DJD Options History — September 2021 In September 2021, DJD traded between $42.28 and $43.74. ATM implied volatility averaged 32.6%. The 30-day expected move averaged 9.3%. Max pain ranged from $42.00 to $42.00. Net GEX was positive for 0 of 11 trading days. Term structure was in contango for 1 of 11 days.
Notable Days 2021-09-16 : Highest Volume — 1 contracts2021-09-21 : Largest IV spike — 112.8% change2021-09-21 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $43.10 $42.28 $43.74 $43.74 $42.83 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 32.6% 24.0% 51.6% 24.5% 37.4% Expected Move 9.3% 6.9% 14.8% 7.0% 10.7% Term Structure -9.6% -17.0% 1.2% 1.2% -16.7% VWIV 14.8% 11.4% 18.3% 18.3% 11.4% Skew 25d -3.0% -19.6% 4.0% 3.9% -19.6% Skew 10d 4.4% 2.4% 7.7% 7.6% 4.2% Call IV 25d 39.9% 28.7% 57.7% 28.7% 47.7% Put IV 25d 36.9% 25.8% 61.7% 32.6% 28.1% Bid-Ask Spread % 174.26 151.05 200.00 153.55 197.20 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -287 -537 0 0 -537 Net DEX 2.3K 0 3.4K 0 3.0K Net VEX -8 -11 0 0 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.273 0 1 1 0 Total OI 1.455 0 2 0 2
Daily Data (11 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-09-16 $43.74 $0.00 24.5% 7.0% 0.0% 0.0% 0.0% 3.9% 1.2% 0 0 0 0.00 153.55 N/A N/A 0 1 0 0 2021-09-17 $43.38 $0.00 24.0% 6.9% 0.0% 0.0% 0.0% 3.4% -5.6% 0 0 0 0.00 153.68 N/A N/A 0 0 0 0 2021-09-20 $42.28 $0.00 24.2% 6.9% 0.0% 0.0% 18.3% 3.6% -1.9% -160 1.9K -7 0.00 151.05 N/A N/A 0 1 0 1 2021-09-21 $42.43 $0.00 51.6% 14.8% 0.0% 0.0% 0.0% 4.0% -15.4% -119 1.9K -7 0.00 200.00 N/A N/A 0 0 0 1 2021-09-22 $42.72 $42.00 25.3% 7.2% 0.0% 0.0% 11.4% 1.7% -7.0% -416 3.4K -11 0.00 154.27 N/A N/A 0 1 0 2 2021-09-23 $43.22 $42.00 26.9% 7.7% 0.0% 0.0% 0.0% -4.5% -6.9% -449 2.8K -10 0.00 153.63 N/A N/A 0 0 0 2 2021-09-24 $43.25 $42.00 27.2% 7.8% 0.0% 0.0% 0.0% -1.6% -7.8% -383 3.0K -10 0.00 154.72 N/A N/A 0 0 0 2 2021-09-27 $43.60 $42.00 40.5% 11.6% 0.0% 0.0% 0.0% -4.9% -12.1% -325 2.9K -10 0.00 200.00 N/A N/A 0 0 0 2 2021-09-28 $43.22 $42.00 37.7% 10.8% 0.0% 0.0% 0.0% -19.2% -17.0% -441 2.8K -9 0.00 198.74 N/A N/A 0 0 0 2 2021-09-29 $43.39 $42.00 38.7% 11.1% 0.0% 0.0% 0.0% 0.7% -16.8% -326 3.1K -10 0.00 200.00 N/A N/A 0 0 0 2 2021-09-30 $42.83 $42.00 37.4% 10.7% 0.0% 0.0% 0.0% -19.6% -16.7% -537 3.0K -9 0.00 197.20 N/A N/A 0 0 0 2
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