JBL Options History — April 2023

In April 2023, JBL traded between $75.87 and $87.28. ATM implied volatility averaged 26.9%, placing in the 3.8% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 0.8% (HV 20d: 26.0%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 1.05.

Notable Days

2023-04-28: Highest Volume — 4,440 contracts
2023-04-25: Largest IV spike — 16.1% change
2023-04-26: Highest IV Rank — 11.5%
2023-04-26: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$81.66	$75.87	$87.28	$87.28	$78.11
Max Pain	$82.37	$80.00	$85.00	$80.00	$80.00
ATM IV	26.9%	24.6%	30.7%	26.9%	25.4%
Expected Move	7.7%	7.0%	8.8%	7.7%	7.3%
HV 20d	26.0%	21.1%	30.2%	24.4%	28.1%
HV 60d	23.1%	21.9%	25.0%	24.9%	23.6%
IV Rank	3.8%	0.0%	11.5%	3.2%	1.5%
IV Percentile	6.0%	0.0%	25.8%	2.0%	1.6%
Term Structure	2.6%	0.4%	4.3%	1.2%	4.3%
VWIV	27.3%	24.3%	31.7%	24.6%	27.2%
Skew 25d	4.7%	2.4%	5.8%	2.8%	5.2%
Skew 10d	11.3%	3.4%	18.4%	3.4%	13.6%
Call IV 25d	25.6%	22.9%	28.1%	25.8%	25.2%
Put IV 25d	30.3%	27.4%	33.0%	28.6%	30.4%
Bid-Ask Spread %	69.45	28.09	88.93	79.97	88.93
Gamma HHI	0.26	0.19	0.46	0.46	0.19
Net GEX	547.8K	-359.5K	1.8M	1.8M	-131.9K
Net DEX	-13.5M	-40.9M	14.1M	-40.9M	5.7M
Net VEX	-243.3K	-259.3K	-228.2K	-246.5K	-246.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.05	0.02	4.28	0.08	1.11
Total Volume	903.947	146	4,440	298	4,440
Total OI	21,556.421	19,377	25,034	19,377	21,842

Daily Data (19 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
2023-04-03	$87.28	$80.00	26.9%	7.7%	24.4%	3.2%	24.6%	2.8%	1.2%	1.8M	-40.9M	-246.5K	0.08	79.97	277	21	10,701	8,676
2023-04-04	$84.50	$80.00	26.2%	7.5%	27.2%	2.0%	24.8%	5.1%	1.5%	1.2M	-27.5M	-241.8K	0.24	84.72	188	45	10,760	8,688
2023-04-05	$82.73	$80.00	26.9%	7.7%	28.0%	3.2%	28.5%	3.7%	0.4%	813.7K	-19.8M	-238.5K	0.51	83.01	97	49	10,777	8,721
2023-04-06	$82.03	$85.00	29.0%	8.6%	27.7%	7.2%	29.6%	5.5%	2.6%	675.8K	-16.7M	-237.5K	0.43	67.93	804	342	10,805	8,757
2023-04-10	$82.99	$85.00	27.1%	7.8%	27.0%	3.7%	31.7%	5.3%	2.7%	778.7K	-21.6M	-238.4K	0.21	66.44	273	58	11,329	9,026
2023-04-11	$83.15	$85.00	26.8%	7.7%	26.9%	3.1%	28.7%	5.5%	3.0%	871.3K	-23.2M	-239.8K	2.23	65.90	73	163	11,578	9,070
2023-04-12	$83.72	$85.00	26.5%	7.6%	26.7%	2.5%	26.4%	5.6%	3.1%	984.3K	-25.4M	-237.2K	0.02	64.31	604	13	11,605	9,095
2023-04-13	$84.44	$85.00	25.8%	7.4%	24.3%	1.2%	28.6%	5.8%	3.5%	1.1M	-29.2M	-234.9K	2.41	62.91	102	246	11,624	9,099
2023-04-14	$83.58	$85.00	24.9%	7.1%	23.6%	0.0%	25.3%	2.4%	3.1%	843.2K	-25.0M	-228.2K	1.00	64.42	1,994	2,000	11,643	9,109
2023-04-17	$83.33	$85.00	24.7%	7.1%	23.6%	0.0%	24.3%	4.2%	2.2%	571.5K	-21.3M	-249.5K	0.44	31.42	197	86	12,574	10,868
2023-04-18	$84.06	$85.00	24.6%	7.0%	21.1%	0.0%	26.8%	4.5%	2.4%	709.2K	-26.7M	-252.3K	1.30	28.09	378	492	12,712	10,862
2023-04-19	$81.68	$85.00	27.7%	7.9%	22.8%	5.9%	25.4%	5.4%	1.6%	174.4K	-11.9M	-254.9K	0.05	78.45	1,056	52	12,919	11,199
2023-04-20	$81.28	$80.00	27.7%	7.9%	22.7%	5.9%	27.1%	4.2%	2.5%	385.4K	-13.0M	-259.3K	0.63	82.58	196	124	13,796	11,097
2023-04-21	$78.53	$80.00	26.4%	7.6%	25.6%	3.5%	26.3%	4.9%	3.2%	46.2K	11.6M	-238.7K	1.79	57.89	324	580	13,866	11,168
2023-04-24	$79.13	$80.00	26.1%	7.5%	25.7%	2.8%	26.1%	4.9%	3.5%	114.4K	540.4K	-240.8K	1.61	76.84	359	578	10,903	9,935
2023-04-25	$75.87	$80.00	30.3%	8.7%	29.3%	10.7%	28.2%	5.2%	2.8%	-359.5K	14.1M	-240.7K	4.28	77.12	86	368	11,091	10,436
2023-04-26	$77.11	$80.00	30.7%	8.8%	30.2%	11.5%	28.8%	4.3%	2.4%	-224.6K	8.9M	-247.1K	0.45	75.81	185	84	11,140	10,401
2023-04-27	$78.04	$80.00	27.0%	7.7%	29.6%	4.5%	29.5%	4.1%	4.0%	-33.4K	4.5M	-250.7K	1.19	82.82	110	131	11,237	10,463
2023-04-28	$78.11	$80.00	25.4%	7.3%	28.1%	1.5%	27.2%	5.2%	4.3%	-131.9K	5.7M	-246.1K	1.11	88.93	2,102	2,338	11,294	10,548