DJD Options History — February 2025

In February 2025, DJD traded between $53.01 and $54.29. ATM implied volatility averaged 17.7%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 8.8% (HV 20d: 8.9%). Max pain ranged from $50.00 to $52.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-02-03: Highest Volume — 10 contracts
  • 2025-02-28: Largest IV spike — 184.4% change
  • 2025-02-28: Highest IV Rank — 100.0%
  • 2025-02-28: Largest Expected Move — 13.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.76$53.01$54.29$53.35$54.29
Max Pain$51.68$50.00$52.00$50.00$52.00
ATM IV17.7%12.5%48.4%18.2%48.4%
Expected Move4.7%3.1%13.9%5.2%13.9%
HV 20d8.9%8.3%10.1%9.4%8.4%
HV 60d10.2%9.8%11.0%11.0%9.8%
IV Rank26.1%10.6%100.0%29.1%100.0%
IV Percentile44.7%3.2%100.0%69.4%100.0%
Term Structure-2.1%-15.0%1.8%-4.2%-15.0%
VWIV15.1%8.1%22.9%14.4%22.9%
Skew 25d1.7%0.8%6.2%1.7%6.2%
Skew 10d2.2%-4.1%24.1%-4.1%24.1%
Call IV 25d17.6%12.9%62.0%18.1%62.0%
Put IV 25d19.3%13.9%68.2%19.8%68.2%
Bid-Ask Spread %143.34136.42165.94151.35165.94
Gamma HHI0.750.670.900.770.78
Net GEX-15.1K-21.9K-7.2K-15.3K-7.2K
Net DEX35.3K14.6K76.6K47.0K76.6K
Net VEX-301-409-200-402-272
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.842010100
Total OI66.10555716155

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$53.35$50.0018.2%5.2%9.4%29.1%14.4%1.7%-4.2%-15.3K47.0K-4020.00151.35N/AN/A010853
2025-02-04$53.34$50.0018.4%5.3%9.4%30.0%0.0%1.1%-5.0%-16.7K47.1K-3910.00152.25N/AN/A00863
2025-02-05$53.71$50.0016.3%4.7%9.0%23.1%0.0%2.0%-4.1%-15.1K32.0K-3590.00153.53N/AN/A00863
2025-02-06$53.29$52.0018.8%3.9%9.7%31.1%0.0%1.4%-4.4%-17.3K47.5K-3960.00140.06N/AN/A00863
2025-02-07$53.01$52.0017.5%3.7%10.1%26.8%0.0%1.2%-3.0%-18.4K58.7K-4090.00140.20N/AN/A00863
2025-02-10$53.23$52.0019.6%3.1%8.9%33.8%0.0%1.0%1.7%-21.9K19.0K-2910.00136.42N/AN/A00863
2025-02-11$53.62$52.0019.2%3.7%8.8%32.6%0.0%1.2%1.8%-15.8K34.4K-3400.00140.81N/AN/A00863
2025-02-12$53.39$52.0014.3%4.1%9.2%16.4%0.0%1.3%-3.3%-16.9K44.7K-3570.00141.32N/AN/A00863
2025-02-13$53.92$52.0012.5%3.6%8.6%10.6%8.1%1.8%1.5%-14.2K19.3K-2860.00137.87N/AN/A10863
2025-02-14$53.76$52.0012.7%3.6%8.8%11.2%0.0%1.1%1.7%-15.5K32.1K-3000.00140.52N/AN/A00763
2025-02-18$53.97$52.0013.3%3.8%8.6%13.1%0.0%1.9%1.8%-14.3K23.8K-2640.00141.07N/AN/A00763
2025-02-19$54.27$52.0014.4%4.1%8.6%16.8%0.0%1.3%-0.1%-12.5K14.6K-2400.00140.92N/AN/A00763
2025-02-20$54.02$52.0013.8%3.9%8.9%14.6%0.0%1.8%-0.8%-13.7K21.3K-2540.00140.81N/AN/A00763
2025-02-21$53.83$52.0014.6%4.2%9.0%17.6%22.9%1.7%-1.9%-14.9K31.3K-2720.00139.96N/AN/A01763
2025-02-24$54.07$52.0015.3%4.4%9.0%19.5%0.0%1.8%-1.4%-14.0K25.0K-2420.00140.41N/AN/A40651
2025-02-25$54.28$52.0016.2%4.6%8.3%22.5%0.0%1.5%-1.3%-13.4K26.7K-2000.00139.89N/AN/A00451
2025-02-26$54.02$52.0016.2%4.6%8.5%22.5%0.0%1.6%-2.3%-14.8K34.2K-2150.00140.23N/AN/A00451
2025-02-27$54.00$52.0017.0%4.9%8.5%25.3%0.0%0.8%-2.4%-14.9K36.0K-2260.00139.91N/AN/A00451
2025-02-28$54.29$52.0048.4%13.9%8.4%100.0%0.0%6.2%-15.0%-7.2K76.6K-2720.00165.94N/AN/A00451