DJD Options History — January 2023 In January 2023, DJD traded between $43.77 and $45.70. ATM implied volatility averaged 20.9%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 4.9% (HV 20d: 15.9%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-01-18 : Highest Volume — 11 contracts2023-01-05 : Largest IV drop — 51.0% change2023-01-03 : Highest IV Rank — 30.8%2023-01-03 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $44.53 $43.77 $45.70 $43.77 $44.31 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 20.9% 13.7% 40.5% 40.5% 29.2% Expected Move 6.1% 4.4% 11.6% 11.6% 8.4% HV 20d 15.9% 14.5% 17.2% 15.3% 14.6% HV 60d 17.2% 16.4% 18.4% 18.4% 16.4% IV Rank 8.2% 0.0% 30.8% 30.8% 17.8% IV Percentile 12.9% 0.0% 76.2% 76.2% 22.2% Term Structure -4.6% -22.1% 0.6% -15.4% -22.1% Skew 25d 1.7% 0.8% 2.9% 1.8% 2.5% Skew 10d 1.7% 1.0% 2.7% 2.7% 1.7% Call IV 25d 21.8% 15.8% 46.2% 42.2% 22.2% Put IV 25d 23.5% 17.3% 47.5% 43.9% 24.6% Bid-Ask Spread % 133.77 127.12 153.34 152.88 130.78 Gamma HHI 0.63 0.38 0.83 0.53 0.66 Net GEX 949 -1.7K 4.4K 1.6K -1.7K Net DEX -9.8K -34.8K 13.2K -19.9K 12.2K Net VEX -124 -196 -62 -89 -177 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 0.7 0 11 0 0 Total OI 19.9 15 28 15 24
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 2023-01-03 $43.77 $45.00 40.5% 11.6% 15.3% 30.8% 0.0% 1.8% -15.4% 1.6K -19.9K -89 0.00 152.88 N/A N/A 0 0 12 3 2023-01-04 $44.02 $45.00 40.1% 11.5% 15.0% 30.4% 0.0% 1.3% -13.6% 1.4K -21.9K -89 0.00 153.34 N/A N/A 0 0 12 3 2023-01-05 $43.98 $0.00 19.7% 4.9% 14.7% 6.7% 0.0% 2.1% 0.1% 2.1K -19.7K -75 0.00 127.12 N/A N/A 0 1 12 3 2023-01-06 $45.05 $0.00 16.4% 4.7% 17.2% 2.9% 0.0% 1.4% 0.6% 2.7K -28.5K -77 0.00 127.18 N/A N/A 0 0 12 4 2023-01-09 $44.80 $0.00 14.5% 5.3% 17.2% 0.8% 0.0% 1.2% -0.6% 3.1K -25.0K -77 0.00 133.18 N/A N/A 0 0 12 4 2023-01-10 $44.98 $0.00 13.7% 5.3% 17.2% 0.0% 0.0% 1.6% -1.7% 3.5K -27.1K -75 0.00 134.05 N/A N/A 0 0 12 4 2023-01-11 $45.25 $0.00 16.7% 4.8% 17.0% 3.4% 0.0% 1.2% -1.2% 3.5K -31.3K -67 0.00 128.48 N/A N/A 0 0 12 4 2023-01-12 $45.42 $0.00 18.2% 5.2% 16.8% 5.1% 0.0% 2.9% -2.6% 2.3K -32.2K -69 0.00 134.64 N/A N/A 0 0 12 4 2023-01-13 $45.70 $0.00 15.4% 4.4% 16.7% 2.0% 0.0% 2.1% -1.4% 2.2K -34.8K -62 0.00 129.28 N/A N/A 0 0 12 4 2023-01-17 $45.07 $0.00 18.6% 5.3% 15.2% 5.6% 0.0% 1.4% -2.6% 4.4K -29.2K -62 0.00 139.13 N/A N/A 1 0 12 4 2023-01-18 $44.14 $0.00 19.8% 5.7% 17.0% 7.0% 0.0% 0.8% -2.9% 2.1K -20.3K -71 0.00 134.46 N/A N/A 0 11 13 4 2023-01-19 $43.89 $0.00 19.7% 5.6% 16.4% 6.9% 0.0% 1.6% -3.0% 295 8.5K -185 0.00 134.10 N/A N/A 0 0 13 15 2023-01-20 $44.06 $0.00 19.5% 5.6% 16.3% 6.7% 0.0% 1.9% -1.9% 889 9.1K -184 0.00 134.42 N/A N/A 0 1 13 15 2023-01-23 $44.46 $0.00 19.6% 5.6% 16.2% 6.8% 0.0% 1.5% -4.6% -1.4K 9.6K -196 0.00 135.09 N/A N/A 0 0 9 15 2023-01-24 $44.36 $0.00 18.7% 5.3% 15.7% 5.7% 0.0% 1.3% -2.5% -1.4K 11.3K -195 0.00 129.74 N/A N/A 0 0 9 15 2023-01-25 $44.29 $0.00 18.8% 5.4% 15.6% 5.9% 0.0% 1.7% -3.6% -1.6K 10.9K -184 0.00 130.02 N/A N/A 0 0 9 15 2023-01-26 $44.38 $0.00 18.9% 5.4% 15.5% 6.0% 0.0% 1.4% -3.9% -1.6K 10.1K -183 0.00 129.18 N/A N/A 0 0 9 15 2023-01-27 $44.47 $0.00 19.0% 5.4% 14.5% 6.1% 0.0% 2.2% -4.2% -1.7K 9.7K -183 0.00 129.52 N/A N/A 0 0 9 15 2023-01-30 $44.12 $0.00 20.4% 5.9% 14.6% 7.8% 0.0% 2.1% -5.0% -1.6K 13.2K -175 0.00 128.73 N/A N/A 0 0 9 15 2023-01-31 $44.31 $0.00 29.2% 8.4% 14.6% 17.8% 0.0% 2.5% -22.1% -1.7K 12.2K -177 0.00 130.78 N/A N/A 0 0 9 15
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