DJD Options History — September 2023 In September 2023, DJD traded between $41.14 and $43.59. ATM implied volatility averaged 21.1%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 11.7% (HV 20d: 9.3%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-07 : Highest Volume — 3 contracts2023-09-26 : Largest IV spike — 248.2% change2023-09-26 : Highest IV Rank — 100.0%2023-09-26 : Largest Expected Move — 17.1%Monthly Statistics Metric Avg Min Max Open Close Price $42.51 $41.14 $43.59 $43.59 $41.31 Max Pain $43.00 $43.00 $43.00 $43.00 $43.00 ATM IV 21.1% 14.5% 59.6% 20.0% 20.5% Expected Move 5.3% 4.1% 17.1% 5.7% 5.9% HV 20d 9.3% 8.0% 10.4% 9.3% 9.0% HV 60d 9.4% 8.8% 9.9% 9.7% 9.0% IV Rank 17.3% 4.8% 100.0% 11.7% 19.5% IV Percentile 39.9% 3.6% 100.0% 52.0% 60.7% Term Structure -3.4% -18.9% -1.4% -5.8% -4.7% Skew 25d 1.4% -2.4% 7.3% 0.4% 0.5% Skew 10d 1.1% -3.7% 8.9% 0.3% 1.3% Call IV 25d 20.5% 10.1% 83.4% 22.8% 20.9% Put IV 25d 21.9% 13.7% 84.6% 23.2% 21.5% Bid-Ask Spread % 134.85 132.79 154.15 133.48 133.31 Gamma HHI 0.86 0.50 1.00 1.00 1.00 Net GEX 503 -133 2.9K 345 0 Net DEX -1.7K -6.6K 2.6K -2.8K 0 Net VEX -5 -25 0 -3 0 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 0.4 0 3 2 1 Total OI 1.8 0 5 1 0
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 2023-09-01 $43.59 $43.00 20.0% 5.7% 9.3% 11.7% 0.0% 0.4% -5.8% 345 -2.8K -3 0.00 133.48 N/A N/A 0 2 1 0 2023-09-05 $43.31 $0.00 23.5% 4.3% 8.8% 16.3% 0.0% 1.4% -1.6% -133 2.2K -21 0.00 134.46 N/A N/A 0 0 1 2 2023-09-06 $43.09 $0.00 23.1% 4.1% 8.9% 15.8% 0.0% 1.8% -1.8% -70 2.6K -20 0.00 134.06 N/A N/A 0 0 1 2 2023-09-07 $43.09 $0.00 25.0% 4.2% 8.9% 18.2% 0.0% 1.7% -1.9% 914 -1.9K -25 0.00 134.40 N/A N/A 0 3 3 2 2023-09-08 $43.05 $0.00 21.6% 4.2% 8.9% 13.8% 0.0% 1.6% -1.4% 1.2K -6.3K -9 0.00 134.81 N/A N/A 0 0 3 1 2023-09-11 $43.24 $0.00 17.0% 4.2% 8.7% 7.8% 0.0% 1.3% -1.5% 1.7K -6.6K -7 0.00 134.43 N/A N/A 2 0 3 1 2023-09-12 $43.20 $0.00 30.2% 4.1% 8.7% 25.1% 0.0% 1.3% -2.2% 914 -5.4K -6 0.00 134.63 N/A N/A 0 0 3 1 2023-09-13 $43.00 $0.00 14.7% 4.2% 8.0% 4.8% 0.0% 1.0% -2.2% 2.9K -4.5K -5 0.00 134.29 N/A N/A 0 0 3 1 2023-09-14 $43.52 $0.00 15.4% 4.4% 8.9% 5.7% 0.0% 7.3% -1.9% 785 -6.5K -4 0.00 135.05 N/A N/A 0 0 3 1 2023-09-15 $43.13 $0.00 14.8% 4.2% 9.5% 8.0% 0.0% -2.4% -1.6% 1.5K -5.3K -1 0.00 133.94 N/A N/A 0 0 3 1 2023-09-18 $42.66 $0.00 14.5% 4.2% 10.3% 7.3% 0.0% 1.3% -1.7% 0 0 0 0.00 133.29 N/A N/A 0 0 0 0 2023-09-19 $42.52 $0.00 15.7% 4.5% 10.3% 9.9% 0.0% 0.8% -2.0% 0 0 0 0.00 132.79 N/A N/A 0 0 0 0 2023-09-20 $42.50 $0.00 17.6% 5.0% 9.9% 13.8% 0.0% 0.7% -3.3% 0 0 0 0.00 133.37 N/A N/A 0 0 0 0 2023-09-21 $41.96 $0.00 16.6% 4.8% 10.4% 11.8% 0.0% 0.9% -2.8% 0 0 0 0.00 133.52 N/A N/A 0 0 0 0 2023-09-22 $41.72 $0.00 16.2% 4.6% 10.4% 10.8% 0.0% 1.0% -2.4% 0 0 0 0.00 133.82 N/A N/A 0 0 0 0 2023-09-25 $41.62 $0.00 17.1% 4.9% 10.1% 12.8% 0.0% 1.7% -3.3% 0 0 0 0.00 133.09 N/A N/A 0 0 0 0 2023-09-26 $41.30 $0.00 59.6% 17.1% 10.0% 100.0% 0.0% 1.3% -18.9% 0 0 0 0.00 154.15 N/A N/A 0 0 0 0 2023-09-27 $41.14 $0.00 18.4% 5.3% 8.9% 15.3% 0.0% 1.9% -3.7% 0 0 0 0.00 133.15 N/A N/A 0 0 0 0 2023-09-28 $41.25 $0.00 19.7% 5.7% 9.0% 18.0% 0.0% 1.8% -3.9% 0 0 0 0.00 132.89 N/A N/A 0 0 0 0 2023-09-29 $41.31 $0.00 20.5% 5.9% 9.0% 19.5% 0.0% 0.5% -4.7% 0 0 0 0.00 133.31 N/A N/A 0 1 0 0
« Aug 2023 | All History | Oct 2023 » Home DJD History September 2023