JBL Options History — September 2021

In September 2021, JBL traded between $57.68 and $63.14. ATM implied volatility averaged 36.0%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 12.0% (HV 20d: 24.1%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.47.

Notable Days

  • 2021-09-20: Highest Volume — 6,448 contracts
  • 2021-09-08: Largest IV spike — 97.0% change
  • 2021-09-28: Highest IV Rank — 76.1%
  • 2021-09-28: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.37$57.68$63.14$61.13$58.62
Max Pain$59.76$55.00$60.00$55.00$60.00
ATM IV36.0%18.8%47.2%23.8%32.3%
Expected Move10.8%6.8%13.5%6.8%9.3%
HV 20d24.1%19.7%33.7%19.9%33.7%
HV 60d25.0%22.8%28.3%24.6%28.3%
IV Rank48.1%4.8%76.1%17.4%38.8%
IV Percentile52.8%0.8%94.8%5.2%36.5%
Term Structure-4.0%-11.8%10.5%10.5%-2.1%
VWIV37.8%23.9%48.5%23.9%33.0%
Skew 25d4.7%1.9%6.7%1.9%4.3%
Skew 10d11.3%5.1%17.0%5.1%10.0%
Call IV 25d36.3%23.9%45.0%23.9%32.1%
Put IV 25d41.0%25.8%50.5%25.8%36.4%
Bid-Ask Spread %42.487.8578.2778.2730.19
Gamma HHI0.400.290.490.380.29
Net GEX1.1M248.3K1.7M1.1M248.3K
Net DEX-30.9M-38.5M-10.6M-31.1M-13.3M
Net VEX-121.3K-148.0K-105.2K-120.5K-135.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.051.400.300.61
Total Volume1,388.4762176,4483171,446
Total OI15,971.71411,24824,85114,07424,851

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-09-01$61.13$55.0023.8%6.8%19.9%17.4%23.9%1.9%10.5%1.1M-31.1M-120.5K0.3078.272447310,9743,100
2021-09-02$61.43$60.0023.9%9.9%19.9%17.8%33.4%4.4%-0.5%1.1M-31.7M-119.9K0.7452.681259210,9883,144
2021-09-03$61.91$60.0024.3%10.1%19.7%18.8%33.5%4.6%-0.8%1.2M-33.8M-120.6K0.3634.781836611,0923,157
2021-09-07$63.13$60.0018.8%9.9%20.5%4.8%35.0%4.9%-1.3%1.4M-38.4M-118.5K0.1537.703184911,1373,200
2021-09-08$61.98$60.0037.0%10.6%21.9%50.5%35.6%4.7%-2.6%1.2M-33.6M-118.1K0.1536.734056111,2323,246
2021-09-09$62.34$60.0037.0%10.6%21.7%50.7%36.8%5.1%-2.4%1.3M-35.2M-118.0K0.1247.313774411,2513,289
2021-09-10$62.94$60.0035.4%10.2%21.9%46.7%35.8%5.1%-1.9%1.4M-37.4M-117.4K0.1840.753586411,3073,327
2021-09-13$62.83$60.0035.4%10.1%21.8%46.6%36.6%5.2%-2.0%1.4M-37.2M-116.0K0.3528.742548811,4773,358
2021-09-14$62.36$60.0038.2%10.9%21.8%53.5%37.2%3.8%-3.3%1.2M-35.7M-114.8K0.2735.383178411,5163,389
2021-09-15$62.90$60.0036.0%10.3%20.7%48.0%36.7%5.8%-2.8%1.1M-37.8M-113.1K0.0561.812431311,6683,438
2021-09-16$63.14$60.0036.2%10.4%20.6%48.5%37.5%4.7%-4.4%1.2M-38.5M-113.9K0.2335.264229811,7693,487
2021-09-17$61.17$60.0038.7%11.1%22.0%54.9%38.2%4.0%-5.2%858.4K-33.5M-110.2K0.9647.1723422511,8393,492
2021-09-20$58.85$60.0043.9%12.6%25.3%68.0%43.2%6.7%-7.4%694.9K-21.3M-105.2K0.1859.965,4639859,3711,877
2021-09-21$58.86$60.0041.5%11.9%25.2%61.9%41.9%4.7%-6.7%683.4K-20.6M-105.3K0.4262.563531489,4342,038
2021-09-22$60.42$60.0041.1%11.8%26.9%60.9%41.7%5.5%-7.2%1.3M-26.8M-128.4K0.3163.7133510514,1553,002
2021-09-23$61.45$60.0041.1%11.8%27.2%61.0%40.0%5.5%-8.3%1.5M-30.6M-130.0K0.2030.694188214,3703,082
2021-09-24$62.37$60.0042.7%12.2%27.6%64.9%42.2%4.7%-8.1%1.7M-35.0M-134.1K0.7438.762,3751,75914,4203,112
2021-09-27$62.28$60.0047.1%13.5%26.4%75.9%46.4%5.3%-11.8%1.7M-35.5M-133.2K1.2435.441,4841,84314,6783,112
2021-09-28$61.03$60.0047.2%13.5%27.1%76.1%48.5%5.6%-11.4%1.4M-30.9M-148.0K1.407.851,3111,83215,7054,281
2021-09-29$57.68$60.0034.9%10.0%33.1%45.2%36.7%3.5%-4.8%285.7K-10.6M-125.7K1.0026.282,3922,39016,4085,633
2021-09-30$58.62$60.0032.3%9.3%33.7%38.8%33.0%4.3%-2.1%248.3K-13.3M-135.6K0.6130.1989954717,5517,300