DJD Options History — May 2024 In May 2024, DJD traded between $46.53 and $48.69. ATM implied volatility averaged 18.7%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 10.1% (HV 20d: 8.5%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 61.6% change2024-05-14 : Highest IV Rank — 53.9%2024-05-02 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $47.67 $46.53 $48.69 $46.75 $47.64 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 18.7% 12.4% 37.2% 18.4% 15.8% Expected Move 4.2% 3.5% 5.7% 5.3% 4.5% HV 20d 8.5% 6.9% 10.1% 9.8% 10.1% HV 60d 9.5% 8.8% 10.3% 10.0% 9.8% IV Rank 15.8% 2.9% 53.9% 15.3% 9.8% IV Percentile 47.3% 0.8% 98.4% 69.8% 31.0% Term Structure -1.3% -6.7% 19.6% -4.9% -2.4% Skew 25d 0.7% -0.8% 1.7% 1.1% 1.7% Skew 10d 1.7% 0.2% 3.5% 1.2% 1.6% Call IV 25d 15.9% 13.1% 21.7% 21.1% 17.8% Put IV 25d 16.6% 12.3% 22.2% 22.2% 19.5% Bid-Ask Spread % 134.70 130.57 154.68 153.35 132.89 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 13 2 45 40 7 Net DEX -4.7K -4.9K -4.5K -4.6K -4.8K Net VEX -0 -1 0 -1 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (22 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 2024-05-01 $46.75 $0.00 18.4% 5.3% 9.8% 15.3% 0.0% 1.1% -4.9% 40 -4.6K -1 0.00 153.35 N/A N/A 0 0 1 0 2024-05-02 $46.53 $0.00 20.0% 5.7% 8.9% 18.6% 0.0% 0.4% -6.7% 45 -4.5K -1 0.00 153.56 N/A N/A 0 0 1 0 2024-05-03 $47.01 $0.00 18.3% 5.3% 9.6% 15.1% 0.0% 0.4% -5.8% 24 -4.7K 0 0.00 154.68 N/A N/A 0 0 1 0 2024-05-06 $47.07 $42.00 19.9% 3.7% 9.6% 18.3% 0.0% 0.6% -0.8% 21 -4.7K 0 0.00 131.16 N/A N/A 0 0 1 0 2024-05-07 $47.22 $42.00 22.4% 3.9% 9.7% 23.4% 0.0% 0.6% -1.8% 20 -4.7K 0 0.00 132.20 N/A N/A 0 0 1 0 2024-05-08 $47.45 $42.00 24.2% 3.9% 9.4% 27.2% 0.0% 1.1% -2.2% 16 -4.7K 0 0.00 132.10 N/A N/A 0 0 1 0 2024-05-09 $47.83 $42.00 22.0% 3.5% 9.8% 22.7% 0.0% -0.8% -1.3% 8 -4.8K 0 0.00 131.32 N/A N/A 0 0 1 0 2024-05-10 $48.10 $42.00 23.0% 3.7% 7.4% 24.7% 0.0% 1.4% -0.5% 7 -4.8K 0 0.00 131.17 N/A N/A 0 0 1 0 2024-05-13 $48.11 $42.00 29.8% 3.8% 7.3% 38.7% 0.0% 0.3% -1.3% 6 -4.8K 0 0.00 130.60 N/A N/A 0 0 1 0 2024-05-14 $48.19 $42.00 37.2% 4.0% 7.2% 53.9% 0.0% 1.1% -2.0% 6 -4.8K 0 0.00 130.86 N/A N/A 0 0 1 0 2024-05-15 $48.47 $42.00 14.3% 4.1% 7.1% 6.7% 0.0% 1.0% -2.8% 4 -4.8K 0 0.00 130.75 N/A N/A 0 0 1 0 2024-05-16 $48.63 $42.00 12.4% 3.6% 7.1% 2.9% 0.0% 0.9% 19.6% 2 -4.9K 0 0.00 130.79 N/A N/A 0 0 1 0 2024-05-17 $48.69 $42.00 12.8% 3.7% 6.9% 3.7% 0.0% 0.8% -0.6% 2 -4.9K 0 0.00 130.64 N/A N/A 0 0 1 0 2024-05-20 $48.44 $42.00 14.5% 4.2% 7.4% 7.2% 0.0% -0.0% -1.8% 3 -4.8K 0 0.00 130.57 N/A N/A 0 0 1 0 2024-05-21 $48.37 $42.00 14.3% 4.1% 7.2% 6.8% 0.0% 0.3% -1.3% 3 -4.8K 0 0.00 130.79 N/A N/A 0 0 1 0 2024-05-22 $48.05 $42.00 13.6% 3.9% 7.7% 5.3% 0.0% 0.5% -1.0% 5 -4.8K 0 0.00 132.14 N/A N/A 0 0 1 0 2024-05-23 $47.45 $42.00 15.6% 4.5% 8.5% 9.4% 0.0% 0.0% -2.2% 11 -4.7K 0 0.00 131.89 N/A N/A 0 0 1 0 2024-05-24 $47.58 $42.00 14.1% 4.0% 8.5% 6.4% 0.0% 0.5% -1.4% 9 -4.7K 0 0.00 132.76 N/A N/A 0 0 1 0 2024-05-28 $47.21 $42.00 16.0% 4.6% 9.1% 10.2% 0.0% 0.4% -3.7% 15 -4.7K 0 0.00 133.07 N/A N/A 0 0 1 0 2024-05-29 $46.88 $42.00 15.6% 4.5% 9.4% 9.5% 0.0% 1.1% -2.2% 22 -4.7K 0 0.00 133.51 N/A N/A 0 0 1 0 2024-05-30 $47.05 $42.00 16.2% 4.7% 9.4% 10.7% 0.0% 1.6% -2.4% 18 -4.7K 0 0.00 132.59 N/A N/A 0 0 1 0 2024-05-31 $47.64 $42.00 15.8% 4.5% 10.1% 9.8% 0.0% 1.7% -2.4% 7 -4.8K 0 0.00 132.89 N/A N/A 0 0 1 0
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