JBL Options History — October 2019

In October 2019, JBL traded between $34.61 and $37.70. ATM implied volatility averaged 29.1%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 3.8% (HV 20d: 32.9%). Max pain ranged from $32.50 to $36.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.09.

Notable Days

  • 2019-10-01: Highest Volume — 1,985 contracts
  • 2019-10-11: Largest IV drop — 9.1% change
  • 2019-10-02: Highest IV Rank — 53.5%
  • 2019-10-02: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.03$34.61$37.70$35.10$36.86
Max Pain$35.72$32.50$36.00$32.50$36.00
ATM IV29.1%25.7%33.9%32.1%26.2%
Expected Move8.4%7.4%9.7%9.2%7.6%
HV 20d32.9%22.2%38.4%36.9%23.3%
HV 60d36.8%35.2%37.8%36.3%35.4%
IV Rank33.4%19.6%53.5%46.5%21.5%
IV Percentile45.2%28.2%69.0%61.9%31.3%
Term Structure-0.3%-1.8%0.5%-0.0%0.5%
VWIV29.2%25.7%33.8%31.3%26.7%
Skew 25d3.7%2.2%4.9%4.5%3.4%
Skew 10d8.0%4.4%13.4%11.1%6.4%
Call IV 25d27.3%24.0%31.6%30.0%24.8%
Put IV 25d30.9%26.8%35.2%34.5%28.1%
Bid-Ask Spread %20.8411.9551.3016.8414.83
Gamma HHI0.110.090.150.100.10
Net GEX531.2K196.9K841.7K360.1K688.2K
Net DEX-34.2M-39.9M-28.1M-32.1M-35.4M
Net VEX-134.2K-146.3K-123.9K-145.7K-124.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.213.901.910.46
Total Volume756.6092611,9851,985670
Total OI25,548.78321,59029,26227,97122,462

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$35.10$32.5032.1%9.2%36.9%46.5%31.3%4.5%-0.0%360.1K-32.1M-145.7K1.9116.846831,30216,70211,269
2019-10-02$34.73$33.0033.9%9.7%37.6%53.5%33.8%3.6%-0.8%252.1K-29.5M-146.2K3.9015.9822085916,88711,863
2019-10-03$34.61$36.0033.0%9.5%36.8%50.0%33.1%4.5%-0.1%215.5K-28.1M-146.3K2.7121.6620555617,01112,174
2019-10-04$35.52$36.0030.9%9.0%37.3%40.5%31.4%4.4%-0.0%196.9K-35.4M-140.1K1.1018.2834237617,05012,212
2019-10-07$35.73$36.0030.8%8.8%36.6%39.9%30.0%3.8%0.1%539.3K-34.8M-136.8K0.4719.4498445916,1749,953
2019-10-08$34.68$36.0033.4%9.6%38.4%50.4%33.3%4.5%0.1%318.0K-28.2M-143.3K2.5618.2627169516,67410,290
2019-10-09$35.19$36.0032.2%9.3%38.1%45.4%32.9%3.5%0.4%411.5K-31.6M-138.6K0.7848.6614711516,88410,552
2019-10-10$34.85$36.0032.9%9.3%38.1%48.5%32.8%3.8%-0.6%328.8K-29.0M-142.4K2.1717.5517237416,94510,587
2019-10-11$35.55$36.0029.9%8.4%37.6%36.5%29.7%4.7%-0.9%808.6K-34.1M-136.8K0.4424.6072031416,98310,485
2019-10-14$35.66$36.0029.5%8.4%37.6%34.7%30.6%4.9%0.3%570.1K-33.6M-133.4K0.5320.3036519516,2599,360
2019-10-15$36.47$36.0028.6%8.2%37.3%31.4%27.3%4.5%-0.6%837.7K-38.8M-128.1K2.9115.914441,29416,4609,500
2019-10-16$36.00$36.0028.0%8.0%37.7%28.6%28.1%3.6%0.4%670.6K-35.1M-139.4K0.7015.9633423416,74010,746
2019-10-17$36.44$36.0027.3%7.8%37.7%25.9%27.1%3.3%0.1%841.7K-38.4M-133.6K0.3013.2037211316,84310,913
2019-10-18$36.27$36.0027.4%7.9%36.8%26.2%27.3%3.9%-0.6%637.7K-37.9M-133.2K0.2221.294018816,99311,000
2019-10-21$36.81$36.0027.2%7.8%36.3%25.6%26.2%2.2%-0.4%477.2K-35.0M-129.5K0.2126.4650410614,7677,643
2019-10-22$36.56$36.0027.7%8.1%33.5%27.7%27.2%2.9%-0.5%459.5K-33.9M-129.2K0.6522.3923615314,9967,679
2019-10-23$36.25$36.0028.4%8.1%23.7%30.2%28.1%3.6%-1.8%377.6K-32.1M-129.3K0.6816.6315510615,0807,677
2019-10-24$36.42$36.0026.7%7.8%23.6%23.7%27.7%3.5%-0.7%444.6K-33.1M-128.6K0.3811.9532112115,1347,699
2019-10-25$36.72$36.0026.2%7.6%23.4%21.7%26.6%2.3%-1.3%584.7K-35.0M-126.2K0.9713.7219118615,3487,686
2019-10-28$37.05$36.0025.7%7.6%23.2%19.6%26.6%3.1%0.2%616.8K-36.4M-123.9K0.3419.2074425615,0826,508
2019-10-29$37.70$36.0025.7%7.4%22.5%19.6%25.7%2.5%-0.0%805.8K-39.9M-124.8K0.2451.3046711315,4086,638
2019-10-30$37.48$36.0025.9%7.8%22.2%20.6%27.2%3.3%-0.5%773.6K-38.7M-125.5K0.3814.9431812115,5766,730
2019-10-31$36.86$36.0026.2%7.6%23.3%21.5%26.7%3.4%0.5%688.2K-35.4M-124.9K0.4614.8346021015,6546,808