JBL Options History — May 2021

In May 2021, JBL traded between $51.07 and $56.46. ATM implied volatility averaged 34.1%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 6.2% (HV 20d: 27.9%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.41.

Notable Days

2021-05-21: Highest Volume — 1,257 contracts
2021-05-12: Largest IV spike — 86.3% change
2021-05-12: Highest IV Rank — 50.2%
2021-05-12: Largest Expected Move — 13.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.96	$51.07	$56.46	$52.69	$56.46
Max Pain	$46.50	$45.00	$55.00	$55.00	$45.00
ATM IV	34.1%	22.7%	46.1%	30.2%	38.0%
Expected Move	10.1%	6.5%	13.2%	8.6%	10.9%
HV 20d	27.9%	17.5%	32.5%	17.5%	29.4%
HV 60d	32.8%	29.9%	34.4%	32.2%	29.9%
IV Rank	24.1%	0.0%	50.2%	9.9%	33.0%
IV Percentile	24.0%	0.0%	69.8%	6.0%	34.1%
Term Structure	-2.4%	-16.7%	15.6%	1.8%	-5.4%
VWIV	36.8%	28.7%	47.6%	29.5%	40.2%
Skew 25d	2.2%	-7.3%	7.5%	-1.7%	3.0%
Skew 10d	4.1%	-10.6%	10.5%	-3.4%	8.4%
Call IV 25d	38.8%	29.1%	91.0%	29.1%	37.4%
Put IV 25d	41.0%	27.4%	83.7%	27.4%	40.4%
Bid-Ask Spread %	89.99	78.40	108.70	105.00	86.97
Gamma HHI	0.36	0.19	0.53	0.28	0.41
Net GEX	439.8K	240.8K	698.2K	325.2K	565.8K
Net DEX	-20.8M	-25.5M	-15.8M	-18.9M	-25.0M
Net VEX	-51.0K	-56.5K	-46.7K	-53.6K	-52.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.02	1.88	1.06	0.54
Total Volume	256.2	58	1,257	183	333
Total OI	8,790.3	8,453	9,137	8,453	9,137

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-05-03	$52.69	$55.00	30.2%	8.6%	17.5%	9.9%	29.5%	-1.7%	1.8%	325.2K	-18.9M	-53.6K	1.06	105.00	89	94	6,352	2,101
2021-05-04	$51.79	$55.00	23.5%	6.7%	18.3%	0.0%	28.7%	-1.3%	15.6%	294.9K	-17.1M	-56.5K	0.18	108.70	120	22	6,351	2,190
2021-05-05	$52.39	$55.00	22.7%	6.5%	18.9%	0.0%	29.6%	-7.3%	13.6%	240.8K	-17.7M	-47.2K	0.47	104.86	123	58	6,334	2,189
2021-05-06	$52.53	$45.00	28.9%	9.2%	18.7%	13.4%	34.5%	5.4%	-1.5%	360.3K	-18.1M	-56.0K	1.88	83.49	32	60	6,390	2,185
2021-05-07	$54.55	$45.00	24.7%	9.3%	23.0%	4.5%	35.3%	2.7%	-1.7%	450.8K	-21.5M	-53.7K	0.05	85.96	220	12	6,410	2,155
2021-05-10	$53.33	$45.00	29.9%	10.1%	24.4%	15.5%	36.0%	2.3%	-3.1%	392.0K	-20.0M	-48.1K	0.97	84.67	107	104	6,469	2,150
2021-05-11	$53.49	$45.00	24.8%	9.7%	24.4%	4.5%	34.2%	0.7%	-1.8%	439.0K	-20.5M	-50.0K	0.07	88.03	81	6	6,508	2,288
2021-05-12	$51.07	$45.00	46.1%	13.2%	29.1%	50.2%	47.6%	7.5%	-16.7%	251.8K	-15.8M	-54.4K	0.33	78.68	90	30	6,518	2,289
2021-05-13	$53.01	$45.00	37.1%	10.6%	32.4%	30.9%	35.9%	3.1%	-4.4%	349.0K	-19.2M	-50.1K	0.02	89.48	402	10	6,507	2,280
2021-05-14	$53.95	$45.00	33.6%	9.6%	32.5%	23.5%	40.5%	3.8%	-1.2%	484.7K	-21.1M	-51.4K	0.23	78.40	47	11	6,555	2,279
2021-05-17	$54.07	$45.00	36.8%	10.6%	32.4%	30.3%	34.4%	3.7%	-4.1%	485.4K	-21.3M	-48.8K	0.26	90.19	46	12	6,564	2,282
2021-05-18	$53.98	$45.00	37.5%	10.8%	32.2%	31.9%	38.7%	3.1%	-4.8%	501.2K	-20.5M	-52.1K	0.16	85.74	146	23	6,576	2,283
2021-05-19	$53.94	$45.00	39.1%	11.2%	32.0%	35.2%	40.5%	2.8%	-6.2%	550.4K	-20.7M	-51.9K	0.30	86.57	115	34	6,647	2,299
2021-05-20	$54.40	$45.00	38.0%	10.9%	32.0%	32.9%	40.9%	2.4%	-4.5%	698.2K	-21.3M	-50.8K	0.19	91.39	116	22	6,706	2,316
2021-05-21	$54.38	$45.00	38.3%	11.0%	31.7%	33.5%	37.3%	3.0%	-4.3%	296.8K	-20.6M	-46.7K	0.03	95.88	1,222	35	6,695	2,306
2021-05-24	$55.31	$45.00	39.1%	11.2%	32.2%	35.2%	37.4%	2.8%	-6.0%	483.3K	-23.1M	-49.3K	0.11	90.52	478	54	6,792	1,797
2021-05-25	$55.63	$45.00	36.2%	10.4%	32.1%	29.0%	36.8%	1.5%	-3.3%	525.3K	-24.1M	-48.3K	0.66	93.20	207	137	6,999	1,837
2021-05-26	$55.76	$45.00	38.3%	11.0%	32.1%	33.4%	38.2%	3.4%	-4.9%	538.2K	-24.3M	-48.9K	0.52	90.81	120	62	7,098	1,927
2021-05-27	$56.41	$45.00	38.9%	11.2%	32.2%	34.8%	38.9%	3.0%	-5.3%	563.2K	-25.5M	-51.0K	0.23	81.14	199	45	7,130	1,915
2021-05-28	$56.46	$45.00	38.0%	10.9%	29.4%	33.0%	40.2%	3.0%	-5.4%	565.8K	-25.0M	-52.0K	0.54	86.97	216	117	7,140	1,997