DJD Options History — December 2024 In December 2024, DJD traded between $50.65 and $53.88. ATM implied volatility averaged 16.9%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 6.9% (HV 20d: 10.0%). Max pain ranged from $51.00 to $52.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-13 : Highest Volume — 2 contracts2024-12-11 : Largest IV drop — 29.7% change2024-12-09 : Highest IV Rank — 37.1%2024-12-16 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $52.20 $50.65 $53.88 $53.88 $50.65 Max Pain $51.70 $51.00 $52.00 $51.00 $52.00 ATM IV 16.9% 13.8% 20.6% 15.9% 17.1% Expected Move 4.6% 3.7% 5.6% 4.6% 4.9% HV 20d 10.0% 8.5% 11.8% 11.8% 9.7% HV 60d 10.5% 10.0% 11.1% 10.4% 11.1% IV Rank 25.0% 14.6% 37.1% 21.7% 25.5% IV Percentile 54.2% 6.7% 82.5% 47.2% 60.7% Term Structure -1.7% -4.3% 2.7% -3.1% -4.3% Skew 25d 0.3% -6.2% 1.9% 1.9% -1.6% Skew 10d 1.2% -1.7% 4.5% 4.5% 1.0% Call IV 25d 16.7% 13.6% 18.8% 17.4% 18.8% Put IV 25d 17.0% 10.2% 19.8% 19.3% 17.2% Bid-Ask Spread % 150.43 135.07 157.98 135.29 152.08 Gamma HHI 0.88 0.68 0.94 0.94 0.92 Net GEX -13.0K -15.5K -9.6K -12.2K -15.1K Net DEX 105.1K 63.6K 139.6K 63.6K 135.4K Net VEX -513 -544 -470 -470 -495 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 0.286 0 2 0 0 Total OI 53.286 52 58 52 54
Daily Data (21 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 2024-12-02 $53.88 $51.00 15.9% 4.6% 11.8% 21.7% 0.0% 1.9% -3.1% -12.2K 63.6K -470 0.00 135.29 N/A N/A 0 0 2 50 2024-12-03 $53.78 $51.00 16.4% 4.7% 11.6% 23.2% 0.0% 0.7% -3.8% -13.3K 83.3K -514 0.00 136.01 N/A N/A 0 0 2 50 2024-12-04 $53.62 $51.00 16.6% 4.8% 11.7% 24.0% 0.0% 0.9% -3.1% -13.0K 72.0K -499 0.00 135.07 N/A N/A 0 0 2 50 2024-12-05 $53.75 $0.00 16.3% 3.7% 8.5% 22.9% 0.0% 1.7% -0.3% -12.7K 68.6K -494 0.00 152.09 N/A N/A 0 0 2 50 2024-12-06 $53.50 $0.00 18.7% 4.0% 8.7% 30.8% 0.0% 0.9% 0.6% -12.4K 84.3K -531 0.00 153.05 N/A N/A 0 0 2 50 2024-12-09 $53.26 $0.00 20.6% 4.0% 8.9% 37.1% 0.0% 1.0% -0.7% -13.2K 78.6K -501 0.00 152.89 N/A N/A 0 0 2 50 2024-12-10 $53.07 $0.00 19.6% 4.0% 8.9% 33.7% 0.0% 1.3% -1.1% -13.6K 82.4K -499 0.00 154.96 N/A N/A 0 0 2 50 2024-12-11 $52.83 $0.00 13.8% 3.9% 8.8% 14.6% 0.0% 0.8% -0.6% -13.9K 92.3K -519 0.00 153.66 N/A N/A 0 0 2 50 2024-12-12 $52.76 $0.00 14.7% 4.2% 8.7% 17.7% 0.0% 0.8% -0.6% -14.1K 96.7K -521 0.00 154.06 N/A N/A 0 0 2 50 2024-12-13 $52.65 $0.00 15.1% 4.3% 8.7% 19.0% 0.0% 1.2% -0.6% -13.8K 98.0K -525 0.00 154.37 N/A N/A 2 0 2 50 2024-12-16 $52.20 $0.00 19.5% 5.6% 9.2% 33.6% 0.0% 1.1% 0.2% -11.2K 109.0K -529 0.00 157.98 N/A N/A 0 0 4 50 2024-12-17 $52.01 $0.00 15.7% 4.5% 9.3% 21.1% 0.0% 1.4% 2.7% -10.0K 97.7K -512 0.00 154.42 N/A N/A 0 0 4 50 2024-12-18 $50.94 $0.00 19.2% 5.5% 11.7% 32.5% 0.0% 1.0% -2.9% -10.5K 138.3K -505 0.00 151.15 N/A N/A 1 0 4 50 2024-12-19 $50.99 $0.00 18.1% 5.2% 11.5% 28.9% 0.0% 1.0% -1.0% -9.6K 139.6K -507 0.00 152.45 N/A N/A 2 0 5 50 2024-12-20 $51.37 $52.00 17.0% 4.9% 10.9% 25.2% 0.0% -2.8% -2.8% -10.4K 122.6K -544 0.00 151.21 N/A N/A 1 0 8 50 2024-12-23 $50.84 $52.00 15.9% 4.6% 10.5% 21.8% 0.0% 1.3% -2.1% -14.1K 131.5K -527 0.00 150.44 N/A N/A 0 0 4 50 2024-12-24 $51.17 $52.00 15.2% 4.4% 10.3% 19.3% 0.0% 1.4% -1.9% -15.5K 120.2K -535 0.00 151.72 N/A N/A 0 0 4 50 2024-12-26 $51.31 $52.00 16.6% 4.8% 10.1% 23.9% 0.0% -6.2% -3.6% -13.0K 127.9K -529 0.00 151.82 N/A N/A 0 0 4 50 2024-12-27 $50.97 $52.00 16.4% 4.7% 10.2% 23.2% 0.0% 0.7% -3.5% -15.3K 127.3K -516 0.00 151.84 N/A N/A 0 0 4 50 2024-12-30 $50.71 $52.00 16.9% 4.8% 9.8% 24.8% 0.0% -1.5% -3.9% -15.2K 137.8K -493 0.00 152.39 N/A N/A 0 0 4 50 2024-12-31 $50.65 $52.00 17.1% 4.9% 9.7% 25.5% 0.0% -1.6% -4.3% -15.1K 135.4K -495 0.00 152.08 N/A N/A 0 0 4 50
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