JBL Options History — August 2021

In August 2021, JBL traded between $58.31 and $62.87. ATM implied volatility averaged 26.3%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 2.4% (HV 20d: 23.9%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.31.

Notable Days

  • 2021-08-30: Highest Volume — 2,083 contracts
  • 2021-08-23: Largest IV drop — 13.4% change
  • 2021-08-20: Highest IV Rank — 31.1%
  • 2021-08-20: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$60.11$58.31$62.87$59.33$61.92
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV26.3%23.7%29.2%26.4%25.9%
Expected Move7.6%6.8%8.4%7.6%7.4%
HV 20d23.9%18.0%31.2%31.2%20.2%
HV 60d24.1%22.8%27.2%27.2%24.5%
IV Rank23.7%17.3%31.1%24.1%22.8%
IV Percentile13.2%4.8%24.6%12.3%13.1%
Term Structure6.6%0.3%9.4%1.1%8.5%
VWIV26.9%24.6%29.9%27.3%25.3%
Skew 25d2.7%1.0%4.3%1.0%2.8%
Skew 10d8.1%0.9%14.1%0.9%11.2%
Call IV 25d26.3%23.1%29.4%27.9%24.0%
Put IV 25d28.9%25.4%31.2%28.9%26.8%
Bid-Ask Spread %66.3616.7087.2085.3885.31
Gamma HHI0.480.390.620.470.50
Net GEX926.8K661.4K1.7M677.7K982.4K
Net DEX-29.5M-35.8M-21.9M-31.4M-31.1M
Net VEX-90.7K-105.7K-81.7K-83.4K-105.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.051.540.180.11
Total Volume528.0451302,083597699
Total OI12,760.63610,88113,84212,92212,386

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$59.33$55.0026.4%7.6%31.2%24.1%27.3%1.0%1.1%677.7K-31.4M-83.4K0.1885.38505929,2093,713
2021-08-03$60.02$55.0026.6%7.6%30.1%24.4%27.3%1.8%1.0%716.0K-32.6M-81.8K0.0584.32659319,0913,727
2021-08-04$59.09$55.0027.2%7.8%30.6%26.0%28.1%2.0%0.3%678.3K-30.1M-85.9K0.1760.08272469,3353,778
2021-08-05$58.95$55.0025.7%7.8%29.2%22.3%27.1%2.5%6.5%690.5K-30.8M-86.0K0.0647.81302199,6503,778
2021-08-06$59.63$55.0023.9%7.6%27.8%17.8%26.8%3.1%7.2%803.0K-32.9M-86.5K0.2870.78144409,7723,814
2021-08-09$59.34$55.0025.7%7.6%27.8%22.2%28.7%2.9%7.4%816.0K-32.3M-85.1K0.5562.9284469,8933,809
2021-08-10$59.53$55.0025.4%7.5%27.3%21.6%27.1%2.5%7.6%878.7K-33.1M-85.8K0.3465.37148509,9473,807
2021-08-11$60.16$55.0026.7%7.6%27.4%24.7%26.8%2.7%7.1%977.1K-35.4M-82.7K0.2268.55302669,9813,816
2021-08-12$60.25$55.0026.3%7.5%26.3%23.8%26.8%3.1%7.1%993.4K-35.8M-83.2K0.0678.208074810,0043,838
2021-08-13$60.70$55.0026.0%7.5%24.1%23.0%26.6%2.9%7.8%1.1M-29.9M-81.7K0.1181.73463518,8743,840
2021-08-16$60.25$55.0027.2%7.8%22.2%26.0%27.2%3.0%7.0%1.2M-28.5M-88.1K0.1566.00442679,2073,867
2021-08-17$59.20$55.0027.0%7.8%21.3%25.6%27.2%3.1%7.3%1.1M-25.4M-88.4K0.2239.08263579,3043,851
2021-08-18$59.74$55.0027.3%7.8%20.4%26.3%27.3%2.3%6.7%1.4M-27.6M-88.5K1.5462.34911409,4683,866
2021-08-19$58.31$55.0028.9%8.3%21.5%30.2%28.9%1.7%6.4%661.4K-21.9M-89.2K0.1577.75623929,5083,911
2021-08-20$59.55$55.0029.2%8.4%21.2%31.1%29.9%3.6%4.7%1.7M-24.2M-91.5K0.8171.561861519,5233,979
2021-08-23$59.74$55.0025.3%7.3%20.9%21.2%25.3%2.7%8.8%692.5K-24.4M-97.1K0.4248.543531508,3282,553
2021-08-24$59.97$55.0025.9%7.4%20.0%22.6%26.0%3.1%8.3%712.2K-24.8M-99.1K0.5057.31191968,3652,576
2021-08-25$60.81$55.0025.5%7.3%19.0%21.7%25.0%4.3%8.8%800.6K-26.9M-99.6K0.2466.93328788,5942,699
2021-08-26$60.83$55.0026.9%7.7%18.0%25.1%26.7%2.6%7.8%796.1K-27.3M-100.6K0.4016.703361338,7232,766
2021-08-27$62.24$55.0025.2%7.2%19.4%20.9%24.6%2.2%9.4%996.6K-30.9M-103.8K0.1575.997651188,9732,814
2021-08-30$62.87$55.0023.7%6.8%19.5%17.3%25.1%2.4%9.4%1.0M-32.7M-101.2K0.1187.201,8692148,9072,890
2021-08-31$61.92$55.0025.9%7.4%20.2%22.8%25.3%2.8%8.5%982.4K-31.1M-105.7K0.1185.31629709,4072,979