JBL Options History — December 2024

In December 2024, JBL traded between $132.37 and $148.12. ATM implied volatility averaged 39.1%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 14.5% (HV 20d: 24.6%). Max pain ranged from $110.00 to $135.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.97.

Notable Days

  • 2024-12-17: Highest Volume — 17,063 contracts
  • 2024-12-11: Largest IV drop — 39.8% change
  • 2024-12-10: Highest IV Rank — 51.4%
  • 2024-12-03: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$138.98$132.37$148.12$135.55$143.81
Max Pain$131.43$110.00$135.00$110.00$135.00
ATM IV39.1%20.3%66.7%47.0%22.4%
Expected Move10.0%5.8%15.7%13.5%6.4%
HV 20d24.6%18.0%33.8%33.8%26.7%
HV 60d32.5%26.8%35.9%35.0%27.0%
IV Rank19.4%0.0%51.4%27.9%2.5%
IV Percentile52.5%0.0%96.4%88.5%1.2%
Term Structure-3.4%-15.7%5.1%-11.3%-0.3%
VWIV35.2%20.6%53.9%46.9%22.3%
Skew 25d1.2%-0.4%3.1%0.7%2.2%
Skew 10d3.4%1.0%6.4%1.6%6.4%
Call IV 25d35.0%20.3%54.1%46.7%22.1%
Put IV 25d36.2%22.2%55.0%47.4%24.3%
Bid-Ask Spread %61.1053.2674.1861.0958.18
Gamma HHI0.170.110.600.150.16
Net GEX4.1M1.7M19.5M2.5M4.2M
Net DEX-130.7M-222.9M-93.9M-124.7M-108.8M
Net VEX-656.0K-722.4K-584.0K-721.3K-606.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.285.290.990.28
Total Volume3,107.14328117,063289968
Total OI48,596.61941,92163,44944,96345,065

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$135.55$110.0047.0%13.5%33.8%27.9%46.9%0.7%-11.3%2.5M-124.7M-721.3K0.9961.0914514424,88420,079
2024-12-03$135.38$110.0054.6%15.7%33.7%37.0%53.9%-0.4%-15.5%2.4M-126.5M-701.0K0.8664.8898784524,94520,100
2024-12-04$135.88$110.0053.2%15.3%33.7%35.3%53.5%1.2%-15.7%2.5M-130.2M-721.0K0.4356.0183336225,53920,730
2024-12-05$136.37$135.0056.4%11.1%20.1%39.1%38.7%1.2%-3.4%2.5M-132.2M-722.4K1.6560.4410617525,94220,911
2024-12-06$135.13$135.0056.8%11.1%20.2%39.6%40.0%1.0%-2.7%2.2M-119.1M-713.6K1.2759.7823029325,96721,227
2024-12-09$134.71$135.0063.6%11.3%19.8%47.7%40.0%0.7%-3.6%2.1M-116.3M-696.1K0.4561.7329613325,93421,383
2024-12-10$132.37$135.0066.7%11.5%20.6%51.4%40.1%0.6%-3.3%1.7M-93.9M-688.4K5.2963.6010153425,91121,455
2024-12-11$133.74$135.0040.2%11.5%20.5%19.9%40.2%1.2%-3.6%1.9M-104.5M-680.7K1.2359.9724330025,92521,555
2024-12-12$133.72$135.0040.6%11.6%20.3%20.4%40.6%0.7%-3.9%1.8M-103.7M-682.0K0.3160.912879026,07821,619
2024-12-13$135.16$135.0040.1%11.5%18.3%19.8%40.3%0.9%-3.2%2.1M-115.0M-669.6K1.3056.818211,06526,22921,648
2024-12-16$134.46$135.0044.4%12.7%18.0%24.9%44.8%0.8%-5.7%1.8M-108.5M-667.3K0.6360.223,6842,30926,64922,581
2024-12-17$133.97$135.0044.9%12.9%18.1%25.4%45.9%0.5%-6.3%1.9M-107.6M-673.1K1.1160.878,0818,98228,86824,139
2024-12-18$141.51$135.0028.4%8.1%25.8%5.9%28.9%-0.1%5.1%8.0M-204.2M-633.8K0.6670.889,1646,07733,08330,366
2024-12-19$140.31$135.0027.4%7.8%26.2%4.7%28.1%2.4%0.1%5.6M-174.4M-615.7K0.4274.185,6062,37532,67029,924
2024-12-20$145.15$135.0024.8%7.1%27.7%1.6%25.3%2.0%0.5%19.5M-222.9M-617.6K0.2971.142,76781331,47331,086
2024-12-23$145.51$135.0023.4%6.7%27.6%0.0%23.7%1.5%0.4%4.3M-123.4M-598.2K0.4356.531,06246220,40021,521
2024-12-24$147.80$135.0020.8%6.0%26.5%0.0%20.8%1.6%0.8%5.5M-146.7M-584.0K0.6159.0025115321,02621,847
2024-12-26$148.12$135.0020.3%5.8%25.7%0.0%20.6%1.8%1.1%5.8M-146.1M-595.8K0.4453.2692540721,15521,937
2024-12-27$145.71$135.0021.6%6.2%26.9%1.5%21.9%1.6%0.5%4.9M-126.2M-587.4K1.3454.4146762821,84322,274
2024-12-30$144.30$135.0023.4%6.7%26.6%3.5%23.6%3.1%-0.8%3.9M-110.2M-601.2K0.4059.251,48359621,98422,577
2024-12-31$143.81$135.0022.4%6.4%26.7%2.5%22.3%2.2%-0.3%4.2M-108.8M-606.5K0.2858.1875521322,32922,736