DJD Options History — September 2024 In September 2024, DJD traded between $50.09 and $52.42. ATM implied volatility averaged 17.6%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 7.6% (HV 20d: 10.0%). Max pain ranged from $52.00 to $52.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-05 : Highest Volume — 10 contracts2024-09-18 : Largest IV spike — 53.1% change2024-09-30 : Highest IV Rank — 46.2%2024-09-30 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $51.43 $50.09 $52.42 $50.94 $52.37 Max Pain $52.00 $52.00 $52.00 $52.00 $52.00 ATM IV 17.6% 14.3% 23.4% 18.5% 23.4% Expected Move 4.7% 4.1% 6.7% 5.3% 6.7% HV 20d 10.0% 9.3% 11.0% 11.0% 10.2% HV 60d 12.7% 12.4% 12.9% 12.4% 12.9% IV Rank 17.9% 9.9% 46.2% 18.2% 46.2% IV Percentile 51.1% 14.3% 93.3% 71.4% 93.3% Term Structure -2.0% -11.8% 1.4% -3.0% -11.8% VWIV 9.4% 9.4% 9.4% 9.4% 9.4% Skew 25d 1.4% 0.2% 3.8% 3.8% 2.4% Skew 10d 6.1% 1.3% 11.1% 1.3% 7.1% Call IV 25d 17.0% 14.9% 25.8% 16.6% 18.0% Put IV 25d 18.4% 16.1% 27.4% 20.4% 20.4% Bid-Ask Spread % 149.50 133.32 169.94 133.32 148.88 Gamma HHI 0.76 0.43 1.00 1.00 1.00 Net GEX 1.7K -1.8K 11.2K 254 261 Net DEX -6.9K -24.0K 3.5K -2.6K -3.6K Net VEX -20 -40 -9 -11 -9 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 0.9 0 10 2 0 Total OI 9.65 1 19 1 1
Daily Data (20 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 2024-09-03 $50.94 $0.00 18.5% 5.3% 11.0% 18.2% 9.4% 3.8% -3.0% 254 -2.6K -11 0.00 133.32 N/A N/A 2 0 1 0 2024-09-04 $50.84 $52.00 18.2% 5.2% 10.2% 17.6% 0.0% 1.6% -2.3% 1.1K -5.9K -19 0.00 133.71 N/A N/A 0 0 3 0 2024-09-05 $50.53 $0.00 18.8% 4.2% 9.9% 18.8% 0.0% 1.7% -2.2% 1.0K -5.3K -18 0.00 150.28 N/A N/A 0 10 3 0 2024-09-06 $50.09 $0.00 21.0% 4.4% 9.9% 23.4% 0.0% 1.9% 1.4% -1.8K 3.5K -40 0.00 149.45 N/A N/A 0 0 3 10 2024-09-09 $50.63 $0.00 21.6% 4.3% 10.5% 24.4% 0.0% 1.4% -2.1% -899 -773 -31 0.00 150.04 N/A N/A 3 0 3 10 2024-09-10 $50.59 $0.00 21.9% 4.2% 9.9% 25.0% 0.0% 1.9% -1.0% 313 -4.7K -37 0.00 150.24 N/A N/A 0 0 6 10 2024-09-11 $50.59 $0.00 14.3% 4.1% 9.5% 9.9% 0.0% 1.4% -0.3% 342 -4.6K -36 0.00 151.47 N/A N/A 0 0 6 10 2024-09-12 $50.89 $0.00 14.3% 4.1% 9.5% 10.0% 0.0% 1.5% -0.5% 1.1K -7.2K -32 0.00 151.34 N/A N/A 0 1 6 10 2024-09-13 $51.31 $0.00 14.7% 4.2% 9.3% 10.7% 0.0% 1.1% -1.8% 1.4K -9.3K -32 0.00 151.87 N/A N/A 0 0 6 11 2024-09-16 $51.86 $0.00 15.1% 4.3% 9.8% 11.5% 0.0% 0.9% 0.9% 4.6K -13.8K -20 0.00 149.57 N/A N/A 0 0 6 11 2024-09-17 $51.66 $0.00 14.9% 4.3% 9.9% 11.1% 0.0% 0.2% 0.6% 5.2K -10.7K -18 0.00 149.82 N/A N/A 0 0 6 11 2024-09-18 $51.63 $0.00 22.8% 6.5% 10.0% 26.8% 0.0% 1.7% -3.1% 1.8K -11.6K -21 0.00 169.94 N/A N/A 2 0 6 11 2024-09-19 $51.99 $0.00 15.0% 4.3% 10.1% 11.3% 0.0% 0.3% -1.0% 11.2K -21.4K -18 0.00 149.90 N/A N/A 0 0 8 11 2024-09-20 $52.18 $0.00 15.0% 4.3% 10.0% 11.3% 0.0% 0.9% -1.4% 7.2K -24.0K -11 0.00 149.44 N/A N/A 0 0 8 11 2024-09-23 $51.90 $0.00 15.2% 4.3% 9.9% 11.7% 0.0% 1.0% -2.1% 276 -3.4K -9 0.00 148.18 N/A N/A 0 0 1 0 2024-09-24 $52.15 $0.00 15.2% 4.3% 9.8% 11.7% 0.0% 1.2% -2.0% 254 -3.5K -9 0.00 147.91 N/A N/A 0 0 1 0 2024-09-25 $51.83 $0.00 15.1% 4.3% 10.2% 11.5% 0.0% 0.4% -1.6% 267 -3.3K -9 0.00 149.10 N/A N/A 0 0 1 0 2024-09-26 $52.13 $0.00 20.0% 5.7% 10.3% 21.4% 0.0% 2.5% -3.8% 246 -3.2K -10 0.00 158.74 N/A N/A 0 0 1 0 2024-09-27 $52.42 $0.00 17.1% 4.9% 10.3% 25.6% 0.0% 0.9% -2.1% 248 -3.4K -9 0.00 146.69 N/A N/A 0 0 1 0 2024-09-30 $52.37 $0.00 23.4% 6.7% 10.2% 46.2% 0.0% 2.4% -11.8% 261 -3.6K -9 0.00 148.88 N/A N/A 0 0 1 0
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