JBL Options History — June 2020

In June 2020, JBL traded between $30.01 and $34.82. ATM implied volatility averaged 58.2%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded below realized volatility by 0.5% (HV 20d: 58.7%). Max pain ranged from $30.00 to $31.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.43.

Notable Days

  • 2020-06-18: Highest Volume — 18,654 contracts
  • 2020-06-19: Largest IV drop — 18.6% change
  • 2020-06-17: Highest IV Rank — 42.1%
  • 2020-06-17: Largest Expected Move — 19.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.51$30.01$34.82$31.06$32.22
Max Pain$30.82$30.00$31.00$31.00$31.00
ATM IV58.2%51.6%69.4%60.9%52.5%
Expected Move16.8%14.5%19.9%19.3%14.9%
HV 20d58.7%51.4%65.9%59.9%54.9%
HV 60d76.2%62.8%94.5%94.5%63.0%
IV Rank32.1%26.2%42.1%34.6%27.1%
IV Percentile81.9%70.6%92.1%87.7%70.6%
Term Structure-1.3%-6.8%2.5%-3.5%1.0%
VWIV58.3%49.6%70.6%66.5%49.6%
Skew 25d10.6%6.2%15.3%12.0%9.4%
Skew 10d24.3%-5.7%44.8%25.3%18.2%
Call IV 25d53.7%45.9%63.6%54.6%47.7%
Put IV 25d64.3%55.7%76.9%66.6%57.1%
Bid-Ask Spread %44.3828.4863.6159.7646.50
Gamma HHI0.160.100.480.150.20
Net GEX443.8K73.6K2.0M115.4K222.9K
Net DEX-20.4M-32.3M-10.8M-13.8M-16.8M
Net VEX-107.0K-114.5K-98.6K-106.8K-98.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.430.011.370.010.12
Total Volume2,891.95525718,65410,750307
Total OI21,457.90916,04439,78618,41416,111

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-06-01$31.06$31.0060.9%19.3%59.9%34.6%66.5%12.0%-3.5%115.4K-13.8M-106.8K0.0159.7610,64510512,4066,008
2020-06-02$31.40$31.0057.3%18.1%59.6%31.4%62.2%12.4%-1.5%1.4M-24.9M-114.5K0.0161.244,4294218,2056,071
2020-06-03$32.41$31.0054.9%18.1%60.1%29.2%66.5%9.7%-0.7%716.7K-25.4M-110.3K0.0763.612,42217815,7796,070
2020-06-04$33.34$30.0054.5%15.1%60.3%28.8%55.0%9.6%-3.3%355.2K-24.7M-110.2K0.7628.481,8221,38714,3846,180
2020-06-05$34.82$30.0052.4%14.6%61.3%27.0%51.8%15.3%-0.6%265.5K-28.3M-109.0K0.6945.5160141314,2766,269
2020-06-08$34.76$31.0055.5%15.3%59.0%29.7%51.6%9.4%-0.6%275.6K-24.5M-108.9K0.1241.114144913,2676,209
2020-06-09$33.94$31.0055.2%15.7%59.3%29.4%51.9%6.6%-1.0%282.9K-22.2M-109.6K0.1840.3774213613,6026,238
2020-06-10$32.62$31.0059.7%16.3%61.9%33.5%55.8%7.3%-4.0%233.5K-18.9M-107.5K0.5439.7449026413,9616,363
2020-06-11$30.01$31.0065.2%19.1%65.7%38.4%62.0%11.5%0.7%154.0K-10.8M-104.9K0.0744.142,18714314,4646,556
2020-06-12$30.66$31.0068.3%19.3%65.9%41.1%65.2%13.3%-1.0%296.8K-13.8M-109.4K0.1837.221,25422716,1076,616
2020-06-15$31.54$31.0068.3%19.3%64.6%41.1%70.1%14.7%-4.1%357.4K-17.6M-109.0K0.2633.311,94751016,1006,596
2020-06-16$33.02$31.0068.7%19.5%58.2%41.5%69.0%13.2%-3.8%519.3K-24.6M-111.0K0.4140.701,52061917,1066,961
2020-06-17$32.94$31.0069.4%19.9%58.2%42.1%70.6%11.4%-6.8%480.3K-23.3M-111.0K0.8340.7552243418,5318,462
2020-06-18$32.80$30.0063.4%18.3%58.3%36.8%63.8%9.3%-2.5%504.4K-23.0M-110.7K0.5135.9412,3886,26618,8638,958
2020-06-19$33.62$30.0051.6%14.5%56.5%26.2%53.3%10.2%1.6%2.0M-32.3M-107.4K0.4749.664,3852,05325,29814,488
2020-06-22$33.89$31.0052.1%14.8%55.6%26.7%53.0%13.5%2.5%393.1K-22.1M-103.5K0.3737.5970826012,5704,615
2020-06-23$33.75$31.0052.2%14.6%51.4%26.8%52.7%9.2%-1.0%427.2K-22.0M-105.9K0.7341.311,4241,03712,8764,815
2020-06-24$31.77$31.0053.4%15.3%55.9%27.8%54.6%9.4%1.4%231.1K-15.7M-103.8K0.7644.2219314712,9805,050
2020-06-25$31.59$31.0056.2%15.5%54.4%30.4%53.3%6.2%-1.2%220.0K-14.8M-102.8K0.3447.8730910513,1185,139
2020-06-26$30.88$31.0055.2%16.1%54.6%29.5%54.7%8.2%-0.0%73.6K-12.2M-99.9K1.3747.2411916313,1835,179
2020-06-29$32.17$31.0053.6%15.7%55.0%28.0%50.3%10.6%0.2%207.9K-16.4M-99.4K0.6050.061619611,5584,486
2020-06-30$32.22$31.0052.5%14.9%54.9%27.1%49.6%9.4%1.0%222.9K-16.8M-98.6K0.1246.502743311,6274,484