JBL Options History — February 2017

In February 2017, JBL traded between $24.21 and $26.30. ATM implied volatility averaged 30.0%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 14.8% (HV 20d: 15.2%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.53.

Notable Days

2017-02-13: Highest Volume — 1,884 contracts
2017-02-08: Largest IV spike — 31.9% change
2017-02-28: Highest IV Rank — 21.5%
2017-02-28: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.33	$24.21	$26.30	$24.27	$25.54
Max Pain	$22.68	$22.00	$24.00	$24.00	$23.00
ATM IV	30.0%	22.0%	36.4%	23.8%	36.4%
Expected Move	9.1%	6.8%	10.4%	6.8%	10.4%
HV 20d	15.2%	13.6%	18.4%	17.1%	18.4%
HV 60d	29.6%	27.9%	31.0%	31.0%	28.7%
IV Rank	11.9%	0.0%	21.5%	2.4%	21.5%
IV Percentile	50.9%	0.0%	77.4%	9.1%	77.4%
Term Structure	-2.8%	-7.5%	6.7%	6.7%	-7.5%
VWIV	30.5%	24.0%	38.1%	24.0%	38.1%
Skew 25d	3.1%	0.0%	6.1%	2.5%	4.6%
Skew 10d	8.7%	-2.4%	15.7%	15.7%	9.4%
Call IV 25d	29.9%	22.8%	37.9%	22.8%	37.9%
Put IV 25d	33.1%	25.3%	42.5%	25.3%	42.5%
Bid-Ask Spread %	47.50	19.52	89.32	46.60	61.21
Gamma HHI	0.33	0.24	0.49	0.33	0.24
Net GEX	343.6K	286.7K	429.3K	347.9K	286.7K
Net DEX	-10.6M	-12.4M	-8.2M	-8.3M	-10.3M
Net VEX	-42.4K	-44.6K	-40.5K	-43.1K	-44.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.32	0.75	0.51	0.39
Total Volume	1,276.579	869	1,884	1,114	1,405
Total OI	11,209.053	10,767	11,954	10,767	11,378

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
2017-02-01	$24.27	$24.00	23.8%	6.8%	17.1%	2.4%	24.0%	2.5%	6.7%	347.9K	-8.3M	-43.1K	0.51	46.60	737	377	7,117	3,650
2017-02-02	$24.21	$22.00	22.3%	8.9%	17.1%	0.1%	27.7%	2.5%	-2.3%	348.8K	-8.2M	-43.0K	0.49	43.68	671	332	7,156	3,704
2017-02-03	$24.42	$22.00	22.0%	8.7%	15.0%	0.0%	27.6%	3.8%	-1.2%	380.1K	-8.8M	-42.5K	0.55	48.61	582	319	7,160	3,687
2017-02-06	$24.35	$22.00	22.8%	8.6%	14.9%	1.2%	27.2%	4.0%	-0.8%	387.0K	-8.6M	-41.7K	0.66	24.90	524	345	7,166	3,683
2017-02-07	$24.32	$22.00	23.5%	8.8%	14.7%	2.3%	28.7%	2.9%	-1.4%	396.4K	-8.6M	-41.5K	0.75	22.14	553	416	7,194	3,706
2017-02-08	$24.41	$22.00	31.0%	8.9%	14.6%	13.5%	27.8%	2.6%	-1.4%	419.8K	-9.1M	-42.0K	0.66	19.52	653	431	7,302	3,802
2017-02-09	$24.91	$22.00	29.9%	8.6%	15.5%	11.9%	27.6%	3.1%	-2.0%	429.3K	-10.7M	-41.4K	0.36	33.04	1,177	423	7,427	3,885
2017-02-10	$25.39	$22.00	29.1%	8.3%	16.5%	10.6%	27.6%	4.2%	-0.9%	378.6K	-12.3M	-42.2K	0.37	37.59	1,157	432	7,646	3,936
2017-02-13	$25.49	$23.00	31.7%	9.1%	16.3%	14.4%	32.1%	2.9%	-2.3%	315.0K	-10.6M	-40.5K	0.40	32.47	1,343	541	6,736	4,074
2017-02-14	$25.18	$23.00	32.0%	9.2%	13.6%	15.0%	31.6%	2.3%	-2.7%	373.9K	-10.1M	-42.1K	0.64	29.08	630	403	7,131	4,208
2017-02-15	$25.69	$23.00	31.9%	9.1%	14.6%	14.7%	32.0%	6.1%	-5.3%	338.6K	-11.2M	-41.7K	0.50	39.24	772	385	7,235	4,240
2017-02-16	$25.97	$23.00	32.5%	9.3%	14.1%	15.6%	31.4%	1.8%	-3.3%	291.1K	-12.2M	-41.1K	0.52	38.90	985	508	7,317	4,266
2017-02-17	$25.91	$23.00	31.3%	9.0%	14.4%	13.9%	31.3%	3.4%	-3.0%	308.3K	-12.4M	-42.7K	0.57	26.53	911	523	7,556	4,398
2017-02-21	$26.21	$23.00	33.1%	9.5%	14.5%	16.5%	33.9%	3.8%	-5.5%	299.9K	-11.6M	-42.3K	0.59	84.70	804	476	7,062	3,818
2017-02-22	$26.30	$23.00	33.1%	9.5%	14.0%	16.6%	30.3%	0.0%	-4.7%	304.0K	-12.0M	-43.6K	0.63	70.84	714	449	7,253	3,960
2017-02-23	$26.16	$23.00	33.6%	9.6%	14.4%	17.3%	33.4%	0.2%	-4.8%	306.9K	-11.9M	-42.8K	0.62	70.41	769	475	7,298	4,020
2017-02-24	$26.23	$23.00	34.8%	10.0%	14.2%	19.1%	33.8%	5.8%	-6.2%	313.2K	-11.9M	-44.6K	0.32	83.76	1,284	409	7,448	4,071
2017-02-27	$26.29	$23.00	34.8%	10.0%	14.2%	19.0%	34.3%	2.9%	-4.9%	302.7K	-11.8M	-43.0K	0.45	89.32	926	414	7,210	4,072
2017-02-28	$25.54	$23.00	36.4%	10.4%	18.4%	21.5%	38.1%	4.6%	-7.5%	286.7K	-10.3M	-44.6K	0.39	61.21	1,012	393	7,293	4,085