DJD Options History — March 2024

In March 2024, DJD traded between $46.66 and $48.06. ATM implied volatility averaged 18.8%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 9.4% (HV 20d: 9.4%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2024-03-13: Largest IV drop — 64.4% change
  • 2024-03-12: Highest IV Rank — 59.2%
  • 2024-03-01: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.20$46.66$48.06$46.78$48.06
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV18.8%13.6%39.8%18.1%15.1%
Expected Move4.1%3.7%5.2%5.2%4.3%
HV 20d9.4%7.3%11.5%11.4%9.5%
HV 60d10.7%10.3%11.1%11.1%10.7%
IV Rank16.0%5.3%59.2%14.5%8.4%
IV Percentile41.9%1.6%98.8%57.1%17.9%
Term Structure-2.2%-5.5%-1.1%-5.5%-2.1%
Skew 25d0.9%0.0%1.6%0.9%0.6%
Skew 10d1.0%0.4%1.3%0.7%1.1%
Call IV 25d15.7%13.8%21.8%21.8%17.2%
Put IV 25d16.6%14.8%22.8%22.8%17.8%
Bid-Ask Spread %135.75134.58136.64135.09135.28
Gamma HHI0.990.951.000.971.00
Net GEX4115605415
Net DEX-4.6K-4.8K-4.4K-4.5K-4.8K
Net VEX-1-20-20
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI2.11331

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$46.78$40.0018.1%5.2%11.4%14.5%0.0%0.9%-5.5%54-4.5K-20.00135.09N/AN/A0012
2024-03-04$46.89$0.0020.0%3.7%11.5%18.5%0.0%1.4%-1.3%53-4.5K-20.00136.44N/AN/A0012
2024-03-05$46.66$0.0022.2%3.8%10.9%23.0%0.0%0.3%-1.3%58-4.4K-20.00136.31N/AN/A0012
2024-03-06$46.85$0.0022.5%3.9%10.9%23.7%0.0%0.7%-1.6%56-4.5K-20.00136.20N/AN/A0012
2024-03-07$46.88$0.0022.5%3.8%10.9%23.8%0.0%1.0%-1.1%57-4.5K-20.00135.88N/AN/A0012
2024-03-08$46.85$0.0023.6%3.8%10.8%26.0%0.0%0.8%-1.1%60-4.5K-20.00135.47N/AN/A0012
2024-03-11$47.02$0.0031.1%3.9%10.8%41.5%0.0%1.4%-1.8%51-4.5K-20.00136.22N/AN/A0012
2024-03-12$47.45$0.0039.8%4.2%10.6%59.2%0.0%1.6%-3.0%37-4.6K-10.00135.98N/AN/A0012
2024-03-13$47.62$0.0014.1%4.1%7.5%6.5%0.0%0.7%-2.6%39-4.6K-10.00136.64N/AN/A0012
2024-03-14$47.11$0.0013.6%3.9%8.7%5.3%0.0%0.9%-1.1%48-4.5K-20.00136.51N/AN/A0012
2024-03-15$47.11$0.0014.0%4.0%7.3%6.2%0.0%1.1%-1.9%48-4.5K-20.00135.96N/AN/A0012
2024-03-18$46.83$0.0013.9%4.0%7.6%6.0%0.0%0.8%-1.4%45-4.6K-20.00135.56N/AN/A0010
2024-03-19$47.01$0.0013.9%4.0%7.7%5.9%0.0%1.3%-1.4%40-4.6K-10.00135.40N/AN/A0010
2024-03-20$47.48$0.0015.5%4.4%8.4%9.2%0.0%0.9%-2.7%26-4.7K-10.00135.00N/AN/A0010
2024-03-21$47.78$0.0013.6%3.9%8.2%5.4%0.0%0.9%-1.5%19-4.7K-10.00135.41N/AN/A0010
2024-03-22$47.42$0.0015.6%4.5%8.6%9.5%0.0%0.0%-2.8%25-4.7K-10.00135.75N/AN/A0010
2024-03-25$47.27$0.0015.6%4.5%8.4%9.5%0.0%0.4%-3.1%30-4.7K-10.00134.58N/AN/A0010
2024-03-26$47.20$0.0016.0%4.6%8.4%10.2%0.0%0.4%-3.4%31-4.6K-10.00135.26N/AN/A0010
2024-03-27$47.81$0.0014.8%4.2%9.4%7.8%0.0%1.3%-2.7%20-4.7K-10.00136.16N/AN/A0010
2024-03-28$48.06$0.0015.1%4.3%9.5%8.4%0.0%0.6%-2.1%15-4.8K00.00135.28N/AN/A0010