DJD Options History — May 2022

In May 2022, DJD traded between $43.91 and $46.53. ATM implied volatility averaged 38.0%, placing in the 24.5% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 14.9% (HV 20d: 23.1%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 8.32.

Notable Days

2022-05-10: Highest Volume — 38 contracts
2022-05-09: Largest IV spike — 41.0% change
2022-05-09: Highest IV Rank — 71.5%
2022-05-04: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.18	$43.91	$46.53	$44.85	$46.32
Max Pain	$48.00	$48.00	$48.00	$48.00	$48.00
ATM IV	38.0%	27.4%	72.1%	34.8%	38.6%
Expected Move	9.8%	7.9%	12.3%	10.0%	11.1%
HV 20d	23.1%	16.9%	25.7%	16.9%	23.9%
HV 60d	17.6%	15.4%	19.0%	15.4%	17.7%
IV Rank	24.5%	10.0%	71.5%	20.2%	25.5%
IV Percentile	64.9%	32.5%	99.4%	63.1%	76.8%
Term Structure	-8.8%	-13.3%	-5.8%	-11.6%	-10.9%
VWIV	31.1%	26.5%	40.0%	29.8%	37.1%
Skew 25d	1.3%	-9.3%	34.4%	3.1%	14.2%
Skew 10d	5.7%	-3.8%	18.4%	-3.8%	3.1%
Call IV 25d	33.4%	20.9%	43.7%	37.9%	27.6%
Put IV 25d	34.7%	24.5%	55.3%	41.0%	41.8%
Bid-Ask Spread %	147.86	140.38	155.69	146.85	152.50
Gamma HHI	0.36	0.26	0.41	0.38	0.37
Net GEX	-537	-1.4K	398	-728	394
Net DEX	4.3K	-3.3K	12.4K	2.8K	-2.7K
Net VEX	-113	-191	-53	-139	-57
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	8.32	8.25	8.50	8.25	8.25
Total Volume	37.286	37	38	37	37
Total OI	40.524	40	41	40	40

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
2022-05-02	$44.85	$0.00	34.8%	10.0%	16.9%	20.2%	0.0%	3.1%	-11.6%	-728	2.8K	-139	8.25	146.85	N/A	N/A	4	33	5	35
2022-05-03	$45.07	$0.00	34.5%	9.9%	16.9%	19.8%	0.0%	2.1%	-9.6%	-743	5.5K	-131	8.25	145.92	N/A	N/A	4	33	5	36
2022-05-04	$46.53	$0.00	42.8%	12.3%	20.6%	31.2%	0.0%	34.4%	-12.3%	69	-3.3K	-73	8.25	155.69	N/A	N/A	4	33	5	36
2022-05-05	$45.31	$48.00	50.0%	9.7%	22.7%	41.0%	29.8%	-1.2%	-6.7%	-1.2K	8.8K	-187	8.25	144.62	N/A	N/A	4	33	5	36
2022-05-06	$45.14	$48.00	51.1%	9.9%	22.6%	42.7%	29.3%	-3.8%	-7.7%	-1.1K	8.0K	-179	8.25	146.04	N/A	N/A	4	33	5	36
2022-05-09	$45.23	$48.00	72.1%	12.2%	22.4%	71.5%	40.0%	-8.1%	-13.3%	-1.1K	9.1K	-181	8.25	143.67	N/A	N/A	4	33	5	36
2022-05-10	$44.64	$48.00	50.2%	9.1%	22.8%	41.3%	31.3%	2.7%	-8.3%	-1.2K	10.8K	-180	8.50	140.38	N/A	N/A	4	34	5	36
2022-05-11	$44.68	$48.00	36.0%	10.3%	22.7%	21.9%	31.3%	-3.9%	-9.6%	-1.3K	12.0K	-190	8.50	146.88	N/A	N/A	4	34	5	36
2022-05-12	$44.47	$48.00	33.8%	9.7%	22.5%	18.8%	29.2%	1.3%	-7.9%	-1.4K	12.4K	-191	8.50	145.09	N/A	N/A	4	34	5	36
2022-05-13	$45.18	$48.00	27.4%	7.9%	23.4%	10.0%	26.7%	-1.9%	-7.9%	-714	4.4K	-116	8.50	141.47	N/A	N/A	4	34	5	36
2022-05-16	$45.53	$48.00	30.9%	8.9%	23.6%	14.9%	29.7%	-9.3%	-9.2%	237	371	-63	8.50	148.41	N/A	N/A	4	34	5	36
2022-05-17	$46.00	$48.00	30.9%	8.9%	23.2%	14.8%	30.5%	-0.5%	-9.5%	-1.3K	6.5K	-168	8.50	148.29	N/A	N/A	4	34	5	36
2022-05-18	$44.47	$48.00	34.5%	9.9%	25.0%	19.8%	29.9%	2.1%	-10.0%	-118	2.3K	-53	8.25	152.48	N/A	N/A	4	33	5	35
2022-05-19	$44.00	$48.00	34.9%	10.0%	25.1%	20.3%	29.7%	2.0%	-6.8%	-841	4.3K	-64	8.25	153.18	N/A	N/A	4	33	5	35
2022-05-20	$43.91	$48.00	29.6%	8.5%	24.4%	13.0%	26.5%	2.5%	-5.8%	-835	8.1K	-100	8.25	145.72	N/A	N/A	4	33	5	35
2022-05-23	$44.79	$48.00	29.6%	8.5%	25.7%	13.0%	29.1%	-2.5%	-6.3%	-981	3.2K	-74	8.25	145.15	N/A	N/A	4	33	5	35
2022-05-24	$45.16	$48.00	30.6%	8.8%	25.3%	14.4%	29.8%	-4.8%	-7.2%	281	968	-54	8.25	145.39	N/A	N/A	4	33	5	35
2022-05-25	$45.32	$48.00	35.4%	10.1%	25.3%	20.9%	33.2%	-7.5%	-8.4%	332	444	-55	8.25	152.73	N/A	N/A	4	33	5	35
2022-05-26	$45.89	$48.00	35.0%	10.0%	25.4%	20.5%	34.1%	-4.6%	-9.2%	398	-1.2K	-58	8.25	152.59	N/A	N/A	4	33	5	35
2022-05-27	$46.32	$48.00	34.2%	9.8%	24.0%	19.3%	33.3%	11.3%	-7.8%	388	-2.6K	-59	8.25	152.07	N/A	N/A	4	33	5	35
2022-05-31	$46.32	$48.00	38.6%	11.1%	23.9%	25.5%	37.1%	14.2%	-10.9%	394	-2.7K	-57	8.25	152.50	N/A	N/A	4	33	5	35