DJD Options History — November 2022 In November 2022, DJD traded between $42.04 and $45.59. ATM implied volatility averaged 32.6%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 13.4% (HV 20d: 19.2%). Max pain ranged from $32.00 to $41.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-11-22 : Highest Volume — 6 contracts2022-11-25 : Largest IV spike — 117.2% change2022-11-08 : Highest IV Rank — 35.5%2022-11-02 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $44.15 $42.04 $45.59 $42.63 $45.59 Max Pain $40.14 $32.00 $41.00 $32.00 $41.00 ATM IV 32.6% 13.9% 50.1% 42.0% 38.5% Expected Move 8.5% 4.0% 12.7% 12.0% 11.0% HV 20d 19.2% 17.4% 21.7% 21.3% 19.0% HV 60d 22.3% 21.8% 23.1% 22.1% 22.1% IV Rank 16.1% 0.0% 35.5% 27.2% 28.5% IV Percentile 42.5% 0.0% 89.7% 80.6% 68.7% Term Structure -5.0% -12.9% 11.3% -11.4% -12.9% VWIV 45.5% 16.0% 98.3% 96.7% 49.5% Skew 25d 0.7% -3.9% 3.4% 0.7% 2.3% Skew 10d 3.2% 1.6% 8.7% 2.6% 3.2% Call IV 25d 36.2% 26.0% 50.4% 49.0% 41.1% Put IV 25d 36.9% 27.1% 51.2% 49.7% 43.3% Bid-Ask Spread % 147.86 142.37 150.62 150.62 147.04 Gamma HHI 0.91 0.58 1.00 0.99 0.58 Net GEX 1.0K 494 2.6K 690 1.7K Net DEX -25.3K -34.4K -19.8K -21.0K -34.4K Net VEX -46 -54 -33 -53 -46 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 2.476 0 6 3 0 Total OI 7.619 6 10 7 10
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 2022-11-01 $42.63 $32.00 42.0% 12.0% 21.3% 27.2% 96.7% 0.7% -11.4% 690 -21.0K -53 0.00 150.62 N/A N/A 3 0 7 0 2022-11-02 $42.34 $32.00 44.3% 12.7% 21.7% 30.1% 98.3% 0.8% -12.8% 707 -20.4K -53 0.00 150.04 N/A N/A 3 0 7 0 2022-11-03 $42.04 $41.00 43.4% 8.6% 20.4% 29.0% 32.4% 1.8% -6.4% 700 -19.8K -54 0.00 147.97 N/A N/A 3 0 7 0 2022-11-04 $42.65 $41.00 43.2% 8.7% 17.5% 28.5% 32.9% 2.1% -6.6% 735 -21.0K -51 0.00 148.74 N/A N/A 3 0 7 0 2022-11-07 $43.19 $41.00 47.7% 8.7% 17.6% 34.2% 35.7% 1.7% -6.5% 726 -22.1K -49 0.00 148.50 N/A N/A 3 0 7 0 2022-11-08 $43.57 $41.00 50.1% 8.9% 17.4% 35.5% 36.6% 1.6% -9.2% 682 -22.9K -49 0.00 148.56 N/A N/A 3 0 7 0 2022-11-09 $42.75 $41.00 31.7% 9.1% 19.6% 12.0% 36.6% 3.0% -8.7% 728 -21.0K -51 0.00 148.29 N/A N/A 3 0 7 0 2022-11-10 $44.09 $41.00 30.4% 8.7% 19.9% 10.3% 38.7% 3.4% -8.3% 659 -24.0K -46 0.00 148.61 N/A N/A 3 0 7 0 2022-11-11 $44.80 $41.00 25.5% 7.3% 19.4% 4.0% 39.6% 2.0% -5.1% 617 -25.7K -43 0.00 142.37 N/A N/A 3 0 7 0 2022-11-14 $44.78 $41.00 30.2% 8.7% 19.4% 10.1% 42.3% 1.7% -8.1% 638 -25.4K -43 0.00 148.92 N/A N/A 3 0 7 0 2022-11-15 $44.54 $41.00 30.7% 8.8% 19.8% 10.7% 42.1% -3.3% -8.4% 638 -24.9K -42 0.00 148.48 N/A N/A 3 0 7 0 2022-11-16 $44.29 $41.00 31.6% 9.1% 20.0% 11.9% 42.6% -2.4% -8.6% 659 -24.5K -42 0.00 148.86 N/A N/A 3 0 7 0 2022-11-17 $44.36 $41.00 32.4% 9.3% 19.9% 12.9% 41.6% -2.2% -7.9% 663 -24.5K -42 0.00 149.14 N/A N/A 3 0 7 0 2022-11-18 $44.74 $41.00 32.3% 9.3% 18.8% 12.7% 44.7% -3.3% -6.3% 654 -25.5K -39 0.00 148.84 N/A N/A 3 0 7 0 2022-11-21 $44.77 $41.00 33.1% 9.5% 18.5% 13.8% 47.6% 1.3% -7.5% 636 -21.2K -38 0.00 148.88 N/A N/A 2 0 6 0 2022-11-22 $45.41 $41.00 15.8% 4.5% 18.8% 0.0% 16.0% 1.1% 6.5% 494 -22.9K -33 0.00 146.24 N/A N/A 6 0 6 0 2022-11-23 $45.41 $41.00 15.6% 4.5% 18.8% 0.0% 49.5% -3.9% 9.7% 2.3K -33.3K -53 0.00 144.16 N/A N/A 2 0 10 0 2022-11-25 $45.52 $41.00 33.8% 9.7% 18.8% 21.5% 0.0% 2.1% -8.5% 1.7K -34.0K -49 0.00 147.08 N/A N/A 0 0 10 0 2022-11-28 $44.77 $41.00 13.9% 4.0% 18.7% 0.0% 0.0% 3.4% 11.3% 2.6K -30.6K -49 0.00 147.03 N/A N/A 0 0 10 0 2022-11-29 $44.97 $41.00 18.5% 5.3% 18.6% 5.4% 0.0% 1.0% 10.3% 2.6K -31.7K -50 0.00 146.61 N/A N/A 0 0 10 0 2022-11-30 $45.59 $41.00 38.5% 11.0% 19.0% 28.5% 0.0% 2.3% -12.9% 1.7K -34.4K -46 0.00 147.04 N/A N/A 0 0 10 0
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