JBL Options History — September 2024

In September 2024, JBL traded between $101.12 and $127.17. ATM implied volatility averaged 41.1%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 10.2% (HV 20d: 30.9%). Max pain ranged from $100.00 to $115.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.14.

Notable Days

  • 2024-09-25: Highest Volume — 10,420 contracts
  • 2024-09-26: Largest IV drop — 46.6% change
  • 2024-09-25: Highest IV Rank — 34.5%
  • 2024-09-25: Largest Expected Move — 15.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$109.08$101.12$127.17$103.38$118.38
Max Pain$109.50$100.00$115.00$105.00$110.00
ATM IV41.1%25.9%52.2%36.9%27.3%
Expected Move12.4%7.4%15.0%10.6%7.8%
HV 20d30.9%25.0%52.0%31.7%52.0%
HV 60d38.4%33.4%42.2%42.2%41.8%
IV Rank21.5%3.5%34.5%17.6%5.1%
IV Percentile75.1%17.1%93.3%75.8%25.4%
Term Structure-4.3%-11.0%9.1%7.5%0.8%
VWIV43.2%26.9%52.3%37.2%28.1%
Skew 25d3.3%1.5%5.2%2.2%2.5%
Skew 10d7.0%3.0%10.4%4.7%3.7%
Call IV 25d41.9%25.6%51.3%36.5%26.6%
Put IV 25d45.2%27.9%53.3%38.7%29.1%
Bid-Ask Spread %62.2140.3471.7570.4453.36
Gamma HHI0.160.100.380.130.13
Net GEX939.0K-643.6K3.4M-643.6K1.5M
Net DEX-2.7M-143.1M56.7M49.5M-50.2M
Net VEX-700.6K-840.8K-618.7K-649.7K-827.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.140.095.440.261.76
Total Volume2,274.229010,4201,7102,616
Total OI48,076.141,00653,09444,74053,094

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$103.38$105.0036.9%10.6%31.7%17.6%37.2%2.2%7.5%-643.6K49.5M-649.7K0.2670.441,35935123,93620,804
2024-09-04$103.83$100.0035.9%10.3%29.3%16.4%35.4%2.7%9.1%-197.6K41.2M-667.3K0.0971.309418924,88220,912
2024-09-05$102.49$110.0036.3%13.1%28.6%15.8%45.4%4.0%-3.9%8.0K47.9M-647.8K1.6467.5511018025,71020,934
2024-09-06$101.12$110.0036.5%13.5%27.6%16.0%46.6%4.3%-3.8%-178.1K56.7M-624.9K5.4462.899451125,75920,973
2024-09-09$102.28$110.0037.1%13.7%27.8%16.7%47.1%3.9%-5.5%-77.4K50.2M-633.0K1.9567.6818536125,79521,272
2024-09-10$101.72$110.0036.9%13.7%27.8%16.5%47.1%4.8%-5.6%-189.7K55.8M-618.7K0.1162.061,30114925,88921,396
2024-09-11$103.17$110.0046.9%13.4%27.5%28.2%47.7%4.1%-5.8%250.1K41.1M-664.8K0.1668.411,68626627,12421,397
2024-09-12$103.69$110.0045.8%13.1%27.3%27.0%45.9%3.9%-5.3%541.5K31.4M-682.6K4.0566.464061,64328,50721,535
2024-09-13$106.15$110.0046.3%13.3%25.2%27.6%46.6%3.1%-5.6%1.3M10.0M-692.2K0.0971.758928428,60321,197
2024-09-16$105.88$110.0048.4%13.9%25.1%30.0%47.9%5.2%-7.3%1.1M13.9M-666.7K0.4769.3021110028,43821,211
2024-09-17$106.42$110.0048.0%13.8%25.0%29.6%47.8%3.6%-7.1%1.3M8.4M-668.2K0.3868.2449018528,49721,199
2024-09-18$108.25$110.0047.6%13.7%25.8%29.1%47.7%5.2%-7.6%2.3M-8.4M-685.5K0.5066.1358629528,68821,206
2024-09-19$110.69$110.0046.8%13.4%26.6%28.1%45.7%4.5%-7.9%3.4M-31.3M-684.8K0.1864.232,60446828,75921,152
2024-09-20$114.30$110.0046.5%13.3%28.3%27.8%46.4%2.3%-10.4%1.4M-73.2M-745.4K0.7366.2263346131,08021,256
2024-09-23$112.73$110.0045.3%13.0%28.6%26.4%45.8%2.5%-9.0%630.4K-14.5M-723.1K0.6861.211,6691,13823,32617,680
2024-09-24$112.75$110.0047.3%13.6%28.6%28.8%47.5%1.6%-9.4%890.7K-16.8M-741.9K0.3958.6099638524,47318,126
2024-09-25$114.00$110.0052.2%15.0%28.4%34.5%52.3%2.0%-11.0%1.0M-28.6M-765.9K1.1440.954,8715,54924,81318,325
2024-09-26$127.17$110.0027.9%8.0%47.2%5.8%28.1%1.5%0.3%2.6M-143.1M-781.0K1.0240.344,8724,98128,49322,072
2024-09-27$123.15$115.0025.9%7.4%49.4%3.5%26.9%2.3%1.8%1.9M-94.2M-840.8K1.8347.156251,14129,17123,838
2024-09-30$118.38$110.0027.3%7.8%52.0%5.1%28.1%2.5%0.8%1.5M-50.2M-827.7K1.7653.369471,66929,28323,811