DJD Options History — December 2023

Name: DJD Options Analytics - December 2023
Creator: Options Analysis Suite

In December 2023, DJD traded between $43.70 and $46.14. ATM implied volatility averaged 19.4%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 9.1% (HV 20d: 10.3%). Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-12-06: Highest Volume — 1 contracts
2023-12-13: Largest IV drop — 66.3% change
2023-12-12: Highest IV Rank — 59.0%
2023-12-01: Largest Expected Move — 5.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.95	$43.70	$46.14	$43.77	$45.97
ATM IV	19.4%	13.4%	39.6%	18.2%	15.6%
Expected Move	4.2%	3.8%	5.2%	5.2%	4.5%
HV 20d	10.3%	9.1%	11.7%	11.7%	10.7%
HV 60d	12.3%	11.8%	12.5%	12.4%	12.2%
IV Rank	17.4%	4.8%	59.0%	14.7%	9.4%
IV Percentile	38.8%	0.8%	97.2%	47.6%	14.7%
Term Structure	-2.0%	-4.9%	-1.0%	-4.9%	-2.6%
Skew 25d	0.9%	-0.2%	1.6%	1.1%	0.6%
Skew 10d	0.9%	-4.7%	4.9%	0.8%	0.9%
Call IV 25d	16.4%	14.6%	22.6%	22.6%	18.3%
Put IV 25d	17.3%	15.7%	23.7%	23.7%	18.8%
Bid-Ask Spread %	135.44	133.88	136.71	136.69	134.94
Gamma HHI	0.61	0.44	0.73	0.63	0.73
Net GEX	27	-127	83	-124	74
Net DEX	-2.7K	-4.1K	568	561	-4.0K
Net VEX	-9	-15	-4	-5	-6
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	0.05	0	1	0	0
Total OI	2.8	2	3	2	3

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-12-01	$43.77	$0.00	18.2%	5.2%	11.7%	14.7%	0.0%	1.1%	-4.9%	-124	561	-5	136.69	N/A	N/A	0	0	2
2023-12-04	$43.87	$0.00	20.9%	3.9%	11.2%	20.4%	0.0%	1.6%	-1.7%	-121	544	-5	136.04	N/A	N/A	0	0	2
2023-12-05	$43.70	$0.00	22.4%	3.9%	11.2%	23.4%	0.0%	0.7%	-1.9%	-127	568	-5	135.95	N/A	N/A	0	0	2
2023-12-06	$43.73	$0.00	24.0%	4.0%	11.2%	26.8%	0.0%	0.9%	-1.0%	-116	477	-4	136.71	N/A	N/A	1	0	2
2023-12-07	$44.13	$0.00	23.0%	3.9%	11.0%	24.6%	0.0%	1.5%	-1.7%	30	-2.8K	-14	135.81	N/A	N/A	0	1	2
2023-12-08	$44.24	$0.00	26.5%	3.9%	9.7%	32.0%	0.0%	1.3%	-1.5%	38	-2.9K	-14	135.99	N/A	N/A	0	1	2
2023-12-11	$44.27	$0.00	35.0%	4.1%	9.4%	49.5%	0.0%	1.0%	-1.2%	38	-2.6K	-15	136.47	N/A	N/A	0	1	2
2023-12-12	$44.31	$0.00	39.6%	4.0%	9.3%	59.0%	0.0%	1.1%	-1.6%	44	-2.7K	-14	135.91	N/A	N/A	0	1	2
2023-12-13	$45.10	$0.00	13.4%	3.8%	9.5%	4.8%	0.0%	0.7%	-1.1%	70	-3.5K	-10	136.50	N/A	N/A	0	1	2
2023-12-14	$45.62	$0.00	14.5%	4.2%	9.7%	7.3%	0.0%	1.2%	-1.7%	64	-3.7K	-8	135.88	N/A	N/A	0	1	2
2023-12-15	$45.45	$0.00	14.8%	4.2%	9.1%	7.7%	0.0%	0.4%	-2.0%	79	-3.3K	-11	135.57	N/A	N/A	0	1	2
2023-12-18	$45.20	$0.00	14.9%	4.3%	9.6%	8.0%	0.0%	0.8%	-2.2%	83	-3.4K	-11	134.22	N/A	N/A	0	1	2
2023-12-19	$45.59	$0.00	13.8%	3.9%	9.7%	5.7%	0.0%	1.3%	-2.0%	67	-3.9K	-7	134.88	N/A	N/A	0	1	2
2023-12-20	$45.16	$0.00	15.4%	4.4%	10.6%	9.1%	0.0%	-0.2%	-2.0%	82	-3.7K	-8	134.96	N/A	N/A	0	1	2
2023-12-21	$45.39	$0.00	16.3%	4.7%	10.6%	10.9%	0.0%	0.7%	-2.3%	77	-3.7K	-8	134.41	N/A	N/A	0	1	2
2023-12-22	$45.56	$0.00	14.7%	4.2%	10.6%	7.7%	0.0%	1.0%	-2.1%	73	-3.8K	-7	133.88	N/A	N/A	0	1	2
2023-12-26	$45.93	$0.00	15.1%	4.3%	10.5%	8.4%	0.0%	0.7%	-1.8%	73	-4.0K	-7	133.99	N/A	N/A	0	1	2
2023-12-27	$45.94	$0.00	15.2%	4.3%	10.5%	8.5%	0.0%	1.1%	-2.4%	74	-4.0K	-6	135.16	N/A	N/A	0	1	2
2023-12-28	$46.14	$0.00	15.7%	4.5%	10.5%	9.7%	0.0%	0.8%	-1.5%	70	-4.1K	-6	134.81	N/A	N/A	0	1	2
2023-12-29	$45.97	$0.00	15.6%	4.5%	10.7%	9.4%	0.0%	0.6%	-2.6%	74	-4.0K	-6	134.94	N/A	N/A	0	1	2