DJD Options History — November 2024 In November 2024, DJD traded between $50.71 and $54.30. ATM implied volatility averaged 18.5%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 6.7% (HV 20d: 11.8%). Max pain ranged from $51.00 to $52.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-12 : Highest Volume — 2 contracts2024-11-13 : Largest IV drop — 41.3% change2024-11-11 : Highest IV Rank — 71.5%2024-11-01 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $52.47 $50.71 $54.30 $50.99 $54.30 Max Pain $51.05 $51.00 $52.00 $52.00 $51.00 ATM IV 18.5% 14.0% 31.1% 21.6% 15.7% Expected Move 4.3% 3.9% 6.2% 6.2% 4.5% HV 20d 11.8% 9.7% 12.8% 9.9% 11.3% HV 60d 10.3% 9.6% 10.8% 9.6% 10.4% IV Rank 30.2% 15.5% 71.5% 40.3% 21.1% IV Percentile 50.5% 9.5% 96.8% 86.1% 44.8% Term Structure -3.2% -5.2% -1.3% -5.2% -4.1% Skew 25d 1.4% -0.1% 3.4% 1.7% 1.0% Skew 10d 3.5% -0.2% 9.6% 1.9% 1.7% Call IV 25d 15.6% 14.0% 22.5% 22.5% 16.4% Put IV 25d 17.0% 14.9% 24.2% 24.2% 17.4% Bid-Ask Spread % 134.77 129.53 149.61 149.61 134.27 Gamma HHI 0.79 0.36 0.95 0.50 0.95 Net GEX -9.2K -13.2K 171 -147 -11.0K Net DEX 68.7K -3.6K 115.3K 1.4K 58.5K Net VEX -432 -625 -20 -22 -477 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 0.15 0 2 0 0 Total OI 40.8 4 55 4 52
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 2024-11-01 $50.99 $52.00 21.6% 6.2% 9.9% 40.3% 0.0% 1.7% -5.2% -147 1.4K -22 0.00 149.61 N/A N/A 0 0 2 2 2024-11-04 $50.71 $51.00 24.1% 4.8% 9.7% 48.4% 0.0% 1.4% -1.4% -87 2.2K -21 0.00 129.53 N/A N/A 0 0 2 2 2024-11-05 $50.93 $51.00 23.4% 4.7% 9.9% 46.1% 0.0% -0.1% -2.1% -117 1.8K -20 0.00 130.75 N/A N/A 0 0 2 2 2024-11-06 $52.18 $51.00 21.3% 3.9% 12.8% 39.5% 0.0% 2.2% -1.3% -420 -2.3K -20 0.00 134.16 N/A N/A 1 0 2 2 2024-11-07 $52.08 $51.00 22.3% 3.9% 12.8% 42.7% 0.0% -0.1% -2.7% 171 -3.6K -22 0.00 133.90 N/A N/A 0 0 3 2 2024-11-08 $52.30 $51.00 23.7% 4.0% 12.3% 47.3% 0.0% 0.9% -4.0% -13.0K 102.8K -625 0.00 134.80 N/A N/A 0 0 3 52 2024-11-11 $52.49 $51.00 31.1% 4.2% 12.4% 71.5% 0.0% 1.4% -4.1% -12.8K 99.8K -610 0.00 134.18 N/A N/A 0 0 3 52 2024-11-12 $52.16 $51.00 25.1% 4.0% 12.5% 51.7% 0.0% 0.1% -2.7% -13.2K 109.2K -617 0.00 133.77 N/A N/A 0 2 3 52 2024-11-13 $52.37 $51.00 14.7% 4.2% 12.3% 17.8% 0.0% 1.8% -5.0% -12.7K 101.9K -611 0.00 135.04 N/A N/A 0 0 3 51 2024-11-14 $52.20 $51.00 14.6% 4.2% 12.3% 17.3% 0.0% 0.9% -4.2% -13.0K 103.7K -606 0.00 135.09 N/A N/A 0 0 3 51 2024-11-15 $52.11 $51.00 14.2% 4.1% 12.3% 16.0% 0.0% 0.3% -3.5% -12.5K 108.4K -604 0.00 134.69 N/A N/A 0 0 3 51 2024-11-18 $52.23 $51.00 15.0% 4.3% 12.0% 18.8% 0.0% 1.4% -4.0% -12.7K 105.0K -596 0.00 135.38 N/A N/A 0 0 2 50 2024-11-19 $51.96 $51.00 14.0% 4.0% 12.0% 15.5% 0.0% 0.6% -3.1% -11.5K 115.3K -599 0.00 135.35 N/A N/A 0 0 2 50 2024-11-20 $52.24 $51.00 15.1% 4.3% 12.0% 19.0% 0.0% 1.8% -4.0% -12.2K 108.1K -595 0.00 134.80 N/A N/A 0 0 2 50 2024-11-21 $52.88 $51.00 14.6% 4.2% 12.3% 17.4% 0.0% 3.4% -3.9% -11.9K 90.6K -567 0.00 135.38 N/A N/A 0 0 2 50 2024-11-22 $53.37 $51.00 15.4% 4.4% 11.9% 19.9% 0.0% 2.2% -3.5% -12.7K 77.1K -544 0.00 134.45 N/A N/A 0 0 2 50 2024-11-25 $53.83 $51.00 14.2% 4.1% 12.0% 15.9% 0.0% 2.0% -1.7% -11.7K 67.6K -511 0.00 133.77 N/A N/A 0 0 2 50 2024-11-26 $54.06 $51.00 14.9% 4.3% 11.5% 18.3% 0.0% 2.5% -2.3% -11.5K 63.0K -486 0.00 133.13 N/A N/A 0 0 2 50 2024-11-27 $54.06 $51.00 15.0% 4.3% 11.3% 18.6% 0.0% 1.7% -2.2% -11.2K 62.4K -477 0.00 133.38 N/A N/A 0 0 2 50 2024-11-29 $54.30 $51.00 15.7% 4.5% 11.3% 21.1% 0.0% 1.0% -4.1% -11.0K 58.5K -477 0.00 134.27 N/A N/A 0 0 2 50
« Oct 2024 | All History | Dec 2024 » Home DJD History November 2024