JBL Options History — June 2021

In June 2021, JBL traded between $55.88 and $58.26. ATM implied volatility averaged 31.8%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 10.7% (HV 20d: 21.2%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.52.

Notable Days

  • 2021-06-17: Highest Volume — 5,858 contracts
  • 2021-06-17: Largest IV drop — 29.7% change
  • 2021-06-08: Highest IV Rank — 58.0%
  • 2021-06-01: Largest Expected Move — 11.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.29$55.88$58.26$56.56$58.25
Max Pain$54.55$50.00$55.00$50.00$55.00
ATM IV31.8%16.9%49.8%39.5%16.9%
Expected Move8.4%4.8%11.3%11.3%4.8%
HV 20d21.2%10.6%29.4%29.4%22.5%
HV 60d25.8%23.3%29.4%29.3%23.4%
IV Rank22.8%0.0%58.0%36.2%0.0%
IV Percentile24.0%0.0%85.3%40.9%0.0%
Term Structure0.0%-7.0%6.5%-7.0%4.7%
VWIV30.0%19.6%40.7%39.3%19.6%
Skew 25d2.2%-1.6%4.3%3.9%3.3%
Skew 10d5.4%-5.0%12.3%5.4%7.4%
Call IV 25d29.7%19.6%39.8%38.4%19.6%
Put IV 25d31.9%21.8%42.3%42.3%22.9%
Bid-Ask Spread %52.6925.9789.5689.5650.69
Gamma HHI0.550.390.740.430.74
Net GEX786.7K154.0K1.7M570.3K1.3M
Net DEX-28.2M-36.9M-23.7M-25.7M-29.8M
Net VEX-72.3K-89.9K-47.7K-47.7K-84.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.062.000.390.20
Total Volume1,354.9091895,858605550
Total OI12,912.4559,32820,8299,32813,060

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$56.56$50.0039.5%11.3%29.4%36.2%39.3%3.9%-7.0%570.3K-25.7M-47.7K0.3989.564341717,2262,102
2021-06-02$56.56$50.0038.5%11.0%28.4%34.0%40.7%2.3%-4.4%588.5K-26.1M-54.5K0.9789.342001947,5422,241
2021-06-03$56.63$55.0041.8%9.7%28.3%40.9%33.8%2.8%-2.0%581.2K-26.0M-55.4K0.4250.03133567,6652,395
2021-06-04$57.74$55.0042.9%8.6%28.8%43.4%31.7%4.3%-0.9%617.7K-28.7M-53.6K0.1255.06398497,6772,445
2021-06-07$57.88$55.0048.3%9.4%26.1%54.8%33.8%2.4%-1.4%602.3K-28.9M-54.7K0.3850.995862247,8072,500
2021-06-08$57.77$55.0049.8%9.7%24.3%58.0%34.6%2.7%-3.4%638.1K-28.8M-59.0K2.0054.291833668,1882,687
2021-06-09$57.32$55.0035.6%10.2%24.7%27.6%34.9%2.4%4.0%596.0K-27.6M-59.8K0.1451.09167238,2733,008
2021-06-10$57.42$55.0034.7%9.9%16.3%25.7%33.7%2.9%-2.6%587.3K-28.1M-59.6K0.2864.764891358,3663,027
2021-06-11$57.65$55.0033.4%9.6%11.3%23.1%33.5%2.1%-2.9%667.1K-28.6M-60.4K0.1757.42523888,6333,139
2021-06-14$57.39$55.0037.5%10.7%10.6%31.7%36.1%3.2%-3.5%718.2K-28.5M-63.4K0.2654.813,7849939,0183,185
2021-06-15$56.73$55.0035.2%10.1%11.8%26.8%35.2%2.0%-1.8%905.9K-29.9M-79.1K0.5425.971,62288211,7963,864
2021-06-16$56.60$55.0037.0%10.6%11.8%30.7%36.8%3.6%-3.7%832.2K-29.2M-84.8K0.8933.842,1371,91112,9144,502
2021-06-17$58.22$55.0026.0%7.5%14.9%7.2%26.3%1.2%1.3%1.7M-36.9M-86.1K0.9267.353,0532,80514,4496,180
2021-06-18$55.88$55.0027.1%7.8%21.7%10.9%27.2%2.5%1.8%154.0K-28.4M-82.9K0.7952.7992573214,4846,345
2021-06-21$56.65$55.0025.0%7.2%22.1%6.9%24.5%-0.7%1.9%618.7K-23.7M-84.7K0.0654.55731439,2823,150
2021-06-22$57.00$55.0025.3%7.2%21.4%7.7%24.6%1.4%2.2%736.0K-25.3M-87.0K0.3060.283601099,6473,165
2021-06-23$56.65$55.0024.0%6.9%21.5%4.1%24.4%1.6%3.1%660.3K-24.6M-89.5K1.0347.196616789,7513,247
2021-06-24$57.64$55.0017.5%5.0%22.3%0.0%22.9%2.6%3.4%960.5K-27.8M-89.9K0.5738.085963399,8033,029
2021-06-25$57.40$55.0020.6%5.9%22.1%7.8%22.5%-1.6%6.5%977.4K-27.5M-82.2K0.0848.30436359,8822,778
2021-06-28$58.15$55.0021.8%6.3%22.5%11.0%22.3%2.6%2.8%1.2M-29.4M-86.0K0.2831.296041679,8762,780
2021-06-29$58.26$55.0022.3%6.4%22.5%12.1%22.4%1.1%2.2%1.2M-29.4M-85.8K0.5631.5879244410,0302,936
2021-06-30$58.25$55.0016.9%4.8%22.5%0.0%19.6%3.3%4.7%1.3M-29.8M-84.0K0.2050.694589210,0852,975