JBL Options History — May 2024

In May 2024, JBL traded between $114.88 and $121.89. ATM implied volatility averaged 40.1%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 8.6% (HV 20d: 31.5%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.95.

Notable Days

  • 2024-05-10: Highest Volume — 6,037 contracts
  • 2024-05-15: Largest IV spike — 17.0% change
  • 2024-05-31: Highest IV Rank — 35.3%
  • 2024-05-31: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$117.62$114.88$121.89$114.99$117.56
Max Pain$122.50$120.00$125.00$125.00$120.00
ATM IV40.1%29.7%52.0%32.9%52.0%
Expected Move12.1%9.1%14.9%9.4%14.9%
HV 20d31.5%18.4%35.2%35.0%28.7%
HV 60d46.9%45.9%47.8%47.3%47.0%
IV Rank21.5%9.5%35.3%13.2%35.3%
IV Percentile81.7%53.6%94.4%73.0%94.4%
Term Structure-5.5%-11.6%7.8%6.8%-11.6%
VWIV42.6%31.9%52.6%33.7%52.6%
Skew 25d1.8%0.4%3.1%1.5%1.6%
Skew 10d3.8%-0.7%11.2%0.8%0.4%
Call IV 25d41.9%31.8%51.9%32.5%51.9%
Put IV 25d43.6%32.7%53.5%34.0%53.5%
Bid-Ask Spread %61.4549.8371.3971.3955.71
Gamma HHI0.150.080.550.120.09
Net GEX28.8K-4.8M2.0M-1.0M-165.0K
Net DEX40.6M6.5M77.3M77.3M39.4M
Net VEX-809.3K-836.9K-772.8K-799.7K-798.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.015.320.755.32
Total Volume1,4532916,0372,423841
Total OI44,264.59135,96652,30144,50340,406

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-05-01$114.99$125.0032.9%9.4%35.0%13.2%33.7%1.5%6.8%-1.0M77.3M-799.7K0.7571.391,3851,03824,04420,459
2024-05-02$114.88$125.0031.9%9.2%35.1%12.1%32.5%0.9%7.7%-806.0K64.4M-799.0K0.7361.1817312624,69219,478
2024-05-03$116.81$125.0031.9%9.1%33.6%12.0%31.9%0.8%7.8%-454.5K53.6M-810.8K0.0462.644,09814924,71419,511
2024-05-06$119.11$125.0032.6%11.4%35.1%12.9%40.1%3.0%-6.1%865.0K33.1M-836.9K0.1964.141,44727825,24619,547
2024-05-07$117.46$125.0032.0%11.6%35.0%12.1%39.9%3.1%-6.7%659.0K41.6M-827.7K0.4068.0533313326,46019,664
2024-05-08$117.96$125.0031.0%11.3%35.2%11.0%40.0%3.1%-6.6%906.0K38.7M-829.8K0.8565.7515713426,69519,727
2024-05-09$118.19$125.0029.7%11.1%34.8%9.5%39.1%2.8%-5.9%899.8K40.9M-820.4K0.4969.2841420226,75619,819
2024-05-10$117.92$125.0032.0%11.1%34.1%12.1%38.3%2.5%-6.0%1.1M42.4M-814.8K0.0170.136,0003727,59119,862
2024-05-13$117.50$125.0036.4%11.6%34.1%17.3%40.3%2.6%-6.6%2.0M42.8M-798.3K0.2669.302506432,04319,878
2024-05-14$117.70$125.0037.2%11.5%34.2%18.2%40.3%2.7%-7.4%2.0M40.7M-798.0K0.8565.2121518232,13819,908
2024-05-15$115.47$125.0043.6%12.5%34.2%25.5%43.2%1.5%-9.5%-450.3K57.2M-774.0K0.2469.092,22152532,19619,770
2024-05-16$115.49$120.0043.7%12.5%34.2%25.7%44.3%1.8%-6.3%-650.9K49.1M-790.4K0.9268.0939136032,61819,330
2024-05-17$115.28$120.0043.7%12.5%18.4%25.7%44.0%1.3%-7.0%-4.8M53.0M-772.8K1.2365.9935643932,77319,528
2024-05-20$121.89$120.0043.9%12.6%27.5%25.9%44.1%1.2%-5.9%438.8K6.5M-828.4K0.4952.103,0671,50918,44617,520
2024-05-21$117.99$120.0043.4%12.5%29.7%25.4%43.8%1.5%-6.2%1.5K31.4M-809.9K0.7550.1784163019,38018,355
2024-05-22$118.00$120.0044.7%12.8%29.7%26.9%45.5%0.4%-7.1%74.5K30.2M-817.9K0.6557.6438124619,93018,637
2024-05-23$118.66$120.0044.8%12.8%29.3%27.0%45.4%1.3%-7.0%127.3K27.7M-824.2K0.9957.1322822619,96418,784
2024-05-24$119.69$120.0044.7%12.8%29.4%26.9%45.3%1.7%-7.3%183.2K23.0M-824.5K2.2249.8328964219,91618,830
2024-05-28$118.47$120.0048.4%13.9%29.2%31.2%49.2%1.5%-9.4%-80.1K33.2M-812.3K0.7655.8622016720,11719,370
2024-05-29$117.30$120.0050.3%14.4%29.1%33.3%50.5%1.0%-10.4%-113.8K38.7M-793.7K1.7153.3528648920,27119,423
2024-05-30$119.26$120.0051.5%14.8%28.1%34.8%52.3%1.1%-11.0%-15.7K27.9M-821.8K1.0049.8839939820,33019,695
2024-05-31$117.56$120.0052.0%14.9%28.7%35.3%52.6%1.6%-11.6%-165.0K39.4M-798.2K5.3255.7113370820,50119,905