JBL Options History — November 2017

In November 2017, JBL traded between $27.64 and $29.78. ATM implied volatility averaged 30.6%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 7.3% (HV 20d: 23.3%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 2.38.

Notable Days

  • 2017-11-03: Highest Volume — 24,676 contracts
  • 2017-11-13: Largest IV spike — 11.4% change
  • 2017-11-29: Highest IV Rank — 23.9%
  • 2017-11-29: Largest Expected Move — 12.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.81$27.64$29.78$28.43$28.90
Max Pain$29.79$29.00$30.00$29.00$29.50
ATM IV30.6%24.3%36.0%24.5%34.7%
Expected Move9.7%7.2%12.2%7.2%11.8%
HV 20d23.3%20.1%26.1%23.9%21.1%
HV 60d27.9%27.1%28.2%27.7%28.0%
IV Rank16.1%7.0%23.9%7.4%22.0%
IV Percentile70.2%40.9%90.1%44.4%86.9%
Term Structure0.9%-1.6%7.5%0.3%-0.9%
VWIV33.9%27.2%42.1%27.2%42.1%
Skew 25d4.6%2.9%7.6%3.8%4.3%
Skew 10d9.9%5.5%14.3%7.9%11.5%
Call IV 25d28.6%22.8%33.9%22.8%33.9%
Put IV 25d33.2%26.6%40.0%26.6%38.2%
Bid-Ask Spread %25.3212.6475.0764.1519.80
Gamma HHI0.350.250.410.250.41
Net GEX-1.5M-2.2M-965.5K-1.4M-1.5M
Net DEX14.8M1.4M32.6M14.0M15.4M
Net VEX-145.0K-159.1K-99.2K-105.2K-147.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.380.7716.612.221.24
Total Volume6,124.6192,07024,6762,3224,832
Total OI46,685.28632,25753,71432,54953,714

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-11-01$28.43$29.0024.5%7.2%23.9%7.4%27.2%3.8%0.3%-1.4M14.0M-105.2K2.2264.157211,60110,59121,958
2017-11-02$28.50$30.0024.3%8.3%23.9%7.0%29.5%2.9%0.8%-1.4M12.6M-101.9K1.4650.338421,22810,63721,620
2017-11-03$28.00$30.0025.1%8.5%24.5%8.2%29.3%3.3%0.7%-1.5M17.1M-99.2K16.6175.071,40123,27510,72521,618
2017-11-06$28.46$30.0024.9%9.0%25.2%8.0%29.2%4.1%6.2%-2.0M24.5M-148.5K2.8724.891,3013,73210,95330,692
2017-11-07$27.64$30.0026.5%9.0%24.7%10.2%29.6%3.9%4.5%-2.2M32.6M-139.7K2.2616.522,3645,33511,03730,783
2017-11-08$28.25$30.0025.5%8.8%26.0%8.9%29.3%3.8%4.8%-2.1M24.3M-151.4K1.9824.312,5645,07412,67432,436
2017-11-09$28.31$30.0026.8%9.5%25.9%10.7%31.7%4.9%7.5%-2.0M23.0M-156.5K2.9620.131,7955,31713,64033,625
2017-11-10$28.58$30.0027.1%8.9%26.1%11.0%32.2%4.0%6.1%-1.8M18.1M-159.1K1.8219.521,4262,59414,53234,533
2017-11-13$28.60$30.0030.1%9.0%25.7%15.5%34.6%5.1%1.4%-1.7M18.2M-153.0K2.1219.111,3842,92814,42434,369
2017-11-14$28.68$30.0032.6%9.6%25.5%18.9%31.5%5.0%-0.3%-1.6M17.5M-158.2K1.7515.771,5532,71114,26235,175
2017-11-15$28.57$30.0034.2%9.8%25.4%21.2%33.3%4.2%-0.5%-1.6M19.3M-155.6K1.3417.811,9172,56714,30435,220
2017-11-16$29.13$30.0033.4%9.6%21.7%20.2%32.5%4.7%-1.0%-1.4M11.8M-155.3K0.7914.453,4252,69814,65935,267
2017-11-17$29.23$30.0033.6%9.7%21.7%20.4%31.8%5.2%-1.2%-1.3M10.2M-154.3K1.2214.512,2452,73314,95635,459
2017-11-20$29.56$30.0033.8%10.1%22.0%20.7%35.2%4.9%-1.2%-1.2M7.2M-148.2K0.7712.643,7772,91914,57633,145
2017-11-21$29.73$29.5034.0%10.0%21.8%21.0%35.6%4.8%-1.3%-965.5K1.4M-157.9K1.7117.101,7683,02616,89333,722
2017-11-22$29.75$29.5033.0%10.3%21.8%19.6%36.2%3.9%-1.3%-975.1K1.6M-156.0K1.5618.462,2333,48116,92933,687
2017-11-24$29.78$29.5033.2%10.3%21.0%19.8%37.2%7.6%-1.2%-968.3K1.4M-152.6K1.6922.491,9303,25417,18533,870
2017-11-27$29.43$29.5034.1%11.2%20.8%21.1%40.0%5.1%-1.3%-1.2M7.2M-148.8K1.2017.232,1232,54317,08934,211
2017-11-28$29.02$29.5035.1%11.5%20.1%22.5%40.8%4.7%-1.5%-1.3M12.5M-148.7K1.4130.162,7023,80717,43834,341
2017-11-29$28.53$29.5036.0%12.2%20.7%23.9%42.0%6.9%-1.6%-1.6M20.9M-147.3K0.9617.342,8022,68918,15435,288
2017-11-30$28.90$29.5034.7%11.8%21.1%22.0%42.1%4.3%-0.9%-1.5M15.4M-147.3K1.2419.802,1582,67418,24035,474