JBL Options History — April 2007

Name: JBL Options Analytics - April 2007
Creator: Options Analysis Suite

In April 2007, JBL traded between $21.25 and $23.92. ATM implied volatility averaged 27.3%. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 9.4% (HV 20d: 36.8%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.73.

Notable Days

2007-04-25: Highest Volume — 3,250 contracts
2007-04-09: Largest IV spike — 27.2% change
2007-04-09: Largest Expected Move — 8.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.27	$21.25	$23.92	$21.35	$23.30
Max Pain	$23.00	$22.50	$25.00	$25.00	$22.50
ATM IV	27.3%	23.5%	34.0%	25.9%	25.8%
Expected Move	7.8%	6.8%	8.9%	7.4%	7.4%
HV 20d	36.8%	15.6%	46.2%	46.0%	16.7%
HV 60d	32.1%	31.6%	32.4%	32.0%	32.4%
Term Structure	0.9%	-0.5%	3.1%	1.9%	2.2%
VWIV	27.7%	24.4%	30.2%	29.1%	24.4%
Skew 25d	2.8%	-2.2%	9.3%	5.0%	0.7%
Skew 10d	3.3%	-4.3%	11.8%	7.0%	-1.2%
Call IV 25d	26.1%	22.4%	29.9%	26.4%	24.9%
Put IV 25d	28.9%	23.3%	32.5%	31.4%	25.7%
Bid-Ask Spread %	12.86	5.84	21.56	14.29	5.84
Gamma HHI	0.24	0.18	0.27	0.27	0.20
Net GEX	-391.2K	-472.7K	-183.5K	-469.9K	-316.8K
Net DEX	22.7M	-4.3M	39.0M	39.0M	4.6M
Net VEX	-336.6K	-377.7K	-309.5K	-327.8K	-360.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.73	0.18	2.64	0.30	0.18
Total Volume	1,154.25	264	3,250	401	905
Total OI	84,045.6	73,026	89,055	88,261	77,268

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2007-04-02	$21.35	$25.00	25.9%	7.4%	46.0%	0.0%	29.1%	5.0%	1.9%	-469.9K	39.0M	-327.8K	0.30	14.29	308	93	46,589	41,672
2007-04-03	$21.48	$25.00	26.7%	7.6%	46.2%	0.0%	28.4%	2.8%	0.6%	-472.7K	36.1M	-326.6K	0.33	14.61	279	91	46,702	40,609
2007-04-04	$21.39	$25.00	23.5%	6.8%	46.0%	0.0%	28.2%	4.2%	3.1%	-464.4K	36.7M	-324.7K	0.86	19.91	243	209	46,865	40,626
2007-04-05	$21.33	$25.00	26.7%	7.7%	44.3%	0.0%	26.5%	2.7%	0.7%	-471.5K	36.6M	-318.0K	0.63	14.90	162	102	46,839	40,632
2007-04-09	$21.25	$22.50	34.0%	8.9%	44.4%	0.0%	28.9%	5.2%	-0.3%	-471.5K	37.3M	-309.5K	2.48	7.38	382	947	46,922	40,644
2007-04-10	$21.35	$22.50	27.2%	8.3%	44.7%	0.0%	29.0%	6.5%	0.0%	-468.0K	37.4M	-311.3K	0.38	9.06	429	161	47,036	40,661
2007-04-11	$21.46	$22.50	28.3%	8.1%	44.9%	0.0%	28.1%	6.9%	1.2%	-449.0K	32.5M	-322.2K	0.35	8.79	573	201	47,335	39,322
2007-04-12	$21.53	$22.50	27.1%	7.8%	43.2%	0.0%	28.2%	7.6%	2.1%	-432.8K	32.4M	-317.2K	0.39	7.82	492	193	47,712	39,263
2007-04-13	$21.85	$22.50	27.2%	7.8%	43.9%	0.0%	30.2%	9.3%	0.7%	-397.1K	29.5M	-325.6K	0.59	7.76	628	371	48,031	39,326
2007-04-16	$22.37	$22.50	29.1%	8.4%	45.4%	0.0%	29.2%	0.8%	0.0%	-364.1K	23.1M	-341.1K	0.20	21.26	2,045	417	48,269	39,500
2007-04-17	$22.12	$22.50	28.7%	8.2%	45.4%	0.0%	29.4%	0.2%	0.0%	-380.2K	26.2M	-333.9K	2.64	16.12	174	459	48,490	39,623
2007-04-18	$22.31	$22.50	29.5%	8.5%	45.8%	0.0%	28.8%	0.5%	-0.5%	-426.2K	24.5M	-336.7K	0.63	21.56	428	269	48,568	39,959
2007-04-19	$22.50	$22.50	28.0%	8.0%	45.8%	0.0%	28.4%	2.5%	0.5%	-452.2K	22.2M	-339.8K	0.72	21.33	756	541	48,843	40,106
2007-04-20	$22.81	$22.50	27.6%	7.9%	44.4%	0.0%	27.6%	3.2%	0.8%	-359.3K	17.1M	-347.5K	0.85	13.99	962	818	49,043	40,012
2007-04-23	$23.00	$22.50	26.2%	7.5%	18.1%	0.0%	26.1%	-1.1%	0.4%	-283.7K	9.7M	-342.8K	1.53	6.33	567	867	39,267	33,759
2007-04-24	$23.15	$22.50	26.4%	7.6%	17.8%	0.0%	24.7%	-0.9%	0.8%	-332.4K	6.7M	-345.4K	0.54	15.01	1,093	586	39,471	34,378
2007-04-25	$23.36	$22.50	26.4%	7.6%	17.9%	0.0%	27.2%	-2.2%	1.1%	-327.4K	5.4M	-352.2K	0.19	8.65	2,730	520	39,514	34,723
2007-04-26	$23.92	$22.50	25.9%	7.4%	18.9%	0.0%	25.8%	0.3%	0.4%	-183.5K	-4.3M	-377.7K	0.45	11.00	1,425	647	41,415	35,023
2007-04-27	$23.60	$22.50	26.3%	7.5%	15.6%	0.0%	25.6%	1.8%	1.2%	-302.1K	1.6M	-370.9K	0.27	11.58	797	215	41,561	35,334
2007-04-30	$23.30	$22.50	25.8%	7.4%	16.7%	0.0%	24.4%	0.7%	2.2%	-316.8K	4.6M	-360.0K	0.18	5.84	764	141	41,822	35,446