JBL Options History — January 2016

In January 2016, JBL traded between $18.62 and $23.04. ATM implied volatility averaged 39.7%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 9.8% (HV 20d: 29.9%). Max pain ranged from $20.00 to $24.00. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 1.05.

Notable Days

2016-01-05: Highest Volume — 10,595 contracts
2016-01-13: Largest IV drop — 29.7% change
2016-01-11: Highest IV Rank — 66.9%
2016-01-20: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.82	$18.62	$23.04	$23.04	$19.43
Max Pain	$21.63	$20.00	$24.00	$24.00	$20.00
ATM IV	39.7%	34.1%	53.4%	34.4%	34.1%
Expected Move	10.2%	8.4%	11.3%	8.6%	9.8%
HV 20d	29.9%	23.5%	37.2%	26.9%	37.2%
HV 60d	29.8%	25.7%	32.2%	25.7%	32.2%
IV Rank	40.6%	29.9%	66.9%	30.6%	29.9%
IV Percentile	72.6%	56.0%	96.8%	63.1%	56.0%
Term Structure	3.5%	1.3%	5.6%	4.7%	5.4%
VWIV	35.3%	29.4%	38.3%	31.9%	34.5%
Skew 25d	6.0%	3.7%	11.2%	5.2%	11.2%
Skew 10d	10.4%	-2.9%	25.7%	10.6%	25.7%
Call IV 25d	33.5%	25.7%	37.8%	28.1%	25.7%
Put IV 25d	39.4%	33.2%	44.5%	33.2%	36.9%
Bid-Ask Spread %	32.36	20.62	43.63	34.04	32.79
Gamma HHI	0.18	0.15	0.30	0.19	0.16
Net GEX	-24.1K	-462.5K	461.2K	461.2K	61.6K
Net DEX	6.3M	-9.1M	17.4M	-9.1M	1.9M
Net VEX	-49.2K	-70.8K	-41.1K	-70.8K	-46.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.05	0.44	3.04	0.64	0.54
Total Volume	3,752.421	1,893	10,595	2,847	2,299
Total OI	24,986.158	14,119	37,446	28,163	16,337

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
2016-01-04	$23.04	$24.00	34.4%	8.6%	26.9%	30.6%	31.9%	5.2%	4.7%	461.2K	-9.1M	-70.8K	0.64	34.04	1,740	1,107	17,823	10,340
2016-01-05	$22.62	$24.00	36.6%	8.4%	23.5%	34.8%	29.4%	5.8%	5.4%	300.7K	-6.3M	-66.1K	1.42	29.62	4,373	6,222	17,555	10,183
2016-01-06	$21.30	$23.00	42.2%	9.7%	30.2%	45.6%	35.1%	5.7%	2.9%	-91.8K	7.5M	-62.9K	1.09	35.92	1,182	1,283	19,207	14,137
2016-01-07	$20.42	$23.00	50.3%	10.7%	32.1%	61.1%	36.1%	4.1%	2.3%	-8.4K	11.1M	-57.0K	0.44	35.72	2,862	1,258	19,475	14,034
2016-01-08	$19.84	$23.00	46.1%	10.6%	28.3%	53.0%	38.2%	5.0%	2.6%	-5.4K	12.4M	-51.1K	0.91	37.07	1,559	1,411	19,459	13,938
2016-01-11	$19.80	$23.00	53.4%	10.6%	27.9%	66.9%	37.1%	8.6%	1.4%	9.3K	13.5M	-47.7K	3.04	33.53	1,628	4,944	19,488	14,150
2016-01-12	$19.79	$22.00	52.3%	10.5%	27.7%	64.8%	36.1%	6.9%	2.6%	-453.9K	17.3M	-49.8K	1.29	37.39	1,577	2,035	19,548	17,825
2016-01-13	$19.64	$22.00	36.7%	10.5%	27.3%	35.0%	36.6%	3.8%	3.2%	-462.5K	17.4M	-49.9K	2.23	36.81	1,804	4,031	19,686	17,760
2016-01-14	$19.82	$22.00	37.3%	10.7%	27.8%	36.2%	37.3%	5.2%	2.3%	-263.2K	14.5M	-48.1K	1.79	29.23	1,913	3,430	19,732	15,909
2016-01-15	$19.31	$21.00	38.8%	11.1%	28.3%	39.0%	36.9%	4.8%	2.0%	1.0K	14.1M	-44.7K	1.08	40.34	1,757	1,897	20,018	15,196
2016-01-19	$18.98	$21.00	37.8%	10.8%	28.4%	37.1%	36.3%	5.8%	2.5%	-15.6K	3.2M	-41.1K	1.14	32.12	1,778	2,019	9,268	4,851
2016-01-20	$18.64	$21.00	39.3%	11.3%	28.4%	39.9%	38.3%	6.6%	1.3%	-9.0K	3.6M	-42.6K	0.61	36.80	1,420	871	10,019	5,232
2016-01-21	$18.62	$21.00	37.5%	10.7%	28.2%	36.4%	34.7%	7.0%	3.5%	-15.1K	3.8M	-41.3K	0.64	28.02	1,227	790	10,026	5,226
2016-01-22	$19.18	$21.00	35.4%	10.2%	31.6%	32.5%	33.7%	7.3%	4.8%	-11.8K	3.1M	-44.4K	0.69	20.65	1,212	839	10,090	5,186
2016-01-25	$18.91	$20.00	36.5%	10.5%	30.5%	34.5%	34.9%	5.9%	3.2%	-17.2K	3.5M	-42.0K	0.66	25.06	1,141	752	10,148	5,219
2016-01-26	$19.50	$20.00	35.6%	10.2%	33.8%	32.8%	34.1%	5.5%	5.5%	-5.8K	2.6M	-44.9K	0.90	20.62	2,135	1,912	10,180	5,269
2016-01-27	$18.83	$20.00	34.6%	9.9%	34.9%	30.9%	33.6%	3.7%	4.9%	33.8K	3.1M	-41.5K	0.47	43.63	1,554	733	10,961	5,078
2016-01-28	$18.90	$20.00	34.7%	10.0%	34.5%	31.2%	35.0%	5.6%	5.6%	33.9K	3.2M	-42.6K	0.45	25.42	1,788	813	11,109	5,075
2016-01-29	$19.43	$20.00	34.1%	9.8%	37.2%	29.9%	34.5%	11.2%	5.4%	61.6K	1.9M	-46.1K	0.54	32.79	1,497	802	11,212	5,125