DJD Options History — May 2023 In May 2023, DJD traded between $41.09 and $43.44. ATM implied volatility averaged 18.6%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 6.0% (HV 20d: 12.7%). Max pain ranged from $43.00 to $45.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days.
Notable Days 2023-05-22 : Highest Volume — 2 contracts2023-05-18 : Largest IV spike — 48.3% change2023-05-09 : Highest IV Rank — 12.5%2023-05-31 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $42.03 $41.09 $43.44 $43.44 $41.26 Max Pain $44.73 $43.00 $45.00 $43.00 $45.00 ATM IV 18.6% 15.8% 24.5% 19.3% 23.5% Expected Move 5.1% 4.1% 6.7% 5.5% 6.7% HV 20d 12.7% 10.7% 13.5% 11.5% 10.7% HV 60d 13.0% 12.7% 13.6% 12.7% 12.9% IV Rank 5.7% 2.5% 12.5% 6.5% 11.3% IV Percentile 18.2% 5.2% 38.1% 21.4% 38.1% Term Structure -2.7% -9.1% 0.4% -4.5% -2.7% VWIV 25.0% 25.0% 25.0% 25.0% 25.0% Skew 25d 2.2% 0.1% 6.6% 0.1% 6.6% Skew 10d 1.8% -1.2% 2.8% -1.2% 1.4% Call IV 25d 18.0% 15.1% 22.1% 20.7% 17.7% Put IV 25d 20.2% 17.5% 24.2% 20.7% 24.2% Bid-Ask Spread % 128.63 125.76 132.09 125.76 132.09 Gamma HHI 0.64 0.45 0.81 0.73 0.45 Net GEX -1.4K -2.7K -835 -2.7K -835 Net DEX 41.1K 30.8K 47.5K 30.8K 47.5K Net VEX -43 -79 -18 -79 -18 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.091 0 2 0 0 Total OI 14.864 14 15 15 15
Daily Data (22 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 2023-05-01 $43.44 $43.00 19.3% 5.5% 11.5% 6.5% 0.0% 0.1% -4.5% -2.7K 30.8K -79 0.00 125.76 N/A N/A 0 0 3 12 2023-05-02 $42.75 $43.00 16.8% 4.8% 12.1% 3.6% 0.0% 0.3% -2.8% -2.0K 35.7K -66 0.00 125.93 N/A N/A 0 0 3 12 2023-05-03 $42.42 $43.00 20.7% 5.9% 12.2% 8.1% 0.0% 4.9% -5.3% -1.6K 38.2K -61 0.00 126.46 N/A N/A 0 0 3 12 2023-05-04 $42.03 $45.00 21.7% 4.8% 12.1% 9.2% 0.0% 2.0% -0.7% -1.5K 39.1K -54 0.00 128.05 N/A N/A 0 0 3 12 2023-05-05 $42.64 $45.00 16.3% 4.1% 13.3% 3.0% 0.0% 2.4% 0.4% -1.9K 37.1K -63 0.00 128.44 N/A N/A 0 0 3 12 2023-05-08 $42.54 $45.00 17.8% 4.2% 13.2% 4.8% 0.0% 2.1% 0.1% -1.7K 38.0K -56 0.00 128.20 N/A N/A 0 0 3 12 2023-05-09 $42.33 $45.00 24.5% 4.6% 13.1% 12.5% 0.0% 2.6% -1.0% -1.5K 39.2K -51 0.00 127.89 N/A N/A 0 0 3 12 2023-05-10 $42.32 $45.00 16.2% 4.6% 13.0% 2.9% 0.0% 2.4% -1.5% -1.6K 39.1K -51 0.00 128.99 N/A N/A 0 0 3 12 2023-05-11 $41.95 $45.00 16.1% 4.6% 12.8% 2.8% 0.0% 2.3% -1.3% -1.3K 40.9K -46 0.00 128.39 N/A N/A 0 0 3 12 2023-05-12 $42.00 $45.00 15.8% 4.5% 12.8% 2.5% 0.0% 2.8% -0.5% -1.3K 41.0K -45 0.00 130.78 N/A N/A 0 0 3 12 2023-05-15 $42.03 $45.00 16.1% 4.6% 12.8% 2.7% 0.0% 2.5% -2.0% -1.3K 41.2K -43 0.00 128.61 N/A N/A 0 0 3 12 2023-05-16 $41.62 $45.00 15.9% 4.6% 13.1% 2.5% 0.0% 1.7% -1.6% -1.0K 42.8K -34 0.00 129.18 N/A N/A 0 0 3 12 2023-05-17 $41.95 $45.00 15.8% 4.5% 13.5% 2.5% 0.0% 2.1% -1.9% -1.2K 42.1K -37 0.00 129.01 N/A N/A 0 0 3 12 2023-05-18 $42.12 $45.00 23.5% 6.7% 13.4% 11.3% 0.0% 2.1% -9.1% -1.4K 40.3K -43 0.00 129.38 N/A N/A 0 0 3 12 2023-05-19 $42.13 $45.00 16.9% 4.8% 13.4% 3.6% 0.0% 1.8% -2.6% -1.3K 41.5K -39 0.00 128.62 N/A N/A 0 0 3 12 2023-05-22 $41.97 $45.00 17.1% 4.9% 13.4% 3.9% 25.0% 1.7% -3.4% -1.6K 43.4K -33 0.00 128.92 N/A N/A 0 2 2 12 2023-05-23 $41.97 $45.00 17.7% 5.1% 13.2% 4.6% 0.0% 2.1% -2.9% -1.6K 43.2K -33 0.00 128.86 N/A N/A 0 0 2 12 2023-05-24 $41.44 $45.00 19.5% 5.6% 13.3% 6.6% 0.0% 1.8% -4.2% -1.2K 44.1K -29 0.00 129.02 N/A N/A 0 0 2 12 2023-05-25 $41.09 $45.00 18.9% 5.4% 11.9% 6.0% 0.0% 1.4% -3.5% -1.1K 46.6K -24 0.00 129.24 N/A N/A 0 0 2 13 2023-05-26 $41.33 $45.00 19.2% 5.5% 11.8% 6.3% 0.0% 1.6% -4.0% -1.2K 46.3K -26 0.00 129.13 N/A N/A 0 0 2 13 2023-05-30 $41.23 $45.00 20.3% 5.8% 11.8% 7.7% 0.0% 1.1% -5.0% -1.0K 46.9K -22 0.00 128.85 N/A N/A 0 0 2 13 2023-05-31 $41.26 $45.00 23.5% 6.7% 10.7% 11.3% 0.0% 6.6% -2.7% -835 47.5K -18 0.00 132.09 N/A N/A 0 0 2 13
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