JBL Options History — October 2023

In October 2023, JBL traded between $120.86 and $138.66. ATM implied volatility averaged 27.1%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 31.8% (HV 20d: 58.9%). Max pain ranged from $115.00 to $135.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 2.12.

Notable Days

  • 2023-10-11: Highest Volume — 9,720 contracts
  • 2023-10-18: Largest IV spike — 9.7% change
  • 2023-10-26: Highest IV Rank — 15.5%
  • 2023-10-26: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$129.63$120.86$138.66$128.54$123.05
Max Pain$130.91$115.00$135.00$115.00$130.00
ATM IV27.1%22.9%32.9%25.7%27.8%
Expected Move7.8%6.7%9.4%7.4%8.0%
HV 20d58.9%30.9%68.5%65.3%31.7%
HV 60d44.3%43.1%45.6%43.1%45.6%
IV Rank7.6%1.9%15.5%5.7%8.6%
IV Percentile30.2%1.6%67.1%17.9%40.9%
Term Structure3.4%-0.3%5.4%-0.3%4.1%
VWIV28.2%24.0%33.2%27.0%33.1%
Skew 25d3.1%1.3%5.1%2.4%4.3%
Skew 10d6.3%2.2%9.4%5.7%9.4%
Call IV 25d26.1%22.9%30.0%25.3%27.1%
Put IV 25d29.2%25.2%34.6%27.7%31.4%
Bid-Ask Spread %51.077.5467.047.5449.84
Gamma HHI0.160.120.280.150.21
Net GEX-674.9K-8.0M3.2M3.2M-3.8M
Net DEX-110.9M-244.6M43.1M-163.0M5.5M
Net VEX-690.9K-848.8K-460.7K-460.7K-712.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.120.345.691.535.26
Total Volume3,600.9096399,7203,5922,316
Total OI55,034.18235,31967,54635,31957,083

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$128.54$115.0025.7%7.4%65.3%5.7%27.0%2.4%-0.3%3.2M-163.0M-460.7K1.537.541,4212,17121,88813,431
2023-10-03$127.58$115.0026.6%7.6%64.6%7.0%28.5%2.6%-0.1%2.6M-151.3M-521.6K2.9242.521,0463,05722,60115,250
2023-10-04$130.50$115.0025.9%7.4%64.5%6.0%27.2%2.5%0.0%2.4M-168.4M-537.8K3.3814.558502,87023,09017,172
2023-10-05$129.16$130.0025.3%7.4%63.7%5.2%28.2%2.5%3.6%1.5M-152.0M-560.5K5.6940.146943,95023,47819,148
2023-10-06$130.24$130.0022.9%6.7%63.1%1.9%24.3%2.3%4.8%892.7K-158.2M-571.1K1.9860.991,8003,55823,69922,001
2023-10-09$134.36$130.0023.5%6.8%63.5%2.7%25.3%2.4%4.5%1.8M-196.6M-563.3K1.7060.942,2073,75024,63624,661
2023-10-10$134.53$130.0023.3%6.8%63.3%2.4%24.0%2.2%4.6%1.9M-197.4M-628.4K1.0958.471,4071,52926,37626,551
2023-10-11$138.56$130.0024.7%7.1%63.6%4.3%25.6%1.3%4.2%2.9M-244.6M-597.6K1.5152.213,8655,85527,19527,363
2023-10-12$138.66$135.0024.7%7.1%63.7%4.4%25.2%1.5%4.5%2.3M-242.0M-710.0K0.8157.782,6332,12429,55730,588
2023-10-13$135.53$135.0025.6%7.3%63.6%5.6%26.1%2.8%5.4%1.0M-190.8M-806.7K1.3865.002,1412,96331,16031,630
2023-10-16$137.41$135.0025.8%7.4%63.6%5.8%26.8%2.3%4.8%1.6M-214.0M-792.0K3.9266.465632,20531,75932,716
2023-10-17$137.62$135.0024.9%7.1%63.7%4.5%26.1%1.7%5.0%1.2M-220.8M-768.4K1.2267.041,7572,14331,98333,733
2023-10-18$134.73$135.0027.3%7.8%64.7%7.9%27.7%2.2%4.2%-1.0M-171.2M-820.7K1.1658.6878290633,17534,371
2023-10-19$130.15$135.0028.9%8.3%66.1%10.1%30.1%3.2%3.9%-2.9M-88.3M-848.8K3.1765.151,0043,18332,87034,295
2023-10-20$125.09$135.0030.1%8.6%68.4%11.7%31.1%4.5%2.9%-8.0M-11.7M-804.7K1.7336.442,4804,29132,90434,458
2023-10-23$124.67$135.0028.6%8.2%68.5%9.8%29.0%4.5%3.7%-3.8M5.0M-768.3K0.9862.6875974527,27028,711
2023-10-24$124.92$135.0028.2%8.1%67.3%9.2%27.4%4.4%3.6%-3.5M-10.0M-764.1K2.0764.3820843127,80328,275
2023-10-25$121.56$135.0030.8%8.8%68.5%12.6%32.8%5.1%3.3%-3.7M33.5M-747.7K2.4465.575371,30827,85828,532
2023-10-26$122.17$135.0032.9%9.4%32.0%15.5%33.2%4.6%2.1%-3.6M26.4M-758.2K1.9228.8729456527,80329,053
2023-10-27$122.03$135.0031.9%9.2%31.3%14.3%31.5%4.8%3.1%-3.8M27.4M-744.1K0.4062.9662824927,84629,082
2023-10-30$120.86$135.0030.5%8.7%30.9%12.3%29.5%4.3%3.2%-4.0M43.1M-712.2K0.3435.441,47150428,10029,597
2023-10-31$123.05$130.0027.8%8.0%31.7%8.6%33.1%4.3%4.1%-3.8M5.5M-712.9K5.2649.843701,94628,57028,513