DJD Options History — March 2023

In March 2023, DJD traded between $41.03 and $43.41. ATM implied volatility averaged 23.4%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 10.0% (HV 20d: 13.3%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2023-03-21: Highest Volume — 6 contracts
2023-03-15: Largest IV drop — 60.3% change
2023-03-14: Highest IV Rank — 40.9%
2023-03-03: Largest Expected Move — 6.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.98	$41.03	$43.41	$42.83	$42.69
Max Pain	$41.00	$41.00	$41.00	$41.00	$41.00
ATM IV	23.4%	17.7%	49.2%	21.3%	17.9%
Expected Move	5.4%	4.5%	6.1%	6.1%	5.1%
HV 20d	13.3%	11.2%	15.1%	11.6%	15.1%
HV 60d	13.8%	13.4%	14.4%	13.8%	13.8%
IV Rank	11.2%	4.6%	40.9%	8.7%	4.9%
IV Percentile	22.0%	7.9%	90.9%	16.7%	8.7%
Term Structure	-1.6%	-6.5%	19.0%	4.4%	-3.3%
Skew 25d	2.2%	-3.2%	6.3%	-3.2%	2.0%
Skew 10d	0.9%	-14.2%	3.6%	-4.4%	2.0%
Call IV 25d	19.0%	14.5%	23.1%	22.3%	19.7%
Put IV 25d	21.2%	17.1%	24.9%	19.1%	21.6%
Bid-Ask Spread %	128.95	125.61	138.01	127.69	130.11
Gamma HHI	0.68	0.49	0.87	0.54	0.87
Net GEX	-706	-2.5K	5.6K	-996	-2.5K
Net DEX	34.9K	23.8K	39.9K	28.5K	34.9K
Net VEX	-90	-124	-70	-120	-89
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	0.478	0	6	0	0
Total OI	19.652	14	24	24	14

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-03-01	$42.83	$41.00	21.3%	6.1%	11.6%	8.7%	0.0%	-3.2%	4.4%	-996	28.5K	-120	127.69	N/A	N/A	0	0	9	15
2023-03-02	$43.08	$41.00	21.2%	6.1%	11.2%	8.6%	0.0%	0.1%	-6.1%	-1.3K	26.4K	-120	128.75	N/A	N/A	0	0	9	15
2023-03-03	$43.41	$41.00	21.3%	6.1%	11.7%	8.8%	0.0%	2.0%	-6.5%	-1.7K	23.8K	-124	125.61	N/A	N/A	0	0	9	15
2023-03-06	$43.38	$0.00	23.7%	4.5%	11.6%	11.5%	0.0%	2.6%	-2.0%	-1.8K	25.0K	-115	129.18	N/A	N/A	0	0	9	15
2023-03-07	$42.63	$0.00	25.6%	4.7%	13.0%	13.7%	0.0%	1.1%	-2.8%	-995	30.6K	-103	129.34	N/A	N/A	0	0	9	15
2023-03-08	$42.56	$0.00	26.0%	5.1%	12.8%	14.2%	0.0%	2.0%	-4.9%	-761	31.9K	-96	129.34	N/A	N/A	0	0	9	15
2023-03-09	$41.88	$0.00	29.3%	5.1%	13.6%	18.0%	0.0%	1.9%	-2.8%	-51	36.0K	-94	128.34	N/A	N/A	0	4	9	15
2023-03-10	$41.54	$0.00	30.7%	5.2%	13.4%	19.6%	0.0%	1.9%	-1.2%	307	36.8K	-94	127.95	N/A	N/A	0	0	9	15
2023-03-13	$41.51	$0.00	46.2%	5.7%	12.8%	37.5%	0.0%	2.5%	-1.6%	516	36.8K	-87	129.80	N/A	N/A	0	0	9	15
2023-03-14	$41.52	$0.00	49.2%	5.8%	11.9%	40.9%	0.0%	2.7%	-3.3%	291	39.1K	-80	138.01	N/A	N/A	0	0	9	15
2023-03-15	$41.19	$0.00	19.5%	5.6%	12.0%	6.7%	0.0%	2.6%	-1.1%	1.9K	39.9K	-77	128.66	N/A	N/A	0	0	9	15
2023-03-16	$41.79	$0.00	17.8%	5.1%	13.6%	4.8%	0.0%	2.9%	19.0%	573	36.3K	-80	130.22	N/A	N/A	0	0	9	15
2023-03-17	$41.20	$0.00	19.2%	5.5%	14.2%	6.4%	0.0%	3.3%	-0.9%	5.6K	38.5K	-70	128.64	N/A	N/A	1	0	9	15
2023-03-20	$41.37	$0.00	18.9%	5.4%	14.3%	6.0%	0.0%	3.1%	-2.2%	-1.5K	38.3K	-78	126.98	N/A	N/A	0	0	2	12
2023-03-21	$41.72	$0.00	17.7%	5.1%	13.7%	4.6%	0.0%	3.2%	-1.6%	-1.9K	37.0K	-87	127.53	N/A	N/A	0	6	2	12
2023-03-22	$41.27	$0.00	18.7%	5.4%	13.8%	5.8%	0.0%	1.5%	-2.6%	-1.5K	38.8K	-72	130.25	N/A	N/A	0	0	2	12
2023-03-23	$41.03	$0.00	19.5%	5.6%	13.7%	6.7%	0.0%	3.5%	-1.2%	-1.4K	36.8K	-86	129.46	N/A	N/A	0	0	2	12
2023-03-24	$41.25	$0.00	19.1%	5.5%	13.8%	6.3%	0.0%	3.2%	-2.4%	-1.5K	38.6K	-78	127.80	N/A	N/A	0	0	2	12
2023-03-27	$41.67	$0.00	18.5%	5.3%	14.3%	5.6%	0.0%	2.4%	-3.3%	-1.8K	38.0K	-79	128.34	N/A	N/A	0	0	2	12
2023-03-28	$41.62	$0.00	18.6%	5.3%	14.3%	5.7%	0.0%	2.1%	-3.2%	-1.7K	38.1K	-79	128.50	N/A	N/A	0	0	2	12
2023-03-29	$42.14	$0.00	18.6%	5.3%	15.1%	5.7%	0.0%	6.3%	-2.8%	-1.9K	37.0K	-81	126.78	N/A	N/A	0	0	2	12
2023-03-30	$42.31	$0.00	18.9%	5.4%	15.0%	6.0%	0.0%	1.8%	-3.5%	-2.1K	36.6K	-82	128.54	N/A	N/A	0	0	2	12
2023-03-31	$42.69	$0.00	17.9%	5.1%	15.1%	4.9%	0.0%	2.0%	-3.3%	-2.5K	34.9K	-89	130.11	N/A	N/A	0	0	2	12