JBL Options History — May 2020

In May 2020, JBL traded between $26.19 and $31.63. ATM implied volatility averaged 54.0%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 14.7% (HV 20d: 68.7%). Max pain ranged from $23.00 to $34.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.07.

Notable Days

  • 2020-05-26: Highest Volume — 841 contracts
  • 2020-05-12: Largest IV spike — 9.1% change
  • 2020-05-29: Highest IV Rank — 31.1%
  • 2020-05-29: Largest Expected Move — 17.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.51$26.19$31.63$26.40$29.96
Max Pain$31.60$23.00$34.00$23.00$31.00
ATM IV54.0%49.5%57.1%53.5%57.1%
Expected Move16.3%15.4%17.5%17.2%17.5%
HV 20d68.7%65.8%75.5%75.5%66.2%
HV 60d93.1%91.0%95.1%91.2%94.7%
IV Rank28.4%24.3%31.1%28.3%31.1%
IV Percentile83.8%80.6%85.3%84.5%85.3%
Term Structure1.6%-3.1%8.8%-2.5%-1.7%
VWIV56.8%45.7%62.0%62.0%60.2%
Skew 25d12.1%5.9%22.7%5.9%9.0%
Skew 10d34.5%16.8%51.8%36.7%42.0%
Call IV 25d49.2%41.7%55.2%55.2%54.6%
Put IV 25d61.3%53.3%65.7%61.1%63.6%
Bid-Ask Spread %63.4738.8373.8666.9761.10
Gamma HHI0.210.150.270.260.15
Net GEX106.3K62.3K165.7K106.1K62.3K
Net DEX-8.5M-15.1M-4.0M-5.0M-10.9M
Net VEX-101.8K-108.9K-93.5K-99.0K-106.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.122.382.121.05
Total Volume319.130841428180
Total OI17,137.8516,32718,90118,90118,671

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-05-01$26.40$23.0053.5%17.2%75.5%28.3%62.0%5.9%-2.5%106.1K-5.0M-99.0K2.1266.9713729113,5535,348
2020-05-04$26.19$34.0054.4%17.3%75.1%29.0%60.2%10.3%2.2%95.3K-4.2M-96.2K1.4565.80294211,0725,255
2020-05-05$26.29$34.0052.6%16.8%68.7%27.1%55.7%20.0%3.5%94.0K-4.6M-97.0K0.7670.43171311,0815,285
2020-05-06$26.23$34.0054.0%16.4%67.6%28.4%0.0%10.6%-0.4%88.7K-4.3M-96.0K0.5071.21301511,0875,326
2020-05-07$26.70$34.0053.6%15.6%67.2%28.1%59.2%15.3%6.4%100.4K-4.9M-97.4K0.2870.16782211,1265,340
2020-05-08$28.32$34.0049.5%15.4%69.9%24.3%52.0%10.7%8.8%97.9K-8.2M-102.2K0.5172.4835417911,1905,346
2020-05-11$27.78$33.0050.2%15.7%68.9%25.0%60.3%10.5%7.6%124.4K-6.9M-99.9K1.9849.525911711,2585,265
2020-05-12$27.84$32.0054.8%15.7%68.1%29.1%45.7%22.7%-2.0%114.6K-7.0M-99.9K0.1270.423514311,2925,386
2020-05-13$26.22$32.0053.2%16.9%66.3%27.7%59.6%12.3%6.3%86.7K-4.0M-93.5K2.0271.8411322811,5465,451
2020-05-14$26.47$32.0054.4%17.2%66.3%28.8%60.4%7.6%8.6%95.0K-4.0M-95.6K0.8071.421129011,6255,616
2020-05-15$27.78$31.0052.0%16.1%65.8%26.6%58.9%5.9%7.3%110.9K-7.6M-100.4K1.8073.865910611,6785,589
2020-05-18$30.47$31.0053.5%15.6%69.0%28.0%57.0%15.7%-2.9%89.3K-11.7M-107.1K0.4063.9952521211,2295,250
2020-05-19$30.72$31.0055.7%16.2%66.6%29.9%54.2%14.5%-1.3%134.5K-12.9M-108.9K0.7664.2228621611,6815,228
2020-05-20$30.88$31.0054.7%15.7%66.6%29.0%53.3%13.2%-1.0%165.7K-13.4M-108.1K0.1760.58861511,8805,438
2020-05-21$29.69$31.0056.5%16.2%68.8%30.6%54.6%10.8%-1.5%86.4K-10.8M-106.5K0.7859.77322511,8515,448
2020-05-22$29.07$31.0054.5%15.8%69.4%28.8%55.0%13.0%-0.8%115.8K-9.1M-103.2K1.5846.1714723311,8735,462
2020-05-26$31.03$31.0054.5%15.7%70.5%28.8%59.2%12.3%0.0%95.7K-13.3M-104.3K0.1438.8374010111,6475,448
2020-05-27$31.63$31.0054.7%16.1%70.6%29.0%56.4%11.5%-3.1%161.7K-15.1M-107.4K1.7461.2817530512,2815,484
2020-05-28$30.54$31.0055.7%16.4%66.6%29.9%54.5%10.2%-2.0%99.9K-12.6M-107.4K2.3859.2918343612,3875,784
2020-05-29$29.96$31.0057.1%17.5%66.2%31.1%60.2%9.0%-1.7%62.3K-10.9M-106.1K1.0561.10889212,4816,190