DJD Options History — June 2024 In June 2024, DJD traded between $47.19 and $48.13. ATM implied volatility averaged 16.4%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 7.7% (HV 20d: 8.7%). Max pain ranged from $42.00 to $47.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-20 : Highest Volume — 1 contracts2024-06-12 : Largest IV drop — 36.5% change2024-06-11 : Highest IV Rank — 21.9%2024-06-03 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $47.57 $47.19 $48.13 $47.50 $47.32 Max Pain $45.33 $42.00 $47.00 $42.00 $47.00 ATM IV 16.4% 14.2% 22.4% 19.1% 16.0% Expected Move 4.4% 3.7% 5.5% 5.5% 4.6% HV 20d 8.7% 7.6% 9.7% 9.6% 7.6% HV 60d 9.3% 8.7% 9.9% 9.9% 8.9% IV Rank 9.2% 3.8% 21.9% 16.8% 7.6% IV Percentile 37.2% 7.9% 89.3% 72.2% 36.9% Term Structure -3.1% -7.3% -1.8% -4.5% -1.8% VWIV 16.7% 15.0% 18.4% 15.0% 18.4% Skew 25d 0.0% -1.8% 1.5% 1.5% -1.7% Skew 10d -0.0% -3.6% 1.3% 0.9% -2.1% Call IV 25d 17.0% 14.5% 20.3% 19.4% 18.6% Put IV 25d 17.0% 15.1% 20.9% 20.9% 16.8% Bid-Ask Spread % 148.25 132.34 155.38 132.62 146.06 Gamma HHI 0.91 0.35 1.00 1.00 0.36 Net GEX 256 1 1.2K 10 1.2K Net DEX -4.9K -7.9K -3.0K -4.7K -5.5K Net VEX -3 -14 0 0 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.158 0 1 0 0 Total OI 1.316 1 3 1 3
Daily Data (19 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 2024-06-03 $47.50 $42.00 19.1% 5.5% 9.6% 16.8% 0.0% 1.5% -4.5% 10 -4.7K 0 0.00 132.62 N/A N/A 0 0 1 0 2024-06-04 $47.63 $42.00 16.9% 4.9% 9.7% 12.2% 0.0% 1.2% -3.0% 6 -4.8K 0 0.00 132.69 N/A N/A 0 0 1 0 2024-06-05 $47.59 $42.00 17.7% 5.1% 9.6% 13.9% 0.0% 0.7% -2.8% 6 -4.8K 0 0.00 132.34 N/A N/A 0 0 1 0 2024-06-06 $47.66 $0.00 17.1% 3.7% 9.5% 12.5% 0.0% 0.5% -2.4% 5 -4.8K 0 0.00 153.72 N/A N/A 0 0 1 0 2024-06-07 $47.73 $0.00 17.6% 3.9% 9.1% 13.7% 0.0% 0.8% -2.1% 4 -4.8K 0 0.00 155.19 N/A N/A 0 0 1 0 2024-06-10 $47.68 $0.00 20.3% 4.0% 8.8% 17.4% 0.0% 0.8% -3.0% 5 -4.8K 0 0.00 155.38 N/A N/A 0 0 1 0 2024-06-11 $47.53 $0.00 22.4% 4.1% 8.8% 21.9% 0.0% 0.6% -2.4% 6 -4.7K 0 0.00 154.16 N/A N/A 0 0 1 0 2024-06-12 $47.26 $0.00 14.2% 4.1% 9.0% 3.9% 0.0% 0.1% -2.0% 8 -4.7K 0 0.00 154.20 N/A N/A 0 0 1 0 2024-06-13 $47.33 $0.00 14.2% 4.1% 8.7% 3.8% 0.0% 0.4% -1.9% 6 -4.7K 0 0.00 154.83 N/A N/A 0 0 1 0 2024-06-14 $47.19 $0.00 14.6% 4.2% 8.5% 4.7% 0.0% 0.2% -2.9% 7 -4.7K 0 0.00 153.96 N/A N/A 0 0 1 0 2024-06-17 $47.38 $0.00 14.8% 4.2% 8.7% 5.1% 0.0% 0.5% -2.4% 4 -4.7K 0 0.00 152.83 N/A N/A 0 0 1 0 2024-06-18 $47.56 $0.00 15.6% 4.5% 8.8% 6.8% 0.0% 0.3% -3.3% 3 -4.8K 0 0.00 154.88 N/A N/A 0 0 1 0 2024-06-20 $47.84 $0.00 14.7% 4.2% 9.1% 4.9% 15.0% 0.0% -3.0% 1 -4.8K 0 0.00 150.89 N/A N/A 1 0 1 0 2024-06-21 $47.88 $47.00 15.3% 4.4% 8.8% 6.1% 0.0% -1.3% -3.8% 565 -7.9K -4 0.00 148.71 N/A N/A 0 0 2 0 2024-06-24 $48.13 $47.00 15.1% 4.3% 7.7% 5.7% 0.0% 0.6% -2.6% 354 -3.6K -4 0.00 146.36 N/A N/A 0 0 1 0 2024-06-25 $47.67 $47.00 14.8% 4.2% 8.5% 5.0% 0.0% -1.6% -7.3% 536 -3.0K -4 0.00 145.96 N/A N/A 1 0 1 0 2024-06-26 $47.51 $47.00 15.7% 4.5% 8.0% 7.1% 18.4% -1.8% -5.2% 910 -5.1K -12 0.00 145.06 N/A N/A 1 0 2 0 2024-06-27 $47.49 $47.00 15.5% 4.4% 7.6% 6.6% 0.0% -1.3% -1.8% 1.2K -5.9K -14 0.00 146.94 N/A N/A 0 0 3 0 2024-06-28 $47.32 $47.00 16.0% 4.6% 7.6% 7.6% 0.0% -1.7% -1.8% 1.2K -5.5K -14 0.00 146.06 N/A N/A 0 0 3 0
« May 2024 | All History | Jul 2024 » Home DJD History June 2024