JBL Options History — February 2019

In February 2019, JBL traded between $26.53 and $29.18. ATM implied volatility averaged 29.6%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 12.4% (HV 20d: 17.1%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 2.30.

Notable Days

2019-02-13: Highest Volume — 6,108 contracts
2019-02-11: Largest IV spike — 14.6% change
2019-02-28: Highest IV Rank — 52.8%
2019-02-25: Largest Expected Move — 10.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.05	$26.53	$29.18	$26.53	$28.51
Max Pain	$26.05	$26.00	$27.00	$26.00	$27.00
ATM IV	29.6%	22.6%	33.2%	25.7%	33.2%
Expected Move	9.1%	8.5%	10.0%	9.1%	9.6%
HV 20d	17.1%	14.2%	21.9%	21.9%	16.6%
HV 60d	30.6%	29.0%	32.5%	32.3%	29.2%
IV Rank	39.4%	13.4%	52.8%	24.9%	52.8%
IV Percentile	54.9%	11.1%	81.0%	28.2%	81.0%
Term Structure	1.4%	-1.8%	8.4%	0.2%	-1.8%
VWIV	32.2%	28.7%	35.5%	33.8%	35.5%
Skew 25d	3.5%	2.1%	5.0%	3.2%	5.0%
Skew 10d	9.8%	5.9%	18.2%	10.6%	7.0%
Call IV 25d	27.7%	21.4%	31.5%	23.3%	31.1%
Put IV 25d	31.2%	24.9%	36.1%	26.5%	36.1%
Bid-Ask Spread %	17.92	10.69	46.62	17.28	11.46
Gamma HHI	0.23	0.19	0.37	0.25	0.19
Net GEX	496.0K	263.9K	1.0M	263.9K	356.6K
Net DEX	-18.4M	-24.9M	-13.5M	-13.5M	-16.5M
Net VEX	-124.4K	-129.6K	-120.0K	-127.9K	-122.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.30	0.02	27.57	0.70	1.26
Total Volume	1,805.842	198	6,108	955	485
Total OI	20,967.158	18,934	23,961	19,279	20,062

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
2019-02-01	$26.53	$26.00	25.7%	9.1%	21.9%	24.9%	33.8%	3.2%	0.2%	263.9K	-13.5M	-127.9K	0.70	17.28	563	392	11,675	7,604
2019-02-04	$26.73	$26.00	25.2%	8.9%	20.4%	23.3%	33.2%	3.2%	5.8%	312.8K	-14.1M	-127.0K	0.69	14.85	123	85	11,516	7,418
2019-02-05	$26.85	$26.00	24.2%	9.0%	20.4%	19.5%	31.2%	2.8%	6.9%	342.9K	-14.5M	-127.2K	0.36	46.62	205	73	11,627	7,498
2019-02-06	$27.55	$26.00	22.6%	8.5%	17.1%	13.4%	28.7%	3.5%	6.8%	413.7K	-18.2M	-125.3K	0.02	15.82	2,706	44	11,981	7,524
2019-02-07	$27.28	$26.00	24.8%	8.9%	16.8%	21.6%	30.5%	2.8%	8.4%	829.3K	-18.3M	-127.8K	0.17	14.84	584	99	13,505	7,553
2019-02-08	$27.20	$26.00	26.8%	9.1%	16.9%	29.0%	34.4%	4.1%	7.6%	866.9K	-17.9M	-129.6K	0.74	16.36	708	526	13,707	7,589
2019-02-11	$27.47	$26.00	30.7%	9.3%	16.9%	43.5%	31.9%	3.8%	-0.1%	974.4K	-18.7M	-128.2K	27.57	15.59	110	3,033	13,553	8,027
2019-02-12	$27.96	$26.00	30.2%	8.9%	17.3%	41.6%	30.1%	3.1%	0.3%	1.0M	-22.2M	-125.9K	2.89	14.98	1,074	3,104	13,592	10,369
2019-02-13	$28.38	$26.00	30.7%	8.8%	17.6%	43.5%	29.7%	3.3%	0.9%	700.5K	-24.1M	-123.1K	1.04	16.57	2,990	3,118	13,319	10,382
2019-02-14	$28.45	$26.00	30.6%	8.7%	17.6%	43.3%	28.9%	2.1%	1.0%	605.1K	-24.9M	-121.5K	1.24	14.96	2,516	3,128	13,321	10,393
2019-02-15	$28.30	$26.00	30.6%	8.7%	18.0%	43.3%	30.0%	3.7%	0.3%	296.3K	-24.0M	-122.1K	1.20	14.80	2,615	3,128	13,237	10,397
2019-02-19	$28.46	$26.00	32.0%	9.0%	17.3%	48.4%	31.7%	3.8%	-1.1%	299.1K	-16.2M	-120.0K	0.25	14.66	446	110	10,188	10,053
2019-02-20	$28.62	$26.00	32.0%	9.2%	15.3%	48.4%	33.1%	4.7%	-0.9%	338.1K	-17.0M	-123.1K	0.89	14.04	152	135	10,578	10,139
2019-02-21	$28.59	$26.00	33.1%	9.3%	15.1%	52.6%	32.9%	3.1%	-0.9%	345.7K	-16.9M	-123.4K	0.76	36.10	295	225	10,615	10,220
2019-02-22	$29.14	$26.00	31.7%	8.9%	14.7%	47.2%	31.6%	3.5%	-1.7%	360.4K	-18.6M	-123.1K	0.64	19.12	404	257	10,764	10,301
2019-02-25	$29.18	$26.00	32.4%	10.0%	14.6%	50.0%	34.7%	3.2%	-1.7%	381.0K	-18.7M	-121.8K	0.87	19.27	106	92	10,750	9,093
2019-02-26	$29.11	$26.00	32.3%	9.4%	14.2%	49.6%	34.9%	2.7%	-1.6%	371.2K	-18.4M	-121.7K	1.11	10.69	132	147	10,712	9,170
2019-02-27	$28.57	$26.00	32.9%	9.9%	16.6%	51.7%	35.3%	4.1%	-1.0%	360.1K	-16.7M	-121.8K	1.30	12.52	174	227	10,743	9,201
2019-02-28	$28.51	$27.00	33.2%	9.6%	16.6%	52.8%	35.5%	5.0%	-1.8%	356.6K	-16.5M	-122.7K	1.26	11.46	215	270	10,758	9,304