JBL Options History — February 2014

In February 2014, JBL traded between $17.37 and $19.33. ATM implied volatility averaged 36.6%, placing in the 57.2% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 6.7% (HV 20d: 29.8%). Max pain ranged from $15.00 to $18.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.47.

Notable Days

2014-02-28: Highest Volume — 4,419 contracts
2014-02-13: Largest IV spike — 54.5% change
2014-02-28: Highest IV Rank — 78.8%
2014-02-25: Largest Expected Move — 10.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.40	$17.37	$19.33	$17.50	$18.51
Max Pain	$16.11	$15.00	$18.00	$15.00	$18.00
ATM IV	36.6%	26.3%	44.9%	34.6%	44.9%
Expected Move	9.8%	9.5%	10.1%	10.0%	10.1%
HV 20d	29.8%	22.2%	39.4%	39.4%	25.0%
HV 60d	56.6%	56.3%	57.1%	56.8%	56.8%
IV Rank	57.2%	30.9%	78.8%	52.2%	78.8%
IV Percentile	81.2%	42.5%	98.0%	86.9%	98.0%
Term Structure	-2.9%	-9.1%	11.7%	7.8%	-9.1%
VWIV	34.4%	31.8%	36.5%	34.8%	35.2%
Skew 25d	4.8%	1.2%	8.0%	3.3%	4.8%
Skew 10d	14.1%	4.6%	25.9%	4.6%	7.9%
Call IV 25d	37.3%	26.4%	43.3%	31.8%	43.3%
Put IV 25d	42.1%	30.1%	48.1%	35.1%	48.1%
Bid-Ask Spread %	18.05	13.92	23.86	23.86	23.73
Gamma HHI	0.23	0.16	0.31	0.16	0.24
Net GEX	643.9K	301.6K	1.1M	301.6K	455.8K
Net DEX	-11.8M	-22.1M	-2.2M	-2.9M	-10.1M
Net VEX	-180.8K	-190.3K	-171.9K	-183.1K	-173.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.47	0.03	2.15	0.18	0.52
Total Volume	1,637.579	372	4,419	1,913	4,419
Total OI	60,170.947	53,613	66,056	60,393	55,302

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
2014-02-03	$17.50	$15.00	34.6%	10.0%	39.4%	52.2%	34.8%	3.3%	7.8%	301.6K	-2.9M	-183.1K	0.18	23.86	1,621	292	34,563	25,830
2014-02-04	$17.53	$15.00	29.3%	9.9%	39.0%	38.6%	34.2%	8.0%	10.7%	348.0K	-2.8M	-184.7K	0.03	18.23	2,871	94	35,547	25,899
2014-02-05	$17.37	$15.00	32.0%	10.0%	38.4%	45.5%	35.4%	4.2%	9.6%	474.0K	-2.2M	-183.6K	2.15	18.17	258	556	38,031	25,913
2014-02-06	$17.78	$15.00	28.0%	9.9%	38.2%	35.0%	0.0%	1.2%	11.7%	640.5K	-6.3M	-186.7K	0.60	19.34	598	358	37,965	26,154
2014-02-07	$18.01	$15.00	26.5%	9.8%	38.4%	31.3%	0.0%	6.2%	-4.6%	772.4K	-10.2M	-189.2K	0.27	19.10	900	243	37,843	26,226
2014-02-10	$18.26	$15.00	28.1%	9.9%	38.5%	35.5%	36.5%	5.9%	-5.5%	851.7K	-12.7M	-186.5K	0.04	16.77	4,162	154	37,759	26,270
2014-02-11	$18.68	$15.00	26.7%	9.9%	37.4%	31.7%	35.7%	5.1%	-4.6%	1.1M	-22.1M	-190.3K	0.15	18.26	1,094	164	39,733	26,323
2014-02-12	$18.65	$15.00	26.3%	9.6%	27.0%	30.9%	33.7%	3.1%	-4.8%	716.6K	-14.4M	-186.5K	0.09	15.41	1,177	102	34,477	26,322
2014-02-13	$18.49	$15.00	40.7%	9.8%	27.1%	68.0%	0.0%	5.3%	-5.7%	800.8K	-12.7M	-185.9K	0.54	14.45	316	171	34,860	26,288
2014-02-14	$18.49	$15.00	40.7%	9.9%	26.7%	68.0%	0.0%	4.1%	-6.2%	831.1K	-12.7M	-181.8K	0.20	18.54	368	74	34,883	26,219
2014-02-18	$18.47	$15.00	41.6%	9.8%	25.5%	70.2%	34.6%	5.7%	-7.4%	702.1K	-12.0M	-177.5K	0.81	14.91	205	167	34,946	26,187
2014-02-19	$18.59	$15.00	41.0%	9.8%	25.3%	68.8%	33.2%	3.9%	-6.3%	811.7K	-14.9M	-176.2K	0.29	18.78	574	164	34,938	26,177
2014-02-20	$18.69	$18.00	41.3%	9.8%	24.8%	69.6%	32.2%	4.0%	-6.1%	783.5K	-16.0M	-174.9K	0.61	16.50	332	204	34,778	26,046
2014-02-21	$18.48	$18.00	43.2%	9.9%	25.1%	74.4%	0.0%	6.1%	-8.1%	644.3K	-14.1M	-171.9K	0.03	22.76	2,452	80	34,976	26,148
2014-02-24	$18.69	$18.00	41.9%	9.9%	22.2%	71.1%	0.0%	5.4%	-6.9%	423.9K	-11.5M	-172.9K	0.10	13.92	882	87	31,724	21,889
2014-02-25	$18.93	$18.00	41.0%	10.1%	22.5%	68.7%	35.3%	4.4%	-5.5%	470.4K	-13.6M	-176.2K	0.33	16.90	2,330	777	32,032	21,891
2014-02-26	$19.33	$18.00	42.9%	9.5%	23.4%	73.5%	31.8%	7.2%	-6.3%	540.1K	-17.1M	-178.1K	1.76	18.67	608	1,069	32,509	21,784
2014-02-27	$19.15	$18.00	43.7%	9.6%	22.9%	75.8%	35.2%	3.6%	-7.9%	534.2K	-15.9M	-177.1K	0.23	14.64	968	223	32,783	22,033
2014-02-28	$18.51	$18.00	44.9%	10.1%	25.0%	78.8%	0.0%	4.8%	-9.1%	455.8K	-10.1M	-173.0K	0.52	23.73	2,902	1,517	33,202	22,100