JBL Options History — December 2021

In December 2021, JBL traded between $58.66 and $71.59. ATM implied volatility averaged 44.0%, placing in the 50.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 10.6% (HV 20d: 33.5%). Max pain ranged from $35.00 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.48.

Notable Days

  • 2021-12-15: Highest Volume — 8,687 contracts
  • 2021-12-15: Largest IV drop — 53.4% change
  • 2021-12-10: Highest IV Rank — 100.0%
  • 2021-12-03: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.18$58.66$71.59$59.10$70.74
Max Pain$50.82$35.00$60.00$60.00$55.00
ATM IV44.0%27.3%96.7%44.2%27.3%
Expected Move10.3%7.8%13.7%12.7%7.8%
HV 20d33.5%23.7%41.6%23.8%37.4%
HV 60d30.5%28.5%32.7%28.7%30.3%
IV Rank50.1%13.1%100.0%68.7%13.1%
IV Percentile69.1%27.8%100.0%91.3%27.8%
Term Structure-1.0%-9.6%2.7%-7.5%1.7%
VWIV36.9%27.6%51.5%46.6%27.6%
Skew 25d5.0%1.0%12.3%7.3%3.6%
Skew 10d10.8%2.3%20.8%14.2%15.1%
Call IV 25d35.1%26.8%48.1%44.4%26.8%
Put IV 25d40.1%30.4%52.8%51.7%30.4%
Bid-Ask Spread %67.9428.6882.4770.6828.68
Gamma HHI0.380.280.770.360.30
Net GEX1.4M561.9K2.7M669.2K2.1M
Net DEX-34.0M-51.5M-14.4M-15.4M-45.8M
Net VEX-97.2K-116.4K-80.6K-84.1K-106.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.161.230.610.53
Total Volume2,696.3187488,6877481,804
Total OI15,944.90912,63323,44013,41716,818

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$59.10$60.0044.2%12.7%23.8%68.7%46.6%7.3%-7.5%669.2K-15.4M-84.1K0.6170.6846628210,0333,384
2021-12-02$59.75$60.0047.1%13.5%23.8%76.1%47.6%6.4%-9.2%700.8K-17.6M-84.1K0.4270.3662826510,0233,404
2021-12-03$58.66$60.0047.7%13.7%23.7%77.4%51.5%4.8%-9.6%561.9K-14.4M-80.9K0.9369.795344949,9583,419
2021-12-06$59.80$35.0055.6%11.8%23.9%97.4%40.0%12.3%-4.7%690.3K-17.7M-80.6K0.5182.476643409,9623,533
2021-12-07$62.36$37.0050.4%10.7%28.6%84.2%36.6%6.7%-0.6%966.8K-24.7M-81.7K0.5570.205743189,9173,604
2021-12-08$62.60$42.0047.3%9.5%28.6%76.4%34.3%7.2%1.5%996.7K-25.4M-81.4K1.2366.528271,02010,0103,653
2021-12-09$62.04$42.0055.1%10.8%28.7%95.9%36.7%6.8%-0.7%755.2K-22.3M-83.3K0.9471.5578073010,0674,381
2021-12-10$65.23$42.0063.4%11.1%33.6%100.0%39.8%5.2%0.4%987.2K-34.0M-87.4K0.6679.543,0402,00210,2014,783
2021-12-13$64.61$50.0078.6%11.1%33.8%100.0%39.4%5.3%0.7%948.1K-33.2M-95.5K0.2678.823,73195711,2805,917
2021-12-14$63.31$50.0096.7%11.7%34.5%100.0%44.3%3.6%-1.1%796.1K-29.2M-102.5K0.2768.871,96853112,3236,260
2021-12-15$63.44$50.0045.1%12.9%34.2%35.3%46.8%4.5%-4.1%823.1K-30.5M-105.3K0.3369.606,5322,15513,0686,412
2021-12-16$64.42$55.0033.4%9.6%34.4%20.7%36.2%1.0%1.2%2.7M-39.8M-100.9K0.2772.594,7551,29715,8767,564
2021-12-17$65.86$50.0032.8%9.4%35.0%20.0%33.8%3.1%1.4%2.6M-49.9M-93.5K0.2073.323,77776015,5037,394
2021-12-20$63.52$55.0035.1%10.1%37.0%22.8%38.4%3.5%0.7%1.0M-25.5M-95.3K0.3176.902,61280310,3772,256
2021-12-21$66.74$50.0033.3%9.6%40.8%20.6%33.3%4.1%0.5%1.5M-36.0M-105.6K0.4359.271,51865111,9832,425
2021-12-22$68.17$50.0029.6%8.5%40.9%16.0%31.7%4.3%1.8%1.8M-39.8M-104.6K0.3466.561,82062712,2562,499
2021-12-23$69.99$55.0028.6%8.2%41.6%14.7%28.7%3.2%2.7%2.1M-47.3M-112.5K0.1665.532,60440412,8642,627
2021-12-27$70.96$55.0030.4%8.7%39.4%16.9%30.2%4.2%1.9%2.2M-51.5M-116.4K0.2566.461,71943813,2282,730
2021-12-28$70.84$55.0029.0%8.3%39.5%15.2%29.4%4.6%-1.6%2.2M-49.1M-112.7K0.5149.2190546613,3192,832
2021-12-29$71.59$55.0029.0%8.3%35.9%15.2%30.6%4.6%1.3%2.3M-51.2M-112.8K0.4658.751,27959413,2192,897
2021-12-30$70.21$55.0028.7%8.2%37.4%14.8%28.6%3.3%0.9%2.2M-47.2M-110.6K0.3378.991,23741113,7092,820
2021-12-31$70.74$55.0027.3%7.8%37.4%13.1%27.6%3.6%1.7%2.1M-45.8M-106.8K0.5328.681,18162313,6473,171