JBL Options History — September 2022

In September 2022, JBL traded between $56.21 and $61.39. ATM implied volatility averaged 38.6%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 2.9% (HV 20d: 35.7%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.25.

Notable Days

  • 2022-09-27: Highest Volume — 3,310 contracts
  • 2022-09-13: Largest IV spike — 37.9% change
  • 2022-09-26: Highest IV Rank — 35.7%
  • 2022-09-26: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.60$56.21$61.39$58.08$57.98
Max Pain$59.52$55.00$65.00$55.00$60.00
ATM IV38.6%25.6%50.5%32.3%36.7%
Expected Move11.6%9.3%14.5%9.3%10.5%
HV 20d35.7%31.0%39.4%39.4%34.3%
HV 60d36.1%32.5%42.1%42.1%34.5%
IV Rank20.6%5.6%35.7%17.4%16.6%
IV Percentile57.9%1.2%94.8%30.6%55.2%
Term Structure-1.8%-6.2%5.9%5.9%-0.3%
VWIV41.1%32.2%53.4%32.2%38.1%
Skew 25d7.6%4.0%12.0%5.6%6.0%
Skew 10d14.7%-3.5%27.5%10.6%12.0%
Call IV 25d37.8%32.7%46.1%32.7%35.6%
Put IV 25d45.4%38.3%54.2%38.3%41.7%
Bid-Ask Spread %54.9221.5981.3055.4722.65
Gamma HHI0.240.170.340.180.23
Net GEX478.7K136.6K1.1M333.1K645.5K
Net DEX-7.5M-18.4M-9.5K-6.5M-7.6M
Net VEX-143.6K-155.4K-134.3K-147.3K-153.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.047.300.512.23
Total Volume896.571933,3101871,431
Total OI17,090.52414,26619,37717,47718,654

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$58.08$55.0032.3%9.3%39.4%17.4%32.2%5.6%5.9%333.1K-6.5M-147.3K0.5155.47124638,7948,683
2022-09-02$57.63$55.0033.3%9.5%39.3%18.6%36.5%5.5%5.9%293.2K-4.8M-140.5K0.3457.8992318,8678,694
2022-09-06$57.14$65.0041.0%12.4%39.4%28.6%41.3%7.0%-2.8%260.8K-3.6M-137.7K1.5465.303335128,9558,711
2022-09-07$58.10$60.0025.6%11.0%37.9%8.8%39.7%8.3%-1.2%482.4K-6.6M-134.3K1.3367.183975298,9648,725
2022-09-08$58.81$60.0033.3%11.3%35.0%11.8%39.7%4.0%-1.8%542.2K-8.4M-137.9K0.0964.93225209,0748,702
2022-09-09$60.72$60.0031.7%11.1%36.9%9.6%36.5%8.6%-1.7%760.1K-14.7M-139.6K0.0453.87967359,1178,716
2022-09-12$61.39$60.0028.8%11.1%36.7%5.6%38.4%6.6%-1.2%906.1K-18.4M-142.3K0.8955.8888789,6618,721
2022-09-13$59.03$60.0039.7%11.3%39.2%20.8%39.6%6.4%-1.7%759.9K-10.3M-138.5K1.1265.175486129,7078,772
2022-09-14$59.10$60.0041.0%11.7%38.8%22.5%45.6%12.0%-4.2%844.7K-10.6M-137.7K7.3076.531178549,7528,809
2022-09-15$59.10$60.0041.9%12.0%38.8%23.7%53.4%9.0%-2.7%1.1M-10.8M-155.4K1.8881.30581099,7459,464
2022-09-16$58.30$60.0041.2%11.8%34.4%22.8%40.9%9.4%-3.0%224.1K-6.4M-145.6K1.1372.592622979,7629,615
2022-09-19$59.56$60.0043.5%12.5%33.4%26.0%42.8%9.8%-5.0%287.0K-7.0M-146.3K0.2664.33286737,3196,947
2022-09-20$59.17$60.0041.5%11.9%32.6%23.2%38.5%8.4%-3.7%296.8K-6.3M-147.7K0.5466.37147807,5157,008
2022-09-21$59.07$60.0042.9%12.3%32.5%25.1%42.9%10.2%-3.8%297.3K-6.3M-145.7K0.0975.83369347,6287,064
2022-09-22$58.17$60.0042.7%12.3%32.7%25.0%45.1%9.0%-3.8%240.1K-4.0M-145.3K2.4453.3927667,6307,091
2022-09-23$56.23$60.0047.8%13.7%32.2%32.0%46.5%6.4%-5.1%136.6K-169.3K-136.5K1.4951.3159887,6327,146
2022-09-26$56.21$60.0050.5%14.5%31.0%35.7%49.7%8.1%-6.2%148.8K-9.5K-136.6K0.5327.371,4347597,7637,174
2022-09-27$57.32$55.0042.5%12.2%32.1%24.6%41.8%6.1%-1.9%280.6K-2.7M-140.6K0.6227.432,0491,2618,6837,796
2022-09-28$60.23$60.0037.5%10.7%36.9%17.6%37.5%6.3%-0.5%663.3K-12.7M-154.6K1.1521.598629889,3978,502
2022-09-29$59.26$60.0036.3%10.4%37.2%16.0%36.5%7.4%1.4%572.1K-9.5M-151.5K0.7426.841,4161,0489,4628,480
2022-09-30$57.98$60.0036.7%10.5%34.3%16.6%38.1%6.0%-0.3%645.5K-7.6M-153.6K2.2322.6544398810,1098,545