DJD Options History — April 2024

In April 2024, DJD traded between $45.99 and $48.09. ATM implied volatility averaged 17.5%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 7.1% (HV 20d: 10.4%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2024-04-10: Largest IV drop — 38.1% change
  • 2024-04-09: Highest IV Rank — 26.6%
  • 2024-04-30: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.85$45.99$48.09$48.09$46.60
ATM IV17.5%14.8%23.9%16.4%18.2%
Expected Move4.6%4.0%5.2%4.7%5.2%
HV 20d10.4%9.5%11.3%9.5%9.6%
HV 60d10.8%10.3%11.3%10.6%10.3%
IV Rank13.5%7.9%26.6%11.1%14.8%
IV Percentile48.8%14.7%93.7%37.3%67.1%
Term Structure-3.1%-5.4%-1.7%-3.3%-5.2%
Skew 25d1.0%0.2%2.0%0.8%0.2%
Skew 10d1.2%0.2%2.0%0.9%0.2%
Call IV 25d17.4%14.1%20.7%18.8%20.7%
Put IV 25d18.5%15.2%21.0%19.5%20.9%
Bid-Ask Spread %149.38134.88154.16134.88153.02
Gamma HHI1.001.001.001.001.00
Net GEX421821544
Net DEX-4.6K-4.8K-4.3K-4.8K-4.6K
Net VEX-1-200-1
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI11111

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$48.09$0.0016.4%4.7%9.5%11.1%0.0%0.8%-3.3%15-4.8K00.00134.88N/AN/A0010
2024-04-02$47.84$0.0017.5%5.0%9.8%13.4%0.0%0.7%-4.0%20-4.7K-10.00135.95N/AN/A0010
2024-04-03$47.77$0.0017.4%5.0%9.6%13.3%0.0%0.5%-3.7%20-4.7K-10.00135.76N/AN/A0010
2024-04-04$47.18$0.0021.2%4.0%10.7%21.1%0.0%0.7%-2.2%32-4.6K-10.00151.19N/AN/A0010
2024-04-05$47.36$0.0020.2%4.2%10.7%18.9%0.0%1.8%-1.7%20-4.7K-10.00150.50N/AN/A0010
2024-04-08$47.30$0.0022.8%4.2%10.7%24.3%0.0%0.7%-2.0%30-4.7K-10.00150.87N/AN/A0010
2024-04-09$47.30$0.0023.9%4.3%10.7%26.6%0.0%0.5%-2.4%31-4.7K-10.00150.89N/AN/A0010
2024-04-10$46.93$0.0014.8%4.2%10.5%7.9%0.0%1.3%-2.2%41-4.6K-10.00150.52N/AN/A0010
2024-04-11$47.00$0.0015.0%4.3%10.4%8.3%0.0%1.5%-2.7%40-4.6K-10.00151.37N/AN/A0010
2024-04-12$46.23$0.0015.9%4.6%11.3%10.1%0.0%1.4%-1.7%60-4.5K-20.00150.41N/AN/A0010
2024-04-15$46.15$0.0016.7%4.8%11.3%11.7%0.0%1.3%-3.0%66-4.4K-20.00149.20N/AN/A0010
2024-04-16$46.10$0.0016.5%4.7%11.2%11.3%0.0%2.0%-2.7%76-4.4K-20.00152.96N/AN/A0010
2024-04-17$45.99$0.0016.6%4.8%11.1%11.5%0.0%1.6%-2.9%82-4.3K-20.00149.90N/AN/A0010
2024-04-18$46.09$0.0016.1%4.6%10.4%10.5%0.0%1.4%-2.7%75-4.4K-20.00150.51N/AN/A0010
2024-04-19$46.45$0.0017.9%5.1%10.5%14.2%0.0%0.7%-3.5%54-4.5K-10.00151.25N/AN/A0010
2024-04-22$46.58$0.0015.8%4.5%10.4%9.8%0.0%0.9%-3.2%52-4.5K-10.00152.10N/AN/A0010
2024-04-23$46.91$0.0016.3%4.7%10.7%11.0%0.0%1.1%-3.4%39-4.6K-10.00151.78N/AN/A0010
2024-04-24$46.91$0.0016.2%4.6%10.7%10.6%0.0%0.8%-3.4%38-4.6K-10.00153.13N/AN/A0010
2024-04-25$46.52$0.0016.5%4.7%9.8%11.4%0.0%0.7%-3.6%51-4.5K-10.00152.49N/AN/A0010
2024-04-26$46.66$0.0016.4%4.7%9.7%11.1%0.0%1.2%-3.8%1-4.7K00.00154.16N/AN/A0010
2024-04-29$46.74$0.0017.4%5.0%9.7%13.2%0.0%1.0%-5.4%39-4.6K-10.00153.44N/AN/A0010
2024-04-30$46.60$0.0018.2%5.2%9.6%14.8%0.0%0.2%-5.2%44-4.6K-10.00153.02N/AN/A0010