DJD Options History — April 2022

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

In April 2022, DJD traded between $45.05 and $47.70. ATM implied volatility averaged 39.0%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 27.8% (HV 20d: 11.2%). Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 8.31.

Notable Days

2022-04-12: Highest Volume — 41 contracts
2022-04-13: Largest IV drop — 70.1% change
2022-04-12: Highest IV Rank — 100.0%
2022-04-29: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.29	$45.05	$47.70	$46.00	$45.05
ATM IV	39.0%	23.5%	92.8%	32.9%	37.8%
Expected Move	8.1%	6.0%	10.8%	6.0%	10.8%
HV 20d	11.2%	8.4%	17.0%	10.2%	17.0%
HV 60d	14.0%	13.6%	15.5%	13.7%	15.5%
IV Rank	32.4%	4.6%	100.0%	26.3%	24.2%
IV Percentile	63.5%	8.7%	100.0%	61.3%	76.3%
Term Structure	-5.6%	-11.7%	-2.4%	-11.7%	-10.0%
Skew 25d	6.8%	0.7%	28.7%	0.7%	2.9%
Skew 10d	0.3%	-9.8%	3.5%	1.4%	-9.8%
Call IV 25d	28.1%	14.8%	42.1%	40.3%	42.1%
Put IV 25d	34.8%	26.9%	45.0%	41.0%	45.0%
Bid-Ask Spread %	150.94	145.81	154.91	147.54	152.93
Gamma HHI	0.39	0.25	0.47	0.41	0.40
Net GEX	181	-1.8K	680	462	364
Net DEX	-2.5K	-9.2K	14.2K	-4.7K	-1.4K
Net VEX	-80	-120	-62	-76	-62
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	8.31	8.00	9.25	9.25	8.00
Total Volume	33.8	0	41	32	36
Total OI	40.65	40	45	40	40

Daily Data (20 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
2022-04-01	$46.00	$0.00	32.9%	6.0%	10.2%	26.3%	0.0%	0.7%	-11.7%	462	-4.7K	-76	0.00	147.54	N/A	N/A	0	32	5	35
2022-04-04	$46.15	$0.00	43.1%	7.3%	10.0%	47.5%	0.0%	2.4%	-2.6%	457	-4.8K	-75	0.00	154.91	N/A	N/A	0	32	5	35
2022-04-05	$46.00	$0.00	46.4%	7.2%	10.1%	54.4%	0.0%	3.9%	-3.1%	435	-4.5K	-74	0.00	154.13	N/A	N/A	0	32	5	35
2022-04-06	$45.92	$0.00	48.8%	7.7%	9.4%	59.3%	0.0%	2.8%	-3.5%	383	-4.5K	-76	0.00	154.13	N/A	N/A	0	32	5	35
2022-04-07	$46.25	$0.00	50.9%	7.6%	9.3%	63.7%	0.0%	2.5%	-3.6%	416	-5.4K	-76	0.00	153.86	N/A	N/A	0	32	5	35
2022-04-08	$46.53	$0.00	44.2%	6.2%	9.4%	49.8%	0.0%	2.8%	-2.4%	437	-6.3K	-77	0.00	146.98	N/A	N/A	0	32	5	35
2022-04-11	$46.38	$0.00	58.0%	8.0%	9.4%	78.4%	0.0%	2.6%	-4.4%	414	-5.8K	-75	0.00	154.22	N/A	N/A	0	37	5	35
2022-04-12	$46.00	$0.00	92.8%	8.1%	9.9%	100.0%	0.0%	2.4%	-4.6%	-1.8K	14.2K	-118	9.25	153.79	N/A	N/A	4	37	5	40
2022-04-13	$46.28	$0.00	27.7%	7.9%	10.1%	10.4%	0.0%	2.3%	-4.4%	-208	8.8K	-75	9.25	153.99	N/A	N/A	4	37	5	39
2022-04-14	$46.37	$0.00	28.9%	8.3%	8.4%	12.1%	0.0%	1.8%	-5.2%	578	13.2K	-72	9.25	154.61	N/A	N/A	4	37	5	39
2022-04-18	$46.21	$0.00	28.9%	8.3%	8.5%	12.1%	0.0%	1.8%	-4.4%	595	-4.7K	-69	8.00	154.35	N/A	N/A	4	32	5	35
2022-04-19	$46.93	$0.00	24.3%	7.0%	9.7%	5.7%	0.0%	14.2%	-4.4%	655	-6.9K	-72	8.00	146.82	N/A	N/A	4	32	5	35
2022-04-20	$47.70	$0.00	23.5%	6.7%	11.1%	4.6%	0.0%	13.5%	-3.6%	680	-9.2K	-73	8.00	147.03	N/A	N/A	4	32	5	35
2022-04-21	$47.59	$0.00	25.3%	7.3%	11.1%	7.1%	0.0%	14.2%	-4.6%	547	-9.2K	-73	8.00	146.66	N/A	N/A	4	32	5	35
2022-04-22	$46.66	$0.00	35.3%	10.1%	13.4%	20.8%	0.0%	20.6%	-8.9%	-342	-6.2K	-88	8.00	149.18	N/A	N/A	4	32	5	35
2022-04-25	$46.37	$0.00	29.8%	8.5%	13.4%	13.2%	0.0%	7.9%	-6.6%	-27	-4.0K	-98	8.00	148.16	N/A	N/A	4	32	5	35
2022-04-26	$45.61	$0.00	31.4%	9.0%	14.6%	15.5%	0.0%	3.2%	-8.2%	-437	-349	-120	8.00	145.81	N/A	N/A	4	32	5	35
2022-04-27	$45.58	$0.00	35.4%	10.1%	14.2%	21.0%	0.0%	3.9%	-7.9%	401	-3.4K	-65	0.00	153.09	N/A	N/A	0	0	5	35
2022-04-28	$46.13	$0.00	35.5%	10.2%	15.0%	21.1%	0.0%	28.7%	-8.6%	-402	-4.5K	-92	8.00	146.62	N/A	N/A	4	32	5	35
2022-04-29	$45.05	$0.00	37.8%	10.8%	17.0%	24.2%	0.0%	2.9%	-10.0%	364	-1.4K	-62	8.00	152.93	N/A	N/A	4	32	5	35