DJD Options History — October 2023 In October 2023, DJD traded between $39.84 and $41.44. ATM implied volatility averaged 19.6%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 9.8% (HV 20d: 9.7%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days.
Notable Days 2023-10-27 : Highest Volume — 20 contracts2023-10-11 : Largest IV drop — 36.4% change2023-10-10 : Highest IV Rank — 31.1%2023-10-04 : Largest Expected Move — 6.1%Monthly Statistics Metric Avg Min Max Open Close Price $40.80 $39.84 $41.44 $41.04 $40.62 Max Pain $41.00 $41.00 $41.00 $41.00 $41.00 ATM IV 19.6% 16.6% 26.1% 20.6% 17.9% Expected Move 5.3% 4.5% 6.1% 5.9% 5.1% HV 20d 9.7% 8.0% 13.7% 9.0% 13.6% HV 60d 9.3% 8.6% 10.9% 9.1% 10.7% IV Rank 17.6% 11.5% 31.1% 19.7% 14.2% IV Percentile 51.0% 24.2% 75.4% 61.9% 40.5% Term Structure -2.2% -5.2% 8.2% 4.2% 8.2% VWIV 12.7% 12.7% 12.7% 12.7% 12.7% Skew 25d 1.3% -8.5% 6.7% 1.6% -8.5% Skew 10d 1.8% -6.2% 11.3% 1.5% 0.9% Call IV 25d 19.3% 15.2% 24.3% 23.0% 20.7% Put IV 25d 20.7% 12.2% 25.7% 24.6% 12.2% Bid-Ask Spread % 132.37 128.91 136.93 136.93 130.61 Gamma HHI 1.00 0.94 1.00 1.00 0.95 Net GEX -476 -4.5K -92 -99 -4.5K Net DEX 2.5K 552 20.2K 694 19.7K Net VEX -10 -43 -5 -7 -41 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.909 0 20 0 0 Total OI 1.909 1 11 1 11
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 2023-10-02 $41.04 $0.00 20.6% 5.9% 9.0% 19.7% 0.0% 1.6% 4.2% -99 694 -7 0.00 136.93 N/A N/A 0 0 0 1 2023-10-03 $40.79 $0.00 20.9% 6.0% 9.0% 20.4% 0.0% 1.0% -4.7% -103 774 -7 0.00 133.35 N/A N/A 0 0 0 1 2023-10-04 $40.70 $0.00 21.2% 6.1% 9.0% 20.9% 0.0% 1.4% -5.2% -107 786 -7 0.00 133.59 N/A N/A 0 0 0 1 2023-10-05 $40.65 $0.00 21.5% 4.5% 8.9% 21.6% 0.0% 1.9% -1.4% -107 777 -7 0.00 131.05 N/A N/A 0 0 0 1 2023-10-06 $40.80 $0.00 21.1% 4.5% 9.2% 20.7% 0.0% 2.7% -1.6% -104 685 -7 0.00 132.41 N/A N/A 0 0 0 1 2023-10-09 $40.99 $0.00 23.3% 4.7% 9.2% 25.3% 0.0% 2.0% -2.1% -100 679 -7 0.00 131.98 N/A N/A 0 0 0 1 2023-10-10 $41.24 $0.00 26.1% 4.8% 9.7% 31.1% 0.0% 1.0% -2.5% -94 574 -6 0.00 132.54 N/A N/A 0 0 0 1 2023-10-11 $41.23 $0.00 16.6% 4.8% 9.7% 11.5% 0.0% 1.5% -2.0% -95 570 -6 0.00 132.42 N/A N/A 0 0 0 1 2023-10-12 $41.27 $0.00 17.1% 4.9% 8.3% 12.5% 0.0% 1.6% -2.1% -96 588 -6 0.00 132.74 N/A N/A 0 0 0 1 2023-10-13 $41.05 $0.00 16.7% 4.8% 8.0% 11.7% 0.0% 1.9% -1.6% -97 646 -6 0.00 132.05 N/A N/A 0 0 0 1 2023-10-16 $41.41 $0.00 18.6% 5.3% 8.3% 15.5% 0.0% 1.8% -3.6% -92 552 -5 0.00 132.89 N/A N/A 0 0 0 1 2023-10-17 $41.44 $0.00 18.0% 5.2% 8.3% 14.5% 0.0% 2.1% -2.7% -94 582 -6 0.00 132.56 N/A N/A 0 0 0 1 2023-10-18 $40.81 $0.00 17.8% 5.1% 9.7% 14.1% 0.0% 1.0% -3.4% -103 639 -6 0.00 132.92 N/A N/A 0 0 0 1 2023-10-19 $40.56 $0.00 18.2% 5.2% 8.9% 14.8% 0.0% 1.3% -1.7% -109 778 -7 0.00 132.79 N/A N/A 0 0 0 1 2023-10-20 $40.42 $0.00 21.0% 6.0% 8.8% 20.6% 0.0% 1.3% -4.8% -116 908 -7 0.00 132.66 N/A N/A 0 0 0 1 2023-10-23 $40.25 $0.00 19.3% 5.5% 8.9% 17.0% 0.0% 1.1% -3.6% -123 850 -7 0.00 132.00 N/A N/A 0 0 0 1 2023-10-24 $40.84 $0.00 18.4% 5.3% 10.3% 15.3% 0.0% 6.7% -3.4% -108 719 -6 0.00 133.03 N/A N/A 0 0 0 1 2023-10-25 $40.58 $0.00 19.2% 5.5% 10.4% 16.8% 0.0% 1.4% -3.5% -115 827 -7 0.00 132.04 N/A N/A 0 0 0 1 2023-10-26 $40.61 $0.00 19.6% 5.6% 10.4% 17.7% 0.0% 1.7% -4.2% -111 769 -7 0.00 133.01 N/A N/A 0 0 0 1 2023-10-27 $39.84 $0.00 20.5% 5.9% 12.2% 19.7% 12.7% 0.5% -3.9% -127 1.0K -8 0.00 128.91 N/A N/A 0 20 0 1 2023-10-30 $40.52 $41.00 16.7% 4.8% 13.7% 11.6% 0.0% 2.4% -3.2% -3.9K 20.2K -43 0.00 129.76 N/A N/A 0 0 0 11 2023-10-31 $40.62 $41.00 17.9% 5.1% 13.6% 14.2% 0.0% -8.5% 8.2% -4.5K 19.7K -41 0.00 130.61 N/A N/A 0 0 0 11
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