JBL Options History — February 2021

In February 2021, JBL traded between $42.57 and $45.68. ATM implied volatility averaged 39.8%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 7.5% (HV 20d: 32.3%). Max pain ranged from $32.00 to $43.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.34.

Notable Days

2021-02-19: Highest Volume — 500 contracts
2021-02-10: Largest IV spike — 33.6% change
2021-02-26: Highest IV Rank — 18.2%
2021-02-26: Largest Expected Move — 14.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.27	$42.57	$45.68	$42.57	$43.67
Max Pain	$37.95	$32.00	$43.00	$43.00	$41.00
ATM IV	39.8%	30.4%	49.4%	39.9%	49.4%
Expected Move	11.8%	9.0%	14.2%	10.8%	14.2%
HV 20d	32.3%	30.9%	33.8%	31.2%	32.7%
HV 60d	31.3%	30.1%	32.7%	32.5%	31.7%
IV Rank	9.8%	0.0%	18.2%	12.0%	18.2%
IV Percentile	28.4%	0.0%	58.7%	25.8%	58.7%
Term Structure	-0.0%	-7.8%	9.4%	4.2%	-7.8%
VWIV	41.0%	32.8%	48.6%	37.2%	48.6%
Skew 25d	5.4%	1.9%	10.8%	10.8%	4.7%
Skew 10d	13.3%	-5.0%	26.1%	8.6%	21.4%
Call IV 25d	38.5%	31.7%	47.7%	33.5%	47.7%
Put IV 25d	43.8%	33.7%	52.3%	44.3%	52.3%
Bid-Ask Spread %	55.57	46.88	65.64	61.37	52.32
Gamma HHI	0.10	0.08	0.15	0.08	0.11
Net GEX	400.8K	282.4K	526.6K	296.4K	318.6K
Net DEX	-15.3M	-18.5M	-12.5M	-12.5M	-13.7M
Net VEX	-58.7K	-61.9K	-56.9K	-61.5K	-61.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.34	0.03	0.85	0.36	0.14
Total Volume	286.579	133	500	236	314
Total OI	8,575	7,580	8,978	8,613	8,242

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
2021-02-01	$42.57	$43.00	39.9%	10.8%	31.2%	12.0%	37.2%	10.8%	4.2%	296.4K	-12.5M	-61.5K	0.36	61.37	174	62	6,697	1,916
2021-02-02	$43.55	$43.00	33.4%	9.3%	31.8%	5.9%	32.8%	4.8%	8.2%	368.6K	-14.4M	-59.9K	0.48	65.38	124	59	6,751	1,918
2021-02-03	$43.33	$43.00	32.9%	9.0%	30.9%	5.5%	33.3%	3.7%	8.6%	353.4K	-14.0M	-59.2K	0.85	46.88	86	73	6,810	1,956
2021-02-04	$44.45	$32.00	34.1%	11.8%	31.5%	6.6%	41.0%	1.9%	9.4%	455.3K	-16.3M	-59.5K	0.32	52.31	205	66	6,870	2,021
2021-02-05	$44.71	$32.00	32.3%	11.5%	31.0%	4.1%	40.9%	2.2%	8.4%	508.1K	-17.0M	-59.8K	0.67	52.53	187	126	6,957	2,015
2021-02-08	$45.68	$32.00	35.1%	11.7%	31.9%	5.1%	41.5%	5.8%	-2.4%	494.4K	-18.5M	-56.9K	0.09	51.30	254	24	6,676	1,943
2021-02-09	$44.88	$32.00	30.4%	11.7%	32.6%	0.0%	41.1%	4.6%	-1.8%	472.8K	-17.0M	-57.8K	0.33	49.14	163	53	6,783	1,945
2021-02-10	$44.11	$34.00	40.7%	11.7%	33.0%	9.9%	39.8%	4.1%	-1.2%	419.2K	-15.4M	-58.7K	0.20	53.58	111	22	6,892	1,986
2021-02-11	$45.01	$34.00	41.3%	11.8%	33.8%	10.4%	42.0%	6.3%	-2.2%	526.6K	-17.4M	-57.6K	0.33	54.10	169	55	6,919	2,002
2021-02-12	$44.68	$35.00	39.9%	11.4%	32.5%	9.1%	41.3%	4.5%	-1.2%	472.9K	-16.5M	-58.1K	0.54	51.24	184	100	6,910	2,026
2021-02-16	$45.42	$38.00	42.5%	12.2%	31.9%	11.6%	42.0%	5.4%	-3.0%	466.0K	-17.0M	-58.6K	0.25	52.79	369	94	6,579	1,982
2021-02-17	$44.35	$40.00	42.5%	12.2%	32.5%	11.6%	42.0%	5.8%	-2.2%	431.9K	-15.3M	-57.8K	0.23	56.63	171	39	6,818	2,012
2021-02-18	$43.88	$40.00	41.5%	11.9%	32.6%	10.6%	40.5%	6.2%	-1.7%	360.9K	-14.2M	-57.4K	0.52	49.48	113	59	6,839	2,046
2021-02-19	$44.68	$40.00	40.8%	11.7%	33.4%	10.0%	39.4%	6.5%	-2.0%	356.8K	-15.7M	-57.4K	0.23	59.54	408	92	6,912	2,066
2021-02-22	$44.24	$40.00	43.4%	12.4%	33.4%	12.5%	42.6%	5.1%	-2.1%	321.8K	-14.1M	-57.2K	0.33	65.64	303	100	6,112	1,468
2021-02-23	$43.94	$40.00	43.9%	12.6%	31.6%	13.0%	44.7%	5.0%	-3.3%	323.9K	-14.0M	-58.1K	0.44	60.15	163	72	6,333	1,560
2021-02-24	$45.00	$41.00	44.4%	12.7%	31.9%	13.5%	43.1%	7.0%	-4.4%	385.4K	-15.7M	-59.9K	0.03	60.09	440	13	6,420	1,599
2021-02-25	$43.01	$41.00	48.4%	13.2%	33.2%	17.3%	45.3%	7.4%	-3.8%	282.4K	-12.6M	-58.5K	0.18	61.36	336	62	6,332	1,612
2021-02-26	$43.67	$41.00	49.4%	14.2%	32.7%	18.2%	48.6%	4.7%	-7.8%	318.6K	-13.7M	-61.9K	0.14	52.32	276	38	6,590	1,652