JBL Options History — November 2023

In November 2023, JBL traded between $114.22 and $132.74. ATM implied volatility averaged 32.2%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 2.3% (HV 20d: 29.9%). Max pain ranged from $115.00 to $130.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.19.

Notable Days

  • 2023-11-29: Highest Volume — 24,769 contracts
  • 2023-11-30: Largest IV drop — 22.0% change
  • 2023-11-29: Highest IV Rank — 36.3%
  • 2023-11-29: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$127.79$114.22$132.74$124.61$115.60
Max Pain$116.43$115.00$130.00$130.00$120.00
ATM IV32.2%23.1%48.0%27.0%37.4%
Expected Move9.5%7.7%13.8%7.7%10.7%
HV 20d29.9%22.2%51.7%30.9%51.7%
HV 60d45.8%43.2%50.8%45.7%50.8%
IV Rank14.7%2.2%36.3%7.4%21.8%
IV Percentile60.6%2.0%93.3%31.3%86.9%
Term Structure-2.4%-13.2%4.2%4.2%-6.0%
VWIV33.1%27.7%47.7%27.7%37.6%
Skew 25d4.3%3.2%6.9%3.5%3.2%
Skew 10d8.4%4.8%11.8%8.1%4.8%
Call IV 25d31.4%25.6%45.3%25.6%36.4%
Put IV 25d35.7%29.1%52.1%29.1%39.6%
Bid-Ask Spread %47.9911.2582.5678.2963.33
Gamma HHI0.180.130.450.190.19
Net GEX-895.9K-5.3M3.6M-3.6M-899.0K
Net DEX-86.8M-154.9M13.3M-16.4M13.3M
Net VEX-668.6K-744.4K-514.0K-744.4K-589.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.096.940.731.62
Total Volume2,891.819024,76943711,506
Total OI56,060.61944,39365,93558,22254,089

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-11-01$124.61$130.0027.0%7.7%30.9%7.4%27.7%3.5%4.2%-3.6M-16.4M-744.4K0.7378.2925318428,74729,475
2023-11-02$125.14$115.0025.9%9.0%30.8%6.1%30.6%5.3%-0.0%-3.8M-19.5M-719.4K0.3526.881,36247928,82629,503
2023-11-03$128.74$115.0023.1%8.4%32.5%2.2%30.1%4.4%0.8%-2.7M-74.3M-711.8K2.1968.178481,86129,14129,910
2023-11-06$126.39$115.0025.1%8.7%30.8%4.9%29.5%4.4%0.1%-4.2M-40.1M-697.7K0.7936.0829022929,63331,484
2023-11-07$126.57$115.0025.0%8.7%30.8%4.8%29.1%4.5%0.1%-4.2M-41.1M-680.0K0.4324.9044319229,61231,620
2023-11-08$126.69$115.0030.5%8.7%28.3%12.3%29.5%4.0%0.2%-4.0M-46.0M-663.9K0.0922.611,77115629,51131,684
2023-11-09$124.78$115.0030.6%8.8%28.5%12.4%30.2%4.5%0.1%-5.3M-20.4M-734.9K1.8361.5525947331,08131,734
2023-11-10$128.61$115.0029.9%8.6%30.3%11.5%30.3%4.1%0.1%-3.2M-84.5M-733.2K1.1950.848881,05731,17232,106
2023-11-13$129.31$115.0032.9%9.4%29.9%15.6%32.3%4.4%-1.9%-3.0M-96.1M-716.9K0.1049.331,93819131,30732,878
2023-11-14$132.18$115.0033.2%9.5%31.2%16.0%32.6%4.0%-2.6%-330.3K-152.5M-713.8K1.4874.048541,26431,91132,921
2023-11-15$132.41$115.0033.7%9.6%30.3%16.6%32.4%3.9%-2.6%-2.2M-153.7M-698.6K0.1524.851,33619831,77934,063
2023-11-16$130.75$115.0033.8%9.7%28.0%16.8%34.2%5.1%-2.9%-4.9M-119.4M-690.8K6.9482.566354,40731,85734,078
2023-11-17$131.34$115.0032.8%9.4%23.7%15.5%33.4%3.9%-1.6%1.7M-142.8M-673.2K0.2830.4152514532,05331,629
2023-11-20$132.74$115.0030.9%8.9%23.8%12.9%32.5%3.9%-1.3%3.6M-154.9M-645.5K0.9449.7021119927,54216,851
2023-11-21$130.74$115.0032.7%9.4%24.7%15.3%34.0%4.0%-2.5%3.5M-136.3M-642.0K0.6374.3823414727,53016,939
2023-11-22$130.16$115.0033.7%9.6%22.3%16.6%33.5%4.3%-3.4%3.4M-130.6M-633.5K0.7058.2425618027,56617,042
2023-11-24$130.70$115.0034.7%9.9%22.2%18.0%34.4%4.0%-4.3%3.5M-136.1M-626.9K0.4133.09642627,65717,158
2023-11-27$131.94$115.0036.5%10.5%22.3%20.6%35.2%3.5%-5.3%3.6M-148.2M-602.3K0.4811.2529013827,70117,176
2023-11-28$129.92$120.0039.5%11.3%22.8%24.7%39.3%3.5%-7.9%3.4M-128.3M-608.2K1.4729.0419028027,83517,275
2023-11-29$114.22$120.0048.0%13.8%51.7%36.3%47.7%6.9%-13.2%940.0K5.4M-514.0K2.2158.207,70817,06127,86017,337
2023-11-30$115.60$120.0037.4%10.7%51.7%21.8%37.6%3.2%-6.0%-899.0K13.3M-589.9K1.6263.334,3957,11131,40322,686