JBL Options History — December 2017

In December 2017, JBL traded between $26.22 and $28.79. ATM implied volatility averaged 28.9%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 7.2% (HV 20d: 21.8%). Max pain ranged from $28.00 to $29.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.38.

Notable Days

  • 2017-12-15: Highest Volume — 22,857 contracts
  • 2017-12-15: Largest IV drop — 37.5% change
  • 2017-12-05: Highest IV Rank — 24.1%
  • 2017-12-01: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.45$26.22$28.79$28.68$26.31
Max Pain$28.73$28.00$29.50$29.50$28.00
ATM IV28.9%21.8%36.2%35.9%23.1%
Expected Move8.2%6.3%12.8%12.8%6.3%
HV 20d21.8%18.3%24.3%21.3%22.9%
HV 60d26.7%22.6%28.5%28.0%22.6%
IV Rank13.9%3.7%24.1%23.7%5.6%
IV Percentile56.8%11.5%91.7%90.5%26.6%
Term Structure-0.3%-1.5%0.9%-1.5%-0.1%
VWIV26.9%13.6%44.4%44.4%17.0%
Skew 25d3.5%2.1%6.3%6.3%2.7%
Skew 10d6.8%1.0%11.6%11.6%5.6%
Call IV 25d27.7%21.2%35.0%33.7%22.5%
Put IV 25d31.2%23.9%40.0%40.0%25.3%
Bid-Ask Spread %16.409.5145.3529.289.98
Gamma HHI0.340.300.440.400.32
Net GEX-2.1M-3.0M-1.4M-1.6M-1.8M
Net DEX34.3M16.5M58.8M19.1M43.5M
Net VEX-105.9K-146.0K-62.8K-146.0K-67.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.380.513.541.671.22
Total Volume7,790.253,64322,8577,0466,399
Total OI51,484.6535,90368,86454,10444,767

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-12-01$28.68$29.5035.9%12.8%21.3%23.7%44.4%6.3%-1.5%-1.6M19.1M-146.0K1.6729.282,6434,40318,48635,618
2017-12-04$28.79$29.0035.9%9.5%20.2%23.6%32.4%4.9%-1.5%-1.6M16.5M-140.2K1.2230.502,3202,83918,41633,835
2017-12-05$28.27$29.0036.2%9.8%20.6%24.1%35.1%4.3%-1.5%-1.8M25.2M-134.5K2.8125.592,1456,02918,63033,931
2017-12-06$27.59$29.0035.6%9.6%19.7%23.3%33.1%3.8%-0.1%-2.5M39.8M-138.3K0.9114.431,9101,73319,24738,421
2017-12-07$27.82$29.0035.6%9.5%18.3%23.3%32.4%4.1%-1.1%-2.6M37.8M-136.9K0.8816.222,1361,87219,45138,646
2017-12-08$27.92$29.0033.6%9.5%18.3%20.4%31.3%4.2%-0.8%-2.7M35.1M-135.1K0.8210.622,5952,13119,68538,713
2017-12-11$28.45$29.0033.1%9.1%19.3%19.7%32.9%3.8%-1.5%-2.4M25.6M-126.6K1.4211.872,7303,86419,79538,908
2017-12-12$28.49$29.0033.8%9.1%19.3%20.6%32.3%2.5%-1.5%-2.6M25.7M-127.8K0.7411.512,5561,89720,53841,234
2017-12-13$28.56$29.0032.8%9.1%19.3%19.3%33.0%4.9%-0.2%-2.5M23.1M-124.8K0.7945.354,4863,53220,77341,469
2017-12-14$27.54$29.0034.9%9.7%23.1%23.3%33.5%2.4%-1.5%-3.0M46.3M-112.5K1.6418.567,07311,57020,44741,678
2017-12-15$27.77$29.0021.8%6.3%22.1%3.7%22.0%2.6%0.2%-2.4M58.8M-96.3K3.5413.495,03617,82122,85846,006
2017-12-18$26.91$29.0023.0%6.6%24.3%5.4%23.0%2.7%0.7%-2.1M30.9M-85.3K0.519.557,1373,61211,89724,006
2017-12-19$26.68$29.0023.2%6.6%23.6%5.7%18.6%2.1%0.7%-1.8M33.8M-88.2K1.0012.102,4532,44116,89625,189
2017-12-20$26.90$28.5023.0%6.6%23.8%5.6%22.5%2.3%0.5%-1.9M31.2M-91.8K0.8414.062,0201,69617,30025,208
2017-12-21$26.96$28.5021.9%6.3%23.8%3.9%13.6%3.8%0.6%-2.0M31.9M-88.6K0.9712.303,0722,99517,35725,226
2017-12-22$26.72$28.0022.9%6.5%23.8%5.3%15.1%2.9%0.5%-1.8M34.5M-83.7K1.089.512,9293,16318,60025,100
2017-12-26$26.23$28.0024.3%7.0%24.1%7.5%22.3%3.5%0.9%-1.4M40.3M-62.8K1.8811.662,8895,42417,71524,678
2017-12-27$26.22$28.0024.4%6.6%24.0%7.6%21.6%3.6%-0.1%-1.7M43.0M-68.0K1.9211.402,8025,38417,85426,596
2017-12-28$26.25$28.0023.9%6.6%23.6%6.9%22.3%2.9%0.6%-1.8M44.2M-63.5K1.8510.052,8315,23717,86026,659
2017-12-29$26.31$28.0023.1%6.3%22.9%5.6%17.0%2.7%-0.1%-1.8M43.5M-67.1K1.229.982,8813,51817,97326,794