JBL Options History — November 2024

In November 2024, JBL traded between $127.33 and $138.23. ATM implied volatility averaged 36.3%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 4.1% (HV 20d: 32.1%). Max pain ranged from $110.00 to $120.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.38.

Notable Days

  • 2024-11-06: Highest Volume — 3,994 contracts
  • 2024-11-11: Largest IV spike — 23.8% change
  • 2024-11-29: Highest IV Rank — 25.6%
  • 2024-11-29: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$131.70$127.33$138.23$128.02$135.72
Max Pain$110.50$110.00$120.00$120.00$110.00
ATM IV36.3%23.4%45.0%32.1%45.0%
Expected Move10.9%9.2%12.9%9.2%12.9%
HV 20d32.1%20.2%36.0%20.3%36.0%
HV 60d35.8%33.5%36.9%33.5%35.2%
IV Rank15.3%0.0%25.6%10.6%25.6%
IV Percentile61.6%0.0%84.5%58.7%84.5%
Term Structure-4.5%-9.6%4.5%4.5%-9.6%
VWIV38.1%32.9%45.4%32.9%45.4%
Skew 25d2.1%-0.7%15.8%3.3%1.6%
Skew 10d4.1%1.6%13.4%6.4%3.3%
Call IV 25d36.9%18.6%44.5%31.3%44.0%
Put IV 25d39.0%34.2%45.6%34.6%45.6%
Bid-Ask Spread %65.3657.2773.9773.9764.37
Gamma HHI0.130.100.190.120.15
Net GEX3.0M1.4M5.5M1.6M2.5M
Net DEX-113.8M-196.8M-68.4M-91.4M-127.6M
Net VEX-772.7K-844.7K-727.1K-844.7K-727.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.380.069.394.160.82
Total Volume1,077.051603,9941,285160
Total OI47,017.7543,19550,85246,50744,899

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$128.02$120.0032.1%9.2%20.3%10.6%32.9%3.3%4.5%1.6M-91.4M-844.7K4.1673.972491,03625,13921,368
2024-11-04$127.56$110.0035.9%10.7%20.4%15.1%36.8%2.6%-3.1%1.4M-82.5M-838.7K0.0658.481,6169825,16222,258
2024-11-05$128.16$110.0038.3%10.5%20.2%17.9%37.4%2.7%-3.3%2.5M-94.5M-827.2K1.5457.2743466926,60522,289
2024-11-06$138.23$110.0030.1%9.8%33.1%7.8%34.6%0.7%-2.9%5.0M-196.8M-771.8K0.1063.703,64734726,96122,580
2024-11-07$137.55$110.0025.6%9.6%32.5%2.4%34.1%15.8%-3.2%5.3M-179.8M-803.3K0.3872.381,44055326,79322,730
2024-11-08$135.87$110.0023.4%9.6%32.9%0.0%33.2%1.0%-2.5%5.5M-165.3M-797.0K0.2761.021,44639627,55022,990
2024-11-11$135.06$110.0029.0%9.9%33.0%6.6%34.8%1.4%-3.0%5.0M-156.4M-794.9K1.0858.6824226227,32923,087
2024-11-12$133.24$110.0029.1%10.2%33.2%6.7%35.8%1.0%-4.0%4.8M-139.5M-787.3K0.8464.5646739427,36923,170
2024-11-13$132.40$110.0035.9%10.3%33.3%14.7%35.8%0.9%-3.8%4.5M-132.2M-777.1K0.5664.5523913427,34023,448
2024-11-14$129.16$110.0036.6%10.5%34.6%15.6%36.5%1.2%-4.1%4.0M-99.7M-770.6K0.3065.4680824427,34823,504
2024-11-15$128.04$110.0037.4%10.7%34.7%16.6%37.6%1.2%-4.3%1.7M-71.8M-771.1K0.7366.3719013826,22623,640
2024-11-18$127.82$110.0038.6%11.1%34.3%18.0%38.8%1.3%-5.1%1.6M-73.8M-747.1K0.3765.8729310924,11519,080
2024-11-19$127.33$110.0039.6%11.3%34.3%19.2%39.6%2.3%-5.4%1.6M-68.4M-750.5K1.2164.1013616424,25419,105
2024-11-20$128.20$110.0039.7%11.4%34.0%19.3%40.0%1.8%-5.8%1.7M-73.2M-753.2K0.6666.2222114624,31419,185
2024-11-21$130.86$110.0039.7%11.4%34.3%19.3%40.0%1.7%-5.9%2.1M-96.2M-739.2K1.7068.9235059624,31219,213
2024-11-22$130.62$110.0040.1%11.5%34.3%19.8%40.4%1.1%-5.8%2.0M-89.1M-746.8K0.7869.0321817124,45619,359
2024-11-25$134.41$110.0043.8%12.6%35.6%24.2%43.2%0.7%-7.5%2.5M-122.3M-736.3K2.2464.496631,48724,54219,466
2024-11-26$132.76$110.0042.7%12.2%36.0%22.8%41.1%-0.7%-8.1%2.3M-105.5M-742.6K0.3073.312086324,77719,743
2024-11-27$132.94$110.0042.7%12.2%35.8%22.8%43.8%0.3%-7.7%2.3M-109.4M-728.3K9.3964.361451,36224,92319,726
2024-11-29$135.72$110.0045.0%12.9%36.0%25.6%45.4%1.6%-9.6%2.5M-127.6M-727.1K0.8264.37887224,85820,041