DJD Options History — January 2025 In January 2025, DJD traded between $50.16 and $53.51. ATM implied volatility averaged 18.4%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 7.9% (HV 20d: 10.5%). Max pain ranged from $50.00 to $52.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2025-01-22 : Highest Volume — 4 contracts2025-01-13 : Largest IV spike — 69.4% change2025-01-14 : Highest IV Rank — 87.1%2025-01-02 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $51.82 $50.16 $53.51 $50.74 $53.20 Max Pain $50.27 $50.00 $52.00 $52.00 $50.00 ATM IV 18.4% 13.0% 35.8% 18.8% 15.7% Expected Move 4.3% 3.7% 5.4% 5.4% 4.5% HV 20d 10.5% 9.0% 12.8% 9.9% 9.4% HV 60d 11.0% 10.6% 11.3% 10.9% 11.1% IV Rank 29.9% 12.3% 87.1% 31.1% 20.8% IV Percentile 46.5% 3.6% 98.4% 75.8% 42.1% Term Structure -2.0% -5.3% -0.1% -5.2% -2.5% VWIV 16.6% 14.6% 19.0% 14.6% 19.0% Skew 25d 1.5% -3.4% 9.1% -2.0% 1.2% Skew 10d -0.8% -6.6% 2.2% 1.2% -5.0% Call IV 25d 15.6% 13.7% 20.5% 19.9% 16.9% Put IV 25d 17.0% 14.8% 25.3% 18.0% 18.1% Bid-Ask Spread % 150.86 146.13 161.60 151.70 152.05 Gamma HHI 0.85 0.75 0.92 0.92 0.76 Net GEX -15.8K -18.4K -12.5K -15.5K -15.3K Net DEX 100.2K 31.1K 155.1K 136.1K 48.9K Net VEX -450 -492 -374 -486 -408 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 0.4 0 4 0 0 Total OI 57 54 61 54 61
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 2025-01-02 $50.74 $52.00 18.8% 5.4% 9.9% 31.1% 0.0% -2.0% -5.2% -15.5K 136.1K -486 0.00 151.70 N/A N/A 0 0 4 50 2025-01-03 $50.97 $52.00 18.5% 5.3% 10.2% 30.1% 0.0% -3.4% -5.3% -12.5K 138.2K -492 0.00 152.66 N/A N/A 0 0 4 50 2025-01-06 $50.63 $0.00 19.4% 3.8% 10.1% 33.2% 0.0% 0.7% -0.4% -15.8K 138.7K -480 0.00 147.60 N/A N/A 0 0 4 50 2025-01-07 $50.63 $0.00 28.6% 5.0% 10.2% 63.3% 0.0% 1.1% -2.6% -12.5K 136.9K -478 0.00 161.60 N/A N/A 0 0 4 50 2025-01-08 $50.69 $0.00 21.5% 4.0% 10.2% 40.0% 0.0% 1.9% -0.1% -15.3K 141.4K -466 0.00 147.97 N/A N/A 0 0 4 50 2025-01-10 $50.16 $0.00 19.3% 4.3% 10.6% 32.9% 0.0% 1.6% -0.8% -13.9K 155.1K -446 0.00 146.13 N/A N/A 0 0 4 50 2025-01-13 $50.58 $0.00 32.7% 4.1% 11.3% 76.9% 14.6% 2.1% -0.5% -14.7K 144.9K -449 0.00 147.72 N/A N/A 0 1 4 50 2025-01-14 $50.76 $50.00 35.8% 4.1% 11.5% 87.1% 16.2% 2.1% -0.4% -16.2K 140.7K -452 0.00 148.30 N/A N/A 1 0 4 51 2025-01-15 $51.48 $50.00 14.8% 4.2% 12.8% 18.1% 0.0% 1.7% -1.7% -18.0K 118.7K -476 0.00 149.64 N/A N/A 0 0 5 51 2025-01-16 $51.63 $50.00 13.0% 3.7% 12.6% 12.3% 0.0% 1.5% -1.6% -17.7K 111.3K -469 0.00 151.20 N/A N/A 0 0 5 51 2025-01-17 $52.02 $50.00 13.2% 3.8% 12.8% 12.7% 0.0% 1.8% -1.5% -17.0K 98.4K -460 0.00 150.46 N/A N/A 0 0 5 51 2025-01-21 $52.29 $50.00 15.0% 4.3% 10.3% 18.8% 19.0% 1.3% -3.0% -18.4K 91.8K -437 0.00 150.06 N/A N/A 0 2 4 51 2025-01-22 $52.37 $50.00 14.9% 4.3% 10.3% 18.5% 0.0% 1.3% -1.9% -18.4K 89.9K -435 0.00 149.42 N/A N/A 4 0 4 53 2025-01-23 $52.64 $50.00 13.4% 3.8% 10.2% 13.5% 0.0% 1.5% -1.8% -16.5K 63.2K -462 0.00 152.76 N/A N/A 0 0 8 53 2025-01-24 $52.62 $50.00 13.7% 3.9% 9.2% 14.3% 0.0% 1.1% -2.2% -16.9K 69.0K -466 0.00 151.94 N/A N/A 0 0 8 53 2025-01-27 $53.20 $50.00 15.0% 4.3% 9.7% 18.7% 0.0% 2.2% -1.2% -15.3K 48.1K -421 0.00 150.56 N/A N/A 0 0 8 53 2025-01-28 $53.07 $50.00 14.9% 4.3% 9.8% 18.4% 0.0% 1.3% -2.4% -15.8K 52.5K -433 0.00 152.25 N/A N/A 0 0 8 53 2025-01-29 $53.14 $50.00 15.0% 4.3% 9.3% 18.6% 0.0% 1.4% -2.0% -15.7K 50.1K -415 0.00 151.49 N/A N/A 0 0 8 53 2025-01-30 $53.51 $50.00 15.1% 4.3% 9.0% 19.0% 0.0% 9.1% -3.0% -13.8K 31.1K -374 0.00 151.59 N/A N/A 0 0 8 53 2025-01-31 $53.20 $50.00 15.7% 4.5% 9.4% 20.8% 0.0% 1.2% -2.5% -15.3K 48.9K -408 0.00 152.05 N/A N/A 0 0 8 53
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