JBL Options History — November 2018

In November 2018, JBL traded between $24.07 and $26.13. ATM implied volatility averaged 34.3%, placing in the 63.7% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 1.3% (HV 20d: 33.0%). Max pain ranged from $24.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.71.

Notable Days

  • 2018-11-28: Highest Volume — 5,109 contracts
  • 2018-11-13: Largest IV spike — 26.4% change
  • 2018-11-20: Highest IV Rank — 100.0%
  • 2018-11-30: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.07$24.07$26.13$25.88$25.06
Max Pain$26.33$24.00$27.00$24.00$26.00
ATM IV34.3%26.0%45.3%27.7%38.3%
Expected Move10.9%8.8%12.6%8.8%12.6%
HV 20d33.0%28.1%36.7%32.8%29.3%
HV 60d30.1%28.7%31.4%28.7%31.4%
IV Rank63.7%32.0%100.0%39.4%73.4%
IV Percentile78.5%40.5%100.0%52.8%96.0%
Term Structure1.4%-3.5%15.1%0.0%-3.0%
VWIV33.3%24.2%43.9%33.7%43.9%
Skew 25d3.8%1.3%6.4%4.1%3.3%
Skew 10d9.9%1.7%23.2%17.7%6.5%
Call IV 25d32.9%25.5%41.4%26.0%37.9%
Put IV 25d36.8%28.6%46.2%30.1%41.2%
Bid-Ask Spread %21.7914.6856.0338.1517.58
Gamma HHI0.180.160.220.180.18
Net GEX182.3K94.0K433.4K163.1K137.6K
Net DEX-7.2M-11.4M-4.1M-9.7M-6.4M
Net VEX-137.2K-146.8K-129.6K-144.6K-136.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.391.331.001.33
Total Volume3,839.5242,9595,1094,0884,628
Total OI21,76920,45122,89921,83822,899

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-11-01$25.88$24.0027.7%8.8%32.8%39.4%33.7%4.1%0.0%163.1K-9.7M-144.6K1.0038.152,0492,03914,7087,130
2018-11-02$26.13$24.0028.2%9.1%32.1%41.9%32.0%5.0%-1.1%433.4K-11.4M-146.8K0.7217.942,1641,55715,2687,221
2018-11-05$26.00$27.0028.1%9.9%31.3%41.4%34.1%4.0%11.4%221.4K-10.4M-145.1K0.9816.151,5381,50514,7167,203
2018-11-06$25.71$27.0028.2%9.9%30.7%41.8%33.6%4.3%4.9%215.9K-9.2M-143.4K0.9414.681,5281,43114,8117,255
2018-11-07$26.04$27.0026.0%9.5%28.2%32.0%33.1%3.1%4.4%227.9K-10.2M-143.4K0.9217.531,5481,42314,8187,333
2018-11-08$25.83$27.0028.0%9.4%28.1%40.8%32.9%3.6%5.7%267.7K-9.8M-141.2K0.9456.031,5441,45214,9087,333
2018-11-09$25.39$27.0029.1%10.1%29.1%46.0%33.3%3.8%2.1%182.5K-8.2M-137.7K0.5517.722,6121,44714,9597,421
2018-11-12$24.29$27.0027.9%10.9%33.7%40.3%36.6%3.0%15.1%105.3K-4.3M-132.3K0.4018.982,5281,02315,5626,529
2018-11-13$24.71$27.0035.2%10.7%33.4%73.6%38.3%2.7%1.5%156.9K-5.8M-137.4K0.4219.822,5691,07415,6046,563
2018-11-14$24.39$27.0033.5%11.0%33.8%65.8%36.5%6.1%5.7%106.7K-4.8M-132.8K0.4019.322,5411,02315,5986,588
2018-11-15$24.84$27.0036.0%10.8%33.9%77.0%35.9%6.4%-0.9%204.5K-6.5M-136.2K0.3929.622,5541,00215,6486,521
2018-11-16$25.07$27.0032.7%10.4%34.0%62.1%24.2%1.3%5.3%248.3K-7.2M-136.3K0.5320.132,5811,36515,6436,525
2018-11-19$24.16$27.0039.4%11.6%36.7%92.5%26.7%4.4%-2.1%111.1K-4.6M-129.7K0.5019.102,4281,21314,4865,965
2018-11-20$24.07$26.0045.3%12.3%36.6%100.0%32.6%4.8%-2.5%94.0K-4.1M-129.6K0.5416.342,4671,32614,5205,953
2018-11-21$24.46$26.0040.1%11.5%36.5%80.4%30.2%3.5%-2.3%145.1K-5.3M-133.8K0.5817.832,5081,45614,6206,110
2018-11-23$24.64$26.0042.4%12.5%36.3%89.0%29.5%3.5%-2.5%185.8K-5.7M-134.7K0.5617.592,5061,41414,7086,203
2018-11-26$24.92$26.0039.6%11.8%35.2%78.3%29.6%4.0%-2.4%168.3K-6.6M-133.7K0.5517.792,4931,37314,6575,965
2018-11-27$24.52$26.0039.8%12.0%35.7%79.1%31.1%3.9%-3.2%130.4K-5.0M-131.4K0.7016.273,0022,10514,7016,076
2018-11-28$25.23$26.0038.0%12.1%33.2%72.5%30.2%3.9%-3.5%159.4K-7.5M-136.5K0.7016.963,0092,10015,2226,752
2018-11-29$25.18$26.0037.4%12.1%33.1%70.0%41.7%2.0%-2.7%162.9K-7.8M-137.0K1.3232.031,9402,56515,2677,180
2018-11-30$25.06$26.0038.3%12.6%29.3%73.4%43.9%3.3%-3.0%137.6K-6.4M-136.9K1.3317.581,9902,63815,4137,486