JBL Options History — February 2022

In February 2022, JBL traded between $56.94 and $63.18. ATM implied volatility averaged 41.6%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 10.1% (HV 20d: 31.5%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 1.01.

Notable Days

2022-02-11: Highest Volume — 3,025 contracts
2022-02-03: Largest IV spike — 24.9% change
2022-02-28: Highest IV Rank — 46.8%
2022-02-28: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$60.39	$56.94	$63.18	$62.30	$57.31
Max Pain	$60.53	$60.00	$65.00	$65.00	$60.00
ATM IV	41.6%	31.4%	54.2%	37.7%	54.2%
Expected Move	12.2%	9.0%	15.5%	10.8%	15.5%
HV 20d	31.5%	28.5%	34.2%	30.4%	34.2%
HV 60d	32.9%	31.9%	34.1%	32.0%	34.1%
IV Rank	31.0%	18.3%	46.8%	26.1%	46.8%
IV Percentile	80.1%	48.8%	97.2%	73.0%	97.2%
Term Structure	-4.5%	-12.7%	3.8%	1.7%	-12.7%
VWIV	42.5%	33.6%	51.4%	35.0%	47.7%
Skew 25d	7.7%	5.3%	11.2%	7.0%	11.2%
Skew 10d	16.7%	11.5%	28.1%	13.2%	25.6%
Call IV 25d	39.1%	32.1%	47.7%	33.1%	47.7%
Put IV 25d	46.8%	38.0%	58.8%	40.1%	58.8%
Bid-Ask Spread %	62.48	48.53	74.34	48.53	64.99
Gamma HHI	0.26	0.18	0.61	0.18	0.24
Net GEX	283.9K	73.0K	1.1M	159.2K	207.2K
Net DEX	-5.0M	-8.2M	-3.4M	-5.8M	-4.3M
Net VEX	-70.2K	-78.8K	-60.1K	-78.2K	-60.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.01	0.10	2.21	0.85	0.10
Total Volume	1,291.263	431	3,025	1,158	1,945
Total OI	11,120.842	7,350	14,562	11,181	7,492

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
2022-02-01	$62.30	$65.00	37.7%	10.8%	30.4%	26.1%	35.0%	7.0%	1.7%	159.2K	-5.8M	-78.2K	0.85	48.53	626	532	7,187	3,994
2022-02-02	$63.12	$65.00	31.4%	9.0%	30.1%	18.3%	33.6%	5.9%	3.8%	217.8K	-7.1M	-78.8K	1.56	56.82	415	649	7,237	4,012
2022-02-03	$61.39	$60.00	39.3%	11.9%	30.8%	28.1%	41.6%	5.9%	-4.3%	129.2K	-4.8M	-78.4K	2.03	59.29	317	645	7,286	4,149
2022-02-04	$60.80	$60.00	36.0%	11.8%	30.8%	23.9%	40.3%	6.9%	-3.2%	76.5K	-3.8M	-74.6K	1.86	59.34	368	683	7,294	4,156
2022-02-07	$60.51	$60.00	36.8%	11.6%	30.8%	25.0%	40.9%	5.3%	-2.8%	73.0K	-3.4M	-74.4K	1.69	60.53	414	699	7,295	4,176
2022-02-08	$61.75	$60.00	36.5%	11.6%	32.1%	24.6%	40.1%	6.9%	-3.7%	150.1K	-5.1M	-76.1K	0.91	57.59	1,092	994	7,415	4,192
2022-02-09	$63.18	$60.00	36.6%	10.5%	32.5%	24.8%	36.8%	6.8%	-1.6%	383.7K	-8.2M	-74.5K	1.76	61.14	347	612	7,672	4,079
2022-02-10	$61.73	$60.00	41.0%	11.8%	32.9%	30.3%	39.6%	6.6%	-4.5%	241.1K	-5.8M	-73.5K	2.21	67.21	282	623	7,695	4,080
2022-02-11	$60.42	$60.00	41.1%	11.8%	33.3%	30.4%	40.3%	7.1%	-5.2%	127.6K	-3.6M	-71.7K	0.25	58.06	2,420	605	7,692	4,097
2022-02-14	$60.46	$60.00	42.5%	12.2%	32.8%	32.2%	51.4%	9.4%	-4.7%	200.5K	-3.7M	-69.6K	0.25	66.16	2,390	604	9,577	4,106
2022-02-15	$61.34	$60.00	41.3%	11.8%	33.2%	30.6%	41.1%	6.4%	-6.0%	260.3K	-4.4M	-67.7K	0.26	63.17	2,235	591	9,562	4,103
2022-02-16	$61.31	$60.00	41.9%	12.0%	32.4%	31.4%	39.1%	8.0%	-5.6%	513.1K	-6.8M	-70.0K	0.49	74.03	807	398	9,998	4,105
2022-02-17	$59.98	$60.00	43.8%	12.6%	32.3%	33.7%	44.2%	9.6%	-6.5%	614.1K	-5.2M	-70.6K	0.95	74.34	300	284	10,480	4,082
2022-02-18	$59.80	$60.00	42.3%	12.1%	30.8%	31.9%	48.5%	9.3%	-4.3%	1.1M	-3.7M	-67.1K	1.21	51.99	317	383	10,458	4,077
2022-02-22	$58.56	$60.00	44.1%	12.6%	29.3%	34.1%	45.0%	8.5%	-4.8%	258.3K	-5.7M	-63.0K	0.61	67.23	379	233	5,523	1,836
2022-02-23	$57.28	$60.00	49.6%	14.2%	29.6%	41.0%	48.5%	7.9%	-8.0%	214.1K	-4.4M	-61.6K	0.80	59.72	254	202	5,487	1,863
2022-02-24	$56.94	$60.00	50.5%	14.5%	28.5%	42.1%	49.8%	10.3%	-8.5%	216.5K	-3.9M	-61.4K	0.75	72.67	261	197	5,510	1,884
2022-02-25	$59.31	$60.00	43.6%	12.5%	32.1%	33.4%	44.3%	8.3%	-5.4%	281.4K	-6.1M	-62.9K	0.64	64.32	263	168	5,560	1,885
2022-02-28	$57.31	$60.00	54.2%	15.5%	34.2%	46.8%	47.7%	11.2%	-12.7%	207.2K	-4.3M	-60.1K	0.10	64.99	1,768	177	5,602	1,890