JBL Options History — November 2021

In November 2021, JBL traded between $58.82 and $65.16. ATM implied volatility averaged 34.6%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 10.2% (HV 20d: 24.4%). 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 3 of 21 days. Put/call ratio averaged 0.55.

Notable Days

  • 2021-11-02: Highest Volume — 1,663 contracts
  • 2021-11-10: Largest IV spike — 25.3% change
  • 2021-11-30: Highest IV Rank — 71.6%
  • 2021-11-30: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.96$58.82$65.16$61.99$58.82
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV34.6%26.9%45.4%29.4%45.4%
Expected Move10.3%7.8%13.0%8.4%13.0%
HV 20d24.4%21.9%28.8%28.8%24.0%
HV 60d27.9%27.3%28.9%27.9%28.9%
IV Rank44.5%25.3%71.6%31.6%71.6%
IV Percentile55.9%24.6%93.3%35.7%93.3%
Term Structure-2.5%-8.1%6.1%4.6%-8.1%
VWIV36.9%28.4%47.5%29.1%47.5%
Skew 25d4.9%3.2%7.7%3.5%7.7%
Skew 10d11.2%3.8%16.2%3.8%15.6%
Call IV 25d34.5%26.2%43.7%27.2%43.7%
Put IV 25d39.5%30.2%51.4%30.7%51.4%
Bid-Ask Spread %67.2260.4874.0567.9171.11
Gamma HHI0.440.350.560.350.36
Net GEX1.3M623.6K1.9M1.1M623.6K
Net DEX-30.8M-41.6M-15.1M-29.3M-15.1M
Net VEX-105.5K-120.6K-82.8K-111.0K-82.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.170.930.390.66
Total Volume1,035.5248031,6631,153884
Total OI14,77512,96215,67414,86713,400

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$61.99$60.0029.4%8.4%28.8%31.6%29.1%3.5%4.6%1.1M-29.3M-111.0K0.3967.9182832511,1173,750
2021-11-02$62.56$60.0029.7%8.5%26.6%32.2%30.0%3.2%4.8%1.1M-31.9M-115.6K0.1765.621,42324011,2113,801
2021-11-03$63.24$60.0027.3%7.8%26.8%26.3%28.4%4.0%6.1%1.3M-35.1M-119.8K0.3771.4577628611,6033,821
2021-11-04$64.00$60.0027.5%9.6%25.7%26.8%35.2%4.3%-2.3%1.4M-37.3M-120.6K0.3360.4891130411,5423,861
2021-11-05$65.16$60.0026.9%9.6%26.3%25.3%33.7%4.6%-2.4%1.5M-41.6M-118.2K0.2165.551,32028211,5923,938
2021-11-08$64.28$60.0031.1%10.6%26.5%35.7%38.4%5.2%-3.9%1.4M-36.5M-116.0K0.3969.0863024611,3523,985
2021-11-09$63.68$60.0027.5%9.9%24.8%26.6%37.5%5.4%-3.0%1.4M-35.3M-114.1K0.5663.6152028911,5024,000
2021-11-10$63.50$60.0034.4%9.9%24.7%44.1%35.5%4.9%-2.2%1.4M-34.7M-112.6K0.4061.3168727711,5614,054
2021-11-11$64.44$60.0034.3%9.8%23.8%43.7%35.1%4.8%-2.7%1.6M-38.1M-111.4K0.4164.0967127411,4884,075
2021-11-12$64.35$60.0034.9%10.0%23.8%45.3%35.6%5.0%-3.0%1.7M-35.6M-111.8K0.5666.9754830911,2194,114
2021-11-15$63.92$60.0035.0%10.0%23.7%45.5%35.3%5.0%-2.3%1.7M-33.8M-105.7K0.6064.0061737111,2364,168
2021-11-16$64.76$60.0034.8%10.0%23.9%44.9%36.3%4.1%-2.3%1.9M-37.7M-104.4K0.5468.8168636711,1914,155
2021-11-17$63.99$60.0034.8%10.0%23.9%45.1%36.9%4.2%-2.8%1.9M-33.7M-100.5K0.7670.7268752211,1714,139
2021-11-18$63.44$60.0034.3%9.8%22.7%43.8%39.2%4.3%-2.1%1.6M-31.0M-101.9K0.9367.3643340411,2934,342
2021-11-19$62.31$60.0037.0%10.6%22.9%50.6%37.8%4.6%-2.7%962.5K-27.0M-99.1K0.6865.2451835211,3314,343
2021-11-22$62.62$60.0036.2%10.4%22.5%48.5%37.3%4.4%-4.1%986.7K-26.4M-94.3K0.7874.056144779,8013,161
2021-11-23$61.95$60.0039.6%11.3%22.5%57.0%39.7%5.7%-4.9%902.3K-23.0M-98.3K0.8168.736054919,8923,340
2021-11-24$61.96$60.0039.9%11.4%21.9%57.8%38.6%6.6%-5.5%919.2K-23.5M-96.6K0.5771.135112929,9103,275
2021-11-26$60.14$60.0043.5%12.5%23.2%67.0%44.0%5.9%-5.9%751.1K-19.1M-91.3K0.6165.085853599,9183,283
2021-11-29$61.00$60.0042.9%12.3%23.7%65.3%44.4%6.3%-6.9%893.4K-20.7M-88.8K0.7769.2446735810,0003,340
2021-11-30$58.82$60.0045.4%13.0%24.0%71.6%47.5%7.7%-8.1%623.6K-15.1M-82.8K0.6671.1153435010,0313,369