JBL Options History — January 2022

In January 2022, JBL traded between $58.67 and $71.54. ATM implied volatility averaged 33.3%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 3.1% (HV 20d: 30.2%). Max pain ranged from $55.00 to $70.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.33.

Notable Days

2022-01-10: Highest Volume — 4,672 contracts
2022-01-24: Largest IV spike — 19.1% change
2022-01-24: Highest IV Rank — 34.3%
2022-01-24: Largest Expected Move — 12.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$66.44	$58.67	$71.54	$70.36	$61.13
Max Pain	$67.75	$55.00	$70.00	$55.00	$70.00
ATM IV	33.3%	26.8%	44.2%	26.8%	37.4%
Expected Move	9.6%	7.7%	12.7%	7.7%	10.7%
HV 20d	30.2%	25.0%	36.4%	36.4%	28.9%
HV 60d	30.4%	29.5%	31.9%	30.0%	31.8%
IV Rank	20.6%	12.5%	34.3%	12.5%	25.7%
IV Percentile	54.3%	23.8%	88.9%	23.8%	71.4%
Term Structure	2.9%	-2.0%	5.4%	2.2%	2.6%
VWIV	35.2%	28.9%	44.4%	31.1%	34.6%
Skew 25d	5.3%	3.1%	8.8%	3.9%	8.8%
Skew 10d	11.0%	3.9%	18.2%	10.9%	15.7%
Call IV 25d	32.2%	26.1%	40.8%	26.9%	33.7%
Put IV 25d	37.5%	30.9%	48.4%	30.9%	42.5%
Bid-Ask Spread %	53.35	35.36	86.05	42.48	51.56
Gamma HHI	0.29	0.20	0.48	0.30	0.23
Net GEX	1.1M	-103.0K	2.1M	1.8M	65.3K
Net DEX	-26.0M	-47.8M	2.9M	-43.1M	-3.9M
Net VEX	-89.6K	-106.3K	-73.1K	-95.6K	-76.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.33	0.39	7.28	0.39	0.82
Total Volume	1,656.45	584	4,672	1,841	1,078
Total OI	15,812.5	9,099	19,384	16,392	10,924

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-01-03	$70.36	$55.00	26.8%	7.7%	36.4%	12.5%	31.1%	3.9%	2.2%	1.8M	-43.1M	-95.6K	0.39	42.48	1,325	516	13,213	3,179
2022-01-04	$71.54	$55.00	28.2%	8.1%	36.3%	14.2%	28.9%	5.3%	0.4%	2.1M	-47.8M	-106.3K	0.91	42.02	898	820	13,840	3,185
2022-01-05	$70.34	$55.00	28.4%	8.2%	35.2%	14.5%	29.1%	3.3%	1.5%	2.1M	-47.0M	-105.2K	0.51	86.05	979	501	13,877	3,298
2022-01-06	$70.19	$70.00	29.0%	8.7%	35.3%	15.2%	30.9%	4.6%	4.7%	2.1M	-45.5M	-101.1K	0.61	48.13	776	471	13,843	3,343
2022-01-07	$69.79	$70.00	29.7%	8.6%	35.2%	16.1%	30.6%	4.0%	4.1%	2.1M	-44.0M	-98.1K	0.49	43.38	888	432	13,854	3,281
2022-01-10	$68.80	$70.00	29.6%	8.7%	31.7%	16.0%	35.1%	5.0%	4.3%	2.0M	-39.2M	-97.1K	2.18	35.36	1,469	3,203	13,922	3,292
2022-01-11	$70.13	$70.00	27.8%	8.5%	31.8%	13.7%	36.4%	3.1%	5.3%	1.6M	-42.0M	-100.4K	1.56	51.32	726	1,129	13,527	5,857
2022-01-12	$70.54	$70.00	29.5%	8.4%	30.5%	15.8%	35.3%	5.0%	3.6%	1.6M	-43.3M	-98.8K	1.89	63.34	593	1,121	13,476	5,879
2022-01-13	$69.98	$70.00	29.5%	8.5%	30.9%	15.8%	35.8%	3.8%	5.4%	1.5M	-38.5M	-96.7K	1.85	53.80	603	1,115	13,206	5,873
2022-01-14	$70.71	$70.00	30.2%	8.7%	30.7%	16.7%	38.1%	4.6%	5.1%	1.5M	-41.6M	-94.5K	2.36	50.93	514	1,215	13,167	5,980
2022-01-18	$69.11	$70.00	32.0%	9.2%	31.4%	19.0%	33.8%	3.7%	3.1%	1.3M	-34.7M	-91.2K	0.45	55.12	768	347	13,191	5,890
2022-01-19	$67.36	$70.00	33.6%	9.6%	29.9%	21.0%	32.5%	4.2%	3.9%	1.0M	-27.4M	-87.6K	0.67	51.98	922	617	13,174	5,903
2022-01-20	$65.82	$70.00	33.3%	9.6%	25.7%	20.6%	32.1%	5.3%	4.9%	1.2M	-21.4M	-83.2K	0.73	48.37	676	491	13,215	5,936
2022-01-21	$63.82	$70.00	37.1%	10.6%	26.5%	25.4%	31.7%	3.5%	3.5%	45.1K	-4.2M	-79.6K	0.89	53.40	648	576	13,220	5,963
2022-01-24	$61.68	$70.00	44.2%	12.7%	26.2%	34.3%	44.4%	7.7%	-2.0%	-9.4K	-1.6M	-73.1K	0.68	56.03	826	560	6,071	3,028
2022-01-25	$60.52	$70.00	43.1%	12.3%	25.4%	32.8%	43.3%	8.5%	-0.4%	-32.1K	-835.1K	-80.9K	0.60	58.58	366	218	6,518	3,315
2022-01-26	$59.04	$70.00	40.6%	11.6%	26.0%	29.8%	42.3%	6.5%	-0.1%	-53.6K	1.1M	-75.6K	1.06	66.54	477	504	6,576	3,313
2022-01-27	$58.67	$70.00	38.4%	11.0%	25.0%	27.0%	38.7%	7.0%	2.2%	-94.7K	2.9M	-75.1K	0.72	52.67	615	444	6,703	3,633
2022-01-28	$59.19	$70.00	37.7%	10.8%	25.6%	26.1%	38.4%	8.0%	3.0%	-103.0K	2.3M	-75.4K	7.28	55.93	447	3,255	6,957	3,628
2022-01-31	$61.13	$70.00	37.4%	10.7%	28.9%	25.7%	34.6%	8.8%	2.6%	65.3K	-3.9M	-76.1K	0.82	51.56	591	487	6,940	3,984