JBL Options History — November 2022

In November 2022, JBL traded between $62.47 and $72.02. ATM implied volatility averaged 36.2%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 3.6% (HV 20d: 32.6%). 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 5 of 21 days. Put/call ratio averaged 0.49.

Notable Days

  • 2022-11-07: Highest Volume — 2,534 contracts
  • 2022-11-10: Largest IV drop — 11.5% change
  • 2022-11-09: Highest IV Rank — 20.2%
  • 2022-11-09: Largest Expected Move — 11.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.97$62.47$72.02$65.97$72.02
Max Pain$60.00$60.00$60.00$60.00$60.00
ATM IV36.2%34.4%40.0%36.2%38.7%
Expected Move10.5%9.9%11.5%10.4%11.1%
HV 20d32.6%28.5%35.7%34.2%32.2%
HV 60d34.9%32.8%36.6%36.5%33.8%
IV Rank14.9%12.4%20.2%14.9%18.3%
IV Percentile46.0%32.5%65.5%47.2%61.5%
Term Structure-0.7%-3.3%3.1%3.1%-3.3%
VWIV37.6%34.1%42.2%37.6%38.6%
Skew 25d5.8%4.3%7.4%6.1%5.9%
Skew 10d11.7%9.5%14.0%12.0%14.0%
Call IV 25d34.4%31.8%37.0%33.9%35.3%
Put IV 25d40.2%37.0%43.3%40.0%41.2%
Bid-Ask Spread %43.2023.7958.3944.3352.13
Gamma HHI0.300.250.330.280.31
Net GEX1.6M1.4M1.8M1.6M1.6M
Net DEX-41.0M-54.0M-25.6M-42.5M-54.0M
Net VEX-162.0K-188.4K-132.0K-188.4K-132.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.091.680.250.23
Total Volume1,094.714742,534644217
Total OI21,661.04819,58823,21222,57920,244

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$65.97$60.0036.2%10.4%34.2%14.9%37.6%6.1%3.1%1.6M-42.5M-188.4K0.2544.3351712714,3008,279
2022-11-02$63.91$60.0035.8%10.3%35.7%14.3%36.6%4.3%2.4%1.5M-32.6M-187.5K0.1250.341,03812514,3918,287
2022-11-03$63.35$60.0035.2%10.7%35.6%13.4%36.7%6.5%-0.7%1.5M-30.0M-184.5K0.2351.7587219714,4168,289
2022-11-04$64.11$60.0034.6%11.1%34.2%12.7%38.3%6.7%-2.4%1.6M-34.7M-188.1K0.6153.0232319714,7758,263
2022-11-07$62.92$60.0036.4%10.6%34.6%15.1%37.6%6.7%-0.6%1.6M-29.0M-183.0K0.1457.092,21931514,8148,281
2022-11-08$63.96$60.0037.2%11.1%33.5%16.3%40.4%6.3%-2.2%1.7M-34.3M-179.1K0.6954.8437725914,8078,257
2022-11-09$62.47$60.0040.0%11.5%34.7%20.2%39.2%7.4%-0.7%1.6M-25.6M-170.6K0.0958.391,95316714,9408,272
2022-11-10$64.63$60.0035.4%10.2%35.0%13.8%35.5%6.0%0.5%1.7M-36.5M-160.2K0.1157.351,97022013,8878,273
2022-11-11$66.16$60.0035.2%10.1%35.5%13.5%34.8%5.0%0.6%1.7M-41.1M-159.6K0.1246.902,24926813,4018,292
2022-11-14$66.88$60.0036.7%10.5%34.2%15.6%36.3%5.1%-0.1%1.8M-44.3M-163.8K0.1853.401,22621913,6858,351
2022-11-15$67.42$60.0037.4%10.7%34.1%16.6%36.8%5.5%-0.6%1.8M-46.7M-159.7K0.7147.0568648613,7288,382
2022-11-16$66.58$60.0037.1%10.6%33.3%16.1%39.5%5.9%-0.8%1.6M-42.0M-156.7K0.6733.4068345513,3568,617
2022-11-17$67.66$60.0034.8%10.0%33.4%13.0%39.9%6.1%0.5%1.5M-45.4M-161.1K1.1744.9743751213,4078,628
2022-11-18$69.24$60.0034.9%10.0%29.8%13.1%36.7%5.1%-0.8%1.4M-51.8M-158.0K0.3723.791,24546513,4028,685
2022-11-21$69.16$60.0034.8%10.0%29.9%12.9%36.9%4.9%-0.3%1.5M-42.1M-150.1K0.8525.0150643211,6837,905
2022-11-22$70.43$60.0034.4%9.9%29.0%12.4%34.1%5.4%-0.8%1.6M-47.6M-147.0K0.6226.1440424911,9447,985
2022-11-23$70.61$60.0034.5%9.9%28.7%12.4%36.4%5.2%-1.3%1.6M-49.0M-144.4K0.7931.5337629712,0918,022
2022-11-25$70.83$60.0035.5%10.2%28.5%13.9%35.9%5.9%-1.8%1.6M-49.0M-143.1K0.3525.44551912,0658,092
2022-11-28$69.16$60.0037.4%10.7%29.7%16.5%38.7%6.0%-3.1%1.7M-42.6M-145.1K0.3026.892647912,1398,095
2022-11-29$68.85$60.0037.8%10.8%29.3%17.1%42.2%6.5%-3.1%1.6M-40.9M-140.4K1.6843.4810617812,0138,139
2022-11-30$72.02$60.0038.7%11.1%32.2%18.3%38.6%5.9%-3.3%1.6M-54.0M-132.0K0.2352.131764112,0378,207