JBL Options History — August 2023

In August 2023, JBL traded between $102.42 and $115.50. ATM implied volatility averaged 26.6%, placing in the 6.9% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 6.6% (HV 20d: 20.0%). Max pain ranged from $90.00 to $105.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 0.57.

Notable Days

  • 2023-08-29: Highest Volume — 6,026 contracts
  • 2023-08-29: Largest IV drop — 11.1% change
  • 2023-08-17: Highest IV Rank — 9.6%
  • 2023-08-17: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$107.33$102.42$115.50$108.62$114.89
Max Pain$91.30$90.00$105.00$105.00$90.00
ATM IV26.6%23.4%28.5%25.1%23.4%
Expected Move7.6%6.7%8.2%7.2%6.7%
HV 20d20.0%15.0%33.4%19.3%33.4%
HV 60d23.6%21.1%26.7%23.4%26.6%
IV Rank6.9%2.6%9.6%4.8%2.6%
IV Percentile20.4%2.0%34.9%10.7%2.0%
Term Structure4.3%-0.3%7.6%0.7%6.2%
VWIV26.4%23.4%28.5%25.5%23.4%
Skew 25d2.1%0.1%3.2%0.1%0.4%
Skew 10d4.0%-0.3%6.2%-0.3%1.5%
Call IV 25d25.8%23.2%27.2%25.5%23.2%
Put IV 25d28.0%23.6%29.9%25.6%23.6%
Bid-Ask Spread %61.0612.3286.6270.7226.90
Gamma HHI0.190.160.260.210.20
Net GEX2.6M2.0M4.4M2.4M4.4M
Net DEX-86.6M-136.8M-60.0M-92.2M-134.8M
Net VEX-340.6K-380.9K-304.4K-356.5K-380.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.081.570.231.38
Total Volume995.4351646,026726958
Total OI30,424.39127,05334,34630,05234,346

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-08-01$108.62$105.0025.1%7.2%19.3%4.8%25.5%0.1%0.7%2.4M-92.2M-356.5K0.2370.7258813819,60710,445
2023-08-02$108.13$105.0026.8%7.7%19.3%7.2%26.8%0.8%-0.3%2.5M-90.1M-362.5K0.1074.907527219,97010,499
2023-08-03$108.86$90.0027.1%7.8%19.3%7.7%27.6%2.5%4.2%2.4M-95.0M-369.8K0.8676.6534129319,72210,529
2023-08-04$108.34$90.0026.4%7.6%18.7%6.7%26.6%2.8%4.9%2.3M-91.3M-360.4K0.7578.7551338319,88510,695
2023-08-07$108.62$90.0026.5%7.7%17.8%6.8%27.8%3.0%4.7%2.4M-93.4M-350.0K0.5980.4558134119,88410,670
2023-08-08$108.36$90.0027.5%7.9%17.7%8.1%27.5%3.2%4.7%2.4M-91.7M-368.3K0.1864.5554710120,35810,914
2023-08-09$107.44$90.0028.3%8.1%17.8%9.3%27.5%2.5%3.4%2.4M-86.2M-364.0K0.0977.186405920,63910,945
2023-08-10$106.39$90.0027.4%7.9%17.3%8.0%25.6%2.7%3.7%2.3M-79.6M-350.4K0.3738.8658621920,75210,977
2023-08-11$105.97$90.0027.1%7.8%17.3%7.7%25.3%2.6%4.2%2.2M-76.6M-345.6K0.0812.321,23510420,65111,032
2023-08-14$106.78$90.0027.6%7.9%17.0%8.3%27.7%2.8%3.4%2.4M-81.3M-340.6K1.5774.797211320,82811,069
2023-08-15$105.89$90.0028.2%8.1%15.0%9.1%27.4%2.6%3.2%2.2M-78.3M-331.1K0.6433.461006420,82610,874
2023-08-16$103.48$90.0027.2%7.8%16.3%7.8%27.2%2.5%4.0%2.1M-63.9M-319.9K0.5072.391336720,87110,838
2023-08-17$102.42$90.0028.5%8.2%15.8%9.6%27.3%2.5%3.0%2.0M-60.0M-308.6K0.3263.0535611420,89910,684
2023-08-18$102.77$90.0027.6%7.9%16.0%8.3%28.5%2.8%4.7%2.1M-61.2M-311.1K0.9979.9429729421,01710,681
2023-08-21$103.19$90.0026.7%7.7%16.2%7.1%27.1%3.1%4.5%2.1M-63.0M-304.4K0.6815.4620714017,7179,336
2023-08-22$103.38$90.0027.5%7.9%16.2%8.2%27.4%1.8%4.3%2.2M-64.1M-308.2K1.0438.8927128317,8499,435
2023-08-23$104.74$90.0027.0%7.7%17.2%7.5%26.9%2.1%4.4%2.4M-70.6M-320.2K0.9079.731089718,0099,659
2023-08-24$103.90$90.0026.2%7.5%16.0%6.4%26.1%2.4%5.5%2.2M-66.1M-311.2K0.1780.715359318,0539,726
2023-08-25$103.47$90.0025.1%7.2%16.0%4.9%24.8%2.6%6.8%2.2M-64.0M-311.3K0.2186.624128518,4419,761
2023-08-28$112.17$90.0026.4%7.6%32.9%6.7%26.4%1.0%5.4%3.8M-116.2M-338.2K0.6681.461,47496818,6509,742
2023-08-29$115.27$90.0023.5%6.7%33.4%2.6%23.8%1.6%7.6%4.0M-135.9M-342.0K0.4954.834,0351,99118,96510,145
2023-08-30$115.50$90.0024.0%6.9%33.3%3.3%23.9%0.9%6.7%4.1M-136.8M-378.2K0.2841.791,66746821,72211,444
2023-08-31$114.89$90.0023.4%6.7%33.4%2.6%23.4%0.4%6.2%4.4M-134.8M-380.9K1.3826.9040355522,71511,631