JBL Options History — April 2021

In April 2021, JBL traded between $52.30 and $54.67. ATM implied volatility averaged 30.1%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 2.8% (HV 20d: 27.3%). Max pain ranged from $49.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.57.

Notable Days

  • 2021-04-13: Highest Volume — 1,546 contracts
  • 2021-04-13: Largest IV spike — 47.2% change
  • 2021-04-13: Highest IV Rank — 52.6%
  • 2021-04-01: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.78$52.30$54.67$52.69$52.30
Max Pain$49.90$49.00$50.00$49.00$50.00
ATM IV30.1%25.9%48.7%31.1%28.3%
Expected Move8.2%7.6%8.9%8.9%8.1%
HV 20d27.3%14.2%37.0%37.0%18.7%
HV 60d34.1%31.7%35.3%35.3%32.5%
IV Rank8.2%0.0%52.6%1.4%5.6%
IV Percentile5.9%0.0%69.0%0.8%3.2%
Term Structure4.7%-0.3%7.3%-0.3%3.3%
VWIV28.9%26.5%32.7%29.5%29.5%
Skew 25d0.1%-2.3%4.7%-2.3%-1.8%
Skew 10d0.5%-6.3%9.1%6.3%-6.3%
Call IV 25d29.0%23.6%31.6%31.0%27.5%
Put IV 25d29.1%25.6%31.4%28.8%25.6%
Bid-Ask Spread %83.3062.49106.5487.31101.48
Gamma HHI0.460.260.860.300.27
Net GEX749.7K324.2K2.7M462.1K324.2K
Net DEX-23.6M-27.5M-18.3M-23.0M-18.3M
Net VEX-59.3K-67.9K-53.5K-64.9K-56.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.051.380.610.66
Total Volume307.238491,546430192
Total OI9,915.6678,04712,01410,0018,430

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$52.69$49.0031.1%8.9%37.0%1.4%29.5%-2.3%-0.3%462.1K-23.0M-64.9K0.6187.312671637,0342,967
2021-04-05$53.74$49.0031.0%8.9%36.3%1.2%30.5%-1.5%1.2%573.3K-25.3M-63.0K0.1463.011,2771837,2123,086
2021-04-06$53.38$50.0031.9%8.8%36.8%3.1%30.8%-0.1%5.2%791.1K-25.7M-65.6K0.2262.49375818,0143,269
2021-04-07$53.25$50.0025.9%8.6%36.7%0.0%30.6%-0.1%5.7%1.1M-26.2M-67.9K0.9471.3665618,1613,315
2021-04-08$53.64$50.0029.3%8.5%36.6%8.0%29.3%0.3%3.6%954.3K-26.6M-62.0K0.2867.49106308,1633,356
2021-04-09$53.28$50.0037.7%8.7%33.7%27.3%32.7%0.0%6.4%805.2K-25.3M-62.8K0.5177.30164848,1883,368
2021-04-12$53.66$50.0033.1%8.1%33.3%16.7%28.3%1.1%5.0%1.1M-26.3M-61.9K0.6977.33101708,2483,417
2021-04-13$53.59$50.0048.7%8.3%33.4%52.6%29.3%1.5%3.7%965.6K-26.2M-55.1K1.0975.497418058,2833,453
2021-04-14$54.08$50.0028.2%8.1%31.8%5.3%28.9%-0.1%4.4%1.8M-27.5M-59.7K0.4583.74162738,4423,463
2021-04-15$53.72$50.0028.5%8.2%31.8%6.0%28.1%0.4%3.3%925.4K-25.4M-54.8K1.0083.6060608,4313,515
2021-04-16$54.56$50.0027.1%7.8%30.3%2.8%27.8%0.0%5.7%2.7M-26.7M-58.8K0.3382.02153518,4473,567
2021-04-19$54.15$50.0029.5%8.5%28.3%8.3%28.5%-0.8%4.5%357.3K-21.3M-59.6K0.6483.19142916,1971,850
2021-04-20$53.59$50.0028.2%8.1%27.5%5.5%29.0%0.1%4.9%352.6K-20.5M-59.2K0.7578.4777586,2631,922
2021-04-21$54.14$50.0028.0%8.0%19.8%4.9%27.5%0.5%5.2%363.2K-21.3M-59.2K0.2076.0761126,2791,966
2021-04-22$53.75$50.0028.5%8.2%19.8%6.0%28.5%0.3%5.2%351.0K-20.8M-57.7K0.0594.46279146,2771,972
2021-04-23$54.41$50.0026.8%7.7%19.7%2.1%26.8%0.9%5.9%367.4K-21.6M-57.7K0.5791.0576436,2511,985
2021-04-26$54.67$50.0028.6%8.2%15.5%6.4%28.4%0.3%5.5%372.1K-22.2M-54.8K0.2889.3654156,3042,011
2021-04-27$54.27$50.0028.3%8.1%15.8%5.6%28.8%-0.5%5.8%370.4K-21.6M-55.4K0.5392.9932176,3282,025
2021-04-28$54.41$50.0026.4%7.6%15.8%1.2%26.8%-0.3%7.3%384.0K-21.6M-54.0K1.38106.5429406,3362,034
2021-04-29$54.06$50.0026.9%7.7%14.2%2.4%26.5%4.7%6.7%391.6K-21.4M-53.5K0.63104.5154346,3462,054
2021-04-30$52.30$50.0028.3%8.1%18.7%5.6%29.5%-1.8%3.3%324.2K-18.3M-56.7K0.66101.48116766,3512,079