JBL Options History — June 2019

In June 2019, JBL traded between $24.99 and $31.55. ATM implied volatility averaged 33.2%, placing in the 52.8% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded below realized volatility by 4.9% (HV 20d: 38.0%). Max pain ranged from $26.00 to $29.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.04.

Notable Days

  • 2019-06-19: Highest Volume — 9,649 contracts
  • 2019-06-19: Largest IV drop — 34.2% change
  • 2019-06-03: Highest IV Rank — 82.4%
  • 2019-06-05: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.17$24.99$31.55$24.99$31.55
Max Pain$27.15$26.00$29.00$28.00$27.00
ATM IV33.2%24.3%41.1%41.1%24.3%
Expected Move9.5%6.6%13.4%13.1%6.6%
HV 20d38.0%31.1%46.7%32.9%37.5%
HV 60d31.3%28.0%35.4%28.0%33.4%
IV Rank52.8%19.9%82.4%82.4%19.9%
IV Percentile68.1%31.3%96.0%96.0%31.3%
Term Structure-1.1%-2.7%0.7%-2.3%0.0%
VWIV32.4%21.7%44.2%36.9%24.1%
Skew 25d3.5%1.8%5.4%5.4%3.1%
Skew 10d8.5%4.5%17.1%8.2%7.5%
Call IV 25d31.2%22.8%37.7%36.8%22.8%
Put IV 25d34.7%25.8%42.1%42.1%25.9%
Bid-Ask Spread %37.5814.3071.5744.6016.65
Gamma HHI0.230.160.320.210.18
Net GEX116.6K-397.0K739.2K-79.3K470.3K
Net DEX-13.1M-45.6M10.0M10.0M-30.9M
Net VEX-134.1K-143.3K-125.2K-129.2K-128.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.112.880.560.68
Total Volume2,233.251869,6491861,728
Total OI27,119.5518,97037,54427,28920,706

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$24.99$28.0041.1%13.1%32.9%82.4%36.9%5.4%-2.3%-79.3K10.0M-129.2K0.5644.601196715,19412,095
2019-06-04$26.02$28.0039.0%12.8%37.6%74.3%42.5%4.7%-1.5%-165.5K4.8M-140.3K1.2071.5720124115,27112,125
2019-06-05$25.93$28.0039.6%13.4%37.0%76.7%44.2%4.3%-2.7%-168.8K5.3M-139.3K0.2555.9168417115,13412,249
2019-06-06$26.27$26.0037.5%10.2%37.7%68.8%35.9%3.2%-1.7%-174.1K2.3M-140.4K0.4437.2577634415,15512,274
2019-06-07$26.52$26.0037.8%9.8%38.0%70.0%37.0%3.3%-1.2%-222.5K377.4K-142.4K2.5247.1533083215,18912,548
2019-06-10$26.93$26.0037.9%10.2%38.5%70.4%34.7%4.7%-1.4%-312.5K-2.3M-142.0K0.1140.021,13412014,20613,016
2019-06-11$26.79$26.0037.8%10.5%33.2%70.1%33.5%4.0%-0.7%-162.5K-2.4M-143.3K1.7540.3115527215,43613,212
2019-06-12$26.93$28.0037.7%10.4%32.7%69.5%35.6%4.3%-1.6%-36.5K-3.1M-141.8K1.4423.8923033215,45713,370
2019-06-13$26.88$28.0036.7%10.1%32.0%66.1%34.3%2.6%-2.5%-146.0K-3.3M-140.0K1.2715.3840451315,42713,419
2019-06-14$26.51$27.0037.6%10.3%32.1%69.2%36.7%4.5%-2.0%-237.2K35.5K-135.9K2.8818.8232092315,68013,858
2019-06-17$26.89$27.0037.8%10.7%31.7%70.0%38.6%4.2%-2.1%-397.0K274.9K-134.8K2.1418.136211,32614,23812,378
2019-06-18$27.26$27.0039.7%11.3%31.1%77.2%38.4%3.1%-1.6%-373.0K-3.3M-136.3K0.6741.435,3563,60614,67513,355
2019-06-19$30.13$27.0026.1%7.5%46.7%26.6%28.4%3.2%0.7%479.8K-41.7M-126.4K0.5661.646,1833,46618,77515,390
2019-06-20$30.57$29.0024.9%7.1%46.0%22.2%21.7%2.7%0.4%702.9K-44.5M-125.2K0.5661.194,1812,32719,36516,993
2019-06-21$30.41$27.0025.4%7.3%43.6%24.1%25.6%2.3%-0.2%739.2K-45.6M-128.9K1.0758.091,7531,87920,30517,239
2019-06-24$30.46$27.0025.6%7.0%43.5%24.6%24.9%3.5%-0.1%545.7K-25.5M-128.1K0.5934.4734320213,1655,805
2019-06-25$30.55$27.0026.2%7.2%43.2%26.8%25.1%2.1%-0.3%592.4K-26.1M-126.8K0.5920.0857934313,4995,997
2019-06-26$30.79$27.0025.4%7.1%42.9%23.8%25.4%2.8%-0.8%613.6K-27.2M-126.3K0.8330.6771159013,6236,156
2019-06-27$31.10$27.0025.3%7.0%42.5%23.3%24.6%1.8%-0.3%662.8K-28.9M-126.5K0.7514.3074455913,8996,513
2019-06-28$31.55$27.0024.3%6.6%37.5%19.9%24.1%3.1%0.0%470.3K-30.9M-128.0K0.6816.651,03069814,1756,531