DJD Options History — February 2024 In February 2024, DJD traded between $45.73 and $47.06. ATM implied volatility averaged 16.6%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 4.0% (HV 20d: 12.5%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 32.6% change2024-02-06 : Highest IV Rank — 22.8%2024-02-28 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $46.53 $45.73 $47.06 $46.87 $46.70 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 16.6% 13.7% 22.1% 17.4% 17.4% Expected Move 4.4% 3.7% 5.3% 3.7% 5.0% HV 20d 12.5% 11.1% 14.3% 11.3% 11.9% HV 60d 11.0% 10.4% 11.4% 10.9% 11.1% IV Rank 11.5% 5.6% 22.8% 13.2% 13.3% IV Percentile 33.4% 1.6% 86.5% 45.2% 48.0% Term Structure -1.3% -5.0% 19.7% -1.1% -4.6% Skew 25d 0.9% 0.5% 1.6% 1.6% 0.5% Skew 10d 1.1% 0.3% 1.6% 1.2% 0.5% Call IV 25d 16.9% 13.9% 21.2% 13.9% 21.2% Put IV 25d 17.8% 15.1% 21.6% 15.4% 21.6% Bid-Ask Spread % 134.62 133.76 135.56 134.26 135.01 Gamma HHI 0.93 0.85 0.98 0.94 0.98 Net GEX -1.1K -2.3K 73 -2.3K 65 Net DEX 8.6K -4.5K 20.1K 15.0K -4.4K Net VEX -10 -24 -2 -24 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6.6 3 9 9 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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-02-01 $46.87 $40.00 17.4% 3.7% 11.3% 13.2% 0.0% 1.6% -1.1% -2.3K 15.0K -24 0.00 134.26 N/A N/A 0 0 1 8 2024-02-02 $46.87 $40.00 18.0% 3.8% 11.1% 14.4% 0.0% 1.1% -1.8% -2.3K 15.1K -22 0.00 133.76 N/A N/A 0 0 1 8 2024-02-05 $46.37 $40.00 20.5% 4.2% 11.8% 19.5% 0.0% 0.5% -4.5% -1.9K 17.0K -19 0.00 134.19 N/A N/A 0 0 1 8 2024-02-06 $46.53 $40.00 22.1% 3.7% 11.5% 22.8% 0.0% 1.2% -1.5% -2.0K 16.6K -17 0.00 134.36 N/A N/A 0 0 1 8 2024-02-07 $46.49 $40.00 14.9% 4.3% 11.3% 8.0% 0.0% 0.5% -4.1% -2.0K 16.9K -17 0.00 134.59 N/A N/A 0 0 1 8 2024-02-08 $46.30 $40.00 14.5% 4.2% 11.4% 7.3% 0.0% 0.6% -3.7% -1.8K 17.6K -15 0.00 134.46 N/A N/A 0 0 1 8 2024-02-09 $46.14 $40.00 14.4% 4.1% 11.2% 7.0% 0.0% 0.7% -3.6% -1.7K 18.1K -14 0.00 134.37 N/A N/A 0 0 1 8 2024-02-12 $46.62 $40.00 13.7% 3.9% 11.8% 5.6% 0.0% 1.4% -1.6% -2.1K 16.6K -12 0.00 134.43 N/A N/A 0 0 1 8 2024-02-13 $45.73 $40.00 15.2% 4.4% 13.7% 8.6% 0.0% 1.3% -2.1% -1.3K 20.1K -10 0.00 135.16 N/A N/A 0 0 1 8 2024-02-14 $45.96 $40.00 14.7% 4.2% 13.5% 7.6% 0.0% 1.4% -3.3% -1.5K 19.8K -9 0.00 134.37 N/A N/A 0 0 1 8 2024-02-15 $46.59 $40.00 14.2% 4.1% 14.3% 6.6% 0.0% 1.5% 19.7% -2.1K 17.0K -7 0.00 134.74 N/A N/A 0 0 1 8 2024-02-16 $46.48 $40.00 16.7% 4.8% 14.0% 11.7% 0.0% 0.8% 13.7% -2.0K 18.3K -4 0.00 134.39 N/A N/A 0 0 1 8 2024-02-20 $46.52 $40.00 16.4% 4.7% 13.8% 11.1% 0.0% 1.1% -2.7% 67 -4.4K -3 0.00 134.83 N/A N/A 0 0 1 2 2024-02-21 $46.49 $40.00 17.8% 5.1% 13.8% 14.1% 0.0% 1.5% -4.1% 73 -4.3K -3 0.00 134.60 N/A N/A 0 0 1 2 2024-02-22 $46.89 $40.00 15.7% 4.5% 13.9% 9.7% 0.0% 0.7% -3.8% 51 -4.5K -2 0.00 134.99 N/A N/A 0 0 1 2 2024-02-23 $47.06 $40.00 15.5% 4.4% 12.5% 9.3% 0.0% 1.1% -3.0% 54 -4.5K -2 0.00 133.90 N/A N/A 0 0 1 2 2024-02-26 $46.78 $40.00 16.8% 4.8% 12.6% 12.0% 0.0% 0.5% -3.9% 54 -4.5K -2 0.00 135.56 N/A N/A 0 0 1 2 2024-02-27 $46.67 $40.00 17.0% 4.9% 12.7% 12.4% 0.0% 0.6% -4.1% 67 -4.4K -3 0.00 135.56 N/A N/A 0 0 1 2 2024-02-28 $46.62 $40.00 18.5% 5.3% 12.4% 15.4% 0.0% 0.5% -5.0% 65 -4.4K -3 0.00 134.91 N/A N/A 0 0 1 2 2024-02-29 $46.70 $40.00 17.4% 5.0% 11.9% 13.3% 0.0% 0.5% -4.6% 65 -4.4K -2 0.00 135.01 N/A N/A 0 0 1 2
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