JBL Options History — April 2018

In April 2018, JBL traded between $26.63 and $29.42. ATM implied volatility averaged 26.9%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 7.5% (HV 20d: 34.4%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.58.

Notable Days

  • 2018-04-20: Highest Volume — 8,417 contracts
  • 2018-04-20: Largest IV spike — 7.3% change
  • 2018-04-02: Highest IV Rank — 47.7%
  • 2018-04-02: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.16$26.63$29.42$27.98$26.70
Max Pain$29.52$29.00$30.00$29.00$29.00
ATM IV26.9%24.7%29.7%29.7%25.2%
Expected Move7.6%7.1%8.4%8.4%7.5%
HV 20d34.4%23.6%44.7%43.1%23.6%
HV 60d31.8%30.7%32.4%31.8%31.5%
IV Rank33.6%22.6%47.7%47.7%25.0%
IV Percentile51.6%34.9%61.5%61.5%40.9%
Term Structure-0.6%-2.2%0.9%-0.4%-1.1%
VWIV26.0%22.2%28.2%27.5%22.2%
Skew 25d3.1%0.8%4.5%3.9%3.8%
Skew 10d6.1%2.9%9.9%4.8%8.0%
Call IV 25d25.5%22.6%28.1%28.1%22.6%
Put IV 25d28.6%24.5%31.9%31.9%26.4%
Bid-Ask Spread %22.9613.2840.2217.9113.94
Gamma HHI0.240.190.300.220.19
Net GEX140.7K-111.4K334.3K152.9K33.0K
Net DEX-3.5M-10.7M3.4M-2.0M2.1M
Net VEX-69.2K-85.6K-51.4K-85.0K-53.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.580.723.890.802.04
Total Volume3,716.192,4988,4173,3933,649
Total OI19,300.76213,72822,32922,21813,728

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-04-02$27.98$29.0029.7%8.4%43.1%47.7%27.5%3.9%-0.4%152.9K-2.0M-85.0K0.8017.911,8811,51212,3829,836
2018-04-03$28.34$29.0028.6%7.7%43.3%42.8%27.8%3.0%-0.2%191.1K-3.6M-85.6K0.7240.221,8901,36412,4079,886
2018-04-04$28.51$29.0028.0%7.5%43.1%39.7%26.9%4.5%-0.5%224.9K-4.5M-85.5K0.7627.301,8091,37812,4269,839
2018-04-05$28.69$30.0026.7%7.5%43.2%34.1%27.2%2.4%0.8%288.5K-6.0M-83.1K0.8124.211,7091,38612,4739,856
2018-04-06$28.03$30.0027.9%8.1%44.0%39.6%25.8%3.0%0.9%237.5K-1.6M-80.2K0.8619.081,5821,36112,4759,837
2018-04-09$28.03$30.0028.6%7.8%43.7%42.6%26.1%3.6%-1.6%45.0K-1.4M-76.6K1.0220.341,3121,33511,9299,609
2018-04-10$28.65$30.0028.0%7.5%44.4%38.3%25.8%3.3%-1.9%167.4K-5.4M-77.7K1.0523.881,3041,37212,0259,626
2018-04-11$28.76$30.0026.7%7.5%44.4%32.4%26.0%3.5%-1.2%201.9K-6.2M-77.0K0.9637.851,3431,28912,0639,566
2018-04-12$29.22$30.0027.0%7.4%44.7%33.8%25.0%3.5%-2.2%323.1K-9.6M-75.1K0.8817.841,3921,22711,9739,545
2018-04-13$29.27$30.0026.1%7.3%44.6%29.6%24.9%2.3%-0.7%263.8K-10.1M-73.5K0.9621.111,4051,35311,9559,533
2018-04-16$29.22$30.0026.1%7.5%26.3%29.6%25.2%3.1%0.1%165.2K-8.9M-70.3K0.9417.731,3181,23811,6159,348
2018-04-17$29.42$30.0025.2%7.2%26.5%25.3%24.6%2.2%-0.8%334.3K-10.7M-69.1K0.9121.441,3051,19311,7979,400
2018-04-18$29.38$30.0025.0%7.2%26.2%24.1%23.9%0.8%-0.7%263.0K-10.6M-67.1K3.1021.121,3684,23911,7789,358
2018-04-19$28.36$30.0024.7%7.1%28.8%22.6%24.3%3.4%0.0%61.2K-3.6M-58.4K2.7929.821,5934,44811,6606,805
2018-04-20$27.93$29.0026.5%7.6%25.0%31.2%26.5%2.8%-0.6%117.8K-1.3M-57.4K3.8825.161,7256,69211,9026,983
2018-04-23$27.19$29.0027.5%7.8%25.5%36.1%26.2%2.9%-0.6%19.3K591.1K-57.9K3.8917.831,2244,7628,6895,342
2018-04-24$27.00$29.0027.2%8.3%25.4%34.7%28.2%4.3%-0.5%-111.4K3.0M-57.4K2.5524.471,5413,9298,7626,130
2018-04-25$26.96$29.0027.0%8.0%25.4%33.8%27.6%2.2%-0.7%-14.6K1.9M-55.6K1.4719.461,0931,6128,6275,623
2018-04-26$27.18$29.0026.5%7.8%25.3%31.4%27.1%4.2%-0.6%-31.7K1.8M-55.1K1.5313.281,0881,6638,6385,606
2018-04-27$26.63$29.0026.4%7.7%25.1%30.8%26.4%3.0%-1.2%22.9K3.4M-51.4K1.2428.191,4091,7478,6735,611
2018-04-30$26.70$29.0025.2%7.5%23.6%25.0%22.2%3.8%-1.1%33.0K2.1M-53.1K2.0413.941,2022,4478,6365,092