DJD Options History — June 2023 In June 2023, DJD traded between $41.27 and $43.64. ATM implied volatility averaged 18.3%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 5.2% (HV 20d: 13.0%). Max pain ranged from $43.00 to $45.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-06 : Highest Volume — 8 contracts2023-06-12 : Largest IV spike — 183.7% change2023-06-13 : Highest IV Rank — 29.9%2023-06-02 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $42.49 $41.27 $43.64 $41.27 $42.76 Max Pain $43.84 $43.00 $45.00 $45.00 $43.00 ATM IV 18.3% 11.0% 37.7% 20.5% 15.8% Expected Move 4.5% 4.0% 5.9% 5.9% 4.5% HV 20d 13.0% 10.5% 14.8% 10.5% 14.1% HV 60d 12.6% 12.2% 13.3% 12.4% 12.4% IV Rank 7.6% 0.0% 29.9% 7.9% 5.3% IV Percentile 18.9% 0.0% 75.4% 34.9% 7.5% Term Structure -2.8% -6.8% -1.0% -6.8% -2.8% VWIV 20.7% 14.8% 26.8% 23.2% 26.8% Skew 25d 1.4% 0.4% 2.3% 0.4% 0.9% Skew 10d 1.5% 0.5% 3.3% 1.3% 1.2% Call IV 25d 17.2% 14.0% 24.0% 23.3% 19.1% Put IV 25d 18.5% 15.8% 24.7% 23.7% 20.1% Bid-Ask Spread % 130.75 123.95 132.74 128.88 130.39 Gamma HHI 0.47 0.26 0.71 0.49 0.47 Net GEX 433 -2.0K 2.4K -944 1.5K Net DEX 10.7K -7.4K 50.7K 47.2K -5.9K Net VEX -26 -38 -17 -19 -24 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 1.238 0 8 0 0 Total OI 16.095 4 30 15 6
Daily Data (21 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 2023-06-01 $41.27 $45.00 20.5% 5.9% 10.5% 7.9% 0.0% 0.4% -6.8% -944 47.2K -19 0.00 128.88 N/A N/A 0 0 2 13 2023-06-02 $42.23 $45.00 20.6% 5.9% 13.2% 8.0% 23.2% 0.7% -6.0% -2.0K 42.9K -31 0.00 123.95 N/A N/A 0 3 2 13 2023-06-05 $42.00 $0.00 18.1% 4.1% 12.2% 5.1% 0.0% 1.2% -2.3% -1.7K 50.7K -17 0.00 131.27 N/A N/A 4 0 2 16 2023-06-06 $42.08 $0.00 13.5% 4.0% 12.2% 0.0% 18.0% 2.3% -1.2% 19 36.2K -20 0.00 131.27 N/A N/A 8 0 6 16 2023-06-07 $42.50 $45.00 11.0% 4.0% 12.6% 0.0% 0.0% 1.8% -2.0% 2.4K 10.3K -37 0.00 132.08 N/A N/A 0 0 14 16 2023-06-08 $42.55 $45.00 25.0% 4.0% 12.6% 15.6% 0.0% 1.7% -2.1% 1.9K 10.2K -38 0.00 132.07 N/A N/A 0 0 14 16 2023-06-09 $42.48 $45.00 12.0% 4.1% 12.2% 1.1% 0.0% 1.6% -1.8% 2.2K 11.2K -36 0.00 131.89 N/A N/A 7 0 14 16 2023-06-12 $42.67 $45.00 34.0% 4.1% 12.3% 25.8% 0.0% 1.8% -2.0% 60 20.6K -34 0.00 132.74 N/A N/A 0 0 11 16 2023-06-13 $42.97 $45.00 37.7% 4.2% 12.5% 29.9% 0.0% 1.7% -2.1% -778 20.1K -27 0.00 131.60 N/A N/A 0 0 10 16 2023-06-14 $43.02 $45.00 14.7% 4.2% 11.8% 4.1% 14.8% 0.9% -2.9% -736 19.8K -23 0.00 131.31 N/A N/A 2 0 10 16 2023-06-15 $43.57 $43.00 13.8% 4.0% 12.2% 3.1% 0.0% 1.7% -1.0% -1.1K -3.5K -32 0.00 132.06 N/A N/A 0 0 12 13 2023-06-16 $43.64 $43.00 14.7% 4.2% 12.2% 4.1% 0.0% 1.3% -2.1% -1.4K -4.1K -25 0.00 131.37 N/A N/A 0 0 12 13 2023-06-20 $42.74 $43.00 15.5% 4.4% 14.6% 5.0% 26.8% 1.3% -2.3% 1.1K -7.4K -22 0.00 130.40 N/A N/A 0 1 4 0 2023-06-21 $42.48 $43.00 16.6% 4.7% 14.7% 6.2% 0.0% 0.9% -2.5% 1.0K -2.6K -22 0.00 130.63 N/A N/A 0 0 4 1 2023-06-22 $42.35 $43.00 16.2% 4.6% 14.8% 5.8% 0.0% 1.3% -2.3% 1.0K -2.2K -21 0.00 130.46 N/A N/A 0 0 4 1 2023-06-23 $42.14 $43.00 16.0% 4.6% 14.1% 5.6% 0.0% 0.8% -2.4% 1.0K -1.6K -20 0.00 130.58 N/A N/A 1 0 4 1 2023-06-26 $42.30 $43.00 17.2% 4.9% 13.7% 6.9% 0.0% 1.8% -3.4% 1.3K -4.5K -25 0.00 130.24 N/A N/A 0 0 5 1 2023-06-27 $42.22 $43.00 16.7% 4.8% 13.7% 6.4% 0.0% 1.5% -3.0% 1.3K -4.2K -25 0.00 130.89 N/A N/A 0 0 5 1 2023-06-28 $42.08 $43.00 16.9% 4.8% 13.7% 6.6% 0.0% 1.3% -3.0% 1.3K -3.7K -24 0.00 131.33 N/A N/A 0 0 5 1 2023-06-29 $42.33 $43.00 17.7% 5.1% 13.8% 7.5% 0.0% 1.9% -4.3% 1.4K -4.5K -24 0.00 130.41 N/A N/A 0 0 5 1 2023-06-30 $42.76 $43.00 15.8% 4.5% 14.1% 5.3% 0.0% 0.9% -2.8% 1.5K -5.9K -24 0.00 130.39 N/A N/A 0 0 5 1
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