DJD Options History — September 2022 In September 2022, DJD traded between $37.64 and $42.39. ATM implied volatility averaged 45.3%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 25.3% (HV 20d: 20.0%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 2.90.
Notable Days 2022-09-26 : Highest Volume — 12 contracts2022-09-14 : Largest IV drop — 61.9% change2022-09-13 : Highest IV Rank — 84.2%2022-09-01 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $40.10 $37.64 $42.39 $41.50 $37.64 Max Pain $37.56 $36.00 $38.00 $36.00 $38.00 ATM IV 45.3% 31.4% 87.7% 44.9% 41.8% Expected Move 10.2% 8.2% 12.9% 12.9% 12.0% HV 20d 20.0% 18.6% 22.9% 18.9% 21.3% HV 60d 17.0% 15.7% 17.7% 17.3% 17.7% IV Rank 31.3% 14.0% 84.2% 30.8% 27.0% IV Percentile 75.8% 40.1% 99.2% 88.4% 80.2% Term Structure -8.1% -15.5% -4.6% -15.5% -10.2% VWIV 41.5% 38.7% 43.6% 38.7% 40.7% Skew 25d 3.8% 0.8% 26.4% 26.4% 3.3% Skew 10d 0.3% -8.3% 7.1% 5.5% -8.3% Call IV 25d 38.4% 26.8% 48.5% 26.8% 47.5% Put IV 25d 42.2% 34.6% 54.7% 53.2% 50.8% Bid-Ask Spread % 150.55 144.59 153.83 147.50 147.48 Gamma HHI 0.60 0.31 0.88 0.46 0.88 Net GEX -840 -1.9K 318 -913 -1.3K Net DEX 4.8K -7.2K 17.9K 21 17.9K Net VEX -43 -72 -15 -69 -42 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.90 0.00 5.00 1.00 5.00 Total Volume 5.286 0 12 0 12 Total OI 27.619 2 45 45 11
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 2022-09-01 $41.50 $36.00 44.9% 12.9% 18.9% 30.8% 0.0% 26.4% -15.5% -913 21 -69 0.00 147.50 N/A N/A 0 0 10 35 2022-09-02 $41.13 $36.00 44.8% 12.8% 19.0% 30.8% 0.0% 12.5% -15.3% -1.2K 2.9K -72 0.00 147.26 N/A N/A 0 0 10 35 2022-09-06 $41.02 $0.00 51.7% 8.5% 18.9% 39.4% 0.0% 2.4% -5.4% -1.3K 3.5K -63 1.00 152.68 N/A N/A 5 5 10 35 2022-09-07 $41.45 $0.00 55.0% 8.4% 19.5% 43.5% 0.0% 2.3% -5.4% -883 -41 -57 1.00 153.06 N/A N/A 5 5 10 35 2022-09-08 $41.52 $0.00 54.1% 8.3% 18.6% 42.3% 0.0% 1.9% -5.3% -776 -1.0K -50 0.00 153.32 N/A N/A 0 0 10 35 2022-09-09 $42.21 $0.00 55.8% 8.2% 19.7% 44.5% 0.0% 2.3% -5.5% -276 -4.5K -46 0.00 153.83 N/A N/A 0 0 10 35 2022-09-12 $42.39 $0.00 74.2% 8.5% 19.3% 67.4% 0.0% 1.5% -6.5% 92 -7.2K -34 0.00 153.33 N/A N/A 0 0 10 35 2022-09-13 $40.82 $0.00 87.7% 9.1% 22.9% 84.2% 0.0% 1.7% -7.9% -1.4K 4.4K -41 1.00 152.13 N/A N/A 5 5 10 35 2022-09-14 $40.39 $0.00 33.4% 9.6% 22.4% 16.6% 0.0% 0.8% -11.4% -1.9K 7.7K -38 0.00 152.56 N/A N/A 0 0 10 35 2022-09-15 $40.34 $0.00 32.9% 9.4% 20.5% 15.9% 0.0% 1.0% -5.1% -1.9K 7.3K -31 0.00 151.76 N/A N/A 0 0 10 35 2022-09-16 $40.64 $0.00 32.8% 9.4% 19.9% 15.7% 0.0% 2.5% -4.6% 314 -4.3K -16 1.00 151.85 N/A N/A 5 5 10 35 2022-09-19 $40.45 $0.00 33.9% 9.7% 19.9% 17.1% 0.0% 2.5% -6.4% 312 -4.4K -16 0.00 152.39 N/A N/A 0 0 2 0 2022-09-20 $40.01 $0.00 35.0% 10.0% 19.5% 18.5% 0.0% 1.8% -7.6% 315 -4.0K -15 0.00 151.50 N/A N/A 0 0 2 0 2022-09-21 $39.45 $0.00 37.0% 10.6% 19.7% 21.0% 38.7% 3.3% -7.9% 318 -3.5K -15 0.00 151.41 N/A N/A 0 10 2 0 2022-09-22 $39.47 $38.00 31.4% 9.0% 19.8% 14.0% 0.0% 2.5% -5.1% -1.2K 9.1K -56 0.00 144.59 N/A N/A 0 0 2 10 2022-09-23 $38.58 $38.00 37.9% 10.9% 20.2% 22.2% 0.0% 2.4% -7.1% -1.1K 13.0K -56 0.00 149.12 N/A N/A 1 0 2 10 2022-09-26 $38.27 $38.00 40.8% 11.7% 18.9% 25.8% 41.0% 2.0% -8.8% -1.2K 15.8K -46 5.00 148.47 N/A N/A 2 10 1 10 2022-09-27 $37.97 $38.00 41.9% 12.0% 18.9% 27.1% 42.8% 1.9% -8.3% -1.2K 16.7K -45 5.00 148.72 N/A N/A 2 10 1 10 2022-09-28 $38.73 $38.00 40.5% 11.6% 20.6% 25.4% 42.1% 2.4% -10.5% -1.2K 14.2K -45 5.00 150.10 N/A N/A 2 10 1 10 2022-09-29 $38.02 $38.00 43.0% 12.3% 21.3% 28.6% 43.6% 1.6% -10.3% -1.2K 16.6K -44 5.00 148.50 N/A N/A 2 10 1 10 2022-09-30 $37.64 $38.00 41.8% 12.0% 21.3% 27.0% 40.7% 3.3% -10.2% -1.3K 17.9K -42 5.00 147.48 N/A N/A 2 10 1 10
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