JBL Options History — July 2019

In July 2019, JBL traded between $30.30 and $31.80. ATM implied volatility averaged 23.2%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 3.8% (HV 20d: 27.0%). Max pain ranged from $27.00 to $31.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.58.

Notable Days

  • 2019-07-26: Highest Volume — 3,590 contracts
  • 2019-07-23: Largest IV drop — 4.5% change
  • 2019-07-18: Highest IV Rank — 18.1%
  • 2019-07-11: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.97$30.30$31.80$31.80$31.10
Max Pain$29.93$27.00$31.00$27.00$30.50
ATM IV23.2%22.3%23.8%23.3%23.2%
Expected Move6.6%5.9%6.9%6.3%6.7%
HV 20d27.0%13.1%38.7%37.4%13.2%
HV 60d33.2%32.8%33.5%33.4%32.8%
IV Rank15.5%12.5%18.1%16.0%15.5%
IV Percentile24.3%15.5%31.3%26.6%23.8%
Term Structure-0.3%-1.1%0.6%-0.4%-0.6%
VWIV22.6%19.5%24.2%23.4%23.2%
Skew 25d2.4%1.0%3.6%2.4%2.2%
Skew 10d7.1%2.4%13.8%13.8%10.7%
Call IV 25d21.9%20.9%22.8%22.8%22.4%
Put IV 25d24.3%23.3%25.5%25.3%24.7%
Bid-Ask Spread %31.0111.8794.3957.9594.39
Gamma HHI0.210.140.760.200.14
Net GEX329.3K-3.0M597.8K418.7K597.2K
Net DEX-23.1M-28.2M-19.1M-28.0M-22.9M
Net VEX-125.5K-139.8K-120.5K-121.5K-138.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.132.580.410.37
Total Volume919.182823,5904171,551
Total OI16,946.31815,07418,26117,44817,183

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$31.80$27.0023.3%6.3%37.4%16.0%23.4%2.4%-0.4%418.7K-28.0M-121.5K0.4157.9529612112,6854,763
2019-07-02$31.61$27.0022.3%5.9%36.4%12.5%20.6%3.1%-0.3%476.1K-27.6M-121.0K0.3117.4442013212,8204,825
2019-07-03$31.78$27.0022.8%5.9%36.1%14.3%19.5%2.4%-0.6%457.1K-28.2M-120.5K0.2122.4691619612,9144,841
2019-07-05$31.51$29.0023.6%6.5%36.7%17.1%22.1%2.6%0.0%542.4K-27.2M-124.0K0.2462.711,06525613,0484,889
2019-07-08$31.10$31.0023.4%6.5%37.5%16.6%22.6%3.6%-0.7%358.3K-23.9M-123.6K0.2015.483376712,4644,296
2019-07-09$30.77$31.0023.6%6.7%38.0%17.0%22.3%2.8%0.1%405.7K-22.9M-123.3K0.2612.202847512,7614,349
2019-07-10$30.80$31.0023.2%6.6%37.8%15.8%22.0%1.0%-0.0%399.1K-23.0M-122.7K0.2512.053749512,7244,399
2019-07-11$30.30$31.0023.7%6.9%38.7%17.7%21.2%1.9%0.6%377.8K-21.1M-123.8K0.1346.0897612312,8254,406
2019-07-12$30.80$31.0022.7%6.6%38.7%14.0%22.1%2.3%0.4%499.5K-23.5M-124.1K0.1331.531,23415713,4184,423
2019-07-15$30.75$31.0023.1%6.6%38.1%15.2%23.3%2.9%0.0%507.7K-23.2M-123.1K1.1642.41384413,2753,680
2019-07-16$30.64$31.0023.3%6.7%38.2%16.2%22.8%2.2%0.2%484.1K-22.9M-122.4K1.3616.89699413,2833,711
2019-07-17$30.61$31.0023.6%6.8%38.2%17.2%24.2%2.9%0.2%479.1K-22.6M-122.2K0.3817.5644616813,2993,749
2019-07-18$30.32$30.0023.8%6.9%15.2%18.1%23.0%1.9%-1.0%429.5K-21.8M-127.1K0.7421.8751538213,6263,824
2019-07-19$30.38$30.0023.6%6.8%14.3%17.2%23.5%2.8%-1.1%597.8K-22.0M-127.7K0.6358.0663740113,7334,006
2019-07-22$30.52$30.0023.5%6.7%14.3%16.8%22.3%2.2%-0.4%464.0K-19.1M-124.8K0.2475.301934712,2352,839
2019-07-23$30.84$30.0022.4%6.4%14.7%12.8%23.5%2.4%-0.5%526.2K-20.3M-125.0K0.5815.1033619612,3092,872
2019-07-24$31.00$30.0022.5%6.4%14.8%12.9%23.3%1.9%0.3%558.6K-21.3M-125.5K1.4112.4930643012,4383,012
2019-07-25$30.96$30.0023.1%6.7%14.6%15.1%23.7%2.8%-1.1%533.9K-20.7M-126.5K0.6912.4866445512,4733,196
2019-07-26$31.11$30.0022.8%6.6%14.2%14.1%22.6%2.6%0.1%-3.0M-20.5M-127.7K2.5812.671,0042,58613,0265,235
2019-07-29$31.18$30.0023.0%6.8%13.2%15.1%23.8%2.7%-1.0%564.8K-21.8M-127.1K0.2311.8798722412,7583,177
2019-07-30$31.37$30.0022.8%6.7%13.1%14.3%23.3%2.2%-0.6%594.8K-23.8M-139.8K0.2013.241,10122413,6543,376
2019-07-31$31.10$30.5023.2%6.7%13.2%15.5%23.2%2.2%-0.6%597.2K-22.9M-138.4K0.3794.391,13341813,7983,385