JBL Options History — August 2022

In August 2022, JBL traded between $58.63 and $65.63. ATM implied volatility averaged 31.1%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 1.7% (HV 20d: 32.8%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 2.86.

Notable Days

  • 2022-08-02: Highest Volume — 4,204 contracts
  • 2022-08-22: Largest IV spike — 22.6% change
  • 2022-08-29: Highest IV Rank — 20.4%
  • 2022-08-29: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.71$58.63$65.63$59.38$60.79
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV31.1%27.3%34.7%29.8%34.5%
Expected Move8.9%7.8%9.9%8.6%9.9%
HV 20d32.8%28.1%36.6%29.6%35.9%
HV 60d41.5%39.8%43.2%43.2%41.1%
IV Rank15.8%10.9%20.4%14.2%20.2%
IV Percentile27.9%8.3%46.0%25.8%44.4%
Term Structure4.9%0.5%7.5%1.0%4.4%
VWIV31.1%27.5%36.3%28.9%33.2%
Skew 25d5.6%4.0%7.6%5.2%7.1%
Skew 10d11.0%3.4%16.5%3.4%7.6%
Call IV 25d28.9%25.9%35.9%28.9%31.8%
Put IV 25d34.5%31.0%39.9%34.1%39.0%
Bid-Ask Spread %65.5236.6984.9636.6961.64
Gamma HHI0.280.190.390.360.21
Net GEX682.6K406.7K1.1M540.8K571.1K
Net DEX-19.7M-36.6M-10.8M-12.6M-13.7M
Net VEX-144.4K-160.4K-95.6K-96.0K-150.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.860.0022.204.460.81
Total Volume1,038.957384,2041,0041,204
Total OI17,342.73913,55519,27813,55517,411

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$59.38$55.0029.8%8.6%29.6%14.2%28.9%5.2%1.0%540.8K-12.6M-96.0K4.4636.691848206,9786,577
2022-08-02$59.32$55.0030.9%8.9%28.5%15.6%32.1%7.6%0.5%530.0K-12.2M-95.6K1.3255.831,8152,3896,9846,585
2022-08-03$60.60$55.0029.7%8.5%28.8%14.0%29.7%7.5%0.9%660.4K-17.0M-145.9K2.1065.218991,8898,4928,156
2022-08-04$60.92$55.0031.6%9.5%28.5%16.4%36.0%7.2%2.3%884.6K-20.6M-147.7K22.2078.781332,9529,1618,138
2022-08-05$61.14$55.0031.2%8.9%28.3%15.9%31.7%4.5%4.6%846.2K-18.8M-159.9K7.8176.553602,8119,1759,069
2022-08-08$60.81$55.0032.3%9.0%28.1%17.3%32.8%6.6%4.5%923.3K-18.3M-160.4K11.1552.322452,7319,3689,128
2022-08-09$58.63$55.0030.7%8.9%32.2%15.4%33.3%5.5%4.8%800.9K-10.8M-156.2K0.4779.5747229,2869,149
2022-08-10$61.09$55.0030.1%8.6%34.3%14.6%30.0%5.9%5.5%1.1M-20.0M-157.2K9.5060.63282669,3099,162
2022-08-11$61.49$55.0031.0%8.9%33.8%15.7%29.1%5.9%5.3%1.1M-21.6M-156.0K0.5051.6272369,3209,290
2022-08-12$62.36$55.0029.8%8.5%33.4%14.2%28.6%5.5%6.5%926.1K-25.2M-151.1K0.3058.3283259,2399,315
2022-08-15$62.43$55.0029.2%8.4%32.8%13.4%27.9%5.1%7.5%959.1K-25.3M-147.3K1.0454.8227289,2819,337
2022-08-16$63.22$55.0027.4%7.8%30.3%11.0%27.5%5.6%6.9%775.9K-27.7M-149.7K0.1173.34360399,2909,346
2022-08-17$62.72$55.0027.3%7.8%30.3%10.9%30.0%4.1%7.1%900.5K-26.6M-145.3K0.0084.122,12259,2679,356
2022-08-18$65.63$55.0028.7%8.2%33.4%12.7%27.7%5.3%7.1%485.4K-36.6M-146.9K0.0852.18415329,7039,359
2022-08-19$63.11$55.0028.0%8.0%35.0%11.9%28.2%5.7%6.5%470.3K-31.0M-144.8K1.0565.8665689,9019,377
2022-08-22$61.74$55.0034.4%9.8%36.5%20.0%36.3%6.2%4.5%406.7K-14.6M-147.0K1.4166.95831177,7878,399
2022-08-23$62.17$55.0033.3%9.5%36.4%18.6%31.6%5.0%5.7%449.7K-16.1M-141.7K0.4668.0726127,8008,498
2022-08-24$62.27$55.0033.7%9.7%34.6%19.2%29.5%5.9%5.2%447.7K-16.1M-144.8K0.1663.7276127,8208,506
2022-08-25$64.03$55.0029.1%8.3%34.6%13.2%29.0%4.5%6.1%500.6K-20.5M-139.8K0.3068.17211637,8738,517
2022-08-26$62.10$55.0033.5%9.6%36.0%18.9%33.3%4.4%6.2%475.0K-15.9M-145.1K0.4274.2565278,0088,547
2022-08-29$62.26$55.0034.7%9.9%35.9%20.4%33.9%4.5%4.1%503.6K-16.4M-143.2K0.1773.35446758,0168,568
2022-08-30$61.20$55.0034.6%9.9%36.6%20.4%35.9%4.0%5.0%507.9K-14.4M-147.9K0.0684.96481308,4098,626
2022-08-31$60.79$55.0034.5%9.9%35.9%20.2%33.2%7.1%4.4%571.1K-13.7M-150.8K0.8161.646655398,7758,636