DJD Options History — July 2022

In July 2022, DJD traded between $41.71 and $43.38. ATM implied volatility averaged 44.4%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 27.9% (HV 20d: 16.4%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 7.50.

Notable Days

2022-07-01: Highest Volume — 34 contracts
2022-07-13: Largest IV drop — 72.9% change
2022-07-12: Highest IV Rank — 100.0%
2022-07-18: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.40	$41.71	$43.38	$42.46	$43.38
Max Pain	$44.00	$44.00	$44.00	$44.00	$44.00
ATM IV	44.4%	27.2%	100.4%	43.8%	35.0%
Expected Move	9.7%	7.8%	13.5%	12.6%	10.0%
HV 20d	16.4%	12.3%	20.6%	20.0%	12.3%
HV 60d	20.2%	19.3%	20.6%	20.4%	19.3%
IV Rank	31.6%	8.8%	100.0%	32.6%	18.6%
IV Percentile	69.0%	26.2%	100.0%	88.9%	59.6%
Term Structure	-6.7%	-13.9%	-3.2%	-13.9%	-9.2%
Skew 25d	1.2%	-12.7%	7.5%	-3.4%	1.7%
Skew 10d	3.2%	2.6%	4.7%	3.3%	2.9%
Call IV 25d	38.5%	28.9%	55.3%	51.3%	42.1%
Put IV 25d	39.8%	23.5%	56.3%	47.9%	43.8%
Bid-Ask Spread %	149.89	142.69	152.82	147.46	150.07
Gamma HHI	0.33	0.25	0.43	0.31	0.35
Net GEX	50	-688	555	113	89
Net DEX	-6.2K	-9.7K	-227	-7.4K	-7.8K
Net VEX	-65	-139	-39	-87	-64
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.50	7.50	7.50	7.50	7.50
Total Volume	34	34	34	34	34
Total OI	38	37	39	39	37

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
2022-07-01	$42.46	$44.00	43.8%	12.6%	20.0%	32.6%	0.0%	-3.4%	-13.9%	113	-7.4K	-87	7.50	147.46	N/A	N/A	4	30	9	30
2022-07-05	$41.99	$0.00	50.5%	8.5%	20.1%	41.8%	0.0%	2.3%	-4.0%	-688	-227	-139	7.50	149.40	N/A	N/A	4	30	9	30
2022-07-06	$42.36	$0.00	53.3%	8.6%	20.6%	45.7%	0.0%	2.8%	-4.2%	211	-7.7K	-74	7.50	149.55	N/A	N/A	4	30	9	30
2022-07-07	$42.64	$0.00	52.8%	8.3%	20.6%	44.9%	0.0%	2.6%	-3.2%	302	-8.7K	-75	7.50	150.24	N/A	N/A	4	30	9	30
2022-07-08	$42.68	$0.00	54.8%	8.4%	20.6%	47.7%	0.0%	2.6%	-3.3%	555	-9.7K	-60	7.50	149.99	N/A	N/A	4	30	9	30
2022-07-11	$42.33	$0.00	87.1%	10.0%	20.3%	92.2%	0.0%	2.2%	-6.7%	205	-8.0K	-69	7.50	150.88	N/A	N/A	4	30	9	30
2022-07-12	$42.01	$0.00	100.4%	10.2%	19.4%	100.0%	0.0%	7.5%	-6.2%	-95	-6.1K	-75	7.50	151.21	N/A	N/A	4	30	9	30
2022-07-13	$41.95	$0.00	27.2%	7.8%	16.2%	8.8%	0.0%	2.5%	-3.8%	157	-6.3K	-64	7.50	142.69	N/A	N/A	4	30	9	30
2022-07-14	$41.71	$0.00	31.9%	9.2%	16.3%	14.7%	0.0%	2.1%	-5.2%	-16	-5.6K	-62	7.50	150.03	N/A	N/A	4	30	9	30
2022-07-15	$42.27	$0.00	35.1%	10.1%	17.0%	18.6%	0.0%	2.5%	-5.5%	140	-5.9K	-45	7.50	152.57	N/A	N/A	4	30	9	30
2022-07-18	$42.10	$0.00	46.9%	13.5%	14.6%	33.4%	0.0%	1.0%	-11.6%	142	-5.5K	-42	7.50	152.82	N/A	N/A	4	30	7	30
2022-07-19	$42.63	$0.00	31.4%	9.0%	15.2%	14.0%	0.0%	-12.7%	-5.5%	355	-6.9K	-39	7.50	150.04	N/A	N/A	4	30	7	30
2022-07-20	$42.59	$0.00	31.9%	9.1%	14.7%	14.7%	0.0%	2.1%	-6.3%	232	-6.5K	-47	7.50	150.19	N/A	N/A	4	30	7	30
2022-07-21	$42.31	$0.00	32.1%	9.2%	14.8%	15.0%	0.0%	1.5%	-5.6%	-64	-5.1K	-55	7.50	149.91	N/A	N/A	4	30	7	30
2022-07-22	$42.06	$0.00	33.4%	9.6%	15.0%	16.5%	0.0%	1.0%	-6.9%	-258	-4.0K	-59	7.50	150.34	N/A	N/A	4	30	7	30
2022-07-25	$42.28	$0.00	34.9%	10.0%	12.8%	18.4%	0.0%	1.4%	-8.3%	-133	-4.8K	-59	7.50	149.58	N/A	N/A	4	30	7	30
2022-07-26	$42.38	$0.00	36.1%	10.4%	12.8%	20.0%	0.0%	1.5%	-9.0%	56	-5.7K	-48	7.50	150.24	N/A	N/A	4	30	7	30
2022-07-27	$42.86	$0.00	34.0%	9.8%	12.8%	17.3%	0.0%	2.0%	-8.4%	-200	-5.4K	-70	7.50	150.42	N/A	N/A	4	30	7	30
2022-07-28	$43.07	$0.00	34.1%	9.8%	12.8%	17.4%	0.0%	1.8%	-7.5%	-102	-6.2K	-71	7.50	150.21	N/A	N/A	4	30	7	30
2022-07-29	$43.38	$0.00	35.0%	10.0%	12.3%	18.6%	0.0%	1.7%	-9.2%	89	-7.8K	-64	7.50	150.07	N/A	N/A	4	30	7	30