JBL Options History — October 2021

In October 2021, JBL traded between $59.11 and $63.45. ATM implied volatility averaged 29.0%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 4.8% (HV 20d: 33.8%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.67.

Notable Days

  • 2021-10-01: Highest Volume — 2,822 contracts
  • 2021-10-11: Largest IV spike — 24.2% change
  • 2021-10-11: Highest IV Rank — 47.9%
  • 2021-10-04: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.54$59.11$63.45$59.53$59.97
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV29.0%24.8%35.9%30.8%27.4%
Expected Move8.0%7.1%8.9%8.8%7.8%
HV 20d33.8%26.2%38.3%34.2%26.5%
HV 60d27.4%26.7%28.5%28.0%27.1%
IV Rank30.5%19.9%47.9%34.9%26.4%
IV Percentile28.8%8.3%54.0%32.1%28.2%
Term Structure4.3%-0.5%6.5%-0.5%5.9%
VWIV28.4%25.9%32.2%32.2%27.4%
Skew 25d3.9%2.2%5.0%3.1%4.5%
Skew 10d7.6%1.4%11.7%7.6%4.3%
Call IV 25d27.1%24.6%30.8%30.8%27.1%
Put IV 25d31.0%27.8%34.2%34.0%31.5%
Bid-Ask Spread %51.4728.9276.9837.6545.01
Gamma HHI0.380.290.680.340.30
Net GEX1.1M301.1K2.6M488.9K784.2K
Net DEX-29.0M-41.9M-16.2M-18.6M-22.5M
Net VEX-122.8K-141.0K-105.7K-140.3K-110.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.113.233.230.47
Total Volume797.6671822,8222,822855
Total OI20,469.57113,48426,61925,34614,824

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$59.53$60.0030.8%8.8%34.2%34.9%32.2%3.1%-0.5%488.9K-18.6M-140.3K3.2337.656672,15517,6247,722
2021-10-04$59.11$60.0033.5%8.9%34.0%41.8%31.8%4.3%2.8%313.8K-16.2M-133.2K0.4357.1629312717,7067,738
2021-10-05$61.07$60.0032.3%8.7%35.4%38.7%31.5%5.0%3.4%1.0M-27.6M-141.0K1.1153.2829232318,0038,376
2021-10-06$61.09$60.0032.6%8.7%34.9%39.6%30.5%4.3%3.2%988.6K-27.9M-139.8K0.7853.361028018,0868,375
2021-10-07$62.67$60.0029.7%8.0%36.0%32.4%29.7%4.5%3.9%2.1M-38.0M-139.4K0.6534.7569845718,0708,343
2021-10-08$62.63$60.0028.9%7.9%35.9%30.3%29.5%3.6%3.8%2.0M-36.8M-137.5K0.7049.081329318,0378,391
2021-10-11$63.45$60.0035.9%8.2%36.2%47.9%30.8%3.8%3.9%2.6M-41.9M-134.9K0.1153.831,41716018,0178,463
2021-10-12$61.77$60.0035.7%8.8%37.4%47.4%29.8%4.0%2.6%845.2K-31.4M-124.2K0.5839.5832618818,0108,448
2021-10-13$61.43$60.0029.1%8.3%37.3%30.7%28.3%4.4%3.4%301.1K-29.3M-122.5K0.2658.2863616518,0458,574
2021-10-14$62.91$60.0025.8%7.4%38.3%22.4%26.8%4.9%4.8%1.2M-36.5M-121.3K0.4865.691828817,9308,607
2021-10-15$62.67$60.0025.5%7.3%36.5%21.6%25.9%2.2%4.5%1.0M-35.9M-117.5K0.4354.1258725417,9318,624
2021-10-18$62.08$60.0027.3%7.8%33.6%26.2%26.7%4.2%4.4%965.6K-28.5M-116.4K0.1653.095669310,3413,143
2021-10-19$61.81$60.0026.7%7.7%33.7%24.7%26.1%3.5%4.8%988.6K-28.7M-113.6K0.2157.583076510,4713,269
2021-10-20$61.06$60.0026.4%7.6%32.8%24.0%26.2%4.1%5.0%912.8K-26.0M-114.0K0.7141.9333823910,5353,307
2021-10-21$62.57$60.0024.8%7.1%33.4%19.9%26.5%3.8%6.5%1.0M-30.5M-115.0K0.7276.9836926710,5363,366
2021-10-22$61.58$60.0026.7%7.7%33.5%24.8%27.5%3.2%5.6%971.1K-28.0M-113.9K0.6952.4340427710,6313,386
2021-10-25$62.40$60.0027.9%8.0%33.9%27.7%26.9%2.9%5.1%1.1M-30.2M-116.9K0.7128.9237826910,6733,430
2021-10-26$61.83$60.0027.5%7.9%33.2%26.8%27.3%3.6%4.8%1.0M-28.4M-111.8K0.5866.2049028610,6613,435
2021-10-27$60.96$60.0027.4%7.8%26.2%26.4%27.5%3.2%5.6%909.1K-25.7M-110.2K0.7338.4261544710,7513,491
2021-10-28$59.68$60.0027.2%7.8%27.0%25.9%27.1%4.3%5.9%710.9K-21.1M-105.7K0.3363.6080226210,7793,712
2021-10-29$59.97$60.0027.4%7.8%26.5%26.4%27.4%4.5%5.9%784.2K-22.5M-110.1K0.4745.0158327211,0513,773