JBL Options History — October 2020

In October 2020, JBL traded between $31.70 and $36.66. ATM implied volatility averaged 41.8%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 6.9% (HV 20d: 34.9%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.71.

Notable Days

  • 2020-10-07: Highest Volume — 1,521 contracts
  • 2020-10-28: Largest IV spike — 17.3% change
  • 2020-10-28: Highest IV Rank — 24.3%
  • 2020-10-28: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.09$31.70$36.66$34.53$32.99
Max Pain$31.77$30.00$33.00$30.00$33.00
ATM IV41.8%38.2%49.4%41.2%48.1%
Expected Move12.0%11.0%14.7%11.4%14.4%
HV 20d34.9%23.2%45.9%45.9%37.4%
HV 60d34.3%32.6%36.6%34.6%36.6%
IV Rank17.5%14.3%24.3%17.0%23.1%
IV Percentile45.6%32.1%59.1%47.2%57.5%
Term Structure-0.0%-1.9%3.3%3.3%-0.2%
VWIV43.0%36.2%55.5%39.8%55.5%
Skew 25d5.5%2.9%8.5%5.6%5.4%
Skew 10d12.1%-11.0%36.0%18.9%9.3%
Call IV 25d39.4%36.2%46.5%38.6%45.8%
Put IV 25d44.9%40.5%54.7%44.2%51.2%
Bid-Ask Spread %39.0423.4654.6724.8951.05
Gamma HHI0.150.120.210.140.16
Net GEX413.5K159.2K669.9K669.9K284.6K
Net DEX-32.1M-40.8M-16.0M-32.0M-20.4M
Net VEX-109.8K-114.2K-97.4K-109.3K-112.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.710.103.760.430.29
Total Volume658.9091151,521863533
Total OI22,41520,75023,74323,28523,743

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-10-01$34.53$30.0041.2%11.4%45.9%17.0%39.8%5.6%3.3%669.9K-32.0M-109.3K0.4324.8960226116,3306,955
2020-10-02$34.41$32.0042.4%11.6%41.4%18.0%40.2%6.1%2.2%515.9K-31.8M-109.5K0.1024.433813816,5687,119
2020-10-05$35.20$30.0043.0%12.5%41.7%18.6%48.7%6.8%-0.3%478.8K-32.3M-108.2K0.1423.466289015,3925,358
2020-10-06$35.07$30.0042.8%12.5%36.1%18.4%44.6%4.3%0.2%516.9K-32.1M-104.8K0.1824.703746915,5015,404
2020-10-07$36.20$30.0042.0%12.0%37.2%17.7%45.0%7.3%1.6%511.3K-37.3M-97.4K0.1229.871,35716415,5765,431
2020-10-08$36.42$30.0040.8%11.9%36.4%16.6%41.2%5.7%0.3%556.3K-40.4M-109.6K0.1628.834116616,6575,553
2020-10-09$36.39$30.0038.8%11.5%36.1%14.8%45.0%5.1%1.5%629.1K-40.8M-109.5K0.2035.0672014516,8475,545
2020-10-12$36.66$31.0040.4%11.3%34.4%16.2%40.4%5.8%-1.5%555.3K-40.6M-106.7K0.6939.9534323716,4795,417
2020-10-13$35.72$31.0041.2%11.5%35.4%16.9%40.3%4.7%-1.6%469.9K-36.5M-108.5K0.8536.4331626816,5065,574
2020-10-14$35.73$32.0041.4%11.3%35.4%17.1%39.6%3.2%-1.9%418.9K-36.3M-108.8K0.7437.4344232816,7265,820
2020-10-15$36.25$32.0040.3%11.3%35.5%16.2%36.2%3.8%-0.8%457.9K-38.6M-111.7K0.5239.2126313717,0926,067
2020-10-16$36.49$32.0038.8%11.1%34.8%14.8%37.2%2.9%1.2%615.3K-40.1M-107.8K0.3149.8057617717,2066,099
2020-10-19$36.17$32.0040.3%11.5%34.0%16.1%39.4%5.7%-1.1%385.9K-35.3M-109.9K0.6043.7046727815,7095,502
2020-10-20$35.69$33.0040.6%11.7%34.4%16.5%40.0%5.1%-0.6%356.1K-33.2M-111.2K2.1739.7236579116,0735,774
2020-10-21$35.02$33.0041.0%11.7%33.1%16.7%43.2%6.0%-1.2%277.0K-30.1M-114.2K1.6739.54437216,3246,141
2020-10-22$35.16$33.0040.0%11.5%24.8%15.8%39.7%6.3%-0.6%247.4K-30.4M-113.5K0.1250.204375316,3276,191
2020-10-23$35.70$33.0038.2%11.0%23.2%14.3%40.5%4.9%-1.5%294.6K-33.1M-111.5K0.1948.342394616,5146,215
2020-10-26$34.06$33.0042.5%12.6%29.1%18.1%47.0%4.5%-0.6%197.0K-25.3M-114.0K1.5143.6419529416,1255,992
2020-10-27$33.38$33.0042.1%12.3%29.6%17.8%43.2%4.8%-0.1%159.2K-22.2M-111.8K0.1044.949279616,1876,237
2020-10-28$31.70$33.0049.4%14.7%33.8%24.3%50.7%8.2%-0.4%305.5K-16.0M-111.6K3.7654.6722986116,9026,301
2020-10-29$33.11$33.0044.5%13.4%37.4%19.9%48.3%8.5%1.4%193.2K-21.0M-113.8K0.7049.081047316,9176,734
2020-10-30$32.99$33.0048.1%14.4%37.4%23.1%55.5%5.4%-0.2%284.6K-20.4M-112.0K0.2951.0541312016,9576,786