DJD Options History — November 2021

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

In November 2021, DJD traded between $42.75 and $44.73. ATM implied volatility averaged 27.2%. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 16.7% (HV 20d: 10.5%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 1 of 21 days.

Notable Days

2021-11-01: Highest Volume — 2 contracts
2021-11-04: Largest IV spike — 55.5% change
2021-11-24: Largest Expected Move — 10.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.26	$42.75	$44.73	$44.26	$42.75
Max Pain	$42.00	$42.00	$42.00	$42.00	$42.00
ATM IV	27.2%	20.1%	37.3%	30.0%	34.2%
Expected Move	7.6%	5.8%	10.7%	8.6%	9.8%
HV 20d	10.5%	8.9%	12.4%	12.4%	12.0%
HV 60d	13.1%	12.8%	13.6%	12.9%	13.6%
Term Structure	-6.5%	-10.8%	3.7%	-8.9%	-10.8%
VWIV	43.8%	42.6%	45.0%	42.6%	43.9%
Skew 25d	3.0%	2.0%	5.2%	3.4%	4.0%
Skew 10d	6.1%	3.4%	18.3%	4.2%	7.2%
Call IV 25d	29.7%	21.1%	44.4%	30.4%	38.2%
Put IV 25d	32.7%	25.3%	47.9%	33.8%	42.2%
Bid-Ask Spread %	148.07	145.63	155.15	152.46	145.91
Gamma HHI	0.90	0.82	1.00	0.87	0.82
Net GEX	5.0K	0	12.2K	5.8K	0
Net DEX	-20.9K	-35.2K	0	-28.3K	0
Net VEX	-33	-73	0	-73	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	1.429	0	2	2	0
Total OI	15	0	21	21	0

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	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2021-11-01	$44.26	$42.00	30.0%	8.6%	12.4%	0.0%	42.6%	3.4%	-8.9%	5.8K	-28.3K	-73	152.46	N/A	N/A	2	18	3
2021-11-02	$44.50	$42.00	30.4%	8.7%	12.4%	0.0%	45.0%	4.3%	-9.0%	7.3K	-31.1K	-71	152.67	N/A	N/A	2	18	3
2021-11-03	$44.73	$42.00	20.1%	5.8%	11.9%	0.0%	43.9%	4.2%	3.7%	11.1K	-26.4K	-57	151.25	N/A	N/A	2	18	3
2021-11-04	$44.41	$0.00	31.3%	6.1%	11.8%	0.0%	0.0%	4.2%	-4.7%	10.0K	-25.1K	-62	146.13	N/A	N/A	2	18	3
2021-11-05	$44.65	$0.00	20.4%	6.0%	11.9%	0.0%	0.0%	2.3%	-4.5%	11.5K	-22.9K	-49	146.35	N/A	N/A	2	18	3
2021-11-08	$44.73	$0.00	23.4%	6.2%	11.5%	0.0%	0.0%	2.5%	-5.3%	12.2K	-25.0K	-45	146.31	N/A	N/A	2	18	3
2021-11-09	$44.53	$0.00	23.8%	6.3%	11.0%	0.0%	0.0%	2.2%	-5.5%	5.8K	-31.9K	-57	146.36	N/A	N/A	2	18	3
2021-11-10	$44.59	$0.00	22.4%	6.4%	11.0%	0.0%	0.0%	2.3%	-5.2%	5.7K	-33.0K	-56	146.10	N/A	N/A	2	18	3
2021-11-11	$44.55	$0.00	22.4%	6.4%	9.4%	0.0%	0.0%	2.3%	-5.0%	5.9K	-32.3K	-52	146.39	N/A	N/A	2	18	3
2021-11-12	$44.67	$0.00	22.5%	6.5%	9.3%	0.0%	0.0%	2.6%	-5.5%	5.9K	-34.7K	-48	146.13	N/A	N/A	2	18	3
2021-11-15	$44.68	$0.00	23.3%	6.7%	9.1%	0.0%	0.0%	2.5%	-5.8%	5.2K	-35.2K	-36	145.63	N/A	N/A	2	18	3
2021-11-16	$44.67	$0.00	23.4%	6.7%	8.9%	0.0%	0.0%	2.3%	-6.6%	5.3K	-35.0K	-32	146.36	N/A	N/A	2	18	3
2021-11-17	$44.28	$0.00	24.7%	7.1%	8.9%	0.0%	0.0%	2.0%	-7.0%	5.1K	-29.4K	-25	146.66	N/A	N/A	2	18	3
2021-11-18	$43.94	$0.00	24.3%	7.0%	9.0%	0.0%	0.0%	2.5%	-4.5%	5.1K	-24.1K	-17	146.64	N/A	N/A	2	18	3
2021-11-19	$43.65	$0.00	24.7%	7.1%	9.1%	0.0%	0.0%	2.2%	-4.4%	3.3K	-24.7K	-4	145.71	N/A	N/A	2	18	3
2021-11-22	$44.20	$0.00	36.4%	10.4%	10.2%	0.0%	0.0%	3.2%	-9.9%	0	0	0	151.23	N/A	N/A	0	0	0
2021-11-23	$44.40	$0.00	27.6%	7.9%	10.2%	0.0%	0.0%	2.5%	-7.1%	0	0	0	145.92	N/A	N/A	0	0	0
2021-11-24	$44.27	$0.00	37.3%	10.7%	8.9%	0.0%	0.0%	3.5%	-9.7%	0	0	0	155.15	N/A	N/A	0	0	0
2021-11-26	$43.55	$0.00	36.2%	10.4%	10.5%	0.0%	0.0%	5.2%	-9.9%	0	0	0	153.98	N/A	N/A	0	0	0
2021-11-29	$43.54	$0.00	31.5%	9.0%	10.4%	0.0%	0.0%	3.0%	-10.0%	0	0	0	146.18	N/A	N/A	0	0	0
2021-11-30	$42.75	$0.00	34.2%	9.8%	12.0%	0.0%	0.0%	4.0%	-10.8%	0	0	0	145.91	N/A	N/A	0	0	0