JBL Options History — May 2022

In May 2022, JBL traded between $55.89 and $61.82. ATM implied volatility averaged 43.2%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 5.2% (HV 20d: 38.0%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.49.

Notable Days

  • 2022-05-12: Highest Volume — 2,772 contracts
  • 2022-05-09: Largest IV spike — 28.2% change
  • 2022-05-24: Highest IV Rank — 41.4%
  • 2022-05-24: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.45$55.89$61.82$57.78$61.82
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV43.2%34.7%50.0%37.2%47.4%
Expected Move12.5%9.9%14.3%10.7%13.6%
HV 20d38.0%31.3%43.6%31.3%43.3%
HV 60d41.5%39.7%43.7%39.7%40.5%
IV Rank33.0%22.3%41.4%25.4%38.2%
IV Percentile81.8%55.6%95.2%69.0%90.5%
Term Structure-3.4%-8.3%4.6%4.6%-2.0%
VWIV44.9%36.5%53.4%44.8%45.9%
Skew 25d9.3%6.5%12.1%7.1%10.7%
Skew 10d18.1%14.0%24.3%16.2%24.3%
Call IV 25d40.5%31.7%44.6%36.7%43.5%
Put IV 25d49.7%38.8%54.2%43.8%54.2%
Bid-Ask Spread %77.6472.8886.3685.2780.70
Gamma HHI0.230.190.280.220.27
Net GEX3.3K-173.9K224.2K35.6K224.2K
Net DEX903.9K-5.9M5.7M1.3M-5.9M
Net VEX-93.8K-102.7K-88.8K-89.5K-93.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.490.286.850.600.47
Total Volume1,330.4765522,772660632
Total OI11,154.52410,21212,62310,21210,803

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$57.78$60.0037.2%10.7%31.3%25.4%44.8%7.1%4.6%35.6K1.3M-89.5K0.6085.274122485,4844,728
2022-05-03$58.91$60.0037.1%10.6%32.0%25.3%41.0%6.5%1.5%87.4K-663.9K-91.2K0.5878.184102365,5094,728
2022-05-04$60.25$60.0034.7%9.9%31.3%22.3%36.5%7.1%3.4%120.8K-2.9M-91.8K0.7986.363082445,5244,754
2022-05-05$58.05$60.0036.8%12.0%31.6%25.0%45.5%11.6%-6.7%41.6K960.3K-89.8K0.9778.763373285,5244,703
2022-05-06$58.10$60.0037.4%12.2%31.6%25.7%47.8%12.1%-4.5%-13.1K1.8M-90.9K2.8579.973179045,5655,019
2022-05-09$56.59$60.0047.9%13.4%33.0%38.9%44.2%9.2%-6.9%-114.2K5.1M-89.2K0.4278.914892065,5735,558
2022-05-10$58.06$60.0042.9%12.5%33.7%32.7%44.9%9.4%-5.8%-54.8K2.1M-91.7K0.6173.264152555,7215,557
2022-05-11$56.67$60.0048.9%14.0%34.7%40.2%47.7%9.3%-8.3%-109.9K4.6M-88.8K1.3374.173494655,6835,573
2022-05-12$55.89$60.0046.4%13.3%34.4%37.0%46.3%7.6%-4.1%-173.9K5.7M-90.8K6.8573.623532,4195,6895,821
2022-05-13$58.20$60.0042.5%12.2%36.9%32.1%47.4%10.3%-4.4%-118.7K2.3M-102.7K4.8178.154602,2115,6886,432
2022-05-16$57.85$60.0041.6%11.9%37.0%31.0%43.1%7.3%-2.0%-134.5K3.0M-97.9K3.9480.873221,2705,7766,436
2022-05-17$61.18$60.0041.8%12.0%41.3%31.2%42.3%10.0%-3.7%51.4K-4.0M-98.9K3.9178.894621,8075,8086,437
2022-05-18$58.65$60.0044.0%12.6%43.6%34.0%44.7%9.4%-4.1%-125.5K1.7M-99.5K4.1481.664481,8555,9746,436
2022-05-19$58.01$60.0045.5%13.1%43.6%35.9%44.1%8.7%-2.5%-103.3K3.5M-97.3K3.7773.043351,2626,0846,516
2022-05-20$57.13$60.0047.7%13.7%43.2%38.6%45.3%7.5%-2.2%14.3K4.7M-95.5K3.4674.743821,3236,0876,536
2022-05-23$57.85$60.0043.1%12.4%43.3%32.9%45.2%8.4%-3.3%34.4K659.0K-92.7K3.0373.084241,2834,9145,362
2022-05-24$56.76$60.0050.0%14.3%42.9%41.4%53.4%11.9%-6.7%19.6K2.4M-93.1K4.5179.772951,3315,0205,394
2022-05-25$57.97$60.0044.9%12.9%43.6%35.2%43.9%10.3%-5.1%43.7K395.1K-93.3K4.5675.192891,3195,0475,456
2022-05-26$59.91$60.0045.1%12.9%43.1%35.4%46.5%8.5%-5.8%125.4K-2.2M-95.1K0.3872.885131975,0705,448
2022-05-27$61.81$60.0044.4%12.7%43.3%34.5%41.8%11.7%-3.8%218.2K-5.5M-97.3K0.2872.916431825,3595,449
2022-05-31$61.82$60.0047.4%13.6%43.3%38.2%45.9%10.7%-2.0%224.2K-5.9M-93.3K0.4780.704302025,3585,445