JBL Options History — November 2014

In November 2014, JBL traded between $20.53 and $21.38. ATM implied volatility averaged 30.0%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 2.4% (HV 20d: 27.6%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 1.09.

Notable Days

2014-11-10: Highest Volume — 6,423 contracts
2014-11-13: Largest IV spike — 42.2% change
2014-11-28: Highest IV Rank — 49.7%
2014-11-20: Largest Expected Move — 8.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.93	$20.53	$21.38	$21.29	$20.75
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	30.0%	23.4%	37.0%	25.6%	37.0%
Expected Move	8.3%	8.1%	8.5%	8.3%	8.4%
HV 20d	27.6%	22.7%	34.7%	34.7%	23.2%
HV 60d	24.3%	23.2%	25.2%	24.0%	25.2%
IV Rank	35.7%	22.2%	49.7%	26.6%	49.7%
IV Percentile	57.9%	29.0%	82.1%	39.7%	82.1%
Term Structure	-2.3%	-7.5%	8.0%	6.7%	-7.5%
VWIV	29.2%	27.6%	30.8%	29.2%	27.6%
Skew 25d	3.4%	1.5%	6.4%	4.1%	3.3%
Skew 10d	13.3%	5.3%	20.8%	20.8%	12.1%
Call IV 25d	31.6%	22.9%	36.3%	24.8%	36.3%
Put IV 25d	35.0%	26.8%	39.6%	28.9%	39.6%
Bid-Ask Spread %	31.73	27.86	36.25	31.78	29.69
Gamma HHI	0.22	0.20	0.27	0.21	0.22
Net GEX	737.9K	590.9K	1.0M	617.5K	779.4K
Net DEX	-18.2M	-22.9M	-14.2M	-21.3M	-15.7M
Net VEX	-117.1K	-124.7K	-110.7K	-123.2K	-110.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.09	0.06	2.33	0.98	0.79
Total Volume	2,791.421	177	6,423	3,519	177
Total OI	40,910.105	37,660	43,327	39,425	38,801

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
2014-11-03	$21.29	$20.00	25.6%	8.3%	34.7%	26.6%	29.2%	4.1%	6.7%	617.5K	-21.3M	-123.2K	0.98	31.78	1,781	1,738	23,623	15,802
2014-11-04	$21.05	$20.00	25.5%	8.3%	33.7%	26.4%	29.0%	2.4%	6.6%	605.6K	-19.3M	-123.8K	1.10	31.65	1,747	1,923	23,737	15,935
2014-11-05	$21.08	$20.00	24.8%	8.4%	33.3%	25.1%	29.5%	1.5%	6.9%	590.9K	-19.4M	-124.7K	1.45	30.33	1,323	1,923	23,669	16,246
2014-11-06	$21.10	$20.00	24.1%	8.5%	32.0%	23.7%	29.6%	3.9%	8.0%	622.6K	-19.9M	-123.7K	1.30	32.28	1,487	1,932	23,770	16,266
2014-11-07	$21.12	$20.00	23.4%	8.3%	26.8%	22.2%	28.9%	3.0%	-2.4%	649.1K	-20.4M	-121.1K	0.41	36.25	4,524	1,876	23,939	16,215
2014-11-10	$21.00	$20.00	23.8%	8.3%	25.7%	23.0%	29.0%	2.4%	-5.2%	870.1K	-20.5M	-122.2K	0.42	31.94	4,539	1,884	26,515	16,261
2014-11-11	$21.11	$20.00	24.0%	8.2%	24.0%	23.4%	28.7%	4.2%	-4.1%	666.2K	-20.3M	-116.5K	0.72	33.27	2,546	1,823	23,858	15,992
2014-11-12	$21.38	$20.00	23.5%	8.4%	22.7%	22.4%	29.0%	3.8%	-3.7%	1.0M	-22.9M	-120.0K	1.59	34.26	1,096	1,747	26,143	16,322
2014-11-13	$20.56	$20.00	33.4%	8.4%	27.9%	42.6%	29.5%	3.9%	-4.2%	693.0K	-15.4M	-118.6K	1.16	30.47	1,399	1,627	26,220	16,303
2014-11-14	$20.71	$20.00	32.7%	8.3%	27.8%	41.1%	27.9%	6.4%	-4.4%	730.9K	-15.2M	-117.8K	0.23	29.52	189	43	25,715	16,282
2014-11-17	$20.82	$20.00	33.8%	8.3%	27.8%	43.3%	29.3%	4.1%	-4.6%	825.4K	-18.3M	-114.0K	2.06	31.11	859	1,768	26,666	16,301
2014-11-18	$21.08	$20.00	34.1%	8.5%	27.0%	43.9%	29.8%	2.9%	-4.1%	935.6K	-20.7M	-115.9K	2.33	29.44	777	1,812	26,670	16,512
2014-11-19	$20.57	$20.00	34.0%	8.3%	28.3%	43.7%	29.8%	1.9%	-3.8%	671.5K	-14.2M	-112.8K	0.10	30.56	187	18	25,860	16,536
2014-11-20	$20.53	$20.00	33.9%	8.5%	27.5%	43.5%	29.8%	2.8%	-5.0%	677.4K	-15.2M	-112.1K	2.16	33.13	827	1,790	26,703	16,457
2014-11-21	$20.63	$20.00	33.2%	8.5%	27.5%	42.0%	29.4%	2.5%	-5.7%	706.0K	-16.3M	-111.5K	1.23	31.87	1,608	1,980	26,702	16,625
2014-11-24	$20.93	$20.00	33.5%	8.1%	27.5%	42.7%	30.8%	3.2%	-4.5%	738.1K	-16.2M	-110.9K	0.06	36.05	969	57	23,483	14,177
2014-11-25	$20.94	$20.00	34.8%	8.2%	23.4%	45.2%	28.7%	3.5%	-6.6%	813.8K	-17.1M	-112.7K	1.67	27.86	925	1,549	24,241	14,263
2014-11-26	$20.96	$20.00	35.5%	8.2%	23.4%	46.7%	29.3%	4.7%	-6.8%	812.4K	-17.4M	-112.0K	0.86	31.35	316	271	24,251	14,231
2014-11-28	$20.75	$20.00	37.0%	8.4%	23.2%	49.7%	27.6%	3.3%	-7.5%	779.4K	-15.7M	-110.7K	0.79	29.69	99	78	24,345	14,456