JBL Options History — April 2024

In April 2024, JBL traded between $117.73 and $139.92. ATM implied volatility averaged 30.8%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded below realized volatility by 18.6% (HV 20d: 49.4%). Max pain ranged from $125.00 to $140.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.86.

Notable Days

  • 2024-04-19: Highest Volume — 10,567 contracts
  • 2024-04-04: Largest IV spike — 15.4% change
  • 2024-04-30: Highest IV Rank — 14.1%
  • 2024-04-30: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$129.34$117.73$139.92$135.38$117.98
Max Pain$132.73$125.00$140.00$140.00$125.00
ATM IV30.8%27.4%33.7%27.4%33.7%
Expected Move8.7%7.9%9.7%7.9%9.7%
HV 20d49.4%25.1%69.5%68.7%36.4%
HV 60d46.3%44.9%48.4%45.0%47.1%
IV Rank10.7%6.8%14.1%6.8%14.1%
IV Percentile63.6%50.0%76.6%50.0%76.6%
Term Structure5.4%0.7%7.3%0.8%6.6%
VWIV30.6%27.8%34.0%27.8%34.0%
Skew 25d1.4%0.3%2.5%0.3%1.7%
Skew 10d3.2%0.5%4.5%0.5%4.0%
Call IV 25d30.2%27.5%33.8%27.5%33.8%
Put IV 25d31.6%27.9%35.5%27.9%35.5%
Bid-Ask Spread %67.5437.0277.7053.3768.52
Gamma HHI0.180.100.590.170.11
Net GEX-1.1M-9.1M1.9M-73.5K-728.1K
Net DEX15.5M-79.4M171.4M-26.9M59.8M
Net VEX-949.4K-1.1M-798.1K-1.1M-848.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.156.160.380.19
Total Volume2,015.31863610,5679281,856
Total OI50,937.04538,03458,04453,64443,238

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$135.38$140.0027.4%7.9%68.7%6.8%27.8%0.3%0.8%-73.5K-26.9M-1.1M0.3853.3767325526,49727,147
2024-04-02$134.48$140.0028.1%8.1%68.5%7.6%28.7%0.6%0.7%-464.5K-15.1M-1.0M0.9761.8362360626,61627,288
2024-04-03$137.86$140.0028.6%8.2%68.9%8.2%28.9%0.7%0.7%868.3K-56.5M-1.1M0.1537.022,21034126,84627,569
2024-04-04$135.97$130.0033.0%8.9%68.4%13.3%30.9%0.8%4.6%454.8K-36.4M-1.1M0.8162.7583067127,88727,677
2024-04-05$139.92$130.0031.7%8.8%69.5%11.8%30.9%1.4%5.5%1.7M-77.0M-1.1M0.3862.3495235727,90227,973
2024-04-08$139.22$130.0031.5%8.7%69.3%11.6%30.7%0.4%5.5%1.9M-79.4M-1.1M0.3461.1860820728,28128,169
2024-04-09$136.76$130.0031.3%8.6%69.1%11.3%30.4%1.3%5.5%517.3K-41.9M-1.0M6.1665.214983,06928,43928,271
2024-04-10$136.45$135.0030.6%8.8%68.9%10.5%30.6%1.1%5.5%35.0K-34.9M-1.0M0.5066.4342521128,51129,293
2024-04-11$137.82$135.0029.8%8.6%69.1%9.6%30.4%0.8%5.4%724.0K-55.2M-1.0M0.2666.3764716528,61829,362
2024-04-12$134.22$135.0030.5%8.7%69.5%10.3%30.5%1.0%5.6%-1.3M600.6K-1.0M0.4169.562,39397628,66929,375
2024-04-15$132.78$135.0030.6%8.8%25.1%10.5%30.5%1.6%5.9%-2.3M22.7M-954.3K0.1972.951,53429227,05329,276
2024-04-16$132.44$135.0031.4%9.0%25.2%11.5%31.3%1.7%5.8%-2.3M28.4M-932.1K2.1872.435481,19626,55129,307
2024-04-17$129.97$135.0031.2%9.0%25.6%11.2%31.1%1.9%6.2%-3.4M60.7M-925.2K0.8174.5077762926,68330,162
2024-04-18$129.35$135.0030.1%8.6%25.7%9.9%30.2%1.7%6.4%-2.8M59.6M-911.8K0.8475.0341234526,78629,994
2024-04-19$119.06$135.0032.3%9.3%38.0%12.4%32.4%2.5%7.0%-9.1M171.4M-798.1K1.2168.714,7845,78326,83928,843
2024-04-22$119.62$130.0030.7%8.8%37.6%10.7%30.8%2.3%7.0%-1.6M63.5M-813.1K0.8071.8467554118,24119,793
2024-04-23$120.72$130.0030.4%8.7%37.9%10.3%30.1%2.1%7.0%-1.5M54.3M-828.8K0.3674.9892633518,45219,601
2024-04-24$120.12$130.0030.9%8.9%36.8%10.8%30.4%1.9%6.5%-1.5M56.2M-833.0K0.5674.8457432218,92819,849
2024-04-25$118.38$130.0030.0%8.6%36.2%9.8%30.6%2.0%7.3%-1.5M64.5M-823.0K1.0777.7032634919,26719,937
2024-04-26$117.73$130.0030.9%8.9%36.1%10.8%31.0%1.4%6.6%-1.6M67.4M-814.1K0.2176.432,75257819,41020,008
2024-04-29$119.34$125.0032.0%9.2%36.3%12.1%32.1%1.4%7.1%-850.1K54.9M-842.9K0.2371.941,70038621,71620,291
2024-04-30$117.98$125.0033.7%9.7%36.4%14.1%34.0%1.7%6.6%-728.1K59.8M-848.5K0.1968.521,55430222,79020,448