JBL Options History — October 2017

In October 2017, JBL traded between $27.86 and $29.85. ATM implied volatility averaged 24.7%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 9.9% (HV 20d: 34.7%). Max pain ranged from $29.00 to $29.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.47.

Notable Days

  • 2017-10-27: Highest Volume — 4,222 contracts
  • 2017-10-30: Largest IV spike — 9.0% change
  • 2017-10-19: Highest IV Rank — 10.3%
  • 2017-10-30: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.67$27.86$29.85$29.33$28.27
Max Pain$29.00$29.00$29.00$29.00$29.00
ATM IV24.7%23.4%26.6%23.9%23.9%
Expected Move7.2%6.8%7.8%7.1%7.5%
HV 20d34.7%23.6%38.0%37.7%24.1%
HV 60d26.8%25.7%27.9%25.9%27.7%
IV Rank7.7%5.9%10.3%6.5%6.6%
IV Percentile45.2%29.4%57.1%34.9%36.5%
Term Structure-0.1%-2.1%1.7%-0.4%1.7%
VWIV26.0%23.9%28.2%24.8%27.2%
Skew 25d3.8%2.9%4.7%4.3%3.7%
Skew 10d8.9%3.1%16.7%14.5%7.6%
Call IV 25d23.5%22.0%25.1%23.2%24.0%
Put IV 25d27.3%25.7%29.0%27.6%27.7%
Bid-Ask Spread %20.1211.9458.1517.0913.99
Gamma HHI0.290.240.430.280.25
Net GEX-1.1M-2.0M-486.1K-722.6K-1.4M
Net DEX11.7M-514.8K22.4M5.0M15.4M
Net VEX-123.1K-146.1K-105.0K-146.1K-105.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.470.673.671.361.54
Total Volume2,782.7271,9124,2223,2121,912
Total OI34,505.54531,24636,82636,02032,469

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-10-02$29.33$29.0023.9%7.1%37.7%6.5%24.8%4.3%-0.4%-722.6K5.0M-146.1K1.3617.091,3631,84913,67022,350
2017-10-03$29.53$29.0024.0%7.0%37.5%6.7%24.7%3.9%0.9%-624.7K2.9M-146.0K1.1515.631,2261,40913,86922,505
2017-10-04$29.81$29.0024.0%6.8%37.4%6.7%23.9%2.9%0.1%-524.2K-117.6K-142.8K0.9716.861,3551,31313,87322,523
2017-10-05$29.76$29.0023.7%6.8%37.4%6.2%24.0%3.9%0.3%-486.1K239.7K-141.2K1.1919.331,2761,51313,97722,497
2017-10-06$29.85$29.0023.4%7.0%37.4%5.9%24.5%3.0%0.2%-607.9K-514.8K-141.8K1.1120.811,3441,49314,05022,776
2017-10-09$29.52$29.0025.0%7.2%36.1%8.1%26.0%4.0%0.1%-682.5K3.5M-138.4K1.4515.881,0161,47013,49322,402
2017-10-10$28.57$29.0025.6%7.4%37.6%8.9%26.2%4.7%0.2%-1.1M12.6M-132.4K0.6719.361,8931,26213,48122,466
2017-10-11$28.42$29.0024.9%7.2%37.6%8.0%24.8%4.1%0.1%-1.3M15.9M-128.7K0.7514.321,7781,34012,76722,729
2017-10-12$28.27$29.0025.0%7.3%37.6%8.1%24.5%4.0%0.1%-1.4M17.4M-123.9K1.1858.151,1681,38112,37222,736
2017-10-13$28.21$29.0024.8%7.2%37.5%7.8%24.0%3.6%0.2%-1.5M17.7M-121.5K1.4412.131,1461,64712,27022,440
2017-10-16$28.59$29.0025.1%7.2%38.0%8.3%24.8%3.8%-0.8%-1.4M13.5M-118.6K1.0215.071,2081,23111,86922,283
2017-10-17$28.85$29.0024.7%7.1%37.1%7.7%26.4%3.5%-0.8%-1.2M10.3M-120.2K1.6218.509961,61612,13522,121
2017-10-18$29.00$29.0024.4%7.0%35.6%7.2%25.9%3.9%-2.1%-1.1M8.0M-118.3K1.7516.749181,60412,22822,732
2017-10-19$27.86$29.0026.6%7.7%37.4%10.3%27.4%3.9%-1.4%-2.0M20.3M-112.4K1.3439.099621,28912,26822,728
2017-10-20$27.95$29.0025.1%7.3%37.4%8.2%26.4%3.8%-1.2%-1.8M22.4M-112.2K1.2612.039881,24812,40722,969
2017-10-23$28.02$29.0025.4%7.5%34.8%8.7%27.5%4.6%-0.3%-1.2M16.0M-110.6K0.7515.211,6311,22110,39320,853
2017-10-24$28.30$29.0024.8%7.2%34.5%7.8%27.2%3.8%0.4%-1.1M13.8M-111.3K0.8713.731,4431,25510,73720,918
2017-10-25$28.31$29.0024.4%7.2%32.2%7.2%27.6%3.3%0.3%-1.1M14.0M-111.7K2.3818.299432,24510,79020,982
2017-10-26$27.92$29.0025.4%7.6%29.2%8.7%28.1%3.5%0.2%-1.4M18.1M-108.5K3.5715.069023,21610,83122,056
2017-10-27$28.45$29.0023.9%7.2%25.1%6.5%28.2%3.6%-0.1%-1.3M13.9M-111.2K3.6743.469043,31810,84123,066
2017-10-30$27.90$29.0026.0%7.8%23.6%9.6%27.5%4.4%-0.1%-1.3M17.8M-105.9K1.3711.948121,11610,44421,756
2017-10-31$28.27$29.0023.9%7.5%24.1%6.6%27.2%3.7%1.7%-1.4M15.4M-105.0K1.5413.997541,15810,55121,918