JBL Options History — May 2019

In May 2019, JBL traded between $24.53 and $30.99. ATM implied volatility averaged 31.4%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 6.0% (HV 20d: 25.4%). Max pain ranged from $28.00 to $29.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.31.

Notable Days

  • 2019-05-29: Highest Volume — 3,364 contracts
  • 2019-05-13: Largest IV spike — 23.0% change
  • 2019-05-31: Highest IV Rank — 84.2%
  • 2019-05-31: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.04$24.53$30.99$30.53$24.53
Max Pain$28.14$28.00$29.00$29.00$28.00
ATM IV31.4%21.8%41.6%23.2%41.6%
Expected Move9.9%6.2%12.8%6.7%12.8%
HV 20d25.4%16.3%32.6%16.3%32.6%
HV 60d24.3%20.9%28.1%21.3%28.1%
IV Rank46.3%10.3%84.2%15.7%84.2%
IV Percentile62.2%11.9%96.4%26.2%96.4%
Term Structure0.8%-2.8%7.0%0.6%-2.6%
VWIV34.4%21.6%43.2%22.2%43.2%
Skew 25d4.0%2.3%6.1%3.0%3.9%
Skew 10d9.8%2.5%19.9%2.5%8.1%
Call IV 25d29.2%20.3%39.6%21.6%39.6%
Put IV 25d33.2%23.3%43.5%24.6%43.5%
Bid-Ask Spread %51.6814.2491.0791.0768.41
Gamma HHI0.330.160.540.170.20
Net GEX11.8K-471.2K493.5K198.3K-64.4K
Net DEX-5.9M-27.3M12.0M-22.0M12.0M
Net VEX-152.0K-163.8K-124.9K-152.3K-124.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.310.325.311.260.78
Total Volume1,154.9551293,3641,8311,143
Total OI25,301.31823,86627,74924,93727,749

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-05-01$30.53$29.0023.2%6.7%16.3%15.7%22.2%3.0%0.6%198.3K-22.0M-152.3K1.2691.078111,02014,33310,604
2019-05-02$30.51$29.0021.9%6.3%16.3%10.8%22.4%2.4%0.2%278.9K-22.2M-154.0K0.7822.321,8131,42014,81010,706
2019-05-03$30.99$29.0021.8%6.2%16.6%10.3%21.6%3.1%0.7%460.5K-27.3M-158.9K0.8414.241,6721,40615,75111,091
2019-05-06$30.70$28.0023.5%8.8%17.2%17.0%31.1%3.9%1.1%422.1K-22.9M-159.6K0.6062.411559314,93510,220
2019-05-07$29.91$28.0025.9%9.3%19.7%25.6%32.7%3.5%-1.8%323.4K-16.9M-163.3K0.6459.1017010814,96910,268
2019-05-08$29.55$28.0026.9%9.2%20.0%29.4%33.5%3.6%2.1%314.3K-15.0M-163.5K4.7563.232131,01114,98510,278
2019-05-09$29.20$28.0027.1%9.8%19.9%30.3%36.2%5.1%0.5%276.4K-11.3M-163.5K1.9050.2727852714,98110,354
2019-05-10$29.30$28.0025.5%9.3%19.9%24.1%33.2%2.3%1.9%313.8K-12.5M-163.8K1.6969.70488115,03610,658
2019-05-13$27.68$28.0031.3%10.6%27.0%45.9%37.4%3.5%6.1%-86.8K-1.9M-156.5K2.3963.4815336614,57910,573
2019-05-14$28.08$28.0029.3%10.1%27.7%38.3%33.5%5.2%5.9%-28.4K-3.5M-157.8K1.0565.3592096714,69510,841
2019-05-15$28.56$28.0027.8%9.8%27.5%32.7%34.4%3.2%7.0%493.5K-7.1M-157.5K1.7770.1217931614,73110,835
2019-05-16$28.32$28.0028.8%9.7%27.4%36.4%33.5%3.5%5.6%-12.1K-4.6M-156.5K0.9464.8739237014,90010,800
2019-05-17$27.64$28.0030.9%10.0%27.9%44.4%34.1%4.4%5.7%-471.2K-847.9K-154.1K0.6168.6544927615,10210,818
2019-05-20$27.03$28.0036.1%10.8%28.4%63.9%37.3%4.5%-1.8%-365.4K382.3K-152.3K0.4439.761737613,39510,634
2019-05-21$27.63$28.0035.4%10.4%29.9%61.2%35.2%3.9%-2.2%-381.2K-2.9M-155.1K0.3230.491956213,53210,680
2019-05-22$27.09$28.0036.7%10.5%30.1%65.9%35.8%4.5%0.5%-426.1K764.2K-151.3K0.4955.7041120113,60310,697
2019-05-23$26.15$28.0040.3%11.7%31.2%79.3%37.8%6.1%-2.8%-256.9K5.3M-143.1K0.4946.2863230913,76010,836
2019-05-24$26.09$28.0038.1%11.1%31.1%71.3%37.0%4.5%-0.8%-227.9K5.6M-141.3K0.5031.0662031313,95510,770
2019-05-28$25.93$28.0039.1%11.7%31.1%74.9%40.5%4.9%-2.5%-193.8K5.8M-138.9K0.3252.641655213,49010,376
2019-05-29$25.80$28.0040.4%11.8%31.0%79.8%41.1%4.3%-2.5%-173.7K5.7M-136.3K0.9422.871,7321,63213,64710,276
2019-05-30$25.64$28.0040.0%12.1%30.3%78.2%42.4%4.8%-2.1%-132.7K6.8M-139.7K5.3124.963932,08615,37811,998
2019-05-31$24.53$28.0041.6%12.8%32.6%84.2%43.2%3.9%-2.6%-64.4K12.0M-124.9K0.7868.4164150215,46912,280