JBL Options History — February 2023

In February 2023, JBL traded between $80.44 and $84.55. ATM implied volatility averaged 32.4%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 8.8% (HV 20d: 23.6%). Max pain ranged from $65.00 to $75.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.62.

Notable Days

2023-02-01: Highest Volume — 1,364 contracts
2023-02-08: Largest IV spike — 25.4% change
2023-02-22: Highest IV Rank — 22.1%
2023-02-22: Largest Expected Move — 10.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.89	$80.44	$84.55	$80.44	$83.28
Max Pain	$65.53	$65.00	$75.00	$75.00	$65.00
ATM IV	32.4%	27.3%	36.8%	28.4%	35.9%
Expected Move	9.4%	8.1%	10.5%	8.1%	10.3%
HV 20d	23.6%	18.5%	32.9%	32.9%	18.5%
HV 60d	29.3%	27.2%	30.7%	30.7%	27.2%
IV Rank	13.3%	3.3%	22.1%	5.4%	20.3%
IV Percentile	28.2%	2.4%	57.9%	4.8%	52.8%
Term Structure	-1.8%	-5.0%	3.3%	3.3%	-5.0%
VWIV	32.9%	28.8%	38.8%	28.8%	37.0%
Skew 25d	5.7%	2.5%	6.8%	6.6%	5.3%
Skew 10d	9.4%	-6.5%	15.1%	-6.5%	5.1%
Call IV 25d	30.6%	25.4%	34.1%	25.4%	34.1%
Put IV 25d	36.3%	32.0%	39.9%	32.0%	39.4%
Bid-Ask Spread %	57.69	42.45	75.96	61.22	44.96
Gamma HHI	0.32	0.25	0.51	0.40	0.28
Net GEX	2.0M	1.3M	3.2M	1.9M	1.4M
Net DEX	-58.9M	-73.6M	-46.2M	-50.1M	-49.9M
Net VEX	-188.4K	-204.0K	-177.0K	-204.0K	-179.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.05	3.42	0.06	1.54
Total Volume	475.211	145	1,364	1,364	165
Total OI	19,688.263	16,490	21,765	19,852	17,537

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
2023-02-01	$80.44	$75.00	28.4%	8.1%	32.9%	5.4%	28.8%	6.6%	3.3%	1.9M	-50.1M	-204.0K	0.06	61.22	1,292	72	11,989	7,863
2023-02-02	$80.94	$65.00	29.5%	9.1%	30.7%	7.6%	32.2%	5.3%	-1.0%	1.9M	-53.4M	-202.3K	0.49	75.72	690	335	12,193	7,888
2023-02-03	$81.90	$65.00	29.0%	8.9%	30.0%	6.6%	29.4%	6.8%	-0.9%	2.0M	-58.9M	-199.6K	0.19	75.26	488	95	12,482	8,009
2023-02-06	$82.63	$65.00	27.3%	8.5%	28.0%	3.3%	29.7%	6.1%	0.3%	2.2M	-61.8M	-197.6K	0.29	50.61	224	64	12,687	8,041
2023-02-07	$83.47	$65.00	27.3%	8.6%	23.4%	3.3%	30.4%	6.1%	-0.3%	2.2M	-65.8M	-196.0K	0.17	52.54	283	49	12,689	8,062
2023-02-08	$82.26	$65.00	34.2%	9.8%	24.7%	17.0%	33.2%	5.8%	-1.8%	2.2M	-61.1M	-197.2K	0.15	45.64	761	117	12,714	8,066
2023-02-09	$81.25	$65.00	33.9%	9.7%	22.8%	16.3%	33.8%	2.5%	-1.7%	2.2M	-55.6M	-195.6K	1.01	50.14	193	195	12,650	8,179
2023-02-10	$82.71	$65.00	32.0%	9.2%	22.6%	12.6%	32.8%	4.7%	-0.4%	2.2M	-62.9M	-192.4K	0.40	69.82	350	139	12,673	8,281
2023-02-13	$84.09	$65.00	33.9%	9.7%	22.5%	16.2%	33.0%	6.0%	-2.7%	2.2M	-69.8M	-185.2K	0.11	42.45	679	73	12,858	8,310
2023-02-14	$84.38	$65.00	31.9%	9.2%	22.5%	12.5%	30.8%	5.4%	-1.4%	2.9M	-71.9M	-188.4K	0.16	48.94	162	26	13,345	8,338
2023-02-15	$84.15	$65.00	32.0%	9.2%	22.6%	12.7%	31.5%	6.0%	-1.6%	3.1M	-71.0M	-185.2K	0.14	46.84	127	18	13,376	8,340
2023-02-16	$84.55	$65.00	32.2%	9.2%	22.4%	12.9%	31.6%	5.8%	-0.8%	3.2M	-73.6M	-183.6K	0.30	67.13	126	38	13,390	8,335
2023-02-17	$84.00	$65.00	32.0%	9.2%	22.5%	12.7%	31.9%	5.7%	-1.9%	1.3M	-68.8M	-180.1K	0.28	75.96	251	71	13,417	8,348
2023-02-21	$82.88	$65.00	34.5%	9.9%	21.4%	17.6%	36.1%	5.1%	-3.1%	1.3M	-47.6M	-177.9K	0.66	63.01	247	163	10,310	6,180
2023-02-22	$82.30	$65.00	36.8%	10.5%	21.5%	22.1%	32.5%	6.4%	-4.3%	1.4M	-46.2M	-179.2K	0.05	62.17	379	20	10,482	6,163
2023-02-23	$83.37	$65.00	34.2%	9.8%	21.2%	16.9%	35.0%	6.5%	-3.4%	1.4M	-50.6M	-179.9K	0.20	51.88	261	51	10,673	6,173
2023-02-24	$82.98	$65.00	34.6%	9.9%	19.3%	17.7%	36.0%	6.1%	-2.8%	1.4M	-49.5M	-178.7K	2.10	56.67	61	128	10,761	6,210
2023-02-27	$83.31	$65.00	35.6%	10.2%	18.8%	19.8%	38.8%	5.8%	-4.7%	1.5M	-50.7M	-177.0K	3.42	55.12	144	492	10,784	6,281
2023-02-28	$83.28	$65.00	35.9%	10.3%	18.5%	20.3%	37.0%	5.3%	-5.0%	1.4M	-49.9M	-179.3K	1.54	44.96	65	100	10,868	6,669