JBL Options History — October 2018

In October 2018, JBL traded between $23.46 and $27.19. ATM implied volatility averaged 26.8%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded below realized volatility by 4.0% (HV 20d: 30.8%). Max pain ranged from $24.00 to $29.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.42.

Notable Days

  • 2018-10-01: Highest Volume — 10,728 contracts
  • 2018-10-04: Largest IV spike — 15.4% change
  • 2018-10-26: Highest IV Rank — 60.6%
  • 2018-10-29: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.66$23.46$27.19$26.71$24.82
Max Pain$26.87$24.00$29.00$29.00$24.00
ATM IV26.8%20.2%32.4%20.9%28.7%
Expected Move7.9%5.7%10.6%6.2%9.4%
HV 20d30.8%22.4%34.9%30.9%30.0%
HV 60d24.5%22.7%27.3%22.9%27.3%
IV Rank35.4%5.4%60.6%8.5%44.3%
IV Percentile47.1%1.2%77.8%2.8%59.5%
Term Structure-0.4%-1.4%0.9%0.9%-0.1%
VWIV27.2%20.8%36.3%20.8%33.6%
Skew 25d3.4%1.8%4.8%1.8%4.2%
Skew 10d8.7%4.0%20.0%4.0%8.7%
Call IV 25d25.1%19.4%31.0%20.2%27.6%
Put IV 25d28.4%21.2%34.1%22.0%31.8%
Bid-Ask Spread %16.1010.3822.6413.7917.13
Gamma HHI0.210.110.280.110.19
Net GEX83.5K-119.9K269.6K-119.9K150.1K
Net DEX-1.7M-7.6M2.1M-4.3M-6.3M
Net VEX-135.6K-156.1K-125.4K-150.3K-139.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.232.400.231.39
Total Volume4,904.6963,14410,72810,7283,594
Total OI23,236.21719,59326,35424,93721,771

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$26.71$29.0020.9%6.2%30.9%8.5%20.8%1.8%0.9%-119.9K-4.3M-150.3K0.2313.798,6882,04017,1987,739
2018-10-02$27.19$29.0020.8%6.1%31.8%8.1%21.7%2.4%0.8%147.4K-7.6M-156.1K0.2414.098,1011,90617,8747,809
2018-10-03$26.98$29.0020.2%5.7%31.8%5.4%21.0%1.8%0.9%217.9K-6.4M-151.8K0.2312.958,1091,87118,0327,777
2018-10-04$26.25$28.0023.3%6.7%32.8%19.4%21.9%3.1%-0.1%23.5K-2.3M-145.5K1.1610.381,9512,26318,0677,706
2018-10-05$25.70$28.0023.8%6.7%33.2%21.8%22.3%3.2%0.6%-23.7K633.8K-144.7K0.8711.752,0661,79318,2508,104
2018-10-08$25.22$28.0025.7%7.1%32.8%30.5%24.1%3.9%-0.5%81.3K268.3K-137.3K1.3315.491,3501,79416,4817,278
2018-10-09$24.73$28.0026.0%7.3%32.9%31.7%26.0%3.9%-0.9%61.6K709.3K-133.9K1.0010.752,1542,15416,5176,994
2018-10-10$23.96$27.0027.3%7.8%33.9%37.6%25.9%4.4%0.2%112.2K1.7M-126.9K0.7616.622,3621,80317,1046,850
2018-10-11$23.72$27.0029.1%8.0%33.4%45.8%26.9%2.6%-1.1%97.3K1.2M-125.4K1.3122.432,0992,75417,2046,566
2018-10-12$23.77$27.0028.0%7.9%33.3%41.0%26.9%4.2%-0.3%73.7K2.1M-129.4K1.1916.921,9942,38017,3817,488
2018-10-15$23.74$27.0028.2%8.0%33.4%41.8%27.5%3.7%-0.7%91.2K1.1M-127.6K2.1516.231,3052,81016,1827,127
2018-10-16$24.24$27.0026.1%7.5%34.9%32.2%25.0%3.5%-1.3%95.2K-220.7K-132.4K2.0214.361,3942,81016,2477,724
2018-10-17$24.28$27.0025.9%7.4%34.8%31.1%24.9%1.9%-1.2%118.4K-889.3K-131.7K1.9914.971,4162,82116,3547,710
2018-10-18$23.95$27.0027.2%7.8%33.9%37.1%26.5%4.8%-0.5%132.4K135.0K-131.1K2.0622.031,4002,88416,4647,719
2018-10-19$23.96$27.0026.8%7.8%33.5%35.5%26.5%3.1%-1.2%269.6K49.1K-129.8K2.0914.491,4142,96216,4997,679
2018-10-22$24.12$27.0026.9%7.9%33.6%36.0%26.5%2.8%-1.4%84.0K-3.2M-130.4K1.8714.421,2302,30313,7405,853
2018-10-23$24.29$27.0026.8%8.1%22.4%35.3%28.6%3.3%-1.3%97.0K-3.7M-131.8K1.8915.971,2752,41413,8475,948
2018-10-24$23.86$26.0030.0%9.2%22.8%49.8%31.4%4.3%-0.3%87.3K-2.8M-130.7K2.4018.511,2563,01713,9656,080
2018-10-25$24.16$26.0028.9%9.1%23.6%44.8%31.4%3.6%-0.7%14.2K-2.6M-133.1K2.0016.481,5933,18713,9776,921
2018-10-26$23.57$25.0032.4%9.8%24.4%60.6%33.8%3.1%-0.8%-9.2K-1.2M-131.8K1.7921.861,6122,88114,3657,013
2018-10-29$23.46$24.0032.1%10.6%24.2%59.5%36.3%3.5%-1.0%-454-1.6M-129.0K1.1622.641,8092,09814,2976,954
2018-10-30$24.58$24.0031.6%10.3%29.6%57.0%36.2%4.3%-0.1%119.6K-5.1M-138.7K1.4716.021,4952,19614,6096,969
2018-10-31$24.82$24.0028.7%9.4%30.0%44.3%33.6%4.2%-0.1%150.1K-6.3M-139.3K1.3917.131,5052,08914,6807,091