JBL Options History — February 2013

In February 2013, JBL traded between $18.49 and $19.77. ATM implied volatility averaged 26.9%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 5.1% (HV 20d: 21.8%). Max pain ranged from $19.00 to $19.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.53.

Notable Days

2013-02-04: Highest Volume — 10,030 contracts
2013-02-07: Largest IV spike — 16.7% change
2013-02-04: Highest IV Rank — 23.4%
2013-02-04: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.29	$18.49	$19.77	$19.36	$18.73
Max Pain	$19.00	$19.00	$19.00	$19.00	$19.00
ATM IV	26.9%	24.4%	30.1%	27.8%	25.2%
Expected Move	7.8%	7.0%	8.6%	8.4%	7.2%
HV 20d	21.8%	18.9%	24.6%	23.0%	22.9%
HV 60d	31.3%	30.3%	32.7%	32.7%	31.3%
IV Rank	11.3%	1.5%	23.4%	14.5%	4.6%
IV Percentile	8.0%	0.4%	22.6%	8.7%	2.8%
Term Structure	4.9%	2.7%	7.4%	3.3%	6.6%
VWIV	27.3%	25.2%	30.2%	28.8%	25.2%
Skew 25d	3.2%	-0.1%	9.0%	2.5%	9.0%
Skew 10d	7.5%	-6.1%	14.6%	6.6%	2.5%
Call IV 25d	26.0%	20.0%	29.2%	27.1%	20.0%
Put IV 25d	29.1%	27.3%	31.7%	29.6%	29.1%
Bid-Ask Spread %	19.86	9.46	27.13	10.67	26.88
Gamma HHI	0.36	0.23	0.51	0.38	0.30
Net GEX	1.0M	537.2K	2.4M	1.4M	629.5K
Net DEX	-10.9M	-35.3M	-1.7M	-19.9M	-2.7M
Net VEX	-101.3K	-146.2K	-84.0K	-131.3K	-85.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.04	1.68	0.06	0.74
Total Volume	1,852	216	10,030	689	518
Total OI	35,931.947	29,238	53,268	44,689	31,416

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
2013-02-01	$19.36	$19.00	27.8%	8.4%	23.0%	14.5%	28.8%	2.5%	3.3%	1.4M	-19.9M	-131.3K	0.06	10.67	647	42	32,632	12,057
2013-02-04	$19.24	$19.00	30.1%	8.6%	23.0%	23.4%	30.2%	2.7%	2.7%	1.4M	-18.1M	-127.2K	0.04	14.24	9,620	410	32,669	12,067
2013-02-05	$19.71	$19.00	27.2%	8.2%	24.6%	12.4%	30.0%	4.5%	3.3%	2.4M	-35.3M	-146.2K	0.13	9.46	2,323	291	41,106	12,162
2013-02-06	$19.61	$19.00	24.8%	7.4%	22.7%	2.9%	27.0%	3.1%	5.7%	1.4M	-16.9M	-114.7K	0.17	17.62	8,366	1,407	28,414	12,230
2013-02-07	$19.37	$19.00	28.9%	8.3%	23.2%	18.8%	28.9%	3.7%	4.2%	812.6K	-9.0M	-103.1K	0.94	15.84	263	247	24,252	12,515
2013-02-08	$19.36	$19.00	28.2%	8.1%	20.7%	16.3%	27.9%	3.0%	4.5%	830.5K	-9.0M	-102.2K	0.55	17.85	283	156	24,309	12,389
2013-02-11	$19.64	$19.00	26.9%	7.7%	20.6%	11.3%	27.1%	3.9%	4.4%	1.1M	-12.0M	-102.2K	0.55	15.51	415	228	24,352	12,512
2013-02-12	$19.72	$19.00	25.9%	7.4%	19.5%	7.5%	26.0%	4.0%	5.1%	1.3M	-13.1M	-101.0K	0.28	13.26	1,373	391	24,415	12,514
2013-02-13	$19.72	$19.00	24.4%	7.0%	19.1%	1.5%	27.2%	2.5%	7.4%	1.3M	-12.0M	-100.4K	0.27	17.18	381	102	23,472	12,845
2013-02-14	$19.75	$19.00	24.9%	7.1%	19.1%	3.5%	25.3%	2.9%	6.5%	1.3M	-12.2M	-97.3K	1.68	24.14	159	267	22,862	12,695
2013-02-15	$19.77	$19.00	25.4%	7.3%	19.1%	5.4%	25.8%	1.7%	5.8%	1.7M	-11.6M	-96.2K	0.19	24.46	795	151	22,946	12,761
2013-02-19	$19.77	$19.00	25.4%	7.3%	18.9%	5.6%	25.3%	2.3%	5.0%	661.3K	-11.7M	-93.0K	0.09	20.20	979	85	19,438	9,800
2013-02-20	$19.16	$19.00	26.7%	7.7%	22.0%	10.4%	25.7%	3.0%	4.8%	675.4K	-7.2M	-90.1K	0.35	27.13	1,012	350	20,133	9,803
2013-02-21	$18.80	$19.00	27.4%	7.9%	22.7%	13.0%	27.4%	2.5%	4.9%	603.1K	-4.4M	-88.6K	0.99	23.33	474	470	20,415	9,914
2013-02-22	$19.07	$19.00	26.8%	7.7%	22.9%	10.6%	25.5%	4.0%	4.8%	662.5K	-6.0M	-90.1K	0.63	25.03	386	242	20,466	10,216
2013-02-25	$18.60	$19.00	29.2%	8.4%	24.3%	19.9%	29.0%	3.4%	4.7%	570.1K	-2.7M	-85.7K	1.11	24.97	560	621	20,546	10,178
2013-02-26	$18.49	$19.00	29.8%	8.6%	23.8%	22.4%	29.5%	1.7%	4.7%	537.2K	-1.7M	-84.0K	0.91	23.97	502	456	20,471	10,422
2013-02-27	$18.62	$19.00	26.8%	7.7%	22.7%	10.9%	27.3%	-0.1%	4.7%	565.4K	-2.1M	-85.2K	0.36	25.55	159	57	20,610	10,703
2013-02-28	$18.73	$19.00	25.2%	7.2%	22.9%	4.6%	25.2%	9.0%	6.6%	629.5K	-2.7M	-85.4K	0.74	26.88	297	221	20,658	10,758