DJD Options History — August 2024 In August 2024, DJD traded between $47.91 and $51.48. ATM implied volatility averaged 19.1%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.4% (HV 20d: 16.7%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-06 : Highest Volume — 1 contracts2024-08-13 : Largest IV spike — 122.8% change2024-08-06 : Highest IV Rank — 58.5%2024-08-06 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $49.72 $47.91 $51.48 $49.56 $51.48 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 19.1% 11.6% 38.7% 19.1% 16.6% Expected Move 4.6% 3.3% 6.5% 5.5% 4.8% HV 20d 16.7% 13.4% 18.5% 14.3% 13.4% HV 60d 12.2% 10.5% 12.7% 10.5% 12.1% IV Rank 19.5% 4.6% 58.5% 19.6% 14.5% IV Percentile 45.3% 2.0% 98.8% 73.4% 48.8% Term Structure -1.6% -6.5% 17.6% -4.7% -2.5% Skew 25d 1.1% -6.3% 4.5% -6.3% 1.9% Skew 10d 1.9% -0.4% 4.6% -0.4% 1.4% Call IV 25d 16.7% 13.9% 23.8% 21.0% 16.8% Put IV 25d 17.8% 13.4% 26.6% 14.6% 18.6% Bid-Ask Spread % 135.18 128.93 149.84 145.49 133.46 Gamma HHI 0.71 0.37 1.00 0.50 1.00 Net GEX 482 0 779 739 262 Net DEX -3.3K -5.6K 0 -5.3K -2.9K Net VEX -7 -12 0 -6 -11 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 0.136 0 1 0 0 Total OI 1.864 0 3 2 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 2024-08-01 $49.56 $48.00 19.1% 5.5% 14.3% 19.6% 0.0% -6.3% -4.7% 739 -5.3K -6 0.00 145.49 N/A N/A 0 0 2 0 2024-08-02 $48.99 $48.00 21.6% 6.2% 15.1% 24.4% 0.0% -4.6% -6.5% 779 -4.3K -5 0.00 143.90 N/A N/A 0 0 2 0 2024-08-05 $47.91 $0.00 24.4% 6.4% 17.4% 30.0% 0.0% 4.5% -3.2% 645 -3.2K -5 0.00 138.06 N/A N/A 0 0 2 0 2024-08-06 $48.61 $0.00 38.7% 6.5% 18.0% 58.5% 0.0% 2.8% -4.9% 586 -4.0K -5 0.00 149.84 N/A N/A 0 1 2 0 2024-08-07 $48.20 $0.00 16.6% 4.9% 18.2% 14.6% 0.0% 2.0% 1.0% 662 -2.7K -4 0.00 128.93 N/A N/A 0 0 2 1 2024-08-08 $48.80 $0.00 33.3% 5.4% 18.5% 47.6% 0.0% 2.8% -3.5% 509 -3.7K -6 0.00 141.62 N/A N/A 0 0 2 1 2024-08-09 $48.80 $0.00 24.4% 4.1% 18.2% 30.1% 0.0% 1.6% 0.4% 640 -3.8K -4 0.00 131.67 N/A N/A 0 0 2 1 2024-08-12 $48.42 $0.00 16.1% 4.7% 18.5% 13.5% 0.0% 1.3% -3.2% 636 -3.1K -3 0.00 132.39 N/A N/A 0 0 2 1 2024-08-13 $48.88 $0.00 35.9% 4.2% 18.2% 52.9% 0.0% 2.5% -3.7% 705 -3.9K -2 0.00 132.62 N/A N/A 0 0 2 1 2024-08-14 $49.17 $0.00 13.9% 4.0% 17.8% 9.2% 0.0% 1.4% -4.2% 740 -4.4K -2 0.00 133.18 N/A N/A 0 0 2 1 2024-08-15 $49.70 $0.00 13.6% 3.9% 18.0% 8.4% 0.0% 1.3% 17.6% 754 -5.3K -1 0.00 129.96 N/A N/A 0 0 2 1 2024-08-16 $49.89 $0.00 13.5% 3.9% 17.6% 8.4% 0.0% 1.8% -1.4% 764 -5.6K 0 0.00 133.54 N/A N/A 0 0 2 1 2024-08-19 $50.11 $0.00 11.6% 3.3% 17.5% 4.6% 0.0% -0.5% -0.6% 0 0 0 0.00 131.17 N/A N/A 1 0 0 0 2024-08-20 $50.10 $0.00 14.1% 4.0% 17.5% 9.5% 0.0% 1.1% -1.4% 293 -2.4K -12 0.00 133.30 N/A N/A 0 0 1 0 2024-08-21 $50.31 $0.00 15.3% 4.4% 17.4% 12.0% 0.0% 1.0% -3.0% 282 -2.5K -12 0.00 133.85 N/A N/A 0 0 1 0 2024-08-22 $50.18 $0.00 15.0% 4.3% 17.4% 11.3% 0.0% 1.0% -1.8% 258 -2.5K -11 0.00 133.66 N/A N/A 0 0 1 0 2024-08-23 $50.64 $0.00 14.2% 4.1% 14.9% 9.7% 0.0% 1.7% -1.3% 279 -2.7K -11 0.00 134.43 N/A N/A 0 0 1 0 2024-08-26 $50.97 $0.00 14.7% 4.2% 15.0% 10.8% 0.0% 1.6% -2.0% 289 -2.9K -11 0.00 133.09 N/A N/A 0 0 1 0 2024-08-27 $50.97 $0.00 15.5% 4.5% 15.0% 12.4% 0.0% 1.3% -2.4% 254 -2.7K -11 0.00 133.41 N/A N/A 1 0 1 0 2024-08-28 $50.90 $0.00 15.6% 4.5% 15.0% 12.6% 0.0% 1.7% -2.1% 264 -2.6K -11 0.00 133.76 N/A N/A 0 0 1 0 2024-08-29 $51.16 $0.00 16.1% 4.6% 14.2% 13.6% 0.0% 1.8% -2.5% 265 -2.7K -11 0.00 132.69 N/A N/A 0 0 1 0 2024-08-30 $51.48 $0.00 16.6% 4.8% 13.4% 14.5% 0.0% 1.9% -2.5% 262 -2.9K -11 0.00 133.46 N/A N/A 0 0 1 0
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