JBL Options History — February 2015

In February 2015, JBL traded between $20.67 and $22.56. ATM implied volatility averaged 29.7%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 7.8% (HV 20d: 21.9%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.45.

Notable Days

2015-02-13: Highest Volume — 2,472 contracts
2015-02-11: Largest IV spike — 35.5% change
2015-02-26: Highest IV Rank — 47.3%
2015-02-26: Largest Expected Move — 10.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.80	$20.67	$22.56	$20.67	$21.99
Max Pain	$20.16	$20.00	$21.00	$21.00	$20.00
ATM IV	29.7%	23.0%	35.8%	26.5%	35.6%
Expected Move	9.0%	6.9%	10.3%	7.6%	10.2%
HV 20d	21.9%	16.5%	26.1%	25.2%	16.5%
HV 60d	24.3%	23.3%	25.4%	24.7%	23.3%
IV Rank	35.0%	21.5%	47.3%	28.4%	47.0%
IV Percentile	60.2%	30.6%	82.5%	53.6%	82.1%
Term Structure	-2.5%	-7.8%	8.1%	5.5%	-6.9%
VWIV	31.7%	24.8%	35.8%	24.8%	35.8%
Skew 25d	3.9%	0.9%	9.7%	9.7%	4.1%
Skew 10d	11.4%	2.4%	23.0%	16.6%	4.4%
Call IV 25d	29.7%	19.7%	34.6%	19.7%	34.6%
Put IV 25d	33.6%	27.5%	38.8%	29.4%	38.8%
Bid-Ask Spread %	22.81	19.30	25.97	25.25	21.64
Gamma HHI	0.23	0.21	0.34	0.22	0.21
Net GEX	522.7K	393.2K	838.4K	393.2K	469.7K
Net DEX	-13.1M	-16.2M	-7.6M	-7.6M	-13.9M
Net VEX	-83.0K	-86.1K	-78.8K	-84.8K	-79.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.45	0.29	2.14	0.29	1.98
Total Volume	1,821.737	143	2,472	215	1,975
Total OI	21,096.842	19,204	22,274	20,997	19,691

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
2015-02-02	$20.67	$21.00	26.5%	7.6%	25.2%	28.4%	0.0%	9.7%	5.5%	393.2K	-7.6M	-84.8K	0.29	25.25	167	48	15,325	5,672
2015-02-03	$21.15	$21.00	24.0%	6.9%	26.1%	23.5%	24.8%	5.3%	8.1%	449.8K	-9.4M	-85.9K	1.34	23.88	927	1,241	15,424	5,681
2015-02-04	$20.98	$21.00	26.3%	7.5%	25.9%	28.1%	25.6%	2.6%	5.6%	445.9K	-9.3M	-85.2K	1.53	22.79	806	1,235	15,449	5,696
2015-02-05	$21.25	$20.00	23.8%	8.9%	25.4%	22.9%	31.4%	4.1%	-2.4%	476.9K	-10.2M	-85.2K	1.34	23.47	1,011	1,358	15,484	5,701
2015-02-06	$21.20	$20.00	24.0%	8.9%	23.7%	23.4%	31.3%	3.6%	-2.9%	481.7K	-10.3M	-86.1K	1.27	24.49	1,050	1,337	15,667	5,842
2015-02-09	$21.27	$20.00	23.2%	9.1%	23.6%	21.8%	31.8%	3.4%	-2.6%	489.8K	-10.4M	-84.6K	1.40	23.53	915	1,281	15,644	5,862
2015-02-10	$21.54	$20.00	23.0%	8.7%	23.8%	21.5%	31.3%	4.1%	-2.3%	494.4K	-11.5M	-84.0K	1.68	22.38	791	1,327	15,713	5,956
2015-02-11	$21.67	$20.00	31.2%	8.9%	23.7%	38.1%	31.8%	3.4%	-2.7%	540.2K	-12.5M	-84.7K	1.62	23.25	837	1,355	15,677	6,012
2015-02-12	$21.99	$20.00	31.3%	9.0%	23.9%	38.2%	31.8%	2.8%	-3.3%	699.0K	-14.4M	-85.4K	1.71	24.59	769	1,312	15,797	6,114
2015-02-13	$22.27	$20.00	30.8%	8.8%	22.1%	37.3%	30.6%	3.0%	-1.9%	838.4K	-15.9M	-85.1K	1.38	22.37	1,040	1,432	15,851	6,168
2015-02-17	$22.22	$20.00	31.9%	9.1%	21.4%	39.4%	31.9%	2.9%	-3.8%	636.6K	-15.6M	-82.2K	1.68	19.30	772	1,297	15,918	6,172
2015-02-18	$22.24	$20.00	33.3%	9.5%	19.6%	42.3%	32.1%	3.1%	-5.5%	608.9K	-15.7M	-81.4K	1.75	25.97	741	1,298	15,957	6,211
2015-02-19	$22.22	$20.00	32.5%	9.3%	19.6%	40.6%	33.6%	3.6%	-4.2%	548.7K	-15.5M	-82.1K	0.57	19.43	91	52	16,022	6,215
2015-02-20	$22.39	$20.00	32.6%	9.3%	19.4%	40.8%	32.8%	5.3%	-5.3%	456.2K	-16.2M	-81.6K	1.00	21.02	112	112	16,047	6,227
2015-02-23	$22.30	$20.00	33.2%	9.5%	19.4%	42.1%	31.9%	3.1%	-5.0%	475.3K	-14.7M	-80.1K	2.14	23.58	593	1,271	13,425	5,779
2015-02-24	$22.56	$20.00	32.3%	9.3%	19.6%	40.2%	32.5%	4.4%	-4.5%	470.8K	-15.9M	-80.0K	1.30	20.32	970	1,258	13,470	5,843
2015-02-25	$22.21	$20.00	33.0%	9.5%	18.8%	41.7%	34.6%	0.9%	-4.9%	479.7K	-15.2M	-78.8K	1.75	23.37	703	1,231	13,677	5,854
2015-02-26	$22.12	$20.00	35.8%	10.3%	18.7%	47.3%	35.6%	4.6%	-7.8%	475.7K	-14.4M	-80.0K	1.89	22.71	657	1,241	13,705	5,892
2015-02-27	$21.99	$20.00	35.6%	10.2%	16.5%	47.0%	35.8%	4.1%	-6.9%	469.7K	-13.9M	-79.6K	1.98	21.64	662	1,313	13,738	5,953