DJD Options History — June 2022 In June 2022, DJD traded between $41.79 and $46.14. ATM implied volatility averaged 35.6%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 15.6% (HV 20d: 20.0%). Max pain ranged from $44.00 to $48.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 7.70.
Notable Days 2022-06-13 : Highest Volume — 38 contracts2022-06-07 : Largest IV spike — 47.5% change2022-06-07 : Highest IV Rank — 34.4%2022-06-30 : Largest Expected Move — 12.5%Monthly Statistics Metric Avg Min Max Open Close Price $43.65 $41.79 $46.14 $46.12 $42.00 Max Pain $44.80 $44.00 $48.00 $48.00 $44.00 ATM IV 35.6% 24.6% 45.2% 32.8% 43.5% Expected Move 9.6% 7.0% 12.5% 9.4% 12.5% HV 20d 20.0% 18.3% 23.9% 23.9% 19.2% HV 60d 19.0% 17.5% 20.3% 17.7% 20.3% IV Rank 21.3% 6.1% 34.4% 17.4% 32.1% IV Percentile 63.6% 15.8% 90.1% 54.5% 88.9% Term Structure -6.5% -15.4% 33.6% -9.6% -14.6% VWIV 28.3% 22.6% 34.0% 34.0% 22.6% Skew 25d 3.8% 0.8% 15.3% 1.8% 1.7% Skew 10d 5.4% 0.0% 31.8% 2.2% 2.9% Call IV 25d 35.0% 21.5% 50.7% 37.0% 50.7% Put IV 25d 38.8% 28.0% 52.4% 38.8% 52.4% Bid-Ask Spread % 149.38 143.56 156.22 145.34 147.68 Gamma HHI 0.45 0.33 0.69 0.35 0.38 Net GEX -529 -1.8K 427 315 -353 Net DEX 4.1K -6.1K 21.9K -1.9K -4.0K Net VEX -102 -190 -39 -55 -104 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.70 5.00 8.25 8.25 7.50 Total Volume 36.048 34 38 37 34 Total OI 39.143 36 41 40 39
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 2022-06-01 $46.12 $48.00 32.8% 9.4% 23.9% 17.4% 34.0% 1.8% -9.6% 315 -1.9K -55 8.25 145.34 N/A N/A 4 33 5 35 2022-06-02 $46.05 $0.00 38.6% 7.6% 21.0% 25.4% 0.0% 5.6% -5.9% 427 -1.5K -54 8.25 153.28 N/A N/A 4 33 5 35 2022-06-03 $45.78 $0.00 39.7% 7.8% 18.8% 26.9% 0.0% 1.3% -6.0% 385 -738 -53 8.25 151.53 N/A N/A 4 33 5 35 2022-06-06 $45.86 $0.00 30.6% 8.3% 18.7% 14.4% 0.0% 1.5% -7.2% 342 -956 -51 8.25 151.61 N/A N/A 4 33 5 35 2022-06-07 $46.14 $0.00 45.2% 8.1% 18.8% 34.4% 0.0% 5.9% -6.5% 395 -1.7K -51 8.25 151.54 N/A N/A 4 33 5 35 2022-06-08 $45.69 $0.00 24.6% 7.0% 18.5% 6.1% 0.0% 1.5% -5.6% 318 -167 -48 8.25 143.56 N/A N/A 4 33 5 35 2022-06-09 $45.09 $0.00 29.7% 8.5% 19.2% 13.2% 0.0% 0.8% -7.3% -969 2.0K -67 8.25 151.81 N/A N/A 4 33 5 35 2022-06-10 $44.18 $0.00 35.9% 10.3% 20.5% 21.6% 0.0% 1.6% -9.8% 230 3.3K -39 8.25 153.62 N/A N/A 4 33 5 35 2022-06-13 $42.83 $0.00 29.8% 8.5% 22.3% 13.3% 0.0% 1.9% -8.3% -1.2K 14.3K -114 6.60 143.91 N/A N/A 5 33 5 35 2022-06-14 $42.74 $0.00 34.1% 9.8% 22.0% 19.2% 0.0% 2.6% -8.7% -1.7K 13.3K -140 8.25 151.75 N/A N/A 4 33 6 35 2022-06-15 $42.90 $0.00 37.8% 10.8% 21.5% 24.2% 0.0% 1.5% -11.2% -1.5K 14.4K -164 8.25 151.82 N/A N/A 4 33 6 35 2022-06-16 $41.87 $0.00 40.4% 11.6% 20.0% 27.9% 0.0% 2.4% 33.6% -1.8K 21.9K -190 8.25 156.22 N/A N/A 4 33 6 35 2022-06-17 $41.79 $0.00 35.6% 10.2% 19.8% 21.3% 0.0% 2.4% 1.6% -1.6K 21.5K -156 8.25 150.12 N/A N/A 4 33 6 35 2022-06-21 $42.27 $0.00 37.1% 10.6% 20.4% 23.3% 0.0% 2.1% -9.5% -1.8K 8.2K -152 7.50 151.09 N/A N/A 4 30 6 30 2022-06-22 $42.09 $0.00 32.1% 9.2% 18.7% 16.4% 0.0% 12.7% -7.2% -1.0K 3.8K -123 7.50 144.61 N/A N/A 4 30 6 30 2022-06-23 $42.09 $0.00 38.3% 11.0% 18.3% 25.0% 0.0% 1.4% -9.0% -1.2K 6.4K -151 7.50 151.51 N/A N/A 4 30 6 30 2022-06-24 $43.01 $0.00 37.7% 10.8% 20.2% 24.2% 22.6% 6.7% -10.3% -748 1.4K -128 5.00 150.81 N/A N/A 6 30 6 30 2022-06-27 $43.09 $44.00 33.4% 9.6% 19.5% 18.3% 0.0% 7.2% -15.4% 204 -4.1K -108 7.50 145.24 N/A N/A 4 30 8 30 2022-06-28 $42.56 $44.00 34.2% 9.8% 19.2% 19.3% 0.0% 15.3% -9.8% 54 -2.4K -91 6.00 144.47 N/A N/A 5 30 8 30 2022-06-29 $42.44 $44.00 36.4% 10.4% 19.1% 22.4% 0.0% 2.4% -10.7% -11 -6.1K -99 7.50 145.50 N/A N/A 4 30 9 30 2022-06-30 $42.00 $44.00 43.5% 12.5% 19.2% 32.1% 0.0% 1.7% -14.6% -353 -4.0K -104 7.50 147.68 N/A N/A 4 30 9 30
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