JBL Options History — July 2021

In July 2021, JBL traded between $53.56 and $59.53. ATM implied volatility averaged 24.9%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 1.9% (HV 20d: 26.8%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.45.

Notable Days

  • 2021-07-19: Highest Volume — 1,259 contracts
  • 2021-07-06: Largest IV spike — 32.9% change
  • 2021-07-27: Highest IV Rank — 31.4%
  • 2021-07-27: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.02$53.56$59.53$58.11$59.53
Max Pain$53.10$50.00$55.00$55.00$55.00
ATM IV24.9%18.9%29.3%21.2%25.7%
Expected Move7.3%5.4%8.4%6.1%7.4%
HV 20d26.8%21.5%31.1%22.5%31.1%
HV 60d25.7%23.3%27.7%23.4%27.2%
IV Rank20.3%5.1%31.4%11.0%22.3%
IV Percentile7.4%0.8%17.9%1.2%8.7%
Term Structure0.9%-0.3%3.8%3.0%1.2%
VWIV25.4%19.3%28.9%21.7%27.3%
Skew 25d3.2%1.2%9.8%1.2%1.6%
Skew 10d8.0%1.3%16.1%3.9%16.1%
Call IV 25d24.5%19.5%28.2%21.3%26.6%
Put IV 25d27.7%21.6%32.1%22.5%28.2%
Bid-Ask Spread %54.9816.7081.9243.2360.34
Gamma HHI0.520.390.740.740.47
Net GEX681.3K-208.2K1.3M1.3M713.0K
Net DEX-25.0M-31.6M-17.0M-29.4M-31.6M
Net VEX-84.1K-89.8K-78.0K-85.8K-87.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.041.110.100.12
Total Volume484.9051001,259275391
Total OI13,450.71411,77615,13813,38412,934

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$58.11$55.0021.2%6.1%22.5%11.0%21.7%1.2%3.0%1.3M-29.4M-85.8K0.1043.232512410,3483,036
2021-07-02$58.31$55.0018.9%5.4%21.5%5.1%19.3%2.1%3.8%1.3M-29.7M-85.1K0.6327.71724510,4643,056
2021-07-06$57.02$50.0025.1%7.5%23.0%20.8%25.0%2.9%0.7%878.6K-24.9M-82.4K1.0945.9633937010,4413,098
2021-07-07$57.61$50.0021.0%6.9%23.3%10.3%25.1%3.7%0.8%1.0M-26.4M-85.0K0.0854.084423410,5813,376
2021-07-08$56.26$50.0026.5%7.7%24.6%24.3%26.7%2.5%0.8%561.8K-22.6M-82.0K0.7866.2115412010,7933,384
2021-07-09$57.91$55.0021.6%6.9%26.8%11.9%24.3%2.4%1.6%1.2M-27.8M-83.8K0.4442.4126211610,8333,430
2021-07-12$58.03$50.0019.8%7.0%26.8%7.5%25.4%2.1%0.5%1.2M-28.2M-79.7K0.3435.872608810,7263,354
2021-07-13$57.24$50.0026.2%7.4%27.2%23.4%25.3%2.5%0.6%657.8K-25.6M-78.0K0.0416.704371710,8123,410
2021-07-14$57.24$50.0026.2%7.5%26.9%23.6%24.9%2.2%-0.1%717.0K-26.2M-80.5K0.0541.488914211,1213,418
2021-07-15$56.20$50.0026.4%7.6%27.7%24.1%25.5%3.4%-0.0%490.7K-24.3M-84.5K0.1730.605549211,5603,503
2021-07-16$54.80$50.0025.4%7.3%26.9%21.5%24.9%2.9%0.9%-208.2K-17.7M-81.8K0.3350.9161020111,5823,556
2021-07-19$53.56$55.0028.5%8.2%24.1%29.2%28.9%3.9%-0.0%351.9K-17.0M-78.0K1.1178.865966638,8592,917
2021-07-20$55.35$55.0026.0%7.5%26.6%23.0%25.2%4.6%1.1%402.6K-20.2M-86.0K0.6359.911991268,9793,386
2021-07-21$56.51$55.0025.7%7.4%27.6%22.1%25.2%4.6%0.9%482.1K-23.0M-84.0K0.6162.992411469,0933,477
2021-07-22$55.57$55.0026.1%7.5%28.1%23.2%25.3%3.9%0.3%412.0K-20.5M-85.4K0.6981.9259419,1493,568
2021-07-23$56.91$55.0026.7%7.7%28.8%24.7%25.1%3.9%-0.3%524.1K-23.8M-89.0K0.4379.203171379,1353,594
2021-07-26$57.53$55.0025.2%7.2%29.0%21.0%26.4%3.5%1.5%568.6K-26.1M-84.3K0.6557.622141409,1353,594
2021-07-27$56.68$55.0029.3%8.4%29.1%31.4%28.5%3.0%0.2%496.2K-23.8M-85.6K0.3070.525051539,2793,625
2021-07-28$58.01$55.0026.3%7.5%30.4%23.7%27.0%1.3%1.1%603.1K-27.1M-88.3K0.6969.162431679,2243,647
2021-07-29$59.10$55.0025.4%7.3%31.1%21.3%26.5%9.8%0.7%654.6K-29.8M-89.8K0.1678.90364609,2223,766
2021-07-30$59.53$55.0025.7%7.4%31.1%22.3%27.3%1.6%1.2%713.0K-31.6M-87.1K0.1260.34349429,2293,705