DJD Options History — July 2025

In July 2025, DJD traded between $53.03 and $54.34. ATM implied volatility averaged 14.9%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 3.8% (HV 20d: 11.2%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2025-07-22: Highest Volume — 1 contracts
  • 2025-07-09: Largest IV drop — 37.9% change
  • 2025-07-08: Highest IV Rank — 22.5%
  • 2025-07-30: Largest Expected Move — 4.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.70$53.03$54.34$53.91$53.16
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV14.9%12.4%19.9%15.6%16.5%
Expected Move4.0%3.5%4.9%4.5%4.7%
HV 20d11.2%9.6%11.9%10.9%9.8%
HV 60d13.8%11.0%23.1%23.1%11.2%
IV Rank10.9%6.5%22.5%13.2%10.9%
IV Percentile26.4%2.8%78.6%38.1%50.4%
Term Structure-2.6%-4.8%-1.1%-3.2%-4.7%
Skew 25d1.2%0.3%2.0%1.1%0.8%
Skew 10d5.6%0.8%10.1%4.3%1.2%
Call IV 25d15.3%12.4%18.8%17.7%18.5%
Put IV 25d16.4%13.8%19.4%18.8%19.4%
Bid-Ask Spread %150.84147.82153.04150.27153.04
Gamma HHI0.810.611.000.720.92
Net GEX713460911622732
Net DEX-3.9K-4.9K-2.7K-4.2K-2.9K
Net VEX-18-21-15-21-15
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0450100
Total OI3.52443

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$53.91$50.0015.6%4.5%10.9%13.2%0.0%1.1%-3.2%622-4.2K-210.00150.27N/AN/A0022
2025-07-02$53.86$50.0015.5%4.4%10.9%13.1%0.0%1.2%-3.3%626-4.3K-210.00150.63N/AN/A0022
2025-07-03$54.16$0.0016.4%3.5%10.9%15.1%0.0%1.4%-1.2%708-4.9K-210.00148.14N/AN/A0022
2025-07-07$53.56$0.0019.3%3.6%11.7%21.2%0.0%1.6%-1.1%567-3.6K-190.00147.82N/AN/A0022
2025-07-08$53.62$0.0019.9%3.7%11.4%22.5%0.0%1.5%-2.0%587-3.8K-200.00149.81N/AN/A0022
2025-07-09$53.66$0.0012.4%3.5%11.4%6.5%0.0%1.1%-1.1%618-3.7K-190.00150.66N/AN/A0022
2025-07-10$54.00$0.0012.5%3.6%11.5%6.8%0.0%1.6%-1.3%738-4.3K-190.00150.33N/AN/A0022
2025-07-11$53.59$0.0012.5%3.6%11.9%6.8%0.0%1.0%-1.7%636-3.7K-180.00150.19N/AN/A0022
2025-07-14$53.49$0.0014.5%4.2%11.9%11.0%0.0%1.5%-2.2%620-3.5K-180.00150.27N/AN/A0022
2025-07-15$53.03$0.0013.5%3.9%11.6%8.9%0.0%1.6%-2.0%460-2.7K-160.00151.20N/AN/A0022
2025-07-16$53.27$0.0014.5%4.2%11.6%10.9%0.0%2.0%-2.8%552-3.1K-170.00150.73N/AN/A0022
2025-07-17$53.55$0.0013.2%3.8%11.0%8.1%0.0%1.4%-2.3%665-3.6K-170.00152.26N/AN/A0022
2025-07-18$53.22$0.0014.0%4.0%11.4%8.5%0.0%0.8%-1.2%611-3.1K-160.00150.54N/AN/A0022
2025-07-21$53.50$0.0015.1%4.3%11.4%11.0%0.0%0.8%-3.5%826-3.7K-160.00150.80N/AN/A0020
2025-07-22$53.95$0.0013.5%3.9%11.6%7.7%0.0%1.3%-1.9%890-4.4K-170.00151.56N/AN/A0120
2025-07-23$54.34$0.0014.8%4.3%11.3%10.4%0.0%1.4%-3.3%900-4.9K-190.00150.66N/AN/A0021
2025-07-24$54.00$0.0013.9%4.0%11.2%8.5%0.0%1.2%-3.2%878-4.3K-190.00150.90N/AN/A0021
2025-07-25$54.17$0.0014.2%4.1%11.1%9.0%0.0%0.8%-2.8%911-4.6K-180.00151.58N/AN/A0021
2025-07-28$53.95$0.0014.6%4.2%11.1%9.9%0.0%0.6%-3.5%877-4.1K-170.00152.45N/AN/A0021
2025-07-29$53.91$0.0015.0%4.3%10.8%7.6%0.0%0.9%-3.5%871-4.1K-170.00153.03N/AN/A0021
2025-07-30$53.47$0.0017.2%4.9%9.6%12.4%0.0%0.3%-4.8%786-3.4K-170.00151.62N/AN/A0021
2025-07-31$53.16$0.0016.5%4.7%9.8%10.9%0.0%0.8%-4.7%732-2.9K-150.00153.04N/AN/A0021