DJD Options History — July 2024

In July 2024, DJD traded between $47.24 and $50.16. ATM implied volatility averaged 15.2%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 6.4% (HV 20d: 8.9%). Max pain ranged from $47.00 to $48.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.20.

Notable Days

2024-07-01: Highest Volume — 2 contracts
2024-07-16: Largest IV spike — 48.1% change
2024-07-09: Highest IV Rank — 21.1%
2024-07-30: Largest Expected Move — 5.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.46	$47.24	$50.16	$47.30	$50.16
Max Pain	$47.86	$47.00	$48.00	$47.00	$48.00
ATM IV	15.2%	9.3%	22.4%	17.8%	18.1%
Expected Move	4.1%	2.7%	5.2%	5.1%	5.2%
HV 20d	8.9%	5.9%	13.5%	6.1%	13.4%
HV 60d	8.8%	7.7%	10.4%	8.5%	10.2%
IV Rank	9.9%	0.0%	21.1%	11.4%	17.6%
IV Percentile	34.4%	0.0%	89.3%	62.3%	66.7%
Term Structure	-1.0%	-5.1%	8.6%	-4.8%	-5.1%
VWIV	15.4%	8.8%	19.6%	17.8%	19.6%
Skew 25d	-1.1%	-5.8%	1.1%	-0.1%	0.3%
Skew 10d	0.8%	-2.5%	4.0%	0.4%	-2.5%
Call IV 25d	16.6%	11.5%	22.8%	19.5%	19.5%
Put IV 25d	15.4%	8.6%	20.3%	19.4%	19.8%
Bid-Ask Spread %	147.23	140.96	153.75	153.01	144.99
Gamma HHI	0.45	0.25	1.00	0.34	0.55
Net GEX	668	250	1.2K	1.1K	722
Net DEX	-4.2K	-9.0K	-1.0K	-6.1K	-6.3K
Net VEX	-9	-14	-4	-14	-6
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.00	1.00	1.00	0.00
Total Volume	0.273	0	2	2	0
Total OI	2.773	1	4	3	2

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
2024-07-01	$47.30	$47.00	17.8%	5.1%	6.1%	11.4%	17.8%	-0.1%	-4.8%	1.1K	-6.1K	-14	1.00	153.01	N/A	N/A	1	1	3	0
2024-07-02	$47.34	$47.00	18.0%	5.2%	6.1%	11.9%	0.0%	0.7%	-4.5%	278	-1.4K	-14	0.00	153.50	N/A	N/A	0	0	2	1
2024-07-03	$47.34	$47.00	17.8%	5.1%	6.0%	11.5%	0.0%	0.6%	-4.5%	274	-1.4K	-14	0.00	153.71	N/A	N/A	0	0	2	1
2024-07-05	$47.31	$48.00	19.5%	4.0%	6.0%	15.1%	0.0%	1.0%	-1.6%	271	-1.3K	-13	0.00	153.75	N/A	N/A	0	0	2	1
2024-07-08	$47.34	$48.00	19.7%	4.1%	5.9%	15.5%	0.0%	0.0%	-2.5%	261	-1.2K	-12	0.00	151.71	N/A	N/A	0	0	2	1
2024-07-09	$47.24	$48.00	22.4%	4.1%	5.9%	21.1%	0.0%	0.5%	-2.6%	250	-1.0K	-11	0.00	151.61	N/A	N/A	0	0	2	1
2024-07-10	$47.56	$48.00	13.5%	3.9%	6.5%	2.4%	0.0%	1.1%	-1.7%	315	-1.8K	-11	0.00	151.68	N/A	N/A	0	0	2	1
2024-07-11	$47.98	$48.00	10.7%	3.1%	7.1%	0.0%	0.0%	0.7%	3.5%	426	-2.8K	-11	0.00	151.75	N/A	N/A	0	0	2	1
2024-07-12	$48.43	$48.00	9.9%	2.8%	7.3%	0.0%	0.0%	1.0%	7.2%	531	-4.0K	-10	0.00	144.20	N/A	N/A	1	0	2	1
2024-07-15	$48.38	$48.00	9.3%	2.7%	7.4%	0.0%	0.0%	0.3%	8.6%	793	-4.9K	-11	0.00	146.56	N/A	N/A	0	0	3	1
2024-07-16	$48.97	$48.00	13.8%	3.9%	8.2%	8.9%	8.8%	-2.9%	-1.4%	1.1K	-6.9K	-9	0.00	145.96	N/A	N/A	1	0	3	1
2024-07-17	$49.59	$48.00	14.2%	4.1%	9.0%	9.8%	0.0%	-1.5%	-2.8%	1.1K	-9.0K	-7	0.00	143.27	N/A	N/A	1	0	3	1
2024-07-18	$49.22	$48.00	15.1%	4.3%	9.6%	11.5%	0.0%	-3.4%	-2.2%	1.2K	-7.9K	-6	0.00	142.83	N/A	N/A	0	0	3	1
2024-07-19	$48.73	$48.00	15.0%	4.3%	10.3%	11.4%	0.0%	-1.3%	-2.9%	1.1K	-6.0K	-5	0.00	140.96	N/A	N/A	0	0	3	1
2024-07-22	$48.58	$48.00	15.4%	4.4%	10.4%	12.1%	0.0%	-2.1%	-3.2%	578	-3.4K	-4	0.00	142.14	N/A	N/A	0	0	1	0
2024-07-23	$48.40	$48.00	10.7%	3.1%	10.4%	2.7%	19.6%	-2.5%	3.7%	650	-3.2K	-4	0.00	141.68	N/A	N/A	1	0	1	0
2024-07-24	$48.27	$48.00	10.0%	2.9%	9.8%	1.3%	0.0%	-3.5%	3.8%	779	-3.2K	-6	0.00	145.84	N/A	N/A	0	0	2	0
2024-07-25	$48.47	$48.00	12.3%	3.5%	9.8%	6.0%	0.0%	-2.7%	2.9%	768	-3.5K	-6	0.00	141.49	N/A	N/A	0	0	2	0
2024-07-26	$49.82	$48.00	16.4%	4.7%	13.5%	14.2%	0.0%	-2.0%	-3.6%	722	-5.8K	-7	0.00	146.12	N/A	N/A	0	0	2	0
2024-07-29	$49.77	$48.00	17.5%	5.0%	13.4%	16.3%	0.0%	-3.8%	-4.2%	732	-5.7K	-7	0.00	145.74	N/A	N/A	0	0	2	0
2024-07-30	$49.98	$48.00	18.3%	5.2%	13.4%	17.8%	0.0%	-5.8%	-4.5%	704	-6.0K	-7	0.00	146.65	N/A	N/A	0	0	2	0
2024-07-31	$50.16	$48.00	18.1%	5.2%	13.4%	17.6%	0.0%	0.3%	-5.1%	722	-6.3K	-6	0.00	144.99	N/A	N/A	0	0	2	0