DJD Options History — August 2023 In August 2023, DJD traded between $42.55 and $43.89. ATM implied volatility averaged 17.9%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 9.6% (HV 20d: 8.3%). Max pain ranged from $42.00 to $43.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 32.7% change2023-08-08 : Highest IV Rank — 14.2%2023-08-29 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $43.33 $42.55 $43.89 $43.89 $43.59 Max Pain $42.91 $42.00 $43.00 $42.00 $43.00 ATM IV 17.9% 14.7% 21.9% 18.1% 20.3% Expected Move 4.8% 4.0% 5.9% 5.2% 5.8% HV 20d 8.3% 7.2% 9.7% 8.6% 9.6% HV 60d 10.7% 9.9% 11.1% 11.1% 9.9% IV Rank 9.0% 4.9% 14.2% 9.3% 12.2% IV Percentile 30.8% 4.4% 54.8% 30.2% 54.0% Term Structure -1.9% -6.6% 18.5% -4.6% -5.2% Skew 25d 1.7% 0.4% 8.1% 0.4% 0.9% Skew 10d 1.4% 0.2% 2.1% 0.9% 0.4% Call IV 25d 18.0% 14.4% 22.2% 21.1% 22.2% Put IV 25d 19.8% 16.3% 23.1% 21.5% 23.1% Bid-Ask Spread % 130.60 127.47 135.32 131.24 133.73 Gamma HHI 0.70 0.50 1.00 0.51 1.00 Net GEX 483 308 692 502 339 Net DEX -4.7K -6.8K -2.0K -6.8K -2.8K Net VEX -6 -8 -3 -8 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.609 1 2 2 1
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-08-01 $43.89 $42.00 18.1% 5.2% 8.6% 9.3% 0.0% 0.4% -4.6% 502 -6.8K -8 0.00 131.24 N/A N/A 0 0 2 0 2023-08-02 $43.70 $42.00 18.4% 5.3% 8.6% 9.6% 0.0% 0.8% -4.7% 533 -6.5K -8 0.00 130.94 N/A N/A 0 0 2 0 2023-08-03 $43.67 $43.00 19.0% 4.0% 7.2% 10.4% 0.0% 1.3% -1.2% 539 -6.5K -8 0.00 127.80 N/A N/A 0 0 2 0 2023-08-04 $43.36 $43.00 20.9% 4.3% 7.6% 12.9% 0.0% 0.8% 0.0% 582 -6.0K -8 0.00 128.13 N/A N/A 0 0 2 0 2023-08-07 $43.81 $43.00 21.3% 4.1% 8.3% 13.4% 0.0% 2.1% -1.2% 526 -6.7K -7 0.00 127.47 N/A N/A 0 0 2 0 2023-08-08 $43.70 $43.00 21.9% 4.1% 8.0% 14.2% 0.0% 2.1% -0.7% 547 -6.6K -7 0.00 127.52 N/A N/A 0 0 2 0 2023-08-09 $43.65 $43.00 14.8% 4.2% 8.1% 4.9% 0.0% 1.8% -1.9% 556 -6.5K -7 0.00 127.65 N/A N/A 0 0 2 0 2023-08-10 $43.56 $43.00 14.7% 4.2% 8.1% 4.9% 0.0% 1.0% -1.5% 573 -6.4K -7 0.00 127.57 N/A N/A 0 0 2 0 2023-08-11 $43.84 $43.00 14.9% 4.3% 7.8% 5.1% 0.0% 2.2% -1.6% 527 -6.8K -6 0.00 128.23 N/A N/A 0 0 2 0 2023-08-14 $43.72 $43.00 15.4% 4.4% 7.9% 5.7% 0.0% 1.7% -2.2% 558 -6.7K -6 0.00 127.94 N/A N/A 0 0 2 0 2023-08-15 $43.26 $43.00 16.6% 4.7% 8.7% 7.2% 0.0% 0.9% -1.7% 638 -5.9K -6 0.00 128.98 N/A N/A 0 0 2 0 2023-08-16 $43.08 $43.00 16.4% 4.7% 8.4% 7.1% 0.0% 1.1% -2.5% 672 -5.6K -6 0.00 127.78 N/A N/A 0 0 2 0 2023-08-17 $42.95 $43.00 17.0% 4.9% 8.2% 7.9% 0.0% 2.0% 18.5% 692 -5.4K -6 0.00 128.04 N/A N/A 0 0 2 0 2023-08-18 $43.00 $43.00 16.8% 4.8% 7.9% 7.5% 0.0% 2.5% -2.3% 683 -5.5K -5 0.00 135.32 N/A N/A 0 0 2 0 2023-08-21 $42.91 $43.00 17.0% 4.9% 7.7% 7.8% 0.0% 1.5% -2.7% 319 -2.2K -4 0.00 132.95 N/A N/A 0 0 1 0 2023-08-22 $42.55 $43.00 17.6% 5.0% 7.8% 8.6% 0.0% 1.1% -4.1% 308 -2.0K -4 0.00 132.94 N/A N/A 0 0 1 0 2023-08-23 $42.87 $43.00 17.1% 4.9% 8.4% 8.0% 0.0% 2.4% -3.3% 326 -2.2K -4 0.00 133.70 N/A N/A 0 0 1 0 2023-08-24 $42.59 $43.00 17.5% 5.0% 8.5% 8.5% 0.0% 1.0% -3.4% 319 -2.0K -4 0.00 133.20 N/A N/A 0 0 1 0 2023-08-25 $42.83 $43.00 17.6% 5.0% 8.5% 8.6% 0.0% 1.9% -3.3% 334 -2.2K -4 0.00 132.85 N/A N/A 0 0 1 0 2023-08-28 $43.05 $43.00 18.3% 5.2% 8.8% 9.5% 0.0% 1.3% -4.0% 346 -2.3K -4 0.00 133.40 N/A N/A 0 0 1 0 2023-08-29 $43.50 $43.00 20.5% 5.9% 9.7% 12.4% 0.0% 8.1% -6.6% 345 -2.7K -4 0.00 133.14 N/A N/A 0 0 1 0 2023-08-30 $43.52 $43.00 19.7% 5.6% 9.6% 11.3% 0.0% 0.9% -4.6% 339 -2.7K -3 0.00 133.35 N/A N/A 0 0 1 0 2023-08-31 $43.59 $43.00 20.3% 5.8% 9.6% 12.2% 0.0% 0.9% -5.2% 339 -2.8K -3 0.00 133.73 N/A N/A 0 0 1 0
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