DJD Options History — November 2023

In November 2023, DJD traded between $40.84 and $43.22. ATM implied volatility averaged 17.2%, placing in the 12.8% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.4% (HV 20d: 14.8%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.

Notable Days

  • 2023-11-01: Highest Volume — 1 contracts
  • 2023-11-08: Largest IV drop — 33.4% change
  • 2023-11-07: Highest IV Rank — 23.7%
  • 2023-11-30: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.19$40.84$43.22$40.84$43.22
Max Pain$41.00$41.00$41.00$41.00$41.00
ATM IV17.2%14.7%22.5%17.7%19.6%
Expected Move4.6%4.2%5.6%5.1%5.6%
HV 20d14.8%11.9%16.9%13.7%11.9%
HV 60d11.9%10.8%12.3%10.8%12.1%
IV Rank12.8%7.6%23.7%13.7%17.7%
IV Percentile32.8%4.8%77.4%37.7%65.1%
Term Structure-1.5%-8.2%17.9%-8.2%-7.8%
Skew 25d0.4%-7.9%1.9%1.5%1.2%
Skew 10d1.1%-0.2%2.4%2.1%0.6%
Call IV 25d18.2%15.3%22.3%21.2%22.3%
Put IV 25d18.6%8.9%23.5%22.8%23.5%
Bid-Ask Spread %134.96130.31136.25130.31135.39
Gamma HHI0.780.580.950.950.61
Net GEX-2.8K-8.4K-159-4.5K-159
Net DEX8.2K74821.4K21.4K748
Net VEX-21-40-6-40-6
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0480110
Total OI8.143212112

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$40.84$41.0017.7%5.1%13.7%13.7%0.0%1.5%-8.2%-4.5K21.4K-400.00130.31N/AN/A01011
2023-11-02$41.45$0.0017.5%4.6%14.7%13.5%0.0%1.8%-2.7%-4.3K11.6K-390.00134.95N/AN/A00012
2023-11-03$41.94$0.0019.4%4.3%15.1%17.3%0.0%1.7%-2.7%-4.2K10.3K-350.00133.62N/AN/A00012
2023-11-06$41.83$0.0021.9%4.2%15.2%22.4%0.0%0.8%-1.5%-4.5K10.7K-340.00134.55N/AN/A00012
2023-11-07$41.84$0.0022.5%4.2%15.0%23.7%0.0%1.9%-1.5%-4.5K10.7K-330.00134.77N/AN/A00012
2023-11-08$41.56$0.0015.0%4.3%15.3%8.2%0.0%0.7%-1.8%-5.9K12.5K-340.00134.35N/AN/A00012
2023-11-09$41.12$0.0015.2%4.4%15.8%8.7%0.0%0.7%-1.0%-8.4K18.9K-370.00134.58N/AN/A00012
2023-11-10$41.57$0.0014.7%4.2%16.1%7.6%0.0%-4.7%-2.5%-3.9K16.2K-330.00134.55N/AN/A00012
2023-11-13$41.56$0.0015.1%4.3%15.8%8.4%0.0%-7.9%-3.1%-4.2K16.1K-270.00134.81N/AN/A00012
2023-11-14$42.27$0.0016.2%4.6%16.9%10.7%0.0%1.6%-3.8%-3.2K10.7K-210.00135.21N/AN/A00012
2023-11-15$42.66$0.0015.0%4.3%16.0%8.2%0.0%1.8%-3.7%-2.7K7.9K-160.00135.89N/AN/A00012
2023-11-16$42.30$0.0016.4%4.7%16.2%11.2%0.0%0.0%17.9%-3.3K10.1K-160.00135.50N/AN/A00012
2023-11-17$42.47$0.0016.9%4.8%16.0%12.1%0.0%0.9%16.6%-3.1K8.5K-100.00135.09N/AN/A00012
2023-11-20$42.73$0.0015.6%4.5%15.9%9.4%0.0%1.1%-2.9%-195978-90.00135.86N/AN/A0002
2023-11-21$42.61$0.0016.8%4.8%15.4%11.9%0.0%0.7%-2.8%-199990-90.00135.98N/AN/A0002
2023-11-22$42.74$0.0016.2%4.7%15.1%10.8%0.0%0.8%-3.0%-190919-80.00136.25N/AN/A0002
2023-11-24$42.88$0.0016.3%4.7%15.0%11.0%0.0%1.1%-3.1%-181864-80.00135.90N/AN/A0002
2023-11-27$42.75$0.0017.1%4.9%12.9%12.5%0.0%0.6%-4.0%-191927-70.00135.52N/AN/A0002
2023-11-28$42.83$0.0018.6%5.3%11.9%15.5%0.0%1.1%-5.1%-185895-70.00135.72N/AN/A0002
2023-11-29$42.92$0.0018.1%5.2%11.9%14.6%0.0%0.8%-5.1%-171761-60.00135.39N/AN/A0002
2023-11-30$43.22$0.0019.6%5.6%11.9%17.7%0.0%1.2%-7.8%-159748-60.00135.39N/AN/A0002