JBL Options History — October 2024

In October 2024, JBL traded between $118.78 and $126.07. ATM implied volatility averaged 28.9%, placing in the 6.9% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded below realized volatility by 10.6% (HV 20d: 39.5%). Max pain ranged from $110.00 to $120.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 1.00.

Notable Days

  • 2024-10-09: Highest Volume — 4,174 contracts
  • 2024-10-04: Largest IV drop — 9.3% change
  • 2024-10-31: Highest IV Rank — 11.1%
  • 2024-10-31: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$123.47$118.78$126.07$118.78$123.22
Max Pain$119.35$110.00$120.00$110.00$120.00
ATM IV28.9%26.6%32.5%28.7%32.5%
Expected Move8.3%7.8%9.3%8.2%9.3%
HV 20d39.5%16.3%47.6%47.6%17.1%
HV 60d39.7%33.0%41.7%41.7%33.0%
IV Rank6.9%4.4%11.1%6.8%11.1%
IV Percentile35.9%20.2%59.5%34.9%59.5%
Term Structure4.6%0.2%5.8%0.3%4.0%
VWIV29.2%26.9%33.7%30.1%33.7%
Skew 25d2.6%1.8%3.6%2.9%3.3%
Skew 10d5.7%0.5%7.6%6.4%6.8%
Call IV 25d28.1%26.1%31.9%28.2%31.9%
Put IV 25d30.7%28.3%35.2%31.2%35.2%
Bid-Ask Spread %74.8153.9780.7355.2975.68
Gamma HHI0.130.120.150.120.14
Net GEX1.1M594.8K1.8M1.4M594.8K
Net DEX-80.1M-132.1M-44.9M-52.7M-44.9M
Net VEX-858.6K-893.9K-819.8K-854.6K-823.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.027.840.531.92
Total Volume995.304874,1742,0051,137
Total OI53,946.52245,50261,62753,95146,139

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$118.78$110.0028.7%8.2%47.6%6.8%30.1%2.9%0.3%1.4M-52.7M-854.6K0.5355.291,31269329,60024,351
2024-10-02$119.46$115.0028.9%8.3%47.6%7.0%29.5%2.3%0.2%1.8M-64.9M-864.7K7.8453.972441,91430,57224,736
2024-10-03$119.07$120.0029.4%8.5%47.1%7.6%29.8%3.0%3.9%1.0M-51.7M-893.9K0.6669.8125316830,63026,269
2024-10-04$121.66$120.0026.6%8.1%46.7%4.4%27.9%3.1%5.2%1.2M-81.2M-887.3K1.2573.2824630730,78826,337
2024-10-07$122.09$120.0029.1%8.6%46.7%7.3%31.4%3.5%4.9%1.3M-85.5M-867.8K1.3076.248041,04930,87126,447
2024-10-08$123.50$120.0027.5%8.1%46.4%5.3%27.8%3.6%5.3%1.3M-98.5M-879.9K0.9673.0431129831,24627,468
2024-10-09$124.21$120.0028.3%8.1%46.4%6.1%28.0%2.2%5.0%1.1M-110.3M-865.2K0.0874.573,87030431,33827,561
2024-10-10$122.47$120.0028.6%8.2%47.2%6.5%27.7%2.5%5.0%1.1M-88.5M-893.0K0.7375.1229721633,37227,791
2024-10-11$124.38$120.0027.2%7.8%46.9%4.8%27.5%2.8%5.6%1.3M-112.3M-881.4K0.8875.9138733933,44327,860
2024-10-14$125.68$120.0027.4%7.9%46.7%5.1%27.9%2.0%5.8%1.7M-127.0M-861.9K1.2274.4722627533,39527,875
2024-10-15$124.21$120.0027.5%7.9%47.3%5.2%27.2%2.4%5.8%954.9K-109.4M-847.9K0.7978.2824919633,38927,959
2024-10-16$123.98$120.0027.6%7.9%47.3%5.3%28.0%2.4%5.6%827.9K-108.3M-843.1K0.5778.3118810833,48827,969
2024-10-17$125.44$120.0027.7%7.9%47.0%5.4%27.7%2.5%5.5%1.5M-124.7M-840.6K0.1776.814978533,44727,984
2024-10-18$126.07$120.0027.5%7.9%46.0%5.2%26.9%1.8%5.8%1.7M-132.1M-845.7K0.0577.762,64213033,66127,966
2024-10-21$124.28$120.0028.3%8.1%46.0%6.1%28.6%2.0%5.3%707.1K-54.4M-861.8K0.6479.451489524,70920,793
2024-10-22$124.52$120.0029.3%8.4%46.0%7.3%29.1%2.9%4.9%776.0K-54.7M-861.5K0.2480.7372317724,75820,857
2024-10-23$122.99$120.0030.3%8.7%46.3%8.5%30.0%3.4%4.1%639.1K-45.0M-860.4K0.0279.542,1724925,32820,896
2024-10-24$124.85$120.0030.4%8.7%25.0%8.6%30.9%2.7%4.7%975.2K-59.6M-863.8K0.7178.141097724,75220,913
2024-10-25$124.56$120.0029.6%8.5%22.1%7.7%29.6%1.9%5.0%866.0K-58.5M-851.9K0.3980.151475824,80120,971
2024-10-28$124.75$120.0030.6%8.8%16.3%8.9%30.4%2.1%4.7%906.0K-59.9M-846.8K0.2277.331413124,89320,991
2024-10-29$125.32$120.0030.7%8.8%16.3%8.9%30.9%2.3%4.2%1.2M-60.7M-831.5K0.3479.13993425,03021,008
2024-10-30$124.41$120.0030.7%8.8%16.6%9.0%30.6%2.6%4.6%879.1K-58.2M-819.8K1.4977.72355225,09721,021
2024-10-31$123.22$120.0032.5%9.3%17.1%11.1%33.7%3.3%4.0%594.8K-44.9M-823.5K1.9275.6838974825,11621,023