DJD Options History — February 2022

Name: DJD Options Analytics - February 2022
Creator: Options Analysis Suite

In February 2022, DJD traded between $43.26 and $46.11. ATM implied volatility averaged 30.8%. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 18.2% (HV 20d: 12.7%). Max pain ranged from $44.00 to $46.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 2.37.

Notable Days

2022-02-14: Highest Volume — 14 contracts
2022-02-11: Largest IV spike — 65.8% change
2022-02-11: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.06	$43.26	$46.11	$45.78	$44.25
Max Pain	$45.78	$44.00	$46.00	$46.00	$46.00
ATM IV	30.8%	23.1%	43.2%	31.0%	35.5%
Expected Move	8.7%	6.3%	12.4%	8.9%	10.2%
HV 20d	12.7%	11.1%	17.4%	12.9%	17.4%
HV 60d	13.2%	12.7%	14.4%	12.7%	14.4%
Term Structure	-8.4%	-33.6%	-0.3%	-4.9%	-10.0%
VWIV	31.6%	25.2%	45.1%	29.9%	35.2%
Skew 25d	1.3%	-17.6%	9.3%	-1.0%	3.3%
Skew 10d	1.0%	-16.5%	11.8%	-4.6%	-0.6%
Call IV 25d	34.2%	24.9%	55.5%	41.0%	37.7%
Put IV 25d	35.5%	27.6%	52.3%	39.9%	41.0%
Bid-Ask Spread %	146.40	140.26	154.29	152.51	144.63
Gamma HHI	0.42	0.27	0.60	0.29	0.58
Net GEX	-553	-2.2K	374	-108	-1.3K
Net DEX	6.7K	-2.3K	16.0K	251	8.9K
Net VEX	-52	-100	-28	-39	-96
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.37	0.60	6.00	0.67	0.75
Total Volume	7.368	4	14	5	7
Total OI	12.842	6	23	6	23

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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-02-01	$45.78	$0.00	31.0%	8.9%	12.9%	0.0%	29.9%	-1.0%	-4.9%	-108	251	-39	0.67	152.51	N/A	N/A	3	2	2	4
2022-02-02	$46.07	$46.00	29.7%	8.5%	11.5%	0.0%	0.0%	-3.5%	-2.7%	153	-2.3K	-41	2.00	151.71	N/A	N/A	2	4	3	4
2022-02-03	$45.72	$44.00	31.7%	9.3%	11.6%	0.0%	33.8%	3.1%	-4.0%	278	-1.0K	-46	2.00	152.38	N/A	N/A	2	4	3	6
2022-02-04	$45.75	$44.00	24.4%	6.3%	11.5%	0.0%	25.2%	3.0%	-0.9%	374	-1.5K	-44	2.00	146.87	N/A	N/A	2	4	3	6
2022-02-07	$45.69	$46.00	30.5%	6.9%	11.2%	0.0%	25.7%	9.3%	-1.9%	14	5.0K	-32	2.00	147.28	N/A	N/A	2	4	1	6
2022-02-08	$45.85	$46.00	27.2%	6.5%	11.1%	0.0%	25.4%	2.7%	-2.0%	54	4.5K	-31	2.00	145.68	N/A	N/A	2	4	1	6
2022-02-09	$46.11	$46.00	23.1%	6.6%	11.2%	0.0%	26.2%	3.0%	-0.3%	279	4.0K	-28	2.00	145.56	N/A	N/A	2	4	1	6
2022-02-10	$45.38	$46.00	26.0%	7.5%	12.5%	0.0%	26.9%	2.9%	-9.0%	98	5.3K	-32	2.00	146.40	N/A	N/A	2	4	1	6
2022-02-11	$45.23	$46.00	43.2%	12.4%	12.4%	0.0%	40.1%	3.0%	-21.8%	120	5.6K	-35	2.00	154.29	N/A	N/A	2	4	1	6
2022-02-14	$44.81	$46.00	42.2%	12.1%	12.7%	0.0%	45.1%	-17.6%	-33.6%	-46	6.5K	-30	6.00	148.45	N/A	N/A	2	12	1	6
2022-02-15	$45.10	$46.00	26.5%	7.6%	12.8%	0.0%	32.6%	3.4%	-9.2%	-877	9.4K	-50	6.00	144.73	N/A	N/A	2	12	1	14
2022-02-16	$45.19	$46.00	26.4%	7.6%	12.9%	0.0%	32.4%	3.0%	-8.8%	-850	9.1K	-49	6.00	145.20	N/A	N/A	2	12	1	14
2022-02-17	$44.71	$46.00	26.7%	7.7%	12.9%	0.0%	30.8%	-4.0%	-9.2%	-255	6.2K	-28	4.00	140.26	N/A	N/A	2	8	1	14
2022-02-18	$44.60	$46.00	35.1%	10.1%	12.3%	0.0%	29.9%	3.4%	-11.1%	-1.4K	14.0K	-61	1.00	146.10	N/A	N/A	2	2	1	18
2022-02-22	$44.09	$46.00	31.4%	9.0%	12.6%	0.0%	31.5%	3.0%	-7.1%	-1.8K	16.0K	-57	0.60	142.55	N/A	N/A	5	3	0	18
2022-02-23	$43.85	$46.00	31.9%	9.1%	11.8%	0.0%	31.8%	3.1%	-6.7%	-1.7K	13.3K	-100	1.50	142.21	N/A	N/A	2	3	3	19
2022-02-24	$43.26	$46.00	33.1%	9.5%	12.3%	0.0%	33.3%	2.0%	-9.5%	-2.2K	15.4K	-100	1.50	143.26	N/A	N/A	2	3	3	19
2022-02-25	$44.68	$46.00	30.6%	8.8%	17.1%	0.0%	33.0%	3.5%	-6.4%	-1.4K	9.4K	-94	1.00	141.43	N/A	N/A	3	3	3	19
2022-02-28	$44.25	$46.00	35.5%	10.2%	17.4%	0.0%	35.2%	3.3%	-10.0%	-1.3K	8.9K	-96	0.75	144.63	N/A	N/A	4	3	4	19