JBL Options History — February 2009

In February 2009, JBL traded between $4.14 and $6.50. ATM implied volatility averaged 81.2%, placing in the 45.7% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded above realized volatility by 0.6% (HV 20d: 80.6%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.56.

Notable Days

2009-02-27: Highest Volume — 658 contracts
2009-02-06: Largest IV drop — 41.0% change
2009-02-05: Highest IV Rank — 59.1%
2009-02-05: Largest Expected Move — 27.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.57	$4.14	$6.50	$5.91	$4.14
Max Pain	$10.00	$7.50	$12.50	$7.50	$7.50
ATM IV	81.2%	56.6%	95.9%	87.2%	75.0%
Expected Move	23.2%	19.3%	27.5%	25.0%	21.5%
HV 20d	80.6%	64.1%	91.7%	88.2%	73.2%
HV 60d	87.0%	76.9%	100.9%	100.9%	78.4%
IV Rank	45.7%	23.4%	59.1%	51.2%	40.1%
IV Percentile	67.6%	53.6%	81.3%	74.6%	59.5%
Term Structure	-3.5%	-26.2%	8.5%	-4.6%	8.5%
VWIV	74.4%	31.5%	88.6%	88.6%	75.0%
Skew 25d	12.8%	1.4%	33.0%	33.0%	10.7%
Skew 10d	23.4%	1.8%	45.9%	45.9%	27.3%
Call IV 25d	66.4%	49.4%	81.7%	49.4%	72.8%
Put IV 25d	79.2%	71.0%	83.7%	82.4%	83.5%
Bid-Ask Spread %	10.04	3.70	19.39	11.62	3.70
Gamma HHI	0.47	0.39	0.64	0.52	0.41
Net GEX	15.2K	-2.0K	49.0K	26.1K	-666
Net DEX	3.8M	2.7M	5.0M	4.5M	2.7M
Net VEX	-19.6K	-25.5K	-11.8K	-23.3K	-11.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.56	0.00	2.75	0.11	0.02
Total Volume	247.211	20	658	39	658
Total OI	33,580.263	28,071	36,426	36,325	28,161

Daily Data (19 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
2009-02-02	$5.91	$7.50	87.2%	25.0%	88.2%	51.2%	88.6%	33.0%	-4.6%	26.1K	4.5M	-23.3K	0.11	11.62	35	4	21,366	14,959
2009-02-03	$5.95	$7.50	91.6%	26.3%	87.5%	55.2%	31.5%	16.6%	-21.3%	25.7K	4.5M	-23.6K	2.56	19.39	39	100	21,389	14,963
2009-02-04	$6.06	$7.50	92.2%	26.4%	85.9%	55.7%	0.0%	16.7%	-26.2%	28.9K	4.5M	-24.0K	0.07	8.22	75	5	21,411	14,963
2009-02-05	$6.13	$7.50	95.9%	27.5%	85.7%	59.1%	0.0%	28.2%	-26.1%	31.6K	4.4M	-25.1K	0.30	6.79	101	30	21,444	14,963
2009-02-06	$6.50	$12.50	56.6%	19.3%	87.8%	23.4%	67.4%	15.8%	-0.1%	48.9K	4.3M	-24.6K	0.08	13.36	586	48	21,407	14,993
2009-02-09	$6.45	$12.50	76.6%	19.5%	87.8%	41.6%	68.3%	19.9%	-2.1%	49.0K	4.2M	-25.5K	0.02	8.04	177	4	21,221	14,965
2009-02-10	$5.91	$12.50	86.5%	23.7%	91.3%	50.5%	73.6%	11.7%	-0.8%	22.9K	4.7M	-22.1K	0.04	15.96	276	10	21,373	14,969
2009-02-11	$6.03	$12.50	82.5%	23.0%	91.7%	46.9%	81.7%	8.6%	-3.3%	25.2K	4.8M	-22.1K	0.00	17.26	20	0	21,454	14,972
2009-02-12	$5.96	$12.50	79.0%	22.7%	87.6%	43.7%	0.0%	9.8%	0.1%	8.1K	5.0M	-20.8K	0.11	17.13	18	2	21,332	14,972
2009-02-13	$6.10	$12.50	76.7%	22.0%	88.0%	41.6%	67.0%	4.4%	1.6%	12.5K	3.8M	-22.1K	2.75	16.04	28	77	21,333	13,239
2009-02-17	$5.71	$10.00	83.7%	24.0%	90.5%	47.9%	83.6%	6.9%	-3.5%	4.7K	3.5M	-19.1K	0.95	7.63	180	171	21,343	12,339
2009-02-18	$5.63	$10.00	82.8%	23.7%	85.7%	47.2%	77.4%	4.0%	-2.1%	4.5K	3.5M	-19.4K	0.12	7.65	42	5	21,469	12,222
2009-02-19	$5.35	$12.50	83.0%	23.8%	65.9%	47.3%	82.9%	1.4%	-5.4%	-1.2K	3.5M	-17.4K	0.00	4.66	447	0	21,450	12,217
2009-02-20	$5.19	$10.00	79.9%	22.9%	64.6%	44.5%	80.0%	22.4%	-2.3%	-2.0K	3.1M	-16.6K	0.51	6.18	232	118	21,779	11,377
2009-02-23	$4.94	$10.00	80.3%	23.0%	66.0%	44.9%	80.3%	15.5%	5.2%	2.9K	3.0M	-15.9K	0.06	7.26	435	25	18,056	10,849
2009-02-24	$4.96	$10.00	74.5%	21.4%	64.1%	39.7%	74.5%	12.0%	8.3%	2.0K	3.1M	-15.2K	2.12	5.80	25	53	18,055	10,848
2009-02-25	$4.40	$7.50	82.7%	23.7%	70.8%	47.1%	82.7%	3.5%	1.5%	-523	2.8M	-11.9K	0.88	6.77	215	189	18,048	10,023
2009-02-26	$4.51	$7.50	76.4%	21.9%	69.6%	41.4%	76.6%	2.7%	5.9%	-559	2.8M	-12.7K	0.00	7.29	266	1	18,123	9,978
2009-02-27	$4.14	$7.50	75.0%	21.5%	73.2%	40.1%	75.0%	10.7%	8.5%	-666	2.7M	-11.8K	0.02	3.70	642	16	18,182	9,979