DJD Options History — April 2023

In April 2023, DJD traded between $42.46 and $43.76. ATM implied volatility averaged 19.2%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 7.0% (HV 20d: 12.2%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2023-04-14: Highest Volume — 1 contracts
2023-04-13: Largest IV spike — 99.1% change
2023-04-13: Highest IV Rank — 21.5%
2023-04-13: Largest Expected Move — 9.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.30	$42.46	$43.76	$43.23	$43.42
Max Pain	$43.00	$43.00	$43.00	$43.00	$43.00
ATM IV	19.2%	15.0%	32.3%	19.5%	17.6%
Expected Move	5.2%	4.3%	9.3%	5.6%	5.0%
HV 20d	12.2%	10.1%	15.8%	15.8%	11.9%
HV 60d	12.7%	12.1%	14.0%	14.0%	12.7%
IV Rank	6.4%	1.5%	21.5%	6.7%	4.5%
IV Percentile	15.7%	1.2%	49.2%	18.3%	11.1%
Term Structure	-3.0%	-6.5%	3.1%	-4.3%	-3.5%
VWIV	20.8%	20.8%	20.8%	20.8%	20.8%
Skew 25d	0.9%	-1.0%	2.5%	2.3%	-0.6%
Skew 10d	1.7%	-3.6%	16.6%	1.9%	16.6%
Call IV 25d	19.7%	15.6%	39.8%	20.7%	19.7%
Put IV 25d	20.6%	16.9%	41.3%	23.0%	19.1%
Bid-Ask Spread %	128.66	124.14	155.28	129.41	124.85
Gamma HHI	0.80	0.71	0.89	0.88	0.72
Net GEX	-2.5K	-3.0K	-1.5K	-2.8K	-2.7K
Net DEX	31.1K	24.8K	36.5K	32.3K	30.8K
Net VEX	-89	-103	-70	-96	-82
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	0.053	0	1	0	0
Total OI	14.526	14	15	14	15

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-04-03	$43.23	$0.00	19.5%	5.6%	15.8%	6.7%	0.0%	2.3%	-4.3%	-2.8K	32.3K	-96	129.41	N/A	N/A	0	2	12
2023-04-04	$42.98	$0.00	19.6%	5.6%	14.6%	6.8%	0.0%	1.8%	-3.5%	-2.6K	34.1K	-90	130.02	N/A	N/A	0	2	12
2023-04-05	$43.33	$0.00	20.3%	5.8%	14.9%	7.6%	0.0%	2.1%	-4.7%	-2.8K	31.8K	-94	129.25	N/A	N/A	0	2	12
2023-04-06	$43.14	$0.00	20.4%	4.5%	13.6%	7.7%	0.0%	2.1%	-1.7%	-2.7K	32.7K	-93	128.32	N/A	N/A	0	2	12
2023-04-10	$43.29	$0.00	26.6%	5.1%	13.1%	14.9%	0.0%	2.5%	-2.0%	-2.5K	30.9K	-94	133.78	N/A	N/A	0	2	12
2023-04-11	$43.55	$0.00	21.8%	4.4%	13.2%	9.4%	0.0%	2.0%	-1.8%	-2.9K	30.5K	-94	128.33	N/A	N/A	0	2	12
2023-04-12	$43.38	$0.00	16.2%	4.7%	13.3%	2.9%	0.0%	1.4%	-1.8%	-3.0K	32.1K	-89	128.46	N/A	N/A	0	2	12
2023-04-13	$43.75	$0.00	32.3%	9.3%	12.9%	21.5%	0.0%	1.5%	-6.5%	-1.5K	24.8K	-103	155.28	N/A	N/A	0	2	12
2023-04-14	$43.67	$0.00	15.0%	4.3%	12.3%	1.5%	20.8%	1.2%	-2.0%	-3.0K	30.6K	-94	126.53	N/A	N/A	1	2	12
2023-04-17	$43.76	$43.00	15.1%	4.3%	10.7%	1.6%	0.0%	0.6%	-3.7%	-2.8K	26.8K	-98	125.84	N/A	N/A	0	3	12
2023-04-18	$43.68	$43.00	15.6%	4.5%	10.8%	2.2%	0.0%	-0.2%	-3.7%	-2.8K	27.6K	-94	125.47	N/A	N/A	0	3	12
2023-04-19	$43.41	$43.00	17.7%	5.1%	11.0%	4.6%	0.0%	-1.0%	-3.1%	-2.6K	29.8K	-89	124.74	N/A	N/A	0	3	12
2023-04-20	$43.09	$43.00	16.9%	4.8%	10.6%	3.7%	0.0%	-0.7%	-2.7%	-2.4K	32.1K	-84	124.14	N/A	N/A	0	3	12
2023-04-21	$43.18	$43.00	16.7%	4.8%	10.1%	3.4%	0.0%	0.0%	-3.0%	-2.4K	31.7K	-83	124.79	N/A	N/A	0	3	12
2023-04-24	$43.27	$43.00	17.5%	5.0%	10.1%	4.4%	0.0%	-0.6%	3.1%	-2.4K	30.9K	-85	124.98	N/A	N/A	0	3	12
2023-04-25	$42.96	$43.00	20.1%	5.8%	10.2%	7.3%	0.0%	-0.4%	-4.2%	-2.1K	31.9K	-84	129.41	N/A	N/A	0	3	12
2023-04-26	$42.46	$43.00	19.0%	5.4%	11.2%	6.1%	0.0%	1.8%	-4.0%	-1.9K	36.5K	-70	125.28	N/A	N/A	0	3	12
2023-04-27	$43.15	$43.00	17.4%	5.0%	11.8%	4.3%	0.0%	0.6%	-3.1%	-2.4K	32.6K	-79	125.65	N/A	N/A	0	3	12
2023-04-28	$43.42	$43.00	17.6%	5.0%	11.9%	4.5%	0.0%	-0.6%	-3.5%	-2.7K	30.8K	-82	124.85	N/A	N/A	0	3	12