JBL Options History — May 2018

In May 2018, JBL traded between $26.69 and $28.52. ATM implied volatility averaged 28.2%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 10.2% (HV 20d: 18.0%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.86.

Notable Days

  • 2018-05-24: Highest Volume — 4,754 contracts
  • 2018-05-14: Largest IV spike — 11.5% change
  • 2018-05-29: Highest IV Rank — 63.6%
  • 2018-05-31: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.80$26.69$28.52$26.69$28.33
Max Pain$27.73$27.00$29.00$29.00$28.00
ATM IV28.2%23.4%33.9%25.1%33.9%
Expected Move8.7%7.3%12.1%7.6%12.1%
HV 20d18.0%11.2%23.6%23.0%11.3%
HV 60d29.7%28.8%30.8%30.8%28.8%
IV Rank36.6%15.5%63.6%24.6%63.5%
IV Percentile50.6%17.1%81.3%38.9%81.0%
Term Structure1.5%-3.1%5.7%-0.0%-2.4%
VWIV29.6%21.9%39.9%21.9%39.9%
Skew 25d3.1%2.0%6.0%3.6%2.9%
Skew 10d9.7%3.2%21.0%11.5%3.2%
Call IV 25d27.1%21.9%32.8%23.1%32.8%
Put IV 25d30.2%24.2%36.9%26.7%35.7%
Bid-Ask Spread %44.1313.94100.5813.9442.28
Gamma HHI0.240.150.630.160.16
Net GEX112.4K-1.3M684.1K78.5K642.6K
Net DEX-3.4M-8.4M1.4M1.4M-7.2M
Net VEX-54.7K-60.8K-52.0K-52.4K-60.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.860.673.152.090.69
Total Volume3,309.8642,0124,7543,7223,363
Total OI13,601.40911,87115,40913,45515,409

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-05-01$26.69$29.0025.1%7.6%23.0%24.6%21.9%3.6%-0.0%78.5K1.4M-52.4K2.0913.941,2052,5178,6584,797
2018-05-02$27.07$29.0024.6%7.3%23.6%22.3%23.7%2.6%0.2%68.7K-52.3K-54.9K2.9754.908412,4958,6664,856
2018-05-03$27.10$27.0024.6%8.6%23.4%22.5%29.9%3.5%0.1%56.8K241.3K-54.0K3.0820.888252,5448,6924,899
2018-05-04$27.50$27.0023.8%8.2%22.9%18.6%28.0%3.0%0.2%283.9K-1.4M-56.0K3.1222.758102,5258,7044,909
2018-05-07$27.39$27.0023.9%8.5%22.9%19.2%27.4%3.1%5.7%12.1K-696.4K-53.7K2.9822.368222,4468,4944,838
2018-05-08$27.44$27.0023.8%8.4%21.3%18.7%27.2%3.0%4.9%7.5K-758.9K-53.5K3.1516.617912,4888,5564,844
2018-05-09$27.45$27.0023.4%8.3%21.2%16.7%29.6%4.2%5.5%1.9K-736.4K-53.2K3.0930.048042,4878,5664,905
2018-05-10$27.59$27.0024.3%8.1%20.3%20.9%26.8%3.2%4.6%-16.7K-1.2M-53.4K3.0919.318122,5128,5774,911
2018-05-11$27.59$27.0024.6%7.7%20.2%15.5%25.5%2.3%4.1%-71.7K-1.1M-52.4K2.9939.608272,4718,5854,942
2018-05-14$27.82$27.0027.4%8.2%20.6%30.1%25.9%2.5%3.2%-94.6K-2.6M-52.3K2.4726.029502,3478,5484,802
2018-05-15$27.73$28.0028.6%8.4%20.3%36.1%31.5%2.0%3.1%-169.2K-2.4M-53.4K2.3650.611,0102,3888,6214,772
2018-05-16$28.23$28.0027.8%8.0%21.6%32.2%28.6%2.8%5.0%-177.5K-4.9M-54.1K0.8593.781,0909228,6514,821
2018-05-17$28.08$28.0028.2%7.9%17.8%34.1%31.3%5.9%2.8%-511.4K-4.7M-53.2K0.85100.581,3581,1518,7174,864
2018-05-18$28.01$28.0029.1%8.1%16.9%39.0%28.8%2.1%3.0%-1.3M-3.9M-53.1K1.1298.461,3731,5409,0145,152
2018-05-21$28.16$28.0031.2%7.9%13.6%49.7%26.6%2.3%-1.6%449.9K-5.5M-52.0K1.0927.981,0361,1348,2633,608
2018-05-22$28.28$28.0030.9%7.7%13.3%47.8%26.8%2.0%0.4%472.8K-6.0M-52.6K1.0432.901,0461,0838,3243,675
2018-05-23$28.11$28.0033.1%10.2%13.5%59.0%34.4%2.9%-1.0%407.0K-5.7M-52.9K0.6774.362,7881,8648,4713,675
2018-05-24$27.93$28.0032.0%8.9%13.7%53.9%32.2%3.4%-0.2%489.2K-5.4M-58.0K0.7047.092,7961,9589,9694,373
2018-05-25$28.17$28.0032.0%8.8%11.2%53.9%29.9%2.7%-0.9%549.0K-6.6M-59.5K0.9250.742,3442,15410,1434,461
2018-05-29$28.50$28.0033.9%11.1%11.6%63.6%37.1%6.0%-1.5%576.8K-7.6M-58.8K0.9144.401,8931,7269,9524,555
2018-05-30$28.52$28.0033.7%10.9%11.6%62.4%37.1%2.1%-3.1%684.1K-8.4M-59.7K0.6741.251,9701,31110,2924,700
2018-05-31$28.33$28.0033.9%12.1%11.3%63.5%39.9%2.9%-2.4%642.6K-7.2M-60.8K0.6942.281,9871,37610,5194,890