JBL Options History — May 2023

In May 2023, JBL traded between $75.48 and $91.89. ATM implied volatility averaged 32.2%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 5.3% (HV 20d: 26.8%). Max pain ranged from $80.00 to $80.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.08.

Notable Days

  • 2023-05-26: Highest Volume — 4,068 contracts
  • 2023-05-05: Largest IV drop — 21.3% change
  • 2023-05-26: Highest IV Rank — 30.2%
  • 2023-05-26: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.25$75.48$91.89$79.14$89.75
Max Pain$80.00$80.00$80.00$80.00$80.00
ATM IV32.2%25.2%40.6%25.7%37.7%
Expected Move9.5%7.4%11.6%7.4%10.8%
HV 20d26.8%19.4%29.4%28.1%26.0%
HV 60d24.8%23.7%27.2%23.7%27.2%
IV Rank14.3%1.2%30.2%2.1%24.7%
IV Percentile37.6%1.6%81.7%2.4%73.0%
Term Structure-2.0%-6.7%4.5%4.5%-4.9%
VWIV33.5%26.4%40.6%26.4%37.1%
Skew 25d4.8%1.1%6.4%5.1%1.5%
Skew 10d11.7%3.8%18.3%11.6%9.4%
Call IV 25d31.2%24.8%39.7%24.8%36.6%
Put IV 25d35.9%29.9%40.8%29.9%38.1%
Bid-Ask Spread %75.4361.4782.5682.5661.47
Gamma HHI0.240.200.340.210.24
Net GEX872.0K-604.5K3.4M302.6K2.9M
Net DEX-24.1M-85.9M14.5M-4.0M-73.5M
Net VEX-256.7K-280.1K-224.8K-280.1K-263.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.064.330.520.52
Total Volume790.5451204,068398332
Total OI27,004.95524,37129,33425,67329,334

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-05-01$79.14$80.0025.7%7.4%28.1%2.1%26.4%5.1%4.5%302.6K-4.0M-280.1K0.5282.5626213613,19812,475
2023-05-02$77.82$80.0027.7%7.9%28.4%5.9%30.5%2.7%3.5%-4.4K2.4M-274.8K0.5580.5718710213,37912,542
2023-05-03$77.18$80.0031.1%8.9%26.6%12.3%31.4%5.8%3.2%-131.0K6.6M-273.1K0.5481.82784213,49012,577
2023-05-04$75.48$80.0032.0%10.2%26.7%14.1%34.4%5.5%-2.8%-360.4K14.5M-267.7K4.3375.032801,21213,52612,598
2023-05-05$77.54$80.0025.2%9.0%28.9%1.2%32.9%5.8%-1.5%-499.4K6.7M-278.4K1.4275.59578113,71813,577
2023-05-08$78.36$80.0026.7%9.0%28.8%4.0%31.5%6.4%-1.0%-358.5K2.3M-270.2K3.0573.738726513,74713,611
2023-05-09$77.72$80.0027.4%9.1%28.8%5.4%33.5%5.4%-1.3%-604.5K7.0M-267.1K3.6774.297627913,79713,672
2023-05-10$78.58$80.0031.9%9.1%29.1%13.8%33.2%5.5%-1.6%-472.0K992.0K-264.4K1.7478.4613523513,85713,890
2023-05-11$79.08$80.0032.0%9.2%29.0%13.9%32.8%5.8%-2.0%-329.1K-3.1M-266.1K0.7277.0528520513,92813,985
2023-05-12$79.69$80.0032.8%9.4%29.1%15.6%31.7%5.6%-2.6%-90.0K-6.1M-265.3K0.4975.6834016713,85213,962
2023-05-15$79.94$80.0033.0%9.5%29.2%16.0%32.7%4.1%-3.0%125.8K-8.3M-253.0K0.2477.2541810014,07813,966
2023-05-16$81.03$80.0034.1%9.8%29.4%18.0%32.8%5.4%-3.3%638.0K-17.6M-250.1K0.2076.211,89338314,16813,990
2023-05-17$82.73$80.0031.3%9.0%28.7%12.7%33.3%6.1%-2.7%2.0M-31.7M-254.7K0.7675.2335326915,04213,932
2023-05-18$84.11$80.0032.6%9.3%29.1%15.1%32.1%5.8%-2.6%3.4M-41.8M-254.1K0.6675.0220613514,86213,959
2023-05-19$84.06$80.0032.6%9.3%25.9%15.1%33.4%5.6%-2.0%1.3M-38.7M-251.4K0.8975.6016114414,92114,019
2023-05-22$84.80$80.0031.9%9.1%25.9%13.8%34.9%5.7%-2.0%1.6M-40.2M-238.7K1.4374.2312718112,50311,868
2023-05-23$85.40$80.0033.6%9.6%19.5%17.0%34.4%5.6%-2.8%1.6M-43.3M-241.5K0.6474.8920012712,55111,949
2023-05-24$85.10$80.0034.5%9.9%19.4%18.7%32.5%4.5%-3.3%1.5M-41.2M-244.1K0.5179.731216212,64512,009
2023-05-25$88.56$80.0033.8%9.7%22.9%17.4%34.8%3.8%-3.1%2.0M-61.0M-229.6K0.6775.6597364712,71612,066
2023-05-26$91.89$80.0040.6%11.6%25.3%30.2%40.6%1.1%-6.7%1.6M-75.2M-224.8K0.0664.983,85121712,88712,580
2023-05-30$91.63$80.0039.5%11.3%25.5%28.1%39.2%2.1%-5.8%2.9M-85.9M-233.9K0.0774.481,85312816,00712,676
2023-05-31$89.75$80.0037.7%10.8%26.0%24.7%37.1%1.5%-4.9%2.9M-73.5M-263.6K0.5261.4721811416,63212,702