DJD Options History — March 2022

In March 2022, DJD traded between $44.11 and $46.75. ATM implied volatility averaged 35.6%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 19.0% (HV 20d: 16.6%). Max pain ranged from $46.00 to $47.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 1.29.

Notable Days

  • 2022-03-22: Highest Volume — 32 contracts
  • 2022-03-08: Largest IV drop — 42.4% change
  • 2022-03-23: Highest IV Rank — 37.7%
  • 2022-03-11: Largest Expected Move — 20.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.63$44.11$46.75$44.11$46.34
Max Pain$46.25$46.00$47.00$46.00$47.00
ATM IV35.6%26.0%56.3%37.3%32.8%
Expected Move10.1%5.6%20.2%10.7%6.1%
HV 20d16.6%9.3%19.0%17.3%9.8%
HV 60d14.3%13.7%15.1%14.4%13.7%
IV Rank25.5%12.1%37.7%34.8%26.3%
IV Percentile57.5%29.1%77.7%73.0%61.0%
Term Structure-8.5%-13.3%2.7%-9.7%-11.5%
VWIV43.1%24.0%61.9%36.7%24.0%
Skew 25d4.3%0.9%14.6%3.7%0.9%
Skew 10d2.7%-13.8%16.3%2.0%1.9%
Call IV 25d35.6%25.4%46.2%39.6%38.7%
Put IV 25d39.9%28.9%51.0%43.3%39.6%
Bid-Ask Spread %145.98123.84156.50143.01147.47
Gamma HHI0.500.360.630.520.42
Net GEX-669-1.8K510-1.3K480
Net DEX834-6.8K9.2K9.2K-5.4K
Net VEX-92-117-70-109-78
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.291.004.331.002.00
Total Volume15.348332632
Total OI32.8269402440

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$44.11$46.0037.3%10.7%17.3%0.0%36.7%3.7%-9.7%-1.3K9.2K-1091.00143.01N/AN/A33519
2022-03-02$45.12$46.0035.2%10.1%18.8%0.0%40.7%3.5%-6.2%-8564.1K-1034.33140.77N/AN/A313519
2022-03-03$45.27$46.0036.6%10.5%18.7%0.0%36.6%3.8%-6.7%-1.4K5.2K-1131.00145.37N/AN/A33529
2022-03-04$45.26$46.0050.4%14.5%18.5%0.0%50.9%4.4%-9.3%-1.5K5.3K-1131.00148.80N/AN/A33529
2022-03-07$45.05$46.0056.3%16.1%18.5%0.0%57.7%3.5%-9.9%-1.7K8.4K-1171.00153.32N/AN/A33529
2022-03-08$44.97$46.0032.4%15.2%18.5%0.0%54.3%3.1%-10.3%-1.7K8.3K-1101.00151.80N/AN/A33529
2022-03-09$45.47$46.0030.9%15.0%19.0%0.0%54.0%3.6%-8.1%-1.4K4.7K-1041.00152.15N/AN/A33529
2022-03-10$45.15$46.0026.9%13.2%19.0%0.0%47.8%3.0%-6.8%-1.4K4.8K-1001.00145.85N/AN/A33529
2022-03-11$45.25$46.0031.9%20.2%18.1%0.0%61.9%5.0%-9.5%-1.5K6.2K-1001.00152.61N/AN/A33529
2022-03-14$45.10$47.0041.8%9.8%18.1%0.0%26.8%14.6%-9.9%-1.7K5.8K-981.00124.78N/AN/A33529
2022-03-15$45.32$47.0041.7%9.7%17.9%0.0%25.1%14.5%-11.3%-1.8K2.9K-901.00123.84N/AN/A33529
2022-03-16$45.31$47.0040.0%8.6%17.7%0.0%24.0%9.7%-13.3%-1.4K2.6K-851.00126.46N/AN/A33529
2022-03-17$46.05$0.0037.0%11.4%18.6%34.8%0.0%9.1%2.7%-1.1K1.0K-831.00139.45N/AN/A33529
2022-03-18$46.06$0.0026.0%5.8%18.1%12.1%0.0%2.2%-5.8%-419-2.2K-731.00146.59N/AN/A33529
2022-03-21$45.78$0.0032.9%7.0%18.3%26.4%0.0%2.1%-8.7%243-3.0K-702.00153.79N/AN/A1245
2022-03-22$45.98$0.0028.3%6.1%17.7%16.9%0.0%2.1%-7.3%379-5.1K-800.00146.53N/AN/A03255
2022-03-23$45.86$0.0038.4%7.8%17.5%37.7%0.0%1.7%-11.0%406-4.3K-790.00156.31N/AN/A032535
2022-03-24$46.03$0.0032.7%6.8%16.5%25.9%0.0%2.3%-8.8%404-4.8K-800.00154.10N/AN/A032535
2022-03-25$46.35$0.0034.2%9.1%12.5%29.0%0.0%1.2%-3.0%418-5.6K-810.00156.50N/AN/A032535
2022-03-28$46.35$0.0035.8%6.9%11.8%32.3%0.0%1.8%-12.4%436-5.6K-800.00154.05N/AN/A032535
2022-03-29$46.75$0.0028.7%5.6%11.8%17.7%0.0%1.8%-8.8%510-6.8K-800.00147.23N/AN/A032535
2022-03-30$46.65$0.0030.3%5.9%9.3%21.0%0.0%1.0%-10.5%499-6.6K-790.00146.79N/AN/A032535
2022-03-31$46.34$0.0032.8%6.1%9.8%26.3%0.0%0.9%-11.5%480-5.4K-780.00147.47N/AN/A032535