DJD Options History — October 2024

In October 2024, DJD traded between $50.95 and $53.23. ATM implied volatility averaged 17.4%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 8.2% (HV 20d: 9.2%). Max pain ranged from $52.00 to $52.00. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.00.

Notable Days

2024-10-03: Highest Volume — 2 contracts
2024-10-09: Largest IV drop — 16.3% change
2024-10-31: Highest IV Rank — 37.8%
2024-10-31: Largest Expected Move — 6.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$52.18	$50.95	$53.23	$52.41	$51.05
Max Pain	$52.00	$52.00	$52.00	$52.00	$52.00
ATM IV	17.4%	14.5%	20.8%	19.3%	20.8%
Expected Move	4.8%	4.2%	6.0%	5.5%	6.0%
HV 20d	9.2%	8.5%	10.3%	9.2%	10.2%
HV 60d	12.1%	9.9%	13.0%	12.9%	9.9%
IV Rank	26.6%	17.0%	37.8%	32.8%	37.8%
IV Percentile	56.3%	16.3%	84.1%	75.4%	84.1%
Term Structure	-0.9%	-5.6%	8.3%	-4.4%	-3.2%
VWIV	14.3%	13.4%	15.3%	15.3%	13.4%
Skew 25d	1.9%	0.0%	3.2%	2.4%	2.1%
Skew 10d	3.8%	2.0%	7.8%	6.9%	2.9%
Call IV 25d	16.8%	14.4%	21.5%	17.8%	21.5%
Put IV 25d	18.7%	16.5%	23.6%	20.2%	23.6%
Bid-Ask Spread %	147.30	138.74	151.29	146.93	144.44
Gamma HHI	0.67	0.58	1.00	1.00	0.61
Net GEX	-416	-574	263	253	-539
Net DEX	583	-3.6K	4.1K	-3.6K	3.8K
Net VEX	-17	-23	-9	-9	-15
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	1.00	1.00	1.00	1.00
Total Volume	0.174	0	2	0	2
Total OI	2.739	1	3	1	3

Daily Data (23 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
2024-10-01	$52.41	$0.00	19.3%	5.5%	9.2%	32.8%	0.0%	2.4%	-4.4%	253	-3.6K	-9	0.00	146.93	N/A	N/A	0	0	1	0
2024-10-02	$52.23	$0.00	18.0%	5.2%	9.3%	28.5%	0.0%	1.6%	-2.3%	263	-3.5K	-9	0.00	147.75	N/A	N/A	0	0	1	0
2024-10-03	$51.95	$0.00	18.7%	4.3%	9.2%	30.8%	15.3%	2.0%	1.9%	261	-3.3K	-9	0.00	138.74	N/A	N/A	0	2	1	0
2024-10-04	$52.24	$52.00	18.9%	4.3%	8.5%	31.6%	0.0%	2.2%	8.3%	-524	1.2K	-23	0.00	144.96	N/A	N/A	0	0	1	2
2024-10-07	$51.79	$52.00	20.5%	4.4%	8.7%	36.6%	0.0%	2.3%	0.6%	-521	1.7K	-22	0.00	143.20	N/A	N/A	0	0	1	2
2024-10-08	$51.84	$52.00	20.0%	4.2%	8.7%	35.1%	0.0%	2.5%	1.6%	-500	1.8K	-22	0.00	146.99	N/A	N/A	0	0	1	2
2024-10-09	$52.36	$52.00	16.7%	4.8%	9.2%	24.4%	0.0%	1.9%	-0.6%	-515	811	-21	0.00	146.42	N/A	N/A	0	0	1	2
2024-10-10	$52.17	$52.00	15.0%	4.3%	9.2%	18.8%	0.0%	1.8%	1.0%	-501	1.0K	-21	0.00	146.99	N/A	N/A	0	0	1	2
2024-10-11	$52.68	$52.00	14.5%	4.2%	9.4%	17.0%	0.0%	2.5%	0.6%	-499	110	-20	0.00	147.83	N/A	N/A	0	0	1	2
2024-10-14	$52.83	$52.00	15.0%	4.3%	8.8%	18.6%	0.0%	2.5%	0.2%	-529	-214	-19	0.00	140.46	N/A	N/A	0	0	1	2
2024-10-15	$52.70	$52.00	15.6%	4.5%	8.7%	20.5%	0.0%	1.3%	-1.5%	-527	-35	-19	0.00	146.59	N/A	N/A	0	0	1	2
2024-10-16	$53.09	$52.00	15.0%	4.3%	8.9%	18.6%	0.0%	3.2%	-1.2%	-479	-916	-17	0.00	147.78	N/A	N/A	0	0	1	2
2024-10-17	$53.19	$52.00	15.4%	4.4%	8.7%	20.0%	0.0%	2.0%	-0.7%	-478	-1.0K	-17	0.00	148.39	N/A	N/A	0	0	1	2
2024-10-18	$53.23	$52.00	15.4%	4.4%	8.6%	20.1%	0.0%	1.8%	-1.7%	-493	-1.1K	-17	0.00	149.01	N/A	N/A	0	0	1	2
2024-10-21	$52.75	$52.00	15.8%	4.5%	9.1%	21.3%	0.0%	1.7%	2.7%	-520	507	-17	0.00	149.12	N/A	N/A	0	0	1	2
2024-10-22	$52.58	$52.00	15.9%	4.6%	9.1%	21.6%	0.0%	1.4%	-0.5%	-574	271	-18	0.00	149.04	N/A	N/A	0	0	1	2
2024-10-23	$52.23	$52.00	17.6%	5.0%	9.1%	27.3%	0.0%	2.3%	-1.2%	-543	986	-18	0.00	150.32	N/A	N/A	0	0	1	2
2024-10-24	$51.80	$52.00	16.9%	4.8%	9.4%	24.9%	0.0%	1.6%	-2.5%	-562	1.8K	-18	0.00	150.21	N/A	N/A	0	0	1	2
2024-10-25	$51.27	$52.00	18.0%	5.2%	9.7%	28.5%	0.0%	1.6%	-3.9%	-516	3.1K	-18	0.00	150.04	N/A	N/A	0	0	1	2
2024-10-28	$51.55	$52.00	18.1%	5.2%	10.0%	29.0%	0.0%	0.0%	-3.0%	-563	2.6K	-17	0.00	151.29	N/A	N/A	0	0	1	2
2024-10-29	$51.17	$52.00	19.8%	5.7%	10.3%	34.4%	0.0%	0.9%	-5.6%	-498	3.4K	-16	0.00	150.69	N/A	N/A	0	0	1	2
2024-10-30	$50.95	$52.00	19.6%	5.6%	10.3%	33.8%	0.0%	1.7%	-4.4%	-470	4.1K	-15	0.00	150.61	N/A	N/A	0	0	1	2
2024-10-31	$51.05	$52.00	20.8%	6.0%	10.2%	37.8%	13.4%	2.1%	-3.2%	-539	3.8K	-15	1.00	144.44	N/A	N/A	1	1	1	2