JBL Options History — June 2024

In June 2024, JBL traded between $108.23 and $126.22. ATM implied volatility averaged 43.7%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 6.7% (HV 20d: 37.0%). Max pain ranged from $115.00 to $125.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.82.

Notable Days

  • 2024-06-18: Highest Volume — 21,002 contracts
  • 2024-06-12: Largest IV drop — 40.6% change
  • 2024-06-11: Highest IV Rank — 56.0%
  • 2024-06-05: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$115.98$108.23$126.22$116.81$108.68
Max Pain$120.00$115.00$125.00$120.00$115.00
ATM IV43.7%25.4%69.8%54.9%26.3%
Expected Move11.2%7.3%16.1%15.7%7.5%
HV 20d37.0%27.2%51.0%28.2%50.5%
HV 60d38.9%30.2%47.3%47.0%39.0%
IV Rank25.7%4.5%56.0%38.7%5.5%
IV Percentile71.6%23.4%97.2%95.2%30.2%
Term Structure-6.3%-15.5%1.2%-13.6%0.9%
VWIV39.4%25.7%56.9%55.0%26.8%
Skew 25d0.8%-0.6%2.2%1.3%0.6%
Skew 10d1.5%-1.1%3.8%3.7%1.5%
Call IV 25d39.0%26.1%56.0%55.0%26.5%
Put IV 25d39.8%26.3%57.3%56.3%27.2%
Bid-Ask Spread %51.4037.6265.9253.1737.62
Gamma HHI0.110.080.210.100.11
Net GEX-547.2K-3.4M1.7M-546.5K-625.9K
Net DEX46.4M-39.9M114.5M49.8M53.7M
Net VEX-743.2K-832.6K-645.6K-779.4K-709.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.194.411.100.72
Total Volume4,517.68434021,0021,3601,694
Total OI44,648.10535,22660,45740,99940,626

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$116.81$120.0054.9%15.7%28.2%38.7%55.0%1.3%-13.6%-546.5K49.8M-779.4K1.1053.1764871220,51220,487
2024-06-04$114.30$120.0055.6%15.9%28.2%39.5%55.7%2.2%-14.6%-904.7K66.0M-756.8K0.4151.5663425720,77320,994
2024-06-05$115.66$120.0056.1%16.1%28.2%40.1%56.9%1.3%-15.5%-707.4K57.1M-767.5K4.4146.5017074921,12820,898
2024-06-06$114.22$120.0056.5%11.4%28.5%40.6%39.6%0.4%-6.1%-899.1K66.8M-744.8K0.6353.2920913121,23021,267
2024-06-07$114.03$120.0058.5%11.4%28.4%42.9%39.9%1.4%-6.4%-922.4K69.5M-737.4K0.7656.3540831221,34621,323
2024-06-10$117.13$120.0065.5%11.9%30.2%51.0%41.7%1.6%-7.2%-578.3K49.0M-756.9K0.3254.1268121721,53221,400
2024-06-11$117.72$120.0069.8%12.1%30.2%56.0%42.7%1.1%-7.9%-455.9K43.1M-762.3K0.5053.9762831621,92521,482
2024-06-12$119.86$120.0041.5%11.9%30.9%23.1%41.5%0.2%-7.7%-157.2K28.5M-772.1K0.4956.134,9922,46122,28621,549
2024-06-13$120.78$120.0042.9%12.3%30.0%24.8%42.7%0.9%-8.9%530.0K15.1M-800.1K1.1051.4362067925,20223,595
2024-06-14$119.66$120.0044.5%12.8%30.3%26.7%44.5%0.7%-9.5%372.4K22.4M-793.8K0.4249.091,66269525,43223,773
2024-06-17$124.51$120.0048.5%13.9%33.1%31.2%48.4%0.3%-11.9%1.4M-23.7M-806.9K0.4945.397,9263,87926,18924,150
2024-06-18$126.22$120.0046.9%13.5%27.2%29.5%47.3%-0.6%-11.7%1.7M-39.9M-832.6K0.7342.4012,1598,84328,57424,173
2024-06-20$112.18$125.0030.0%8.6%49.3%9.8%30.5%0.8%-1.9%-3.4M114.5M-677.3K0.8953.028,9267,93633,16426,616
2024-06-21$113.31$120.0028.0%8.0%49.5%7.4%28.4%0.6%0.2%-1.2M87.0M-697.3K1.0053.372,3512,35935,54924,908
2024-06-24$114.01$120.0027.1%7.8%49.6%6.4%27.7%0.8%0.3%-1.2M49.4M-685.2K0.1964.032,02638918,73516,491
2024-06-25$114.22$120.0025.4%7.3%49.4%4.5%25.7%0.2%1.2%-1.1M46.3M-697.3K0.2365.921,92644819,13016,668
2024-06-26$112.18$120.0026.1%7.5%49.7%5.3%26.4%0.8%0.8%-880.1K54.7M-697.9K0.2546.941,66942420,19616,876
2024-06-27$108.23$120.0026.3%7.5%51.0%5.6%26.9%0.3%0.7%-886.4K72.1M-645.6K0.8742.373,0502,65021,12617,009
2024-06-28$108.68$115.0026.3%7.5%50.5%5.5%26.8%0.6%0.9%-625.9K53.7M-709.7K0.7237.6298471023,44017,186