JBL Options History — January 2024

In January 2024, JBL traded between $121.37 and $129.80. ATM implied volatility averaged 26.0%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded below realized volatility by 7.9% (HV 20d: 33.9%). Max pain ranged from $120.00 to $130.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.55.

Notable Days

  • 2024-01-17: Highest Volume — 4,557 contracts
  • 2024-01-17: Largest IV spike — 8.1% change
  • 2024-01-30: Highest IV Rank — 9.3%
  • 2024-01-30: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$125.93$121.37$129.80$128.20$125.31
Max Pain$126.67$120.00$130.00$120.00$125.00
ATM IV26.0%23.7%28.3%26.0%27.4%
Expected Move7.5%6.8%8.1%7.4%7.9%
HV 20d33.9%20.2%51.1%51.0%24.1%
HV 60d44.1%43.4%45.2%45.2%43.9%
IV Rank6.2%3.0%9.3%6.1%8.1%
IV Percentile31.2%6.7%54.8%29.4%48.0%
Term Structure3.3%-0.1%4.4%-0.1%4.4%
VWIV26.3%23.9%28.6%26.7%27.5%
Skew 25d1.7%0.4%2.7%1.5%0.7%
Skew 10d3.3%-2.3%6.3%1.6%0.3%
Call IV 25d25.7%22.9%28.4%26.2%27.4%
Put IV 25d27.4%25.0%29.2%27.6%28.2%
Bid-Ask Spread %50.1718.7278.8562.3474.15
Gamma HHI0.160.120.420.150.12
Net GEX2.8M-116.6K6.9M4.2M1.9M
Net DEX-43.9M-98.0M1.1M-82.1M-22.6M
Net VEX-590.8K-632.4K-517.1K-617.5K-583.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.550.052.030.710.92
Total Volume1,155.7142074,5572,131288
Total OI39,290.90527,38548,47142,48930,597

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-01-02$128.20$120.0026.0%7.4%51.0%6.1%26.7%1.5%-0.1%4.2M-82.1M-617.5K0.7162.341,24988226,73915,750
2024-01-03$127.83$120.0025.5%7.3%50.7%5.5%26.1%0.7%0.3%4.2M-77.9M-632.4K0.7769.3045034827,38716,343
2024-01-04$125.83$130.0024.5%7.3%51.1%4.1%24.8%2.5%3.3%3.1M-52.5M-613.7K0.3035.931,37641927,51516,569
2024-01-05$126.75$130.0024.8%7.4%51.1%4.4%25.2%2.4%3.1%3.7M-65.0M-618.4K0.5563.2420211128,06716,803
2024-01-08$128.12$130.0025.2%7.1%51.0%5.0%25.3%1.9%3.4%4.4M-80.2M-612.3K0.1940.7890417028,12316,867
2024-01-09$128.18$130.0024.4%7.0%50.5%3.9%24.8%2.0%3.4%4.6M-79.0M-607.6K0.6440.0843627928,30516,919
2024-01-10$129.80$130.0024.3%7.0%50.4%3.7%24.2%2.1%3.9%5.6M-98.0M-610.2K0.0736.891,51710328,38017,125
2024-01-11$129.46$130.0023.9%6.8%50.3%3.2%24.4%2.3%3.9%5.0M-91.7M-593.0K0.3136.6560018627,99117,220
2024-01-12$128.44$130.0023.7%6.8%50.5%3.0%23.9%2.0%3.9%4.4M-77.6M-586.3K0.3145.2755717427,92817,372
2024-01-16$125.11$130.0025.3%7.3%21.1%5.2%25.5%1.8%3.6%2.1M-38.5M-540.6K2.0327.3029459827,86017,460
2024-01-17$121.37$130.0027.4%7.8%23.0%8.0%26.6%2.7%3.2%-116.6K1.1M-517.1K1.0548.602,2242,33327,92117,866
2024-01-18$123.26$125.0026.5%7.6%20.4%6.8%26.9%2.3%3.6%930.3K-20.7M-570.1K0.6171.101,20173429,16818,806
2024-01-19$124.68$125.0026.4%7.6%20.6%6.6%26.3%2.7%3.7%6.9M-30.8M-582.1K0.1643.061,00915729,53618,935
2024-01-22$125.53$125.0027.7%7.9%20.2%8.4%27.5%1.3%3.1%790.8K-15.7M-591.3K0.2840.871,10130515,97011,415
2024-01-23$123.45$125.0026.7%7.7%20.9%7.1%27.2%2.0%3.3%541.6K-4.0M-580.8K0.6818.7257139116,81511,683
2024-01-24$124.12$125.0027.7%8.0%21.0%8.5%27.9%1.6%2.7%814.8K-9.7M-589.0K0.2846.633249117,29811,772
2024-01-25$123.93$125.0027.0%7.7%20.5%7.5%27.0%1.5%3.8%879.1K-8.9M-586.7K0.0558.191,6148117,56711,762
2024-01-26$122.94$125.0026.8%7.7%20.2%7.2%26.9%1.0%4.2%1.3M-6.9M-581.6K0.6641.7519312818,53111,805
2024-01-29$124.38$125.0027.5%7.9%20.6%8.2%28.1%0.4%4.2%1.7M-16.6M-588.7K0.5278.851367118,57111,861
2024-01-30$127.92$125.0028.3%8.1%23.0%9.3%28.6%0.4%3.3%2.7M-43.6M-604.7K0.4373.8032314018,60011,907
2024-01-31$125.31$125.0027.4%7.9%24.1%8.1%27.5%0.7%4.4%1.9M-22.6M-583.8K0.9274.1515013818,66611,931