JBL Options History — April 2022

In April 2022, JBL traded between $56.77 and $61.77. ATM implied volatility averaged 34.9%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 1.0% (HV 20d: 35.9%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 1.56.

Notable Days

2022-04-05: Highest Volume — 3,446 contracts
2022-04-11: Largest IV spike — 53.6% change
2022-04-11: Highest IV Rank — 37.2%
2022-04-27: Largest Expected Move — 11.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$58.40	$56.77	$61.77	$61.22	$57.96
Max Pain	$60.00	$60.00	$60.00	$60.00	$60.00
ATM IV	34.9%	30.3%	46.6%	31.7%	36.6%
Expected Move	9.7%	8.9%	11.6%	9.3%	10.5%
HV 20d	35.9%	26.8%	46.2%	46.2%	31.5%
HV 60d	40.1%	39.3%	40.8%	39.9%	40.1%
IV Rank	22.6%	16.9%	37.2%	18.6%	24.7%
IV Percentile	58.6%	45.2%	88.9%	48.4%	65.5%
Term Structure	2.2%	0.9%	3.8%	0.9%	1.5%
VWIV	35.3%	30.3%	40.6%	33.7%	40.4%
Skew 25d	6.5%	4.0%	10.6%	4.5%	7.4%
Skew 10d	13.0%	8.1%	22.8%	8.1%	16.4%
Call IV 25d	31.3%	28.6%	36.0%	28.8%	35.3%
Put IV 25d	37.8%	33.2%	43.3%	33.2%	42.7%
Bid-Ask Spread %	67.30	50.43	80.58	67.34	72.09
Gamma HHI	0.25	0.19	0.50	0.47	0.22
Net GEX	84.2K	-151.3K	745.1K	654.1K	47.2K
Net DEX	150.6K	-11.7M	4.9M	-10.8M	873.3K
Net VEX	-89.7K	-96.8K	-70.6K	-73.2K	-93.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.56	0.44	4.72	0.85	0.69
Total Volume	1,320.45	130	3,446	620	675
Total OI	10,292.65	8,090	12,058	8,090	10,159

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
2022-04-01	$61.22	$60.00	31.7%	9.3%	46.2%	18.6%	33.7%	4.5%	0.9%	654.1K	-10.8M	-73.2K	0.85	67.34	336	284	5,924	2,166
2022-04-04	$61.77	$60.00	32.0%	9.0%	44.1%	18.9%	30.3%	5.7%	3.6%	745.1K	-11.7M	-72.3K	0.60	51.35	626	377	5,964	2,189
2022-04-05	$59.87	$60.00	32.8%	9.1%	46.1%	19.9%	32.1%	4.0%	3.8%	450.1K	-8.2M	-70.6K	4.72	63.18	602	2,844	6,144	2,288
2022-04-06	$57.82	$60.00	34.5%	9.3%	46.1%	22.1%	32.8%	7.4%	3.0%	-87.6K	3.0M	-93.8K	3.07	66.36	451	1,385	6,265	4,883
2022-04-07	$57.79	$60.00	33.9%	9.1%	46.0%	21.4%	38.3%	7.8%	2.0%	-108.1K	3.1M	-93.4K	3.80	70.44	338	1,286	6,356	4,990
2022-04-08	$57.77	$60.00	30.3%	9.3%	46.0%	16.9%	39.2%	7.6%	1.6%	-151.3K	3.5M	-92.3K	4.14	67.83	309	1,278	6,385	5,092
2022-04-11	$56.77	$60.00	46.6%	10.5%	45.3%	37.2%	39.6%	6.3%	1.3%	-123.0K	4.9M	-89.0K	1.16	71.59	1,094	1,266	6,398	5,101
2022-04-12	$57.34	$60.00	42.2%	10.1%	44.6%	31.8%	37.9%	5.3%	1.1%	-46.9K	3.4M	-90.7K	1.31	60.12	1,019	1,330	6,832	5,099
2022-04-13	$58.26	$60.00	31.4%	9.0%	27.3%	18.2%	31.2%	5.6%	2.5%	-105.5K	2.0M	-92.4K	1.00	54.54	1,197	1,192	6,745	5,116
2022-04-14	$57.15	$60.00	34.0%	9.8%	26.8%	21.5%	31.1%	5.7%	2.6%	111.9K	4.0M	-90.5K	1.77	50.43	702	1,246	6,925	5,133
2022-04-18	$57.31	$60.00	34.4%	9.9%	26.9%	22.0%	31.8%	5.3%	1.9%	6.6K	2.4M	-94.5K	1.21	69.25	554	672	5,132	4,617
2022-04-19	$58.59	$60.00	31.2%	8.9%	28.5%	18.0%	31.9%	5.7%	3.3%	29.0K	651.8K	-95.2K	1.24	71.06	618	764	5,138	4,642
2022-04-20	$59.73	$60.00	31.3%	9.0%	29.5%	18.1%	35.3%	6.4%	2.1%	71.0K	-1.0M	-96.8K	0.60	70.35	481	288	5,164	4,734
2022-04-21	$59.08	$60.00	31.6%	9.1%	29.5%	18.5%	35.3%	6.0%	2.9%	54.4K	-244.0K	-96.1K	0.68	71.82	415	283	5,226	4,746
2022-04-22	$57.73	$60.00	33.7%	9.7%	30.0%	21.1%	37.6%	5.3%	3.7%	15.3K	1.6M	-94.3K	0.64	80.58	431	277	5,272	4,756
2022-04-25	$58.36	$60.00	34.9%	10.0%	30.4%	22.6%	33.0%	8.4%	1.2%	35.0K	931.8K	-92.0K	0.52	63.59	321	166	5,282	4,757
2022-04-26	$56.97	$60.00	40.4%	11.6%	31.0%	29.5%	36.6%	7.3%	1.4%	-9.3K	3.0M	-89.4K	0.44	74.25	400	175	5,286	4,755
2022-04-27	$57.20	$60.00	40.5%	11.6%	30.6%	29.6%	40.6%	10.6%	1.1%	9.7K	2.6M	-89.4K	2.10	77.66	42	88	5,345	4,743
2022-04-28	$59.39	$60.00	34.7%	9.9%	32.5%	22.3%	37.3%	6.9%	2.1%	85.7K	-828.7K	-94.8K	0.74	72.15	343	254	5,379	4,725
2022-04-29	$57.96	$60.00	36.6%	10.5%	31.5%	24.7%	40.4%	7.4%	1.5%	47.2K	873.3K	-93.4K	0.69	72.09	399	276	5,446	4,713