DJD Options History — March 2025

In March 2025, DJD traded between $51.80 and $54.23. ATM implied volatility averaged 18.4%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 6.4% (HV 20d: 11.9%). Max pain ranged from $49.00 to $52.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-03-24: Highest Volume — 3 contracts
  • 2025-03-10: Largest IV spike — 33.4% change
  • 2025-03-10: Highest IV Rank — 40.9%
  • 2025-03-14: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.98$51.80$54.23$53.95$53.02
Max Pain$50.85$49.00$52.00$52.00$49.00
ATM IV18.4%15.7%25.3%19.1%19.6%
Expected Move5.3%3.7%7.8%5.5%4.5%
HV 20d11.9%8.4%14.8%8.4%14.8%
HV 60d10.8%9.8%11.7%9.8%11.3%
IV Rank23.2%16.3%40.9%25.0%26.5%
IV Percentile66.2%40.5%95.2%74.2%81.0%
Term Structure-1.5%-4.1%2.0%-3.1%-3.6%
VWIV21.3%16.4%31.0%20.7%16.4%
Skew 25d2.1%1.3%2.9%1.9%2.4%
Skew 10d1.5%-7.3%4.0%-3.4%2.8%
Call IV 25d17.2%14.7%19.8%19.6%19.0%
Put IV 25d19.3%17.0%21.5%21.5%21.4%
Bid-Ask Spread %140.17127.11147.42141.25142.83
Gamma HHI0.460.210.900.900.34
Net GEX-4.2K-19.3K1.9K-15.1K1.7K
Net DEX-2.7K-30.8K75.3K41.1K-30.8K
Net VEX-124-251-67-210-80
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.4760320
Total OI24.952859559

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$53.95$52.0019.1%5.5%8.4%25.0%0.0%1.9%-3.1%-15.1K41.1K-2100.00141.25N/AN/A20451
2025-03-04$53.58$52.0019.1%5.5%8.8%25.1%0.0%1.3%-4.1%-16.9K44.9K-2510.00138.55N/AN/A00651
2025-03-05$53.60$52.0019.4%5.6%8.8%25.9%0.0%2.4%1.9%-16.8K43.5K-2430.00140.70N/AN/A00651
2025-03-06$53.50$52.0023.1%6.6%8.5%35.3%20.7%2.9%-2.0%-17.1K48.7K-2480.00140.23N/AN/A10651
2025-03-07$54.23$52.0018.9%5.4%9.3%24.7%17.2%2.1%1.5%-11.9K1.4K-1630.00137.65N/AN/A10751
2025-03-10$53.72$52.0025.3%7.2%9.7%40.9%0.0%2.9%1.5%-15.2K28.4K-2070.00139.17N/AN/A00851
2025-03-11$52.74$52.0019.1%7.4%11.8%25.0%0.0%2.9%-4.1%-19.3K75.3K-2430.00140.75N/AN/A00851
2025-03-12$52.20$50.0018.3%7.3%11.9%23.0%0.0%2.8%1.2%1.6K-17.8K-740.00142.81N/AN/A0081
2025-03-13$51.80$50.0018.6%7.5%12.0%23.8%31.0%2.7%0.7%1.5K-16.1K-730.00143.48N/AN/A1081
2025-03-14$52.33$50.0017.5%7.8%12.1%21.0%0.0%2.0%2.0%1.4K-17.1K-710.00143.67N/AN/A0071
2025-03-17$53.05$49.0016.4%4.6%13.2%18.3%0.0%1.9%-2.1%1.6K-20.0K-680.00127.11N/AN/A0071
2025-03-18$52.83$49.0016.7%4.8%13.1%19.0%16.4%2.1%-1.1%1.5K-19.2K-670.00127.97N/AN/A1071
2025-03-19$53.27$49.0016.3%4.6%13.4%18.0%0.0%1.7%-1.5%1.8K-25.3K-720.00127.43N/AN/A0081
2025-03-20$52.98$0.0016.4%4.2%13.4%18.3%0.0%1.7%-1.8%1.9K-24.1K-720.00146.09N/AN/A0081
2025-03-21$52.66$0.0016.3%4.0%13.5%17.8%0.0%1.4%-2.4%1.8K-22.8K-690.00147.42N/AN/A1081
2025-03-24$52.78$0.0015.7%3.7%13.4%16.3%0.0%1.5%-2.5%1.6K-28.3K-690.00145.19N/AN/A3080
2025-03-25$52.47$0.0017.3%4.0%13.4%20.4%0.0%1.4%-3.4%1.9K-29.4K-830.00145.71N/AN/A0090
2025-03-26$52.78$0.0016.6%3.8%13.6%18.7%0.0%1.8%-3.4%1.8K-30.7K-820.00144.79N/AN/A0090
2025-03-27$52.86$0.0017.0%3.7%13.6%19.7%0.0%2.3%-3.7%1.8K-30.6K-810.00145.44N/AN/A0090
2025-03-28$52.28$0.0018.9%4.4%13.8%24.6%0.0%2.1%-2.1%1.8K-27.7K-850.00135.35N/AN/A0090
2025-03-31$53.02$0.0019.6%4.5%14.8%26.5%0.0%2.4%-3.6%1.7K-30.8K-800.00142.83N/AN/A0090