JBL Options History — December 2022

In December 2022, JBL traded between $67.27 and $73.06. ATM implied volatility averaged 42.0%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 13.0% (HV 20d: 29.0%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.86.

Notable Days

  • 2022-12-22: Highest Volume — 6,832 contracts
  • 2022-12-14: Largest IV drop — 52.2% change
  • 2022-12-13: Highest IV Rank — 71.2%
  • 2022-12-02: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$70.17$67.27$73.06$72.75$68.07
Max Pain$62.14$60.00$65.00$60.00$65.00
ATM IV42.0%28.9%76.2%35.9%29.7%
Expected Move9.6%8.3%12.8%10.3%8.5%
HV 20d29.0%24.4%31.8%29.3%27.1%
HV 60d32.7%31.1%34.2%33.7%31.1%
IV Rank24.6%6.5%71.2%14.5%8.1%
IV Percentile48.1%5.6%99.2%43.7%9.9%
Term Structure-0.3%-10.3%2.1%-2.8%0.3%
VWIV33.6%27.1%44.6%40.0%27.1%
Skew 25d4.6%1.6%7.0%5.6%3.0%
Skew 10d9.2%3.1%15.6%11.7%6.0%
Call IV 25d32.1%27.1%40.7%36.0%30.1%
Put IV 25d36.6%31.7%47.6%41.6%33.1%
Bid-Ask Spread %58.7242.7682.6248.4046.67
Gamma HHI0.330.290.430.310.38
Net GEX1.6M1.1M2.2M1.6M1.7M
Net DEX-39.5M-57.0M-20.2M-56.6M-21.9M
Net VEX-120.5K-136.3K-109.3K-128.9K-115.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.075.940.410.08
Total Volume1,015.762736,832411195
Total OI21,150.66717,63423,46020,28923,430

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$72.75$60.0035.9%10.3%29.3%14.5%40.0%5.6%-2.8%1.6M-56.6M-128.9K0.4148.4029211912,0338,256
2022-12-02$71.90$60.0044.6%12.8%29.5%26.6%44.6%7.0%-10.3%1.7M-52.7M-125.4K0.4046.451094411,9498,323
2022-12-05$70.81$60.0049.8%10.2%30.4%34.0%36.3%5.6%-0.1%1.6M-48.0M-130.0K0.9955.3316716512,0058,363
2022-12-06$70.50$60.0051.5%10.2%29.3%36.3%35.3%5.0%0.5%1.6M-46.7M-129.6K0.5964.15462712,0238,442
2022-12-07$70.61$60.0055.2%10.3%29.0%41.7%35.5%5.5%0.5%1.6M-46.8M-129.1K0.2352.722084812,0198,468
2022-12-08$71.68$60.0058.3%10.2%27.2%46.0%34.6%5.4%0.2%1.7M-52.2M-123.1K0.2658.202316112,1798,487
2022-12-09$71.62$60.0060.5%10.5%25.3%49.0%36.8%5.2%-0.1%1.7M-51.7M-122.2K2.8275.1917047912,1978,498
2022-12-12$72.22$60.0076.1%10.8%24.4%71.0%37.7%5.0%-1.1%1.6M-53.8M-115.3K5.9461.031771,05112,2309,033
2022-12-13$73.06$60.0076.2%9.9%24.5%71.2%35.2%6.0%-0.5%1.6M-57.0M-112.5K0.4161.1152921912,2359,318
2022-12-14$72.20$60.0036.4%10.4%25.1%15.2%35.5%5.4%-0.3%1.7M-54.0M-113.7K1.7382.621,0011,73312,4349,455
2022-12-15$68.44$65.0031.5%9.0%31.8%11.6%31.5%4.9%1.4%1.5M-35.7M-113.5K0.4373.392,4961,06712,88710,515
2022-12-16$69.18$60.0031.1%8.9%31.6%10.8%31.3%4.8%0.8%1.2M-35.2M-116.7K0.3473.5677126012,83610,624
2022-12-19$68.31$60.0029.2%8.4%30.8%7.0%29.9%4.5%2.1%1.1M-23.1M-109.3K0.2957.775041479,4628,172
2022-12-20$69.43$65.0029.6%8.5%31.4%7.9%28.8%4.7%1.5%1.3M-28.0M-113.2K0.4143.703411419,7488,353
2022-12-21$69.92$65.0028.9%8.3%30.8%6.5%28.2%4.7%1.5%1.4M-29.6M-111.1K0.1453.56329459,9578,480
2022-12-22$69.05$65.0032.3%9.3%31.1%13.2%33.4%1.6%-0.3%1.3M-27.6M-118.1K0.0768.256,37146110,1048,481
2022-12-23$68.91$65.0030.7%8.8%31.0%10.0%30.9%2.8%0.2%2.1M-30.3M-136.3K0.5070.7632716514,3188,850
2022-12-27$69.16$65.0031.7%9.1%29.9%11.9%31.6%3.1%0.2%2.2M-31.5M-128.7K0.3351.661555114,3068,967
2022-12-28$67.27$65.0033.4%9.6%31.4%15.3%31.8%2.6%0.2%1.6M-20.2M-116.4K1.1142.7620522814,2909,027
2022-12-29$68.56$65.0029.7%8.5%27.5%8.1%30.3%3.6%0.6%2.0M-26.4M-121.9K0.5145.901306614,2789,132
2022-12-30$68.07$65.0029.7%8.5%27.1%8.1%27.1%3.0%0.3%1.7M-21.9M-115.9K0.0846.671811414,2569,174