JBL Options History — August 2017

In August 2017, JBL traded between $29.30 and $31.35. ATM implied volatility averaged 26.5%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 7.3% (HV 20d: 19.2%). Max pain ranged from $28.00 to $29.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 1.07.

Notable Days

  • 2017-08-25: Highest Volume — 3,846 contracts
  • 2017-08-21: Largest IV spike — 11.1% change
  • 2017-08-29: Highest IV Rank — 20.4%
  • 2017-08-11: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.28$29.30$31.35$30.49$31.35
Max Pain$28.76$28.00$29.50$29.00$29.00
ATM IV26.5%22.3%33.6%22.5%32.0%
Expected Move6.6%5.9%7.5%6.1%5.9%
HV 20d19.2%14.6%22.2%14.6%19.1%
HV 60d23.4%22.2%24.8%23.6%22.6%
IV Rank10.2%4.2%20.4%4.6%18.2%
IV Percentile49.4%16.7%81.3%18.7%73.0%
Term Structure1.1%-3.4%6.4%-0.5%-2.9%
VWIV23.4%21.1%27.6%21.9%21.1%
Skew 25d3.6%2.1%5.4%2.4%4.3%
Skew 10d8.7%3.4%16.6%6.5%14.4%
Call IV 25d25.4%21.6%31.7%23.1%31.2%
Put IV 25d29.0%24.3%35.8%25.5%35.5%
Bid-Ask Spread %15.8013.0819.7017.6915.40
Gamma HHI0.210.190.250.250.19
Net GEX-406.5K-626.6K-133.9K-364.3K-133.9K
Net DEX-52.0K-7.2M5.9M-1.9M-7.2M
Net VEX-134.2K-141.3K-122.9K-124.3K-128.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.471.540.800.47
Total Volume2,975.3911,4903,8461,4902,742
Total OI28,865.73925,41431,20825,41431,208

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-08-01$30.49$29.0022.5%6.1%14.6%4.6%21.9%2.4%-0.5%-364.3K-1.9M-124.3K0.8017.698276639,11416,300
2017-08-02$31.24$29.5023.1%6.1%16.1%5.3%21.5%3.1%-1.1%-323.4K-5.7M-122.9K1.3419.701,2111,6179,20416,368
2017-08-03$30.65$28.0023.8%6.7%16.6%6.3%23.4%2.7%-1.9%-314.7K-2.2M-132.1K1.2316.031,3611,6709,69117,243
2017-08-04$30.71$28.0023.0%6.6%15.7%5.3%23.3%2.1%1.0%-301.3K-2.9M-132.5K1.2515.611,3661,70510,06717,306
2017-08-07$31.04$28.0022.3%6.7%15.9%4.2%23.7%2.6%1.5%-216.5K-4.8M-130.2K1.5413.721,0061,55010,00917,100
2017-08-08$30.75$28.0023.1%6.7%16.5%5.4%25.8%3.2%0.8%-255.8K-3.3M-130.5K0.7918.001,7621,39910,10117,127
2017-08-09$30.44$28.0024.3%7.2%16.4%7.1%27.6%3.2%0.1%-334.1K-644.2K-139.2K1.0015.721,3911,39710,47417,773
2017-08-10$29.52$28.0025.6%7.3%19.7%8.9%25.4%4.1%0.7%-494.7K4.4M-139.4K0.7017.201,29990910,51917,866
2017-08-11$29.30$29.0025.6%7.5%19.3%8.9%27.3%4.2%0.5%-519.9K5.9M-139.5K0.8115.391,2311,00210,65717,992
2017-08-14$29.65$29.0023.2%6.7%19.8%5.6%24.4%2.9%5.5%-521.0K3.2M-133.7K0.8018.401,24399310,58618,030
2017-08-15$29.64$29.0023.0%6.6%19.8%5.2%23.8%3.2%5.8%-505.3K3.4M-135.0K1.4013.581,2451,74210,68118,078
2017-08-16$30.04$29.0022.9%6.6%20.2%5.1%22.9%2.9%5.9%-502.1K1.8M-141.3K1.3913.081,2581,75110,75218,979
2017-08-17$29.59$29.0025.0%6.8%20.8%8.1%22.5%3.7%6.4%-568.4K4.3M-139.9K1.1214.981,5401,73010,78418,996
2017-08-18$29.80$29.0024.9%6.5%20.9%8.0%23.0%3.8%6.3%-560.5K3.4M-138.5K1.0814.611,6341,77211,13619,020
2017-08-21$29.53$29.0027.7%6.5%20.8%11.9%23.1%4.4%1.1%-626.6K5.0M-136.7K1.0517.011,5951,66710,63718,828
2017-08-22$30.11$29.0028.7%6.6%22.1%13.3%21.7%5.4%1.0%-502.1K1.3M-135.2K1.0615.601,5841,68010,66718,851
2017-08-23$30.11$29.0030.1%6.5%22.1%15.4%22.6%4.5%1.4%-469.3K1.0M-136.5K1.2815.051,5662,01210,76418,883
2017-08-24$30.29$29.0030.0%6.2%22.2%15.2%22.4%4.0%0.6%-427.7K471.6K-138.1K1.5113.551,5302,31110,88719,237
2017-08-25$30.35$29.0029.7%6.1%21.1%14.8%21.9%3.1%1.2%-405.9K-303.8K-135.2K1.0914.501,8372,00910,86919,337
2017-08-28$30.38$29.0032.1%6.4%21.1%18.3%22.0%4.3%-3.4%-401.1K-551.8K-132.7K0.8514.581,6161,37510,93519,482
2017-08-29$30.59$29.0033.6%6.5%21.3%20.4%23.0%4.8%-1.8%-345.3K-2.1M-132.0K1.0216.331,5461,57911,02919,526
2017-08-30$30.89$29.0032.8%6.4%19.6%19.3%23.4%4.0%-1.9%-256.8K-3.9M-131.7K1.1117.711,6671,84411,06719,752
2017-08-31$31.35$29.0032.0%5.9%19.1%18.2%21.1%4.3%-2.9%-133.9K-7.2M-128.8K0.4715.401,86687611,06720,141