DJD Options History — February 2023 In February 2023, DJD traded between $42.77 and $44.74. ATM implied volatility averaged 18.8%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 6.6% (HV 20d: 12.2%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days.
Notable Days 2023-02-08 : Largest IV drop — 34.5% change2023-02-07 : Highest IV Rank — 12.0%2023-02-27 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $43.89 $42.77 $44.74 $44.74 $42.77 Max Pain $41.00 $41.00 $41.00 $41.00 $41.00 ATM IV 18.8% 15.8% 24.1% 19.3% 19.9% Expected Move 5.0% 4.2% 5.7% 5.5% 5.7% HV 20d 12.2% 9.8% 14.9% 14.9% 11.8% HV 60d 14.7% 13.8% 16.4% 16.4% 13.8% IV Rank 5.8% 2.4% 12.0% 6.4% 7.2% IV Percentile 8.8% 2.8% 15.1% 7.9% 15.1% Term Structure -0.2% -5.3% 18.1% -5.3% -4.8% Skew 25d 0.9% -4.0% 2.6% 1.9% -4.0% Skew 10d -1.2% -5.6% 2.2% 2.2% -3.4% Call IV 25d 17.7% 15.1% 22.2% 21.3% 22.2% Put IV 25d 18.6% 16.9% 23.3% 23.3% 18.2% Bid-Ask Spread % 127.27 125.43 129.25 129.25 127.34 Gamma HHI 0.63 0.54 0.70 0.69 0.54 Net GEX -1.6K -2.1K -1.0K -1.8K -1.0K Net DEX 16.9K 7.7K 28.6K 7.7K 28.6K Net VEX -153 -178 -116 -178 -116 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 24 24 24 24 24
Daily Data (19 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 2023-02-01 $44.74 $0.00 19.3% 5.5% 14.9% 6.4% 0.0% 1.9% -5.3% -1.8K 7.7K -178 0.00 129.25 N/A N/A 0 0 9 15 2023-02-02 $44.55 $41.00 20.2% 4.2% 14.9% 7.5% 0.0% 1.8% -0.0% -1.8K 9.5K -175 0.00 126.70 N/A N/A 0 0 9 15 2023-02-03 $44.41 $41.00 21.9% 4.5% 14.9% 9.4% 0.0% 1.3% -1.0% -1.9K 10.5K -175 0.00 127.16 N/A N/A 0 0 9 15 2023-02-06 $44.29 $41.00 23.6% 4.5% 12.1% 11.4% 0.0% 1.6% -1.1% -1.9K 12.6K -169 0.00 126.65 N/A N/A 0 0 9 15 2023-02-07 $44.48 $41.00 24.1% 4.5% 12.1% 12.0% 0.0% 1.9% -0.6% -1.9K 11.0K -168 0.00 127.29 N/A N/A 0 0 9 15 2023-02-08 $44.16 $41.00 15.8% 4.5% 12.2% 2.4% 0.0% 1.2% -1.2% -1.8K 13.6K -165 0.00 127.03 N/A N/A 0 0 9 15 2023-02-09 $43.69 $41.00 16.9% 4.8% 12.4% 3.7% 0.0% 1.1% -3.4% -1.5K 19.7K -160 0.00 125.57 N/A N/A 0 0 9 15 2023-02-10 $44.08 $41.00 16.0% 4.6% 12.8% 2.7% 0.0% 2.6% -0.2% -1.7K 14.8K -160 0.00 127.53 N/A N/A 0 0 9 15 2023-02-13 $44.52 $41.00 15.8% 4.5% 13.2% 2.4% 0.0% 2.2% -1.4% -1.9K 10.4K -161 0.00 127.27 N/A N/A 0 0 9 15 2023-02-14 $44.38 $41.00 16.6% 4.8% 12.3% 3.4% 0.0% 1.4% -1.7% -2.0K 11.6K -160 0.00 127.91 N/A N/A 0 0 9 15 2023-02-15 $44.33 $41.00 16.4% 4.7% 9.8% 3.2% 0.0% 2.0% -1.5% -2.1K 13.2K -158 0.00 127.76 N/A N/A 0 0 9 15 2023-02-16 $44.04 $41.00 16.4% 4.7% 9.9% 3.1% 0.0% 1.7% 18.1% -1.9K 15.8K -155 0.00 127.57 N/A N/A 0 0 9 15 2023-02-17 $44.15 $41.00 17.1% 4.9% 9.8% 4.0% 0.0% 1.8% 17.2% -1.9K 14.5K -155 0.00 128.37 N/A N/A 0 0 9 15 2023-02-21 $43.35 $41.00 19.1% 5.5% 11.2% 6.2% 0.0% -1.6% -3.6% -1.3K 22.7K -140 0.00 126.25 N/A N/A 0 0 9 15 2023-02-22 $42.98 $41.00 19.5% 5.6% 11.5% 6.7% 0.0% 0.5% -4.0% -1.1K 26.3K -130 0.00 125.43 N/A N/A 0 0 9 15 2023-02-23 $43.18 $41.00 18.6% 5.3% 11.7% 5.6% 0.0% 1.5% -3.2% -1.3K 24.3K -135 0.00 128.27 N/A N/A 0 0 9 15 2023-02-24 $42.83 $41.00 19.1% 5.5% 11.9% 6.3% 0.0% -3.1% -3.4% -1.0K 26.9K -129 0.00 127.34 N/A N/A 0 0 9 15 2023-02-27 $42.96 $41.00 20.0% 5.7% 12.0% 7.3% 0.0% 0.9% -3.7% -1.1K 26.9K -122 0.00 127.41 N/A N/A 0 0 9 15 2023-02-28 $42.77 $41.00 19.9% 5.7% 11.8% 7.2% 0.0% -4.0% -4.8% -1.0K 28.6K -116 0.00 127.34 N/A N/A 0 0 9 15
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