DJD Options History — October 2022 In October 2022, DJD traded between $37.84 and $42.81. ATM implied volatility averaged 40.7%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 16.1% (HV 20d: 24.6%). Max pain ranged from $32.00 to $38.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 3.24.
Notable Days 2022-10-03 : Highest Volume — 17 contracts2022-10-12 : Largest IV drop — 37.4% change2022-10-11 : Highest IV Rank — 48.3%2022-10-03 : Largest Expected Move — 12.5%Monthly Statistics Metric Avg Min Max Open Close Price $39.78 $37.84 $42.81 $38.66 $42.72 Max Pain $33.80 $32.00 $38.00 $38.00 $32.00 ATM IV 40.7% 32.8% 58.9% 43.6% 40.8% Expected Move 10.7% 9.4% 12.5% 12.5% 11.7% HV 20d 24.6% 22.0% 26.0% 24.0% 22.0% HV 60d 20.6% 18.7% 22.2% 18.7% 22.2% IV Rank 25.6% 15.8% 48.3% 29.2% 25.7% IV Percentile 73.5% 41.7% 96.4% 84.5% 78.2% Term Structure -7.7% -11.9% -4.7% -11.9% -10.3% VWIV 68.8% 42.6% 92.4% 45.6% 92.4% Skew 25d 2.3% 0.9% 4.3% 2.0% 1.7% Skew 10d 3.0% -3.3% 3.9% -3.3% 3.0% Call IV 25d 41.4% 35.9% 51.1% 51.1% 47.5% Put IV 25d 43.7% 38.1% 53.1% 53.1% 49.2% Bid-Ask Spread % 148.00 142.78 150.24 149.44 150.07 Gamma HHI 0.72 0.55 0.99 0.86 0.99 Net GEX -322 -1.3K 764 -1.3K 669 Net DEX -2.0K -21.6K 14.5K 14.5K -21.2K Net VEX -68 -88 -40 -40 -54 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.24 0.00 5.00 1.43 0.00 Total Volume 9.762 3 17 17 3 Total OI 13.238 7 17 11 7
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 2022-10-03 $38.66 $38.00 43.6% 12.5% 24.0% 29.2% 45.6% 2.0% -11.9% -1.3K 14.5K -40 1.43 149.44 N/A N/A 7 10 1 10 2022-10-04 $39.45 $38.00 38.0% 10.9% 25.4% 22.3% 42.6% 4.3% -11.2% -888 2.1K -88 5.00 143.57 N/A N/A 2 10 6 10 2022-10-05 $39.56 $38.00 37.2% 10.7% 25.1% 21.2% 42.9% 1.9% -9.6% -808 1.8K -88 5.00 144.63 N/A N/A 2 10 6 10 2022-10-06 $38.82 $0.00 47.3% 9.6% 25.7% 33.8% 0.0% 2.2% -4.7% -669 6.6K -86 5.00 147.99 N/A N/A 2 10 6 10 2022-10-07 $37.84 $0.00 50.2% 9.8% 25.7% 37.5% 0.0% 2.5% -5.0% -769 11.3K -80 5.00 147.77 N/A N/A 2 10 6 10 2022-10-10 $38.00 $0.00 55.2% 10.3% 25.7% 43.7% 0.0% 2.3% -5.9% -798 10.7K -78 5.00 147.18 N/A N/A 2 10 6 10 2022-10-11 $37.95 $0.00 58.9% 10.6% 22.7% 48.3% 0.0% 3.2% -6.3% -778 10.9K -76 5.00 147.83 N/A N/A 2 10 6 10 2022-10-12 $38.03 $0.00 36.8% 10.6% 22.6% 20.8% 0.0% 2.5% -6.2% -798 10.6K -75 5.00 147.79 N/A N/A 2 10 6 10 2022-10-13 $39.16 $0.00 36.3% 10.4% 25.4% 20.1% 0.0% 3.4% -5.6% -828 4.5K -77 5.00 148.04 N/A N/A 2 10 6 10 2022-10-14 $38.82 $0.00 35.9% 10.3% 25.3% 19.7% 0.0% 1.5% -6.3% -796 6.3K -74 5.00 148.21 N/A N/A 2 10 6 10 2022-10-17 $39.39 $0.00 37.8% 10.8% 26.0% 22.0% 0.0% 2.2% -7.3% -899 2.7K -71 5.00 148.49 N/A N/A 2 10 6 10 2022-10-18 $39.54 $0.00 36.8% 10.5% 25.8% 20.7% 0.0% 2.6% -7.3% -760 2.3K -69 5.00 148.56 N/A N/A 2 10 6 10 2022-10-19 $39.42 $0.00 37.3% 10.7% 25.3% 21.4% 0.0% 1.4% -6.8% -842 2.7K -67 5.00 148.55 N/A N/A 2 10 6 10 2022-10-20 $39.38 $0.00 38.0% 10.9% 25.3% 22.2% 65.7% 1.9% -7.3% -972 2.5K -62 3.33 149.01 N/A N/A 3 10 6 10 2022-10-21 $40.32 $32.00 37.1% 10.6% 25.1% 21.2% 68.1% 2.4% -7.0% 737 -16.1K -57 3.33 149.43 N/A N/A 3 10 7 10 2022-10-24 $40.90 $32.00 38.6% 11.1% 25.2% 23.0% 76.1% 2.3% -8.6% 742 -17.3K -57 0.00 149.49 N/A N/A 3 0 7 0 2022-10-25 $41.28 $32.00 39.2% 11.2% 24.9% 23.7% 77.7% 2.4% -8.7% 727 -18.2K -57 0.00 149.05 N/A N/A 3 0 7 0 2022-10-26 $41.61 $32.00 32.8% 9.4% 24.2% 15.8% 72.9% 2.1% -7.3% 764 -18.9K -56 0.00 142.78 N/A N/A 3 0 7 0 2022-10-27 $41.79 $32.00 38.4% 11.0% 22.8% 22.7% 82.7% 0.9% -9.4% 753 -19.3K -56 0.00 149.98 N/A N/A 3 0 7 0 2022-10-28 $42.81 $32.00 39.0% 11.2% 23.1% 23.5% 89.6% 2.3% -9.7% 724 -21.6K -53 0.00 150.24 N/A N/A 3 0 7 0 2022-10-31 $42.72 $32.00 40.8% 11.7% 22.0% 25.7% 92.4% 1.7% -10.3% 669 -21.2K -54 0.00 150.07 N/A N/A 3 0 7 0
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