DJD Options History — July 2023 In July 2023, DJD traded between $42.05 and $44.00. ATM implied volatility averaged 17.1%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 6.4% (HV 20d: 10.6%). Max pain ranged from $42.00 to $43.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-06 : Highest Volume — 2 contracts2023-07-12 : Largest IV drop — 36.4% change2023-07-11 : Highest IV Rank — 12.7%2023-07-05 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $43.01 $42.05 $44.00 $42.87 $43.94 Max Pain $42.10 $42.00 $43.00 $43.00 $42.00 ATM IV 17.1% 13.9% 22.3% 17.0% 17.6% Expected Move 4.5% 4.0% 5.3% 4.9% 5.0% HV 20d 10.6% 8.5% 12.4% 11.7% 8.5% HV 60d 12.2% 11.3% 12.6% 12.2% 11.3% IV Rank 7.4% 3.3% 12.7% 6.7% 8.6% IV Percentile 19.2% 2.4% 46.8% 18.7% 26.6% Term Structure -2.5% -4.6% -1.0% -3.2% -4.4% Skew 25d 1.2% 0.2% 2.0% 1.1% 0.5% Skew 10d 1.3% 0.7% 1.9% 0.9% 0.9% Call IV 25d 17.4% 15.3% 21.4% 20.1% 20.5% Put IV 25d 18.6% 16.7% 22.8% 21.2% 20.9% Bid-Ask Spread % 130.53 128.82 132.31 132.13 130.79 Gamma HHI 0.60 0.47 0.82 0.47 0.51 Net GEX 1.0K 478 1.9K 1.5K 498 Net DEX -7.0K -10.7K -3.8K -6.3K -6.9K Net VEX -16 -24 -8 -24 -8 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 0.2 0 2 0 0 Total OI 4.75 2 6 6 2
Daily Data (20 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 2023-07-03 $42.87 $43.00 17.0% 4.9% 11.7% 6.7% 0.0% 1.1% -3.2% 1.5K -6.3K -24 0.00 132.13 N/A N/A 0 0 5 1 2023-07-05 $42.68 $43.00 18.4% 5.3% 11.7% 8.3% 0.0% 1.4% -4.6% 1.5K -5.5K -22 0.00 131.55 N/A N/A 0 0 5 1 2023-07-06 $42.19 $42.00 20.1% 4.3% 12.4% 10.2% 0.0% 1.3% -1.5% 1.4K -3.8K -21 0.00 128.82 N/A N/A 0 2 5 1 2023-07-07 $42.05 $42.00 20.9% 4.8% 11.9% 11.1% 0.0% 1.6% -1.1% 984 -5.4K -24 0.00 130.20 N/A N/A 0 0 5 1 2023-07-10 $42.15 $42.00 21.8% 4.3% 12.0% 12.1% 0.0% 1.8% -1.0% 1.0K -5.7K -22 0.00 129.45 N/A N/A 0 0 5 1 2023-07-11 $42.51 $42.00 22.3% 4.1% 12.4% 12.7% 0.0% 2.0% -1.5% 1.1K -7.3K -22 0.00 130.19 N/A N/A 0 0 5 1 2023-07-12 $42.61 $42.00 14.2% 4.1% 12.3% 3.6% 0.0% 0.7% -2.0% 1.2K -7.7K -21 0.00 129.94 N/A N/A 0 0 5 1 2023-07-13 $42.70 $42.00 13.9% 4.0% 12.0% 3.3% 0.0% 1.1% -1.5% 1.3K -7.8K -20 0.00 132.31 N/A N/A 0 0 5 1 2023-07-14 $42.41 $42.00 15.6% 4.5% 12.2% 6.0% 0.0% 0.9% -1.7% 1.2K -6.4K -19 0.00 130.19 N/A N/A 0 0 5 1 2023-07-17 $42.36 $42.00 15.9% 4.5% 11.2% 6.3% 0.0% 1.3% -2.3% 1.1K -6.0K -17 0.00 130.56 N/A N/A 0 0 5 1 2023-07-18 $42.67 $42.00 14.8% 4.2% 11.6% 4.9% 0.0% 1.9% -2.0% 1.4K -7.5K -16 0.00 130.27 N/A N/A 0 0 5 1 2023-07-19 $43.01 $42.00 15.7% 4.5% 9.3% 6.1% 0.0% 1.1% -2.5% 1.9K -9.5K -14 0.00 131.11 N/A N/A 0 0 5 1 2023-07-20 $43.27 $42.00 15.8% 4.5% 9.2% 6.3% 0.0% 1.1% -2.4% 1.4K -10.7K -13 0.00 130.34 N/A N/A 2 0 5 1 2023-07-21 $43.48 $42.00 16.8% 4.8% 9.2% 7.5% 0.0% 1.6% -2.6% 1.0K -9.0K -10 0.00 130.26 N/A N/A 0 0 4 1 2023-07-24 $43.67 $42.00 15.8% 4.5% 9.0% 6.2% 0.0% 0.9% -2.9% 519 -6.5K -9 0.00 130.33 N/A N/A 0 0 2 0 2023-07-25 $43.91 $42.00 15.8% 4.5% 9.0% 6.2% 0.0% 1.5% -2.3% 485 -6.8K -8 0.00 130.45 N/A N/A 0 0 2 0 2023-07-26 $44.00 $42.00 15.8% 4.5% 8.9% 6.3% 0.0% 1.7% -2.8% 478 -7.0K -8 0.00 130.58 N/A N/A 0 0 2 0 2023-07-27 $43.77 $42.00 17.1% 4.9% 9.1% 8.0% 0.0% 0.2% -4.2% 508 -6.6K -8 0.00 130.31 N/A N/A 0 0 2 0 2023-07-28 $43.98 $42.00 16.3% 4.7% 9.0% 6.9% 0.0% 1.0% -3.3% 482 -6.9K -8 0.00 130.73 N/A N/A 0 0 2 0 2023-07-31 $43.94 $42.00 17.6% 5.0% 8.5% 8.6% 0.0% 0.5% -4.4% 498 -6.9K -8 0.00 130.79 N/A N/A 0 0 2 0
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