0K-6.1M-124.5K0.6716.511,0837309,37916,101
2017-07-26$31.04$29.0021.8%6.1%16.0%3.5%21.9%2.8%0.4%-265.0K-5.6M-125.4K0.9355.601,1241,0419,38616,124
2017-07-27$31.18$29.0022.1%5.9%15.4%4.0%21.6%3.4%0.0%-277.3K-5.8M-127.7K1.1634.219621,1149,39316,456
2017-07-28$30.57$29.0022.1%6.2%14.8%3.9%22.7%3.2%1.0%-306.5K-2.5M-128.4K1.0117.121,1011,1089,37616,463
2017-07-31$30.57$29.0023.1%6.5%14.7%5.4%20.3%2.9%0.7%-374.5K-2.2M-126.3K1.2418.137929849,03916,297