JBL Options History — October 2022

In October 2022, JBL traded between $57.34 and $65.34. ATM implied volatility averaged 37.4%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 0.4% (HV 20d: 36.9%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.68.

Notable Days

  • 2022-10-28: Highest Volume — 4,199 contracts
  • 2022-10-13: Largest IV drop — 9.5% change
  • 2022-10-12: Highest IV Rank — 23.4%
  • 2022-10-12: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.26$57.34$65.34$58.81$64.51
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV37.4%34.5%41.6%36.5%36.0%
Expected Move10.7%9.9%11.9%10.5%10.3%
HV 20d36.9%34.6%39.9%34.6%35.6%
HV 60d35.6%34.5%36.3%34.5%36.3%
IV Rank17.2%12.5%23.4%16.3%14.6%
IV Percentile54.5%38.5%71.4%53.6%45.6%
Term Structure1.6%-0.9%3.8%-0.4%2.8%
VWIV37.9%35.3%41.2%37.5%38.0%
Skew 25d6.8%4.3%8.8%6.0%5.4%
Skew 10d15.2%10.6%22.8%13.6%12.0%
Call IV 25d34.4%30.5%37.2%35.3%34.4%
Put IV 25d41.2%38.5%44.5%41.2%39.8%
Bid-Ask Spread %35.0012.6456.5426.7144.62
Gamma HHI0.260.220.420.250.26
Net GEX948.6K569.3K1.6M744.1K1.5M
Net DEX-17.8M-35.5M-3.8M-10.0M-35.5M
Net VEX-149.4K-191.2K-138.9K-148.3K-191.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.680.103.532.070.88
Total Volume1,523.815854,1991,537585
Total OI19,035.1916,91822,44118,71322,441

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$58.81$60.0036.5%10.5%34.6%16.3%37.5%6.0%-0.4%744.1K-10.0M-148.3K2.0726.715001,03710,1278,586
2022-10-04$61.02$60.0036.1%10.3%36.6%15.7%35.3%6.2%0.3%954.5K-16.9M-155.0K1.2243.3881799410,1928,677
2022-10-05$62.36$60.0037.5%10.8%36.9%17.7%36.3%8.0%-0.9%1.0M-22.0M-155.8K1.7126.7856897210,2828,614
2022-10-06$61.69$60.0038.7%10.7%37.1%19.4%36.8%7.0%1.5%994.4K-19.4M-155.3K2.9842.1832797410,2828,682
2022-10-07$60.04$60.0037.3%10.9%36.8%17.4%37.4%8.8%0.7%859.6K-13.3M-151.9K2.9447.5933799010,2998,810
2022-10-10$59.23$60.0039.9%11.0%36.8%21.0%39.1%7.1%0.9%777.5K-10.3M-148.0K3.5325.712921,03110,2938,827
2022-10-11$57.94$60.0040.3%10.9%34.9%21.6%37.9%8.2%1.6%632.2K-5.5M-145.1K1.6622.0254390010,3028,827
2022-10-12$57.34$60.0041.6%11.9%35.1%23.4%39.5%7.0%0.9%592.3K-3.8M-138.9K1.5645.8057990110,3778,850
2022-10-13$59.13$60.0037.6%10.8%36.9%17.9%38.5%6.6%0.9%888.1K-10.5M-143.3K2.0856.5442789010,5428,841
2022-10-14$59.00$60.0037.3%10.7%36.5%17.3%40.5%7.6%1.1%875.3K-9.4M-142.6K2.9047.6733095810,5178,836
2022-10-17$60.94$60.0038.4%11.0%37.6%19.0%38.4%7.3%0.8%1.1M-16.2M-145.7K2.1333.9344193910,5348,847
2022-10-18$60.82$60.0039.0%11.2%37.5%19.7%38.2%7.6%0.8%1.2M-16.8M-141.6K1.8628.5449992810,5598,852
2022-10-19$59.50$60.0038.5%11.0%38.4%19.1%37.1%6.3%0.8%1.3M-11.6M-142.1K1.2235.5475992510,6908,853
2022-10-20$59.60$60.0038.0%10.9%37.9%18.4%36.9%6.7%1.9%1.6M-12.6M-140.6K1.2645.6874093310,7118,854
2022-10-21$62.70$60.0035.2%10.1%39.4%14.4%39.3%7.3%3.6%569.3K-25.6M-142.8K0.5136.732,0961,06510,7058,890
2022-10-24$63.08$60.0036.3%10.4%39.3%15.0%38.5%6.5%3.2%784.2K-21.6M-145.5K0.6412.646364059,5447,374
2022-10-25$64.90$60.0035.3%10.1%39.9%13.7%38.4%6.5%3.8%858.0K-28.4M-147.1K1.0620.654214489,9517,571
2022-10-26$64.44$60.0034.6%9.9%36.7%12.6%41.2%6.3%3.1%875.4K-26.9M-149.5K2.1829.8426657910,1267,819
2022-10-27$64.09$60.0034.5%9.9%36.1%12.5%35.4%7.0%3.2%895.0K-25.7M-153.1K0.8622.5241435510,2437,944
2022-10-28$65.34$60.0036.1%10.4%35.1%14.7%35.7%4.3%3.1%920.1K-31.0M-154.0K0.1039.873,80539410,4478,021
2022-10-31$64.51$60.0036.0%10.3%35.6%14.6%38.0%5.4%2.8%1.5M-35.5M-191.2K0.8844.6231227314,2398,202