JBL Options History — July 2022

In July 2022, JBL traded between $50.43 and $59.66. ATM implied volatility averaged 36.4%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 4.5% (HV 20d: 40.9%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 4.17.

Notable Days

  • 2022-07-07: Highest Volume — 2,578 contracts
  • 2022-07-11: Largest IV spike — 23.8% change
  • 2022-07-12: Highest IV Rank — 39.6%
  • 2022-07-05: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.85$50.43$59.66$51.24$59.66
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV36.4%27.4%49.6%38.6%27.4%
Expected Move10.0%7.9%11.4%11.1%7.9%
HV 20d40.9%27.8%52.8%51.7%29.4%
HV 60d42.9%42.4%43.5%42.9%43.5%
IV Rank22.6%11.1%39.6%25.5%11.1%
IV Percentile51.8%15.9%93.3%66.3%15.9%
Term Structure0.0%-1.8%3.1%0.5%3.1%
VWIV36.4%27.8%46.5%37.0%27.8%
Skew 25d7.8%6.2%10.2%8.3%6.5%
Skew 10d17.5%12.8%26.5%17.5%13.6%
Call IV 25d31.5%24.3%36.4%34.3%25.8%
Put IV 25d39.2%32.4%44.9%42.7%32.4%
Bid-Ask Spread %50.0426.5482.1851.4042.29
Gamma HHI0.270.200.370.300.37
Net GEX77.7K-138.3K565.7K-114.9K565.7K
Net DEX-829.4K-13.9M5.6M4.0M-13.9M
Net VEX-87.6K-95.5K-82.2K-90.7K-95.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.171.219.644.344.50
Total Volume1,989.71,0232,5782,5411,023
Total OI13,260.211,02014,77213,66913,513

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$51.24$55.0038.6%11.1%51.7%25.5%37.0%8.3%0.5%-114.9K4.0M-90.7K4.3451.404762,0658,2865,383
2022-07-05$50.43$55.0044.1%11.4%51.7%32.5%46.5%8.5%-1.5%-138.3K5.6M-83.0K5.2357.123972,0778,4695,388
2022-07-06$51.20$55.0040.8%11.3%51.9%28.3%41.0%8.6%-1.5%-133.9K4.4M-82.2K5.3367.162921,5578,4965,424
2022-07-07$52.23$55.0040.6%11.0%52.7%28.1%40.8%8.3%-0.4%-79.7K3.0M-86.5K1.2166.571,1671,4118,5255,733
2022-07-08$52.12$55.0037.4%10.7%52.8%23.9%39.4%6.8%-1.1%-65.1K2.7M-85.1K2.1060.646641,3948,8335,731
2022-07-11$51.70$55.0046.3%10.9%52.8%35.3%41.0%8.1%-1.0%-121.2K3.4M-84.5K2.0248.686801,3758,8385,750
2022-07-12$51.63$55.0049.6%11.3%52.4%39.6%42.3%7.8%-1.8%-137.6K3.4M-85.0K1.9752.596991,3788,8445,771
2022-07-13$52.45$55.0039.1%11.2%49.0%26.0%37.6%8.0%-1.3%-31.7K1.8M-86.7K1.7243.568081,3878,8505,748
2022-07-14$52.03$55.0038.3%11.0%48.2%25.1%39.6%7.7%-1.5%-83.3K2.4M-84.4K1.7141.088161,3958,9335,776
2022-07-15$53.28$55.0032.3%9.3%47.6%17.4%37.1%6.5%0.5%122.2K397.7K-85.6K3.5563.994071,4468,9815,791
2022-07-18$52.69$55.0032.8%9.4%27.8%18.0%35.6%6.6%0.5%81.5K-515.3K-83.8K3.4653.184141,4336,1084,912
2022-07-19$54.96$55.0032.1%9.2%31.5%17.1%32.8%7.1%1.4%215.6K-3.7M-88.3K4.8333.412821,3636,1614,964
2022-07-20$56.11$55.0033.9%9.7%32.0%19.5%34.4%9.2%0.6%305.7K-5.3M-89.6K6.6158.373011,9896,2154,993
2022-07-21$56.22$55.0033.0%9.5%31.8%18.3%32.7%7.6%0.4%251.2K-4.8M-91.0K4.5348.343771,7066,3075,481
2022-07-22$54.61$55.0032.3%9.3%33.0%17.4%32.9%6.2%0.3%59.4K-934.6K-90.2K5.9745.452691,6076,4365,890
2022-07-25$54.82$55.0032.7%9.4%31.1%17.9%35.9%7.4%0.8%86.4K-1.2M-89.0K8.2526.541951,6096,5195,967
2022-07-26$54.66$55.0033.1%9.5%30.7%18.4%33.9%6.3%0.8%72.2K-1.3M-88.7K9.6428.521401,3496,5526,067
2022-07-27$56.69$55.0033.7%9.7%30.2%19.2%30.8%10.2%1.0%269.6K-6.0M-89.2K2.3282.184871,1286,5526,067
2022-07-28$58.29$55.0029.3%8.4%30.0%13.5%29.2%9.3%0.6%431.0K-10.1M-93.7K4.0829.794391,7926,8836,067
2022-07-29$59.66$55.0027.4%7.9%29.4%11.1%27.8%6.5%3.1%565.7K-13.9M-95.5K4.5042.291868376,9476,566