JBL Options History — June 2022

In June 2022, JBL traded between $51.27 and $62.54. ATM implied volatility averaged 42.1%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 4.8% (HV 20d: 46.8%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.92.

Notable Days

  • 2022-06-15: Highest Volume — 7,059 contracts
  • 2022-06-08: Largest IV drop — 22.0% change
  • 2022-06-06: Highest IV Rank — 49.8%
  • 2022-06-01: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.04$51.27$62.54$60.91$51.27
Max Pain$57.14$55.00$60.00$60.00$55.00
ATM IV42.1%32.9%56.6%48.9%39.8%
Expected Move11.5%9.4%14.0%14.0%11.4%
HV 20d46.8%38.1%54.3%43.3%52.6%
HV 60d40.4%33.7%43.3%40.1%43.3%
IV Rank31.6%20.1%49.8%40.1%28.8%
IV Percentile73.7%44.4%98.0%92.9%69.0%
Term Structure-2.3%-7.4%1.6%-7.4%-0.7%
VWIV40.3%32.6%49.3%49.3%40.4%
Skew 25d7.1%5.1%9.3%9.3%8.3%
Skew 10d14.5%8.6%20.7%20.7%8.6%
Call IV 25d37.7%32.5%45.1%44.4%35.7%
Put IV 25d44.9%37.6%53.7%53.7%44.0%
Bid-Ask Spread %54.3232.4576.6176.6143.95
Gamma HHI0.290.230.420.260.42
Net GEX150.5K-185.0K453.8K222.8K-185.0K
Net DEX1.6M-7.5M21.6M-4.2M7.4M
Net VEX-86.4K-94.6K-69.1K-92.6K-80.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.185.390.735.39
Total Volume1,766.6675457,0595453,315
Total OI13,171.71410,90320,62110,90313,497

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$60.91$60.0048.9%14.0%43.3%40.1%49.3%9.3%-7.4%222.8K-4.2M-92.6K0.7376.613152305,4475,456
2022-06-02$62.09$55.0048.0%11.5%43.1%39.0%37.0%7.6%-2.3%272.8K-6.2M-93.1K0.3849.126392415,4675,501
2022-06-03$61.44$55.0051.4%11.9%40.9%43.3%40.2%5.2%-4.7%254.4K-5.3M-94.6K0.3356.465891935,7845,631
2022-06-06$62.17$55.0056.6%12.2%41.1%49.8%42.6%5.2%-4.9%285.1K-6.8M-92.4K0.6565.393492265,7825,641
2022-06-07$62.54$60.0050.0%11.0%39.5%41.6%41.7%7.6%-3.7%328.3K-7.0M-91.3K0.3656.816282285,8085,662
2022-06-08$61.97$60.0039.1%11.2%39.0%27.8%38.0%6.2%-2.8%453.8K-7.5M-91.7K0.5659.743932206,4885,690
2022-06-09$61.28$60.0039.5%11.3%38.1%28.4%37.8%5.8%-2.4%452.5K-6.1M-87.6K0.3057.229002686,5925,725
2022-06-10$59.62$60.0040.7%11.7%39.2%29.9%43.5%8.2%-3.1%414.2K-3.3M-89.3K0.9755.573773677,0675,797
2022-06-13$56.14$60.0047.8%13.7%42.7%38.8%49.1%8.7%-5.7%43.7K3.6M-83.0K1.0356.384124247,0245,858
2022-06-14$57.30$60.0048.5%13.9%43.3%39.6%45.6%8.0%-6.2%161.9K2.0M-84.8K0.7532.455293997,1106,096
2022-06-15$59.07$60.0044.4%12.7%39.7%34.4%44.2%8.6%-7.0%372.5K-2.1M-85.9K0.8454.323,8423,2177,2626,249
2022-06-16$52.96$60.0039.9%11.4%53.5%28.8%40.6%6.2%0.2%-139.1K21.6M-69.1K0.4766.583,7901,76410,9999,354
2022-06-17$53.45$55.0038.3%11.0%53.7%26.9%39.6%7.9%-0.3%-6.6K16.8M-79.2K0.6054.452,6441,59311,9558,666
2022-06-21$54.14$55.0035.6%10.2%53.8%23.4%35.8%6.0%-0.3%9.8K4.2M-82.1K0.5656.795753226,8104,990
2022-06-22$53.75$55.0035.6%10.2%53.5%23.5%37.5%5.6%1.6%36.2K4.7M-81.9K0.1845.331,2892386,9234,980
2022-06-23$52.80$55.0035.0%10.0%53.5%22.8%36.8%8.8%0.7%21.7K5.5M-85.4K0.2052.021,2972577,7805,000
2022-06-24$54.49$55.0032.9%9.4%54.3%20.1%32.6%5.1%1.1%105.2K3.0M-90.8K0.2432.691,0962597,8035,027
2022-06-27$55.22$55.0036.4%10.4%53.0%24.5%35.1%7.9%-1.3%169.3K1.9M-90.4K0.3669.251,1794307,8365,080
2022-06-28$53.21$55.0035.0%10.0%52.5%22.7%40.0%5.7%0.5%23.2K4.9M-85.8K2.8953.552878307,9525,168
2022-06-29$52.11$55.0039.8%11.4%52.6%28.7%38.8%7.3%-0.3%-135.5K7.5M-83.9K1.5046.093805698,0165,633
2022-06-30$51.27$55.0039.8%11.4%52.6%28.8%40.4%8.3%-0.7%-185.0K7.4M-80.2K5.3943.955192,7968,1355,362