JBL Options History — January 2021

In January 2021, JBL traded between $41.52 and $45.76. ATM implied volatility averaged 35.8%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 5.4% (HV 20d: 30.4%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.35.

Notable Days

2021-01-06: Highest Volume — 620 contracts
2021-01-27: Largest IV spike — 30.2% change
2021-01-27: Highest IV Rank — 21.2%
2021-01-27: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.08	$41.52	$45.76	$42.23	$41.52
Max Pain	$43.00	$43.00	$43.00	$43.00	$43.00
ATM IV	35.8%	31.6%	47.4%	38.2%	42.3%
Expected Move	10.2%	9.1%	13.7%	10.7%	12.5%
HV 20d	30.4%	23.2%	35.1%	34.5%	30.1%
HV 60d	34.2%	32.0%	35.2%	34.7%	32.6%
IV Rank	11.1%	7.2%	21.2%	13.9%	14.3%
IV Percentile	16.2%	6.0%	57.1%	21.8%	37.3%
Term Structure	0.9%	-1.5%	5.1%	-0.5%	2.3%
VWIV	36.4%	30.4%	56.6%	38.2%	44.6%
Skew 25d	4.0%	2.5%	5.9%	4.3%	5.3%
Skew 10d	10.2%	1.2%	17.8%	11.0%	17.8%
Call IV 25d	34.3%	30.0%	45.5%	36.9%	40.3%
Put IV 25d	38.4%	32.5%	51.4%	41.2%	45.6%
Bid-Ask Spread %	39.89	21.90	55.12	21.90	55.12
Gamma HHI	0.15	0.07	0.37	0.11	0.07
Net GEX	533.2K	240.3K	829.0K	468.1K	267.5K
Net DEX	-33.2M	-54.2M	-9.8M	-46.9M	-9.9M
Net VEX	-59.4K	-62.5K	-55.3K	-62.5K	-61.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.07	0.74	0.60	0.54
Total Volume	395.632	203	620	492	203
Total OI	14,171.053	7,919	19,977	19,706	9,296

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-01-04	$42.23	$43.00	38.2%	10.7%	34.5%	13.9%	38.2%	4.3%	-0.5%	468.1K	-46.9M	-62.5K	0.60	21.90	308	184	15,032	4,674
2021-01-05	$43.18	$43.00	37.3%	10.6%	34.3%	13.1%	36.6%	4.1%	0.3%	600.0K	-50.0M	-62.3K	0.07	26.81	348	25	15,134	4,843
2021-01-06	$44.03	$43.00	36.0%	10.1%	34.7%	11.9%	35.3%	4.6%	-0.5%	680.4K	-51.8M	-60.4K	0.21	29.43	511	109	14,890	4,864
2021-01-07	$44.72	$43.00	34.4%	9.6%	34.6%	10.5%	38.6%	4.0%	0.2%	760.2K	-54.2M	-61.0K	0.33	29.38	194	64	14,937	4,861
2021-01-08	$44.49	$43.00	33.7%	9.7%	33.5%	9.8%	32.8%	2.9%	0.9%	773.9K	-49.2M	-59.6K	0.46	30.06	212	97	13,981	4,906
2021-01-11	$44.46	$43.00	36.1%	10.2%	33.5%	11.9%	35.2%	4.7%	-0.3%	701.4K	-47.4M	-58.8K	0.10	31.35	226	22	13,577	4,831
2021-01-12	$44.84	$43.00	35.1%	9.7%	33.3%	11.0%	34.0%	3.5%	-1.5%	750.6K	-49.2M	-58.8K	0.47	43.63	287	136	13,684	4,844
2021-01-13	$44.59	$43.00	33.9%	9.7%	33.2%	9.3%	33.8%	2.8%	0.3%	829.0K	-48.3M	-59.2K	0.27	43.13	238	64	13,734	4,952
2021-01-14	$45.76	$43.00	33.0%	9.4%	33.6%	8.5%	33.4%	4.1%	-0.7%	611.0K	-53.0M	-56.2K	0.21	54.43	402	84	13,817	4,955
2021-01-15	$44.68	$43.00	32.9%	9.2%	35.1%	8.4%	32.4%	4.3%	-0.6%	715.8K	-48.7M	-56.9K	0.74	47.09	184	137	13,876	5,049
2021-01-19	$45.40	$43.00	31.7%	9.1%	27.4%	7.3%	32.3%	2.9%	0.9%	368.0K	-17.8M	-55.3K	0.25	40.82	368	91	6,023	1,896
2021-01-20	$45.56	$43.00	31.6%	9.1%	24.2%	7.2%	30.4%	2.5%	-0.0%	422.7K	-18.6M	-55.6K	0.17	41.40	510	86	6,198	1,962
2021-01-21	$45.72	$43.00	32.1%	9.2%	23.2%	7.6%	31.5%	2.5%	-0.2%	476.8K	-19.4M	-58.7K	0.28	40.09	277	78	6,616	2,047
2021-01-22	$45.31	$43.00	31.8%	9.1%	23.2%	7.3%	33.1%	2.9%	0.2%	572.7K	-18.6M	-58.3K	0.43	41.78	259	111	6,740	2,115
2021-01-25	$43.93	$43.00	35.3%	10.1%	25.3%	10.5%	35.3%	4.9%	4.7%	319.4K	-13.9M	-59.0K	0.41	41.23	324	133	6,286	1,946
2021-01-26	$43.12	$43.00	36.4%	10.4%	25.8%	11.3%	37.7%	4.5%	5.1%	291.5K	-12.5M	-60.2K	0.26	41.40	389	102	6,518	2,067
2021-01-27	$41.52	$43.00	47.4%	13.7%	29.1%	21.2%	56.6%	5.8%	1.6%	240.3K	-9.8M	-62.2K	0.57	46.45	297	168	6,750	2,144
2021-01-28	$42.43	$43.00	40.6%	11.6%	29.2%	15.1%	39.8%	5.9%	4.0%	281.3K	-11.4M	-61.7K	0.30	52.44	222	67	6,943	2,262
2021-01-29	$41.52	$43.00	42.3%	12.5%	30.1%	14.3%	44.6%	5.3%	2.3%	267.5K	-9.9M	-61.7K	0.54	55.12	132	71	7,052	2,244