DJD Options History — October 2021

Name: DJD Options Analytics - October 2021
Creator: Options Analysis Suite

In October 2021, DJD traded between $43.01 and $44.50. ATM implied volatility averaged 33.4%. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 18.8% (HV 20d: 14.6%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.46.

Notable Days

2021-10-25: Highest Volume — 21 contracts
2021-10-13: Largest IV drop — 62.7% change
2021-10-01: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.74	$43.01	$44.50	$43.38	$44.06
Max Pain	$42.00	$42.00	$42.00	$42.00	$42.00
ATM IV	33.4%	22.9%	65.0%	41.4%	27.6%
Expected Move	7.4%	6.4%	11.9%	11.9%	7.9%
HV 20d	14.6%	12.4%	17.3%	17.3%	12.4%
Term Structure	-4.8%	-19.5%	-2.3%	-19.5%	-6.4%
VWIV	21.6%	14.1%	38.6%	18.1%	38.6%
Skew 25d	2.8%	-6.3%	14.9%	-0.9%	2.5%
Skew 10d	2.5%	-2.2%	7.3%	3.8%	5.4%
Call IV 25d	28.0%	13.6%	56.3%	56.3%	31.4%
Put IV 25d	30.8%	19.0%	55.5%	55.5%	33.9%
Bid-Ask Spread %	157.66	146.09	200.00	200.00	154.73
Gamma HHI	0.67	0.51	1.00	1.00	0.83
Net GEX	487	-906	8.2K	-330	4.2K
Net DEX	-2.3K	-33.5K	5.6K	3.0K	-27.9K
Net VEX	-25	-93	-7	-9	-81
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.00	2.00	0.00	2.00
Total Volume	3.762	0	21	0	2
Total OI	6.762	2	22	2	21

Daily Data (21 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
2021-10-01	$43.38	$42.00	41.4%	11.9%	0.0%	0.0%	0.0%	-0.9%	-19.5%	-330	3.0K	-9	0.00	200.00	N/A	N/A	0	0	0	2
2021-10-04	$43.27	$42.00	45.1%	9.2%	0.0%	0.0%	0.0%	3.3%	-4.1%	-324	3.1K	-9	0.00	200.00	N/A	N/A	0	0	0	2
2021-10-05	$43.56	$42.00	38.8%	6.5%	0.0%	0.0%	18.1%	-6.3%	-2.3%	-393	2.7K	-8	0.00	153.46	N/A	N/A	0	2	0	2
2021-10-06	$43.20	$42.00	40.2%	6.8%	0.0%	0.0%	0.0%	2.9%	-2.9%	-392	3.0K	-8	0.00	153.49	N/A	N/A	0	0	0	2
2021-10-07	$43.69	$42.00	41.9%	6.5%	17.3%	0.0%	0.0%	2.2%	-2.8%	-666	4.6K	-17	0.00	154.17	N/A	N/A	0	0	0	4
2021-10-08	$43.72	$42.00	43.2%	6.4%	16.7%	0.0%	0.0%	2.3%	-2.8%	-675	4.5K	-16	0.00	153.61	N/A	N/A	0	0	0	4
2021-10-11	$43.43	$42.00	60.0%	6.8%	16.4%	0.0%	0.0%	1.7%	-2.7%	-705	4.9K	-16	0.00	153.94	N/A	N/A	0	0	0	4
2021-10-12	$43.01	$42.00	65.0%	6.9%	16.3%	0.0%	0.0%	2.2%	-3.6%	-738	5.6K	-16	0.00	155.37	N/A	N/A	0	0	0	4
2021-10-13	$43.02	$42.00	24.3%	7.0%	15.8%	0.0%	0.0%	2.4%	-3.3%	-749	5.5K	-16	0.00	154.46	N/A	N/A	0	1	0	4
2021-10-14	$43.76	$42.00	22.9%	6.6%	16.6%	0.0%	0.0%	1.6%	-3.3%	-689	4.3K	-14	0.00	154.16	N/A	N/A	0	0	0	4
2021-10-15	$43.98	$42.00	23.0%	6.6%	16.4%	0.0%	0.0%	1.5%	-3.5%	-906	4.5K	-12	0.00	154.44	N/A	N/A	2	0	0	5
2021-10-18	$43.80	$42.00	23.8%	6.8%	13.3%	0.0%	0.0%	-4.5%	-4.0%	-483	3.0K	-11	0.00	154.29	N/A	N/A	0	0	0	3
2021-10-19	$44.08	$42.00	23.7%	6.8%	13.4%	0.0%	0.0%	1.5%	-4.1%	-456	2.7K	-11	0.00	154.09	N/A	N/A	0	0	0	3
2021-10-20	$44.50	$42.00	24.9%	7.1%	13.6%	0.0%	34.4%	1.9%	-4.9%	-418	2.3K	-9	0.00	154.38	N/A	N/A	0	2	0	3
2021-10-21	$44.20	$42.00	24.2%	6.9%	13.4%	0.0%	16.2%	8.3%	-3.5%	-457	2.3K	-9	0.00	152.97	N/A	N/A	0	2	0	3
2021-10-22	$44.00	$42.00	24.4%	7.0%	13.6%	0.0%	0.0%	13.7%	-4.2%	-482	2.6K	-10	0.00	151.68	N/A	N/A	0	2	0	3
2021-10-25	$44.08	$42.00	25.8%	7.4%	13.3%	0.0%	19.8%	2.4%	-5.6%	-478	1.7K	-7	0.11	148.31	N/A	N/A	19	2	0	3
2021-10-26	$44.25	$42.00	26.2%	7.5%	12.9%	0.0%	16.5%	1.2%	-5.4%	3.9K	-33.5K	-93	0.11	154.74	N/A	N/A	19	2	19	3
2021-10-27	$43.65	$42.00	28.7%	8.2%	13.9%	0.0%	14.1%	3.0%	-4.6%	3.2K	-28.3K	-90	0.11	146.09	N/A	N/A	19	2	19	3
2021-10-28	$43.97	$42.00	27.0%	7.7%	13.1%	0.0%	14.8%	14.9%	-6.7%	8.2K	-18.1K	-64	2.00	152.43	N/A	N/A	1	2	19	3
2021-10-29	$44.06	$42.00	27.6%	7.9%	12.4%	0.0%	38.6%	2.5%	-6.4%	4.2K	-27.9K	-81	0.00	154.73	N/A	N/A	0	2	18	3