JBL Options History — January 2018

In January 2018, JBL traded between $25.43 and $28.39. ATM implied volatility averaged 24.6%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 2.1% (HV 20d: 22.6%). Max pain ranged from $25.00 to $28.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.98.

Notable Days

  • 2018-01-12: Highest Volume — 7,325 contracts
  • 2018-01-16: Largest IV spike — 11.0% change
  • 2018-01-29: Highest IV Rank — 13.8%
  • 2018-01-31: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.99$25.43$28.39$26.70$25.43
Max Pain$26.05$25.00$28.00$28.00$26.00
ATM IV24.6%22.0%28.5%24.0%27.4%
Expected Move7.3%6.3%8.7%6.6%8.7%
HV 20d22.6%18.6%24.5%23.9%24.0%
HV 60d22.5%21.7%23.3%22.8%22.9%
IV Rank7.9%4.0%13.8%7.0%12.0%
IV Percentile42.9%13.9%62.3%39.3%60.7%
Term Structure-0.1%-3.2%1.0%0.6%-0.3%
VWIV25.4%21.2%29.9%21.2%29.6%
Skew 25d3.4%2.4%4.8%4.0%2.5%
Skew 10d6.5%2.6%14.6%7.7%4.1%
Call IV 25d23.4%20.4%27.6%22.4%26.7%
Put IV 25d26.8%23.9%30.7%26.3%29.1%
Bid-Ask Spread %16.428.7928.3910.5916.77
Gamma HHI0.360.130.880.350.28
Net GEX-2.3M-7.2M147.0K-2.3M-755.0K
Net DEX20.0M989.8K40.4M40.4M11.7M
Net VEX-53.3K-78.0K-32.5K-64.6K-49.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.482.820.640.88
Total Volume4,529.1432,8597,3254,3703,201
Total OI31,869.7628,16444,56844,05815,566

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-01-02$26.70$28.0024.0%6.6%23.9%7.0%21.2%4.0%0.6%-2.3M40.4M-64.6K0.6410.592,6611,70917,58526,473
2018-01-03$27.05$28.0022.5%6.3%24.5%4.8%21.9%2.5%0.9%-2.8M33.9M-74.1K1.108.792,6582,93217,77226,551
2018-01-04$27.31$25.0022.6%6.9%24.2%4.8%24.1%2.7%-0.9%-3.1M29.6M-78.0K1.0015.952,9452,93417,93026,638
2018-01-05$27.20$25.0022.5%6.7%22.7%4.7%23.7%2.9%0.4%-3.0M31.2M-71.8K0.6517.293,0111,96617,78426,499
2018-01-08$27.11$25.0023.1%6.9%22.5%5.6%23.9%3.7%-0.0%-3.0M34.1M-63.8K0.5711.412,7801,59317,36426,130
2018-01-09$26.94$26.0023.4%6.8%22.4%6.1%23.9%2.4%0.3%-2.7M38.1M-57.4K0.6814.742,4391,66517,50626,214
2018-01-10$26.91$26.0023.4%6.7%21.1%6.2%24.1%2.5%-0.3%-2.7M39.7M-54.5K0.8516.882,3882,03517,65526,423
2018-01-11$27.41$26.0022.0%6.6%22.4%4.0%23.4%4.3%1.0%-3.7M30.8M-59.7K0.9112.942,3802,17417,73026,160
2018-01-12$27.64$26.0022.5%6.5%22.6%4.8%24.5%3.4%0.0%-4.3M22.5M-61.6K0.6324.874,4912,83417,74825,683
2018-01-16$27.50$26.0025.0%7.2%18.6%8.5%24.7%3.3%-1.2%-4.5M27.3M-46.6K0.5918.002,4801,47517,17125,674
2018-01-17$28.39$26.0024.2%6.9%21.7%7.3%24.2%4.8%-1.0%-4.7M1.3M-43.5K0.4813.762,9971,45117,20825,688
2018-01-18$27.99$26.0024.4%7.0%18.9%7.7%24.8%3.0%0.4%-7.2M14.0M-40.4K0.5218.192,8971,51016,80125,680
2018-01-19$27.42$26.0025.5%7.4%20.2%9.3%25.8%2.7%-1.1%147.0K33.5M-32.5K0.8915.082,8892,57017,01225,656
2018-01-22$26.62$26.0025.5%7.5%22.8%9.3%26.1%2.9%0.8%-33.5K989.8K-34.6K2.8212.771,5374,3334,4663,698
2018-01-23$27.09$26.0025.5%7.6%23.7%9.2%26.8%4.6%0.6%-411.9K2.8M-45.4K0.7618.301,8921,4374,7726,982
2018-01-24$26.88$26.0025.4%7.5%23.6%9.1%26.5%4.4%0.3%-525.9K3.2M-46.7K0.9315.921,5021,3935,1807,059
2018-01-25$26.78$26.0025.4%7.4%22.6%9.1%26.6%3.6%0.3%-670.3K3.6M-46.1K0.9316.341,5531,4435,2567,145
2018-01-26$26.50$26.0026.6%7.9%23.0%10.9%28.1%3.8%0.9%-161.9K3.9M-44.7K2.7317.741,6804,5815,3907,187
2018-01-29$25.98$26.0028.5%8.7%24.1%13.8%29.9%2.9%-3.2%-524.4K7.9M-52.1K1.3128.391,6642,1735,3279,036
2018-01-30$25.87$26.0027.7%8.6%24.1%12.5%28.9%4.3%-0.3%-768.1K9.3M-52.6K0.7520.121,6361,2235,6519,815
2018-01-31$25.43$26.0027.4%8.7%24.0%12.0%29.6%2.5%-0.3%-755.0K11.7M-49.3K0.8816.771,7001,5015,7169,850