JBL Options History — February 2024

In February 2024, JBL traded between $129.56 and $144.16. ATM implied volatility averaged 38.0%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 8.6% (HV 20d: 29.4%). Max pain ranged from $125.00 to $135.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 3.52.

Notable Days

  • 2024-02-12: Highest Volume — 5,927 contracts
  • 2024-02-07: Largest IV spike — 15.6% change
  • 2024-02-29: Highest IV Rank — 36.7%
  • 2024-02-29: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$137.67$129.56$144.16$130.94$144.16
Max Pain$131.50$125.00$135.00$125.00$135.00
ATM IV38.0%27.3%48.3%29.0%48.3%
Expected Move11.1%9.2%13.8%9.3%13.8%
HV 20d29.4%27.7%31.8%28.9%27.7%
HV 60d43.4%36.1%45.1%44.4%36.1%
IV Rank22.6%7.9%36.7%10.2%36.7%
IV Percentile83.1%46.8%95.2%59.5%95.2%
Term Structure-4.9%-11.7%-1.0%-1.4%-11.7%
VWIV39.3%32.8%48.9%33.3%48.9%
Skew 25d1.5%-0.3%3.1%2.5%-0.3%
Skew 10d3.5%-0.7%6.2%5.0%1.5%
Call IV 25d38.6%31.4%48.9%31.4%48.9%
Put IV 25d40.1%33.7%48.6%33.9%48.6%
Bid-Ask Spread %54.8727.8471.1667.3664.80
Gamma HHI0.160.130.210.130.15
Net GEX2.8M502.5K5.6M3.5M502.5K
Net DEX-93.7M-161.2M-48.6M-68.4M-85.2M
Net VEX-682.5K-813.6K-549.2K-604.5K-813.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.520.0950.220.371.08
Total Volume1,503.22155,9273,013399
Total OI34,650.4530,72640,00430,72640,004

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-02-01$130.94$125.0029.0%9.3%28.9%10.2%33.3%2.5%-1.4%3.5M-68.4M-604.5K0.3767.362,20381018,73311,993
2024-02-02$131.68$125.0027.3%9.2%28.2%7.9%32.8%2.3%-1.0%4.4M-78.9M-618.1K0.3167.0959418319,99912,615
2024-02-05$130.00$125.0029.4%9.5%28.7%10.8%33.5%2.3%-1.7%3.9M-61.6M-602.5K1.1469.6716919219,99312,634
2024-02-06$129.56$125.0028.8%9.5%28.5%9.9%34.4%2.5%-1.5%4.0M-58.0M-592.1K0.6271.161338220,00612,605
2024-02-07$131.84$125.0033.3%9.5%29.1%16.1%33.6%2.6%-1.7%4.9M-78.8M-591.9K0.6470.6817111019,98612,622
2024-02-08$135.66$125.0034.2%9.8%30.4%17.3%34.3%1.7%-1.9%5.6M-118.3M-582.5K0.3068.2497929520,07212,689
2024-02-09$139.64$130.0034.6%9.9%31.8%17.9%35.1%1.7%-1.5%5.4M-149.3M-565.6K0.5065.6598049120,10012,794
2024-02-12$141.20$130.0038.3%11.0%31.6%23.1%38.9%1.8%-3.7%5.0M-161.2M-549.2K4.9265.921,0024,92520,14612,895
2024-02-13$138.55$135.0038.8%11.1%30.7%23.7%39.8%3.1%-3.8%3.9M-116.6M-702.4K0.2865.1175221020,57817,589
2024-02-14$141.30$135.0039.4%11.3%28.1%24.6%39.8%1.9%-5.2%3.3M-137.7M-684.3K0.1763.711,81530220,26517,610
2024-02-15$140.50$135.0039.9%11.4%28.3%25.1%39.0%1.6%-3.6%2.7M-139.9M-713.8K0.2265.2455012321,76217,730
2024-02-16$138.16$135.0039.7%11.4%29.4%24.9%39.9%1.8%-4.9%638.4K-118.6M-712.1K0.0944.481,83717121,63317,788
2024-02-20$137.56$135.0042.4%12.1%29.6%28.6%42.6%1.6%-7.4%803.2K-56.9M-708.7K6.4240.273682,36316,13815,394
2024-02-21$136.91$135.0042.4%12.1%28.7%28.6%42.8%1.6%-6.8%573.3K-48.6M-792.5K0.3629.8044215716,21317,665
2024-02-22$140.50$135.0041.9%12.0%29.7%28.0%42.3%0.5%-7.2%1.2M-72.9M-778.9K0.3943.8437014316,44217,750
2024-02-23$139.51$135.0040.3%11.6%29.9%25.8%40.5%0.6%-6.4%1.2M-68.3M-771.2K0.6328.4521413516,64217,752
2024-02-26$140.26$135.0042.4%12.2%29.5%28.6%42.9%0.4%-7.5%1.3M-73.9M-761.4K1.0729.0314715716,75717,795
2024-02-27$143.28$135.0043.5%12.5%29.9%30.1%44.1%0.2%-8.7%1.8M-93.4M-749.7K0.6627.8446130216,81617,893
2024-02-28$142.19$135.0046.9%13.4%29.2%34.8%47.1%0.3%-10.7%1.6M-87.4M-755.6K50.2249.081045,22316,98117,930
2024-02-29$144.16$135.0048.3%13.8%27.7%36.7%48.9%-0.3%-11.7%502.5K-85.2M-813.6K1.0864.8019220716,99723,007