JBL Options History — July 2024

In July 2024, JBL traded between $108.38 and $117.93. ATM implied volatility averaged 28.5%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 11.3% (HV 20d: 39.8%). Max pain ranged from $110.00 to $115.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.72.

Notable Days

  • 2024-07-01: Highest Volume — 2,653 contracts
  • 2024-07-08: Largest IV spike — 11.2% change
  • 2024-07-24: Highest IV Rank — 13.0%
  • 2024-07-24: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$111.98$108.38$117.93$108.38$113.02
Max Pain$111.14$110.00$115.00$115.00$110.00
ATM IV28.5%24.5%33.0%25.7%32.0%
Expected Move8.2%7.0%9.5%7.4%9.2%
HV 20d39.8%22.6%50.6%50.4%25.6%
HV 60d37.3%35.4%39.0%39.0%36.1%
IV Rank7.9%3.2%13.0%4.8%11.9%
IV Percentile43.8%11.5%69.8%25.4%65.1%
Term Structure-0.2%-1.9%2.1%0.6%-0.7%
VWIV29.1%25.6%34.0%25.8%32.3%
Skew 25d1.1%-0.0%2.1%-0.0%0.5%
Skew 10d2.4%0.4%5.8%0.4%1.8%
Call IV 25d28.5%25.3%32.5%26.2%32.4%
Put IV 25d29.7%25.3%34.0%26.1%32.8%
Bid-Ask Spread %69.8235.6480.2946.6171.90
Gamma HHI0.110.090.180.120.11
Net GEX33.1K-1.2M1.9M-873.6K312.9K
Net DEX27.4M-23.2M57.9M57.2M21.6M
Net VEX-735.9K-788.3K-695.6K-703.9K-734.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.212.290.651.88
Total Volume780.4552382,6532,653781
Total OI40,541.68233,51745,48641,48235,563

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$108.38$115.0025.7%7.4%50.4%4.8%25.8%-0.0%0.6%-873.6K57.2M-703.9K0.6546.611,6111,04223,87817,604
2024-07-02$108.64$115.0024.5%7.0%50.4%3.5%25.6%-0.0%1.7%-959.5K57.9M-723.2K0.3838.5136113824,80618,404
2024-07-03$109.76$115.0024.6%7.0%50.2%3.2%26.0%0.1%2.1%-559.9K46.4M-741.1K0.2135.642815825,03418,030
2024-07-05$108.69$115.0024.6%7.5%50.0%3.3%26.2%1.7%0.5%-914.2K56.5M-710.7K0.3674.6941215025,09518,096
2024-07-08$110.05$110.0027.4%7.8%50.1%6.5%28.1%1.1%0.2%-530.1K43.9M-736.4K0.5672.8248327225,20818,249
2024-07-09$110.23$110.0027.3%7.8%50.2%6.4%29.2%0.7%0.1%-554.0K43.6M-728.4K0.5272.6737319525,42618,334
2024-07-10$113.73$110.0027.3%7.8%50.5%6.4%27.6%1.0%0.0%389.7K14.9M-762.9K0.2876.121,12331625,50018,431
2024-07-11$114.80$115.0027.4%7.8%50.6%6.4%27.7%0.3%-0.2%832.7K6.3M-788.3K0.9173.0842738925,72218,445
2024-07-12$115.45$110.0026.3%7.5%50.2%5.2%28.8%0.9%0.0%821.3K2.2M-785.2K0.5377.1033417725,65918,675
2024-07-15$115.65$110.0027.4%7.9%50.1%6.5%27.7%0.5%-0.4%961.0K-1.6M-770.1K0.2975.2167119625,70018,589
2024-07-16$117.93$110.0027.2%7.8%50.6%6.3%27.4%1.4%-0.4%1.9M-23.2M-785.4K0.2274.261,06423925,99018,620
2024-07-17$115.38$110.0029.2%8.4%48.7%8.6%28.8%1.9%-0.7%1.1M520.3K-766.8K0.7378.5057241526,23118,599
2024-07-18$112.17$110.0029.7%8.5%49.0%9.2%29.0%2.0%-0.9%-173.0K30.8M-731.1K0.2479.8558314126,41918,774
2024-07-19$110.69$110.0029.5%8.4%25.9%8.9%29.5%1.7%-0.5%-1.2M36.4M-708.3K0.6676.4749932726,65318,833
2024-07-22$112.93$110.0029.0%8.3%26.7%8.4%29.4%1.5%-0.3%139.1K22.9M-722.8K0.6280.2935622218,11415,403
2024-07-23$112.58$110.0029.7%8.5%26.6%9.1%29.8%1.5%-0.8%138.9K23.3M-732.5K0.2678.5444911718,26015,574
2024-07-24$111.66$110.0033.0%9.5%26.7%13.0%32.4%1.6%-1.9%146.5K26.3M-722.2K1.0963.4218420018,53915,653
2024-07-25$111.69$110.0031.5%9.0%26.0%11.3%31.1%1.2%-0.7%122.0K26.2M-726.5K0.6674.7154636118,61315,789
2024-07-26$110.71$110.0030.7%8.8%22.6%10.3%30.9%1.6%0.1%-27.9K33.8M-711.4K0.2772.541875118,82816,113
2024-07-29$110.17$110.0031.3%9.0%22.7%11.0%32.8%1.2%-1.0%-61.0K36.3M-703.1K2.1571.7815232718,91116,140
2024-07-30$109.33$110.0032.6%9.3%22.8%12.5%34.0%2.1%-1.4%-255.4K39.5M-695.6K2.2971.3611827019,02216,391
2024-07-31$113.02$110.0032.0%9.2%25.6%11.9%32.3%0.5%-0.7%312.9K21.6M-734.9K1.8871.9027151019,06616,497