JBL Options History — March 2022

In March 2022, JBL traded between $52.94 and $62.42. ATM implied volatility averaged 42.8%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 4.9% (HV 20d: 47.7%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.79.

Notable Days

  • 2022-03-01: Highest Volume — 6,584 contracts
  • 2022-03-08: Largest IV drop — 30.6% change
  • 2022-03-07: Highest IV Rank — 64.3%
  • 2022-03-11: Largest Expected Move — 20.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.65$52.94$62.42$55.14$62.00
Max Pain$60.23$60.00$65.00$60.00$60.00
ATM IV42.8%31.6%68.2%56.4%32.5%
Expected Move13.0%9.0%20.1%16.2%9.3%
HV 20d47.7%34.2%57.2%34.2%48.8%
HV 60d38.1%34.9%41.8%34.9%39.9%
IV Rank32.5%18.4%64.3%49.5%19.6%
IV Percentile75.6%48.8%99.2%98.4%50.8%
Term Structure-3.0%-11.9%0.2%-11.9%-0.1%
VWIV45.6%29.6%70.8%54.8%32.4%
Skew 25d7.9%4.0%12.3%11.3%4.8%
Skew 10d17.2%7.6%27.2%19.9%11.8%
Call IV 25d36.3%27.0%51.1%51.1%28.7%
Put IV 25d44.3%33.4%62.4%62.4%33.5%
Bid-Ask Spread %56.6934.9174.9446.3445.88
Gamma HHI0.360.220.610.250.53
Net GEX405.7K-74.1K1.4M198.5K754.8K
Net DEX-7.2M-17.1M1.9M-2.9M-12.3M
Net VEX-68.2K-78.4K-57.9K-57.9K-74.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.121.850.260.72
Total Volume1,549.4785876,5846,584604
Total OI12,499.6965,87719,0148,8378,015

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-03-01$55.14$60.0056.4%16.2%34.2%49.5%54.8%11.3%-11.9%198.5K-2.9M-57.9K0.2646.345,2391,3456,9221,915
2022-03-02$58.02$60.0049.9%14.3%38.8%41.4%59.1%7.9%-3.0%190.4K-3.2M-67.6K1.5634.9156387911,7023,200
2022-03-03$56.95$60.0056.2%16.1%38.6%49.3%59.9%8.5%-5.3%348.2K-4.1M-70.7K1.8571.3945985011,7283,189
2022-03-04$54.63$60.0058.0%16.6%39.9%51.5%55.9%6.6%-0.0%104.0K-468.0K-64.2K1.0160.1836136411,7333,188
2022-03-07$52.94$60.0068.2%19.5%41.0%64.3%65.5%11.6%-4.6%-10.2K1.9M-59.6K1.0163.4429229511,8133,401
2022-03-08$53.62$60.0047.3%18.4%41.5%38.1%69.3%12.3%-5.6%-69.7K1.8M-61.3K1.1166.9333237011,8303,486
2022-03-09$55.91$60.0046.7%18.3%44.0%37.3%63.4%10.5%-5.4%92.7K-1.4M-65.1K1.0473.1130832111,8643,526
2022-03-10$55.39$60.0047.8%19.2%42.8%38.8%68.4%9.6%-6.2%30.8K-586.8K-62.9K0.8774.9433128911,9023,553
2022-03-11$55.69$60.0047.3%20.1%42.5%38.1%70.8%10.0%-5.8%74.1K-1.2M-63.4K0.7763.0135827411,8853,573
2022-03-14$54.22$60.0049.2%12.3%42.8%40.5%39.4%8.6%-6.2%-74.1K869.1K-59.3K0.8064.4799980111,9303,609
2022-03-15$55.59$60.0048.3%12.2%44.1%39.4%41.4%9.4%-6.0%105.2K-3.2M-66.9K1.4357.931,6892,41412,5744,114
2022-03-16$61.30$60.0038.5%10.8%56.8%27.2%36.9%8.8%-0.9%1.4M-17.1M-69.5K0.5759.562,9751,69913,8485,035
2022-03-17$62.42$0.0038.1%10.9%57.2%26.6%35.4%4.0%-0.5%1.3M-17.1M-68.0K0.9346.821,00493213,8815,052
2022-03-18$62.39$65.0035.0%9.9%56.6%22.7%36.2%5.9%-0.8%270.2K-16.9M-67.2K1.0438.1873376213,9905,024
2022-03-21$62.22$60.0036.2%9.6%56.6%24.2%32.8%7.1%-2.7%260.3K-9.2M-66.1K0.2059.111,2432503,9471,930
2022-03-22$61.98$60.0032.6%9.2%56.0%19.7%29.6%6.3%-0.3%465.9K-10.8M-70.7K0.1260.041,8322264,7942,006
2022-03-23$61.28$60.0033.9%9.2%55.5%21.4%34.7%6.9%-1.6%612.8K-11.4M-77.9K0.4343.834882115,7842,033
2022-03-24$61.94$60.0032.6%9.3%55.4%19.8%32.9%5.5%-0.8%692.5K-12.6M-77.5K0.4861.314442135,7972,037
2022-03-25$62.13$60.0033.9%9.3%53.7%21.4%33.0%8.2%-1.5%711.9K-12.9M-78.4K0.4847.314262035,8232,041
2022-03-28$61.15$60.0032.6%9.4%52.4%19.8%32.4%6.7%0.2%623.6K-10.5M-73.0K0.4149.206202575,8482,060
2022-03-29$61.90$60.0031.8%9.0%50.1%18.7%30.9%6.4%-0.4%740.7K-12.3M-74.9K0.4847.374972395,8472,095
2022-03-30$60.19$60.0031.6%9.0%48.5%18.4%33.0%5.6%-0.1%518.6K-9.3M-71.4K0.5468.544212265,8592,110
2022-03-31$62.00$60.0032.5%9.3%48.8%19.6%32.4%4.8%-0.1%754.8K-12.3M-74.0K0.7245.883522525,8602,155