JBL Options History — June 2018

In June 2018, JBL traded between $26.82 and $29.74. ATM implied volatility averaged 27.6%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 5.8% (HV 20d: 21.8%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.88.

Notable Days

  • 2018-06-15: Highest Volume — 16,998 contracts
  • 2018-06-15: Largest IV drop — 30.9% change
  • 2018-06-14: Highest IV Rank — 60.0%
  • 2018-06-01: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.38$26.82$29.74$28.74$27.71
Max Pain$28.43$28.00$29.00$28.00$28.00
ATM IV27.6%22.8%33.2%32.1%23.9%
Expected Move7.6%6.3%10.4%10.4%6.7%
HV 20d21.8%11.2%33.7%12.1%33.3%
HV 60d25.2%20.6%29.0%29.0%24.4%
IV Rank31.2%6.3%60.0%54.0%12.0%
IV Percentile42.7%8.7%76.2%67.5%19.8%
Term Structure-1.1%-3.5%0.6%-1.5%-0.1%
VWIV26.7%21.5%36.7%36.7%22.1%
Skew 25d2.1%0.9%3.1%2.3%1.5%
Skew 10d5.4%2.2%15.2%8.1%4.9%
Call IV 25d26.7%21.5%32.1%31.9%22.2%
Put IV 25d28.8%23.6%35.1%34.2%23.7%
Bid-Ask Spread %23.0811.6463.1363.1315.28
Gamma HHI0.180.140.320.170.16
Net GEX522.4K-1.7M1.1M605.3K413.7K
Net DEX-8.3M-21.5M12.9M-8.8M-2.8M
Net VEX-75.1K-83.1K-60.9K-60.9K-78.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.311.840.470.61
Total Volume6,113.1433,14216,9989,6084,657
Total OI24,89615,67637,40215,67624,579

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$28.74$28.0032.1%10.4%12.1%54.0%36.7%2.3%-1.5%605.3K-8.8M-60.9K0.4763.136,5523,05610,5695,107
2018-06-04$28.92$29.0031.5%8.2%11.4%51.3%29.8%1.8%-1.7%935.7K-14.4M-75.4K0.9120.992,4112,20214,2216,651
2018-06-05$29.13$29.0031.3%8.1%11.2%50.2%29.0%0.9%-1.8%966.0K-17.0M-76.5K1.8118.241,3732,48814,6866,881
2018-06-06$29.34$28.0031.1%8.1%11.3%49.2%29.7%1.9%-1.8%928.0K-18.0M-77.8K1.6013.991,4742,35914,9567,679
2018-06-07$29.51$28.0032.1%8.3%11.3%54.1%31.0%3.0%-2.3%881.4K-18.7M-77.2K1.5319.931,6332,50115,0087,864
2018-06-08$29.23$29.0032.2%8.5%12.2%54.6%30.4%1.8%-1.9%826.9K-16.7M-79.7K1.8417.341,3972,57615,2638,494
2018-06-11$29.56$29.0031.8%8.2%12.5%52.8%28.8%2.0%-2.5%914.5K-19.2M-75.9K0.9012.651,6521,49015,3838,418
2018-06-12$29.74$29.0032.1%8.6%12.4%54.4%30.4%1.8%-1.3%997.6K-21.5M-76.7K0.8120.701,7691,42716,3438,708
2018-06-13$29.66$29.0032.4%8.6%12.3%55.5%30.5%2.8%-2.3%1.0M-21.4M-76.7K0.9827.822,2772,22416,8128,894
2018-06-14$29.59$29.0033.2%8.8%11.2%60.0%30.7%3.0%-3.5%1.1M-21.5M-77.9K1.0437.375,6535,87018,0579,688
2018-06-15$27.69$29.0023.0%6.3%26.8%7.4%21.5%1.2%-1.3%-1.7M12.9M-65.6K0.8729.759,0837,91521,85015,552
2018-06-18$26.99$29.0022.8%6.5%28.3%6.3%22.6%2.3%0.4%70.4K5.0M-67.7K0.6232.063,5602,21316,9388,327
2018-06-19$26.82$28.0023.2%6.6%28.2%8.7%22.7%2.3%0.3%20.6K6.4M-66.7K0.5813.203,4101,97417,4448,639
2018-06-20$27.14$28.0022.8%6.5%28.5%6.4%22.5%2.3%0.6%51.8K4.0M-69.5K0.5111.644,4302,27917,7418,773
2018-06-21$27.10$28.0023.6%6.8%28.5%10.8%23.2%3.1%-0.2%691.1K2.9M-70.2K0.6841.303,6302,46419,3878,679
2018-06-22$28.26$28.0022.8%6.6%32.4%6.7%21.9%1.9%-0.5%513.1K-11.5M-82.0K0.3126.277,1252,21819,4638,837
2018-06-25$27.55$28.0024.5%7.1%33.5%15.4%25.2%2.1%-0.0%393.9K-2.8M-80.0K0.5316.073,8302,02516,2737,501
2018-06-26$27.95$28.0024.5%6.9%33.6%15.1%23.3%1.5%-0.6%593.2K-6.0M-83.1K0.6617.343,1912,11816,4877,664
2018-06-27$27.76$28.0024.1%7.0%33.7%13.3%24.1%2.8%-0.5%434.4K-3.6M-81.3K0.5513.893,1351,73816,5707,909
2018-06-28$27.58$28.0024.8%7.3%33.7%16.5%24.3%2.0%-0.6%300.5K-1.6M-78.1K0.6415.743,0491,94816,5437,978
2018-06-29$27.71$28.0023.9%6.7%33.3%12.0%22.1%1.5%-0.1%413.7K-2.8M-78.2K0.6115.282,8961,76116,6077,972