DJD Options History — August 2022

In August 2022, DJD traded between $41.58 and $45.66. ATM implied volatility averaged 33.9%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 20.2% (HV 20d: 13.7%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 4.28.

Notable Days

2022-08-02: Highest Volume — 35 contracts
2022-08-30: Largest IV spike — 54.3% change
2022-08-09: Highest IV Rank — 33.1%
2022-08-30: Largest Expected Move — 11.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.42	$41.58	$45.66	$43.25	$41.58
Max Pain	$36.00	$36.00	$36.00	$36.00	$36.00
ATM IV	33.9%	26.1%	46.7%	37.6%	30.8%
Expected Move	9.0%	7.5%	11.9%	10.8%	8.8%
HV 20d	13.7%	10.0%	18.9%	11.9%	18.9%
HV 60d	16.9%	15.6%	18.1%	18.1%	17.4%
IV Rank	17.1%	7.4%	33.1%	21.8%	13.3%
IV Percentile	52.1%	18.9%	89.8%	72.1%	40.7%
Term Structure	-6.9%	-31.9%	13.7%	-10.2%	-31.9%
VWIV	41.2%	13.4%	73.4%	36.0%	73.4%
Skew 25d	-1.2%	-16.5%	33.0%	1.1%	11.3%
Skew 10d	7.4%	-9.0%	29.4%	2.6%	9.7%
Call IV 25d	33.6%	17.6%	60.9%	45.7%	60.9%
Put IV 25d	32.3%	16.2%	72.2%	46.8%	72.2%
Bid-Ask Spread %	146.49	138.41	150.28	150.28	144.34
Gamma HHI	0.31	0.23	0.51	0.36	0.29
Net GEX	632	-440	1.4K	8	348
Net DEX	-12.2K	-19.2K	-3.1K	-7.1K	-5.0K
Net VEX	-49	-69	-19	-62	-19
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.28	0.00	7.50	7.50	1.00
Total Volume	9.696	0	35	34	10
Total OI	38.87	37	41	37	40

Daily Data (23 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
2022-08-01	$43.25	$0.00	37.6%	10.8%	11.9%	21.8%	0.0%	1.1%	-10.2%	8	-7.1K	-62	7.50	150.28	N/A	N/A	4	30	7	30
2022-08-02	$42.83	$0.00	38.6%	11.1%	11.7%	23.0%	0.0%	1.1%	-11.1%	516	-7.6K	-30	6.00	150.13	N/A	N/A	5	30	7	30
2022-08-03	$43.02	$0.00	39.0%	11.2%	11.4%	23.5%	0.0%	1.5%	-12.2%	73	-9.3K	-69	6.00	150.08	N/A	N/A	5	30	8	30
2022-08-04	$42.86	$36.00	39.6%	7.9%	11.3%	24.3%	36.0%	-11.1%	-6.4%	760	-10.7K	-32	6.00	145.42	N/A	N/A	5	30	8	30
2022-08-05	$42.88	$36.00	40.2%	7.8%	11.3%	25.1%	36.8%	-11.5%	-5.8%	734	-10.6K	-34	6.00	145.60	N/A	N/A	5	30	8	30
2022-08-08	$43.00	$36.00	44.1%	8.2%	10.9%	29.9%	43.8%	-10.0%	-7.6%	110	-9.4K	-66	6.00	146.01	N/A	N/A	5	30	8	30
2022-08-09	$43.00	$36.00	46.7%	8.3%	10.4%	33.1%	0.0%	-10.6%	-8.4%	110	-9.3K	-65	0.00	146.30	N/A	N/A	0	0	8	30
2022-08-10	$43.61	$36.00	27.8%	8.0%	11.3%	9.6%	0.0%	-15.5%	-7.2%	407	-12.0K	-57	0.00	146.86	N/A	N/A	0	0	8	30
2022-08-11	$43.75	$36.00	28.2%	8.1%	11.0%	10.0%	0.0%	-12.7%	-8.1%	468	-12.5K	-57	0.00	146.68	N/A	N/A	0	0	8	30
2022-08-12	$44.22	$36.00	27.7%	8.0%	10.6%	9.5%	0.0%	-2.9%	-7.3%	666	-14.4K	-52	0.00	147.22	N/A	N/A	0	0	8	30
2022-08-15	$44.36	$36.00	29.2%	8.4%	10.4%	11.3%	0.0%	1.3%	-8.9%	716	-14.9K	-49	0.00	147.30	N/A	N/A	0	0	8	30
2022-08-16	$44.78	$36.00	28.0%	8.0%	10.0%	9.8%	0.0%	1.3%	-7.7%	844	-16.4K	-47	0.00	147.90	N/A	N/A	0	0	8	30
2022-08-17	$45.66	$36.00	30.3%	8.7%	11.6%	12.6%	0.0%	5.4%	-7.3%	895	-19.2K	-45	0.00	147.56	N/A	N/A	0	0	8	30
2022-08-18	$44.56	$36.00	30.0%	8.6%	14.9%	12.3%	0.0%	1.7%	6.5%	826	-15.7K	-46	0.00	147.26	N/A	N/A	0	0	8	30
2022-08-19	$44.30	$36.00	26.1%	7.5%	14.9%	7.4%	13.4%	6.5%	7.5%	870	-12.4K	-21	0.00	138.41	N/A	N/A	3	0	8	30
2022-08-22	$43.54	$36.00	33.3%	9.6%	16.4%	16.4%	0.0%	-16.5%	-6.6%	1.2K	-17.1K	-55	0.00	146.42	N/A	N/A	0	0	11	30
2022-08-23	$43.53	$36.00	33.2%	9.5%	16.5%	16.2%	0.0%	-13.4%	0.6%	1.2K	-17.0K	-54	0.00	146.45	N/A	N/A	0	0	11	30
2022-08-24	$43.36	$36.00	30.0%	8.6%	16.1%	12.3%	0.0%	-3.6%	-7.4%	1.4K	-16.1K	-46	0.00	140.40	N/A	N/A	0	0	11	30
2022-08-25	$43.72	$36.00	34.0%	9.8%	16.3%	17.3%	0.0%	-8.5%	-8.6%	1.3K	-18.0K	-51	0.00	146.21	N/A	N/A	0	0	11	30
2022-08-26	$42.61	$36.00	36.3%	10.4%	18.6%	20.1%	0.0%	-1.3%	-10.1%	1.2K	-12.5K	-38	0.00	144.88	N/A	N/A	0	0	11	30
2022-08-29	$42.38	$36.00	27.0%	7.7%	18.6%	8.5%	43.8%	25.1%	13.7%	388	-10.6K	-57	0.00	149.08	N/A	N/A	1	0	11	30
2022-08-30	$41.80	$36.00	41.6%	11.9%	18.9%	26.7%	0.0%	33.0%	-13.7%	-440	-3.1K	-69	0.00	148.43	N/A	N/A	0	0	10	30
2022-08-31	$41.58	$36.00	30.8%	8.8%	18.9%	13.3%	73.4%	11.3%	-31.9%	348	-5.0K	-19	1.00	144.34	N/A	N/A	5	5	10	30