JBL Options History — March 2024

In March 2024, JBL traded between $123.12 and $154.22. ATM implied volatility averaged 48.5%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 2.0% (HV 20d: 46.5%). Max pain ranged from $135.00 to $150.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 1.76.

Notable Days

  • 2024-03-15: Highest Volume — 29,273 contracts
  • 2024-03-13: Largest IV drop — 62.8% change
  • 2024-03-11: Highest IV Rank — 100.0%
  • 2024-03-01: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$139.81$123.12$154.22$147.32$134.07
Max Pain$144.00$135.00$150.00$135.00$140.00
ATM IV48.5%25.0%107.7%53.4%25.3%
Expected Move10.0%7.2%15.3%15.3%7.2%
HV 20d46.5%23.3%69.3%24.7%69.1%
HV 60d39.4%25.9%45.0%36.1%45.0%
IV Rank34.8%4.0%100.0%43.7%4.3%
IV Percentile66.8%19.8%100.0%96.4%25.8%
Term Structure-1.7%-15.3%1.8%-15.3%1.8%
VWIV35.1%24.6%54.6%54.6%26.1%
Skew 25d0.5%-1.8%3.9%-1.8%0.4%
Skew 10d1.5%-3.0%9.9%-3.0%0.3%
Call IV 25d35.0%24.4%55.4%55.4%25.7%
Put IV 25d35.4%25.7%53.6%53.6%26.1%
Bid-Ask Spread %48.9733.8472.3747.9941.18
Gamma HHI0.140.100.210.140.16
Net GEX-2.0M-5.3M851.5K851.5K-683.8K
Net DEX-20.2M-126.3M262.1M-106.7M-10.7M
Net VEX-949.8K-1.1M-802.4K-802.4K-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.760.146.080.820.32
Total Volume5,924.0570729,2732,925942
Total OI51,875.840,27270,89340,27253,324

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$147.32$135.0053.4%15.3%24.7%43.7%54.6%-1.8%-15.3%851.5K-106.7M-802.4K0.8247.991,6051,32017,11523,157
2024-03-04$148.36$140.0068.1%12.1%24.7%64.0%42.8%-0.1%-3.4%736.9K-109.9M-827.2K1.5537.082,1583,33917,93424,293
2024-03-05$150.93$145.0068.6%12.0%24.0%64.6%43.0%0.1%-3.5%804.9K-123.2M-841.1K6.0740.291,1907,22818,97625,963
2024-03-06$153.78$145.0073.4%12.4%24.0%71.2%44.3%-0.9%-3.1%-400.3K-125.1M-917.9K2.3541.001,0332,42419,50532,747
2024-03-07$154.22$150.0074.8%12.2%23.8%73.1%42.6%-1.1%-3.3%-593.9K-126.3M-955.2K0.5633.841,68694820,09834,581
2024-03-08$151.57$150.0076.9%11.8%24.1%76.0%42.1%-1.1%-2.9%-914.2K-113.8M-984.0K5.1438.939865,06821,23235,410
2024-03-11$147.74$150.0098.9%12.2%24.8%100.0%42.9%-0.7%-4.0%-2.3M-67.7M-1.0M1.2438.734,1515,13821,69838,287
2024-03-12$148.88$150.00107.7%11.6%24.7%100.0%40.9%0.0%-3.6%-1.1M-93.7M-958.4K2.1146.451,8453,89924,93535,495
2024-03-13$149.21$150.0040.1%11.5%23.3%21.5%41.2%-0.0%-3.9%-938.8K-97.6M-947.3K6.0848.007664,66026,74636,384
2024-03-14$147.19$150.0041.8%12.0%23.3%23.5%42.0%0.9%-2.1%-1.9M-69.6M-960.5K1.1248.117,6148,49326,81437,037
2024-03-15$123.12$150.0030.2%8.7%68.3%10.0%29.5%3.9%0.3%-5.3M262.1M-862.4K3.9853.035,88423,38930,08840,805
2024-03-18$124.07$145.0028.2%8.1%68.4%7.8%27.1%2.1%0.7%-5.1M120.0M-922.1K1.2455.072,1472,66017,63027,213
2024-03-19$126.47$140.0026.9%7.7%68.9%6.3%26.7%2.3%0.7%-4.8M84.4M-944.8K0.5362.431,12159518,36426,179
2024-03-20$126.61$140.0025.4%7.3%68.9%4.5%24.6%1.6%1.2%-4.8M82.0M-938.4K0.6072.371,08164718,91726,251
2024-03-21$129.82$140.0025.0%7.2%68.9%4.0%25.0%1.2%1.3%-4.2M51.9M-969.5K0.2467.392,82867419,22726,415
2024-03-22$131.41$140.0025.2%7.2%69.1%4.3%24.8%1.4%1.3%-3.4M31.5M-1.0M0.3167.931,06432520,80526,556
2024-03-25$131.36$140.0025.9%7.4%69.1%5.1%26.3%1.1%1.0%-3.5M32.8M-989.5K0.5442.9445824920,97426,642
2024-03-26$134.11$140.0026.7%7.7%69.0%6.0%27.7%-0.1%1.8%-2.7M3.1M-1.0M0.2044.825,3461,07221,20726,707
2024-03-27$135.95$140.0026.9%7.7%69.3%6.2%27.3%0.1%1.6%-558.3K-27.1M-1.1M0.1451.822,14929924,78427,021
2024-03-28$134.07$140.0025.3%7.2%69.1%4.3%26.1%0.4%1.8%-683.8K-10.7M-1.1M0.3241.1871422826,25627,068