JBL Options History — September 2019

In September 2019, JBL traded between $28.82 and $35.75. ATM implied volatility averaged 36.4%, placing in the 63.1% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 4.4% (HV 20d: 40.8%). Max pain ranged from $27.00 to $32.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.02.

Notable Days

  • 2019-09-23: Highest Volume — 14,221 contracts
  • 2019-09-24: Largest IV drop — 27.6% change
  • 2019-09-23: Highest IV Rank — 87.8%
  • 2019-09-23: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.88$28.82$35.75$28.82$35.75
Max Pain$29.52$27.00$32.00$29.00$32.00
ATM IV36.4%30.8%42.7%39.0%31.7%
Expected Move9.9%8.6%12.9%8.6%8.8%
HV 20d40.8%35.5%44.5%43.4%35.5%
HV 60d34.6%31.3%37.2%36.2%36.2%
IV Rank63.1%41.4%87.8%73.2%44.8%
IV Percentile78.5%56.7%96.8%89.7%59.1%
Term Structure-1.5%-3.5%0.8%-1.2%-0.2%
VWIV35.6%29.4%45.2%32.4%31.0%
Skew 25d3.7%1.9%5.7%5.7%2.9%
Skew 10d9.5%4.5%17.9%13.0%7.0%
Call IV 25d34.7%28.8%40.5%36.1%30.1%
Put IV 25d38.4%32.7%44.5%41.8%33.0%
Bid-Ask Spread %37.8514.7181.0176.1117.90
Gamma HHI0.140.080.190.190.11
Net GEX476.2K167.2K797.1K587.1K617.1K
Net DEX-28.3M-45.6M-18.6M-18.6M-37.7M
Net VEX-138.8K-145.5K-119.8K-135.6K-134.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.144.330.801.46
Total Volume2,675.5523614,2212362,601
Total OI22,40617,40232,22817,41626,050

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-09-03$28.82$29.0039.0%8.6%43.4%73.2%32.4%5.7%-1.2%587.1K-18.6M-135.6K0.8076.1113110514,1513,265
2019-09-04$29.05$29.0037.6%8.6%43.3%67.9%29.4%3.2%-1.2%601.9K-19.6M-135.4K0.5581.0177442314,1163,286
2019-09-05$30.01$27.0036.7%9.6%44.5%64.3%34.8%2.1%-2.2%686.1K-23.8M-136.8K0.9544.6858856114,6453,662
2019-09-06$30.04$27.0036.8%9.7%44.0%64.7%34.4%2.6%-3.5%603.5K-24.1M-138.8K0.6719.9826718014,8674,222
2019-09-09$30.88$27.0036.4%9.9%44.4%63.4%37.0%5.4%-1.6%633.6K-25.8M-135.6K1.2439.141,2641,56613,7334,167
2019-09-10$31.55$29.0036.9%9.7%44.3%65.1%36.1%5.1%-2.4%448.6K-28.3M-141.5K0.1441.661,08215014,5415,528
2019-09-11$32.26$29.0036.7%9.9%44.0%64.3%37.2%3.8%-2.5%396.5K-31.8M-138.6K0.9614.7155052915,0165,842
2019-09-12$31.94$29.0036.8%10.0%40.3%64.7%36.6%2.0%-2.5%362.1K-30.2M-140.0K0.9544.5023722415,2786,262
2019-09-13$31.41$29.0037.5%10.4%39.5%67.4%37.6%1.9%-1.8%412.0K-27.4M-142.3K4.3349.402651,14815,3016,454
2019-09-16$31.56$30.0038.2%10.7%39.0%70.1%39.2%3.1%-2.0%316.9K-24.6M-145.5K0.9533.1322121114,3127,185
2019-09-17$31.14$30.0039.0%11.1%39.6%73.4%39.1%4.6%-2.0%284.6K-22.4M-145.4K0.1620.214907614,3797,288
2019-09-18$30.93$30.0038.8%11.1%39.2%72.5%38.3%4.2%-2.8%287.7K-21.5M-144.5K2.8646.6014240614,4397,286
2019-09-19$31.18$30.0038.4%11.1%39.2%71.0%39.2%4.4%-2.8%254.9K-22.7M-143.0K0.1638.2075612414,4817,320
2019-09-20$30.62$30.0039.3%11.4%40.0%74.6%40.0%3.8%-1.8%265.0K-20.1M-142.8K1.3240.1075199414,7917,376
2019-09-23$31.41$30.0042.7%12.9%36.8%87.8%45.2%4.0%-1.0%167.2K-21.6M-142.3K1.0128.237,0817,14012,9226,431
2019-09-24$32.94$30.0030.9%8.8%38.9%41.9%31.1%4.7%0.3%578.7K-34.2M-144.3K0.4147.677,1522,93216,53711,852
2019-09-25$35.30$30.5030.8%8.8%42.1%41.4%31.5%3.3%0.1%566.6K-43.4M-119.8K0.3618.065,1801,84015,83611,899
2019-09-26$35.59$31.0031.0%8.8%42.0%42.1%31.0%3.3%0.8%797.1K-45.6M-132.3K0.5620.391,8801,05217,89613,276
2019-09-27$35.28$32.0032.1%9.1%35.5%46.5%31.3%4.5%-0.2%655.8K-43.7M-137.3K0.4835.231,65178718,30813,920
2019-09-30$35.75$32.0031.7%8.8%35.5%44.8%31.0%2.9%-0.2%617.1K-37.7M-134.3K1.4617.901,0561,54516,0799,971