JBL Options History — June 2023

In June 2023, JBL traded between $90.26 and $108.01. ATM implied volatility averaged 38.4%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 12.7% (HV 20d: 25.6%). Max pain ranged from $80.00 to $100.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.64.

Notable Days

  • 2023-06-15: Highest Volume — 9,611 contracts
  • 2023-06-14: Largest IV drop — 64.2% change
  • 2023-06-12: Highest IV Rank — 100.0%
  • 2023-06-01: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$99.99$90.26$108.01$90.26$108.01
Max Pain$92.38$80.00$100.00$80.00$95.00
ATM IV38.4%21.5%94.4%36.9%21.5%
Expected Move8.1%6.2%10.6%10.6%6.2%
HV 20d25.6%22.0%30.0%25.4%25.5%
HV 60d27.3%26.1%28.2%27.2%27.2%
IV Rank24.6%0.0%100.0%23.2%0.0%
IV Percentile40.5%0.0%100.0%68.7%0.0%
Term Structure-0.6%-4.4%2.3%-4.4%2.3%
VWIV28.8%21.8%36.6%36.6%21.8%
Skew 25d1.7%-0.1%3.9%1.3%-0.1%
Skew 10d5.1%0.8%13.2%1.6%0.8%
Call IV 25d28.0%22.2%36.1%36.1%22.2%
Put IV 25d29.7%22.1%37.4%37.4%22.1%
Bid-Ask Spread %56.8322.8582.4978.1758.87
Gamma HHI0.250.170.540.270.27
Net GEX3.1M2.3M7.1M3.1M3.8M
Net DEX-107.1M-182.6M-73.0M-80.5M-114.2M
Net VEX-266.1K-348.8K-202.1K-245.3K-348.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.121.720.270.45
Total Volume2,188.4292959,611948769
Total OI30,584.09521,33142,93729,40129,294

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$90.26$80.0036.9%10.6%25.4%23.2%36.6%1.3%-4.4%3.1M-80.5M-245.3K0.2778.1774720116,62012,781
2023-06-02$92.23$80.0033.1%9.5%23.1%16.0%34.3%1.3%-1.4%3.5M-94.4M-249.4K1.1282.4958966117,18512,944
2023-06-05$91.80$90.0045.6%9.1%22.8%39.6%31.6%2.5%-1.6%3.1M-89.8M-259.5K0.6965.7038826617,34313,470
2023-06-06$93.09$90.0048.4%8.8%22.9%44.8%31.1%3.9%-1.6%3.0M-98.3M-243.1K0.8368.3025120817,42013,752
2023-06-07$93.78$90.0051.2%8.9%22.0%50.1%31.9%3.0%-1.4%3.0M-102.5M-240.0K0.1459.9485612117,50113,896
2023-06-08$94.07$90.0053.5%8.8%22.1%54.6%31.6%2.3%-1.6%3.0M-104.6M-241.7K1.7262.1528749417,72013,960
2023-06-09$94.78$90.0060.9%9.2%22.1%68.5%32.1%3.0%-3.0%2.8M-106.7M-238.5K0.5857.6362936517,71714,379
2023-06-12$98.73$90.0082.5%9.7%24.8%100.0%34.2%1.7%-4.0%2.6M-130.0M-213.9K0.5053.562,1091,04717,95014,749
2023-06-13$99.00$95.0094.4%10.0%24.8%100.0%35.1%1.6%-4.4%2.7M-134.3M-220.5K0.2849.872,38667619,07215,207
2023-06-14$99.72$95.0033.8%9.7%24.8%13.2%34.6%0.7%-3.4%3.0M-140.0M-241.8K1.5654.673,0074,68120,59815,676
2023-06-15$104.36$95.0025.1%7.2%27.6%0.7%25.4%1.6%1.1%2.9M-176.1M-202.1K0.2554.557,6741,93722,42119,040
2023-06-16$105.22$95.0024.9%7.2%27.5%0.5%24.9%2.2%1.3%7.1M-182.6M-232.1K0.3255.701,72755323,35319,584
2023-06-20$106.42$95.0025.9%7.4%27.2%1.9%27.0%1.4%1.1%2.3M-90.6M-231.8K0.3558.861,92367713,0568,275
2023-06-21$105.28$95.0025.0%7.2%28.3%0.7%25.5%1.8%1.0%2.4M-85.9M-243.8K0.5754.643,7772,16214,4368,777
2023-06-22$103.68$100.0023.6%6.8%29.8%0.0%24.0%1.8%1.2%2.5M-84.0M-329.4K1.0322.8530030916,9469,982
2023-06-23$103.00$95.0023.9%6.9%30.0%0.4%24.6%0.6%1.0%2.6M-80.3M-326.1K0.8646.0333629016,9889,922
2023-06-26$101.62$95.0024.9%7.1%28.8%1.7%25.4%0.7%0.9%2.3M-73.0M-316.0K1.0152.3322622817,0819,883
2023-06-27$103.38$95.0023.6%6.8%26.9%0.0%24.1%1.2%0.6%2.7M-82.7M-313.7K0.1244.4693610917,15010,001
2023-06-28$104.31$95.0023.2%6.7%26.7%0.0%23.5%1.2%1.0%3.0M-91.3M-332.4K0.2955.292286718,07110,005
2023-06-29$107.07$95.0023.6%6.8%25.5%0.6%24.8%1.9%1.7%3.4M-107.9M-318.7K0.4457.261,22653418,03210,029
2023-06-30$108.01$95.0021.5%6.2%25.5%0.0%21.8%-0.1%2.3%3.8M-114.2M-348.8K0.4558.8753023918,93210,362