DJD Options History — January 2024 In January 2024, DJD traded between $45.25 and $46.86. ATM implied volatility averaged 16.7%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 6.6% (HV 20d: 10.1%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2024-01-23 : Highest Volume — 6 contracts2024-01-10 : Largest IV drop — 36.5% change2024-01-08 : Highest IV Rank — 23.5%2024-01-02 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $46.08 $45.25 $46.86 $46.31 $46.42 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 16.7% 13.8% 22.4% 18.4% 17.2% Expected Move 4.5% 3.9% 5.3% 5.3% 4.9% HV 20d 10.1% 8.6% 11.5% 10.3% 10.9% HV 60d 11.9% 11.0% 12.5% 12.2% 11.0% IV Rank 11.7% 5.8% 23.5% 15.2% 12.8% IV Percentile 32.5% 2.4% 87.7% 52.8% 44.8% Term Structure -2.4% -4.5% 0.1% -4.3% 0.1% VWIV 23.2% 23.2% 23.2% 23.2% 23.2% Skew 25d 0.8% -13.1% 10.7% 0.6% 0.4% Skew 10d 0.4% -13.8% 1.6% 0.9% 0.2% Call IV 25d 17.9% 14.3% 31.4% 20.5% 20.8% Put IV 25d 18.7% 8.0% 42.1% 21.1% 21.1% Bid-Ask Spread % 134.96 131.79 137.61 133.93 134.83 Gamma HHI 0.78 0.48 0.95 0.79 0.92 Net GEX -510 -2.3K 89 86 -1.9K Net DEX 1.7K -4.3K 18.0K -3.9K 16.5K Net VEX -11 -27 -4 -7 -23 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.286 0 6 0 0 Total OI 4.714 3 9 3 9
Daily Data (21 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 2024-01-02 $46.31 $0.00 18.4% 5.3% 10.3% 15.2% 0.0% 0.6% -4.3% 86 -3.9K -7 0.00 133.93 N/A N/A 0 0 1 2 2024-01-03 $46.08 $0.00 18.1% 5.2% 10.6% 14.7% 0.0% -13.1% -4.5% 72 -4.0K -6 0.00 131.79 N/A N/A 0 0 1 2 2024-01-04 $45.89 $0.00 18.1% 3.9% 10.7% 14.7% 0.0% 10.7% -1.4% 37 -3.9K -8 0.00 134.07 N/A N/A 0 0 1 2 2024-01-05 $46.05 $0.00 18.4% 3.9% 10.6% 15.2% 0.0% 1.7% -1.5% 76 -4.1K -6 0.00 134.89 N/A N/A 0 0 1 2 2024-01-08 $46.42 $0.00 22.4% 4.2% 10.6% 23.5% 0.0% 1.1% -2.1% 67 -4.3K -4 0.00 134.61 N/A N/A 0 0 1 2 2024-01-09 $46.13 $0.00 22.1% 4.2% 11.0% 22.9% 0.0% 1.1% -2.0% 74 -4.1K -5 0.00 134.74 N/A N/A 0 0 1 2 2024-01-10 $46.05 $0.00 14.0% 4.0% 11.1% 6.2% 0.0% 1.4% -0.8% 85 -4.0K -6 0.00 134.78 N/A N/A 0 0 1 2 2024-01-11 $45.76 $0.00 14.1% 4.0% 11.5% 6.3% 0.0% 0.4% -2.6% 77 -4.1K -5 0.00 134.91 N/A N/A 0 0 1 2 2024-01-12 $45.73 $0.00 13.8% 4.0% 9.8% 5.8% 0.0% 0.4% -2.2% 77 -4.1K -5 0.00 134.74 N/A N/A 0 0 1 2 2024-01-16 $45.58 $0.00 14.2% 4.1% 9.0% 6.7% 0.0% 0.8% -1.3% 89 -3.9K -6 0.00 135.61 N/A N/A 0 0 1 2 2024-01-17 $45.25 $0.00 16.6% 4.8% 9.3% 11.5% 0.0% 0.9% -3.0% 85 -3.8K -7 0.00 137.61 N/A N/A 0 0 1 2 2024-01-18 $45.41 $0.00 16.5% 4.7% 9.2% 11.4% 0.0% 1.3% -3.3% 88 -3.9K -7 0.00 135.69 N/A N/A 0 0 1 2 2024-01-19 $45.84 $0.00 14.7% 4.2% 9.3% 7.7% 0.0% 1.7% -2.3% 79 -4.1K -5 0.00 135.09 N/A N/A 0 0 1 2 2024-01-22 $46.14 $0.00 15.0% 4.3% 8.7% 8.2% 0.0% 2.5% -0.0% 66 -4.3K -4 0.00 135.22 N/A N/A 0 0 1 2 2024-01-23 $46.13 $0.00 14.8% 4.2% 8.6% 7.7% 23.2% 0.9% -0.9% 68 -4.3K -4 0.00 134.85 N/A N/A 0 6 1 2 2024-01-24 $45.84 $48.00 15.7% 4.5% 8.9% 9.7% 0.0% 0.3% -3.3% -1.5K 18.0K -24 0.00 135.89 N/A N/A 0 0 1 8 2024-01-25 $46.66 $48.00 15.2% 4.4% 10.5% 8.6% 0.0% 1.2% -3.6% -2.1K 15.4K -27 0.00 135.23 N/A N/A 0 0 1 8 2024-01-26 $46.55 $48.00 16.7% 4.8% 10.6% 11.6% 0.0% 0.3% -3.5% -2.0K 15.7K -26 0.00 135.32 N/A N/A 0 0 1 8 2024-01-29 $46.54 $48.00 17.7% 5.1% 10.5% 13.7% 0.0% 1.1% -4.4% -2.0K 16.0K -24 0.00 135.33 N/A N/A 0 0 1 8 2024-01-30 $46.86 $48.00 17.0% 4.9% 10.6% 12.3% 0.0% 1.5% -4.5% -2.3K 14.8K -24 0.00 134.91 N/A N/A 0 0 1 8 2024-01-31 $46.42 $48.00 17.2% 4.9% 10.9% 12.8% 0.0% 0.4% 0.1% -1.9K 16.5K -23 0.00 134.83 N/A N/A 0 0 1 8
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