JBL Options History — September 2018

In September 2018, JBL traded between $27.14 and $30.11. ATM implied volatility averaged 29.4%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 8.8% (HV 20d: 20.5%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 1.41.

Notable Days

2018-09-25: Highest Volume — 15,112 contracts
2018-09-25: Largest IV drop — 33.3% change
2018-09-11: Highest IV Rank — 61.0%
2018-09-04: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.09	$27.14	$30.11	$29.68	$27.14
Max Pain	$29.63	$28.00	$30.00	$28.00	$29.00
ATM IV	29.4%	21.1%	32.4%	31.6%	21.4%
Expected Move	8.1%	5.8%	10.3%	10.3%	5.8%
HV 20d	20.5%	16.6%	32.3%	18.5%	30.6%
HV 60d	20.3%	15.8%	23.9%	23.8%	23.0%
IV Rank	47.2%	9.4%	61.0%	57.1%	11.1%
IV Percentile	55.2%	3.2%	74.6%	67.9%	4.8%
Term Structure	-1.6%	-2.7%	0.4%	-1.9%	-0.7%
VWIV	28.4%	19.6%	35.2%	35.2%	20.9%
Skew 25d	2.8%	1.6%	4.2%	3.5%	1.7%
Skew 10d	5.7%	3.4%	9.2%	5.8%	9.2%
Call IV 25d	28.3%	19.6%	31.9%	29.6%	20.4%
Put IV 25d	31.1%	22.0%	35.3%	33.1%	22.0%
Bid-Ask Spread %	19.19	12.18	36.17	16.77	15.31
Gamma HHI	0.30	0.13	0.77	0.13	0.55
Net GEX	-214.1K	-4.9M	2.6M	410.0K	-2.9M
Net DEX	-3.6M	-15.4M	29.6M	-11.8M	22.8M
Net VEX	-69.5K	-155.0K	-58.3K	-72.6K	-155.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.41	0.53	2.12	1.12	0.53
Total Volume	5,859.947	2,734	15,112	3,143	13,421
Total OI	25,989.368	13,525	51,501	20,160	51,501

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2018-09-04	$29.68	$28.00	31.6%	10.3%	18.5%	57.1%	35.2%	3.5%	-1.9%	410.0K	-11.8M	-72.6K	1.12	16.77	1,481	1,662	11,005	9,155
2018-09-05	$29.69	$28.00	31.6%	6.1%	18.1%	57.0%	20.8%	3.7%	-2.0%	678.6K	-13.0M	-69.2K	1.12	17.64	1,959	2,193	11,299	9,308
2018-09-06	$29.49	$30.00	32.0%	8.2%	18.3%	59.0%	28.9%	4.2%	-2.7%	697.7K	-11.7M	-68.4K	1.22	15.75	1,599	1,950	11,486	9,649
2018-09-07	$29.16	$30.00	32.3%	8.4%	18.5%	60.4%	29.6%	3.4%	-1.7%	523.2K	-8.9M	-69.3K	1.15	14.47	1,690	1,939	11,646	9,819
2018-09-10	$29.50	$30.00	32.1%	8.4%	18.1%	59.4%	30.4%	1.6%	-1.6%	794.3K	-11.6M	-65.8K	1.18	12.21	1,480	1,750	11,468	9,168
2018-09-11	$29.51	$30.00	32.4%	8.5%	18.0%	61.0%	30.5%	2.4%	-2.0%	870.9K	-11.5M	-65.2K	1.88	16.03	1,293	2,434	11,554	8,975
2018-09-12	$29.28	$30.00	31.9%	8.6%	18.4%	58.4%	28.3%	3.0%	-1.9%	462.0K	-9.0M	-65.6K	1.90	36.17	1,291	2,447	11,658	10,255
2018-09-13	$29.42	$30.00	31.3%	8.6%	17.3%	56.0%	29.3%	3.0%	-2.4%	709.3K	-10.5M	-63.9K	1.84	35.74	1,351	2,485	11,730	10,287
2018-09-14	$29.55	$30.00	31.2%	8.4%	17.1%	55.3%	30.9%	3.0%	-2.7%	1.2M	-12.3M	-63.2K	2.04	18.50	1,222	2,489	11,842	10,432
2018-09-17	$29.18	$30.00	31.7%	8.9%	18.1%	57.5%	31.1%	2.5%	-1.9%	578.9K	-8.2M	-60.4K	1.83	20.46	1,024	1,876	11,302	9,428
2018-09-18	$29.28	$30.00	30.7%	8.7%	17.6%	53.0%	31.1%	2.9%	-1.9%	706.9K	-8.9M	-60.3K	1.79	18.39	980	1,754	11,406	9,548
2018-09-19	$29.38	$30.00	31.0%	8.9%	17.4%	54.7%	32.6%	2.3%	-1.9%	784.3K	-9.9M	-58.3K	2.12	17.50	1,235	2,613	11,520	9,653
2018-09-20	$29.75	$30.00	30.9%	8.9%	17.8%	53.8%	31.4%	3.0%	-1.7%	991.6K	-13.2M	-59.6K	1.19	15.83	1,573	1,878	11,745	10,370
2018-09-21	$29.97	$30.00	31.1%	9.1%	16.7%	54.7%	32.5%	2.6%	-2.1%	2.6M	-15.4M	-59.2K	1.43	13.76	1,488	2,131	12,007	10,525
2018-09-24	$30.11	$30.00	31.6%	9.7%	16.6%	57.1%	33.8%	3.1%	-0.8%	50.5K	-6.4M	-59.1K	0.64	17.69	6,426	4,100	7,088	6,437
2018-09-25	$27.81	$30.00	21.1%	6.1%	32.3%	9.4%	21.0%	3.6%	-0.1%	-4.0M	20.2M	-69.3K	1.50	20.37	6,040	9,072	12,646	28,301
2018-09-26	$27.62	$29.00	21.2%	5.9%	30.3%	10.2%	19.6%	1.7%	-0.1%	-4.9M	21.7M	-71.1K	1.66	29.75	3,343	5,535	15,664	29,138
2018-09-27	$27.18	$29.00	21.5%	6.1%	30.7%	11.2%	20.8%	1.6%	0.4%	-4.3M	29.6M	-64.8K	0.57	12.18	9,022	5,113	16,051	28,732
2018-09-28	$27.14	$29.00	21.4%	5.8%	30.6%	11.1%	20.9%	1.7%	-0.7%	-2.9M	22.8M	-155.0K	0.53	15.31	8,774	4,647	22,363	29,138