DJD Options History — September 2025

In September 2025, DJD traded between $54.48 and $55.36. ATM implied volatility averaged 14.5%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 5.8% (HV 20d: 8.6%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2025-09-10: Largest IV drop — 23.4% change
  • 2025-09-08: Highest IV Rank — 18.5%
  • 2025-09-03: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.84$54.48$55.36$54.68$55.15
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV14.5%12.5%18.3%15.3%13.6%
Expected Move3.9%3.3%5.2%4.4%3.9%
HV 20d8.6%7.8%9.3%7.8%8.8%
HV 60d9.6%8.8%9.9%9.8%8.8%
IV Rank10.3%6.2%18.5%12.1%8.5%
IV Percentile25.7%2.8%67.1%38.5%15.5%
Term Structure-2.2%-5.0%-1.0%-2.8%-2.3%
Skew 25d1.0%0.3%2.4%1.5%1.4%
Skew 10d-0.6%-7.9%6.2%1.4%1.4%
Call IV 25d14.9%12.5%18.0%17.7%16.3%
Put IV 25d15.9%14.2%19.1%19.1%17.7%
Bid-Ask Spread %151.77143.45158.46144.00143.65
Gamma HHI0.700.531.000.540.99
Net GEX1.4K5562.0K1.6K570
Net DEX-12.0K-15.2K-8.1K-13.1K-8.7K
Net VEX-21-29-14-29-14
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI4.3333553

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$54.68$55.0015.3%4.4%7.8%12.1%0.0%1.5%-2.8%1.6K-13.1K-290.00144.00N/AN/A0041
2025-09-03$54.48$55.0018.0%5.2%8.0%17.8%0.0%0.9%-5.0%1.7K-12.5K-290.00143.45N/AN/A0041
2025-09-04$54.95$0.0015.4%3.3%8.5%12.4%0.0%1.7%-1.3%1.7K-13.9K-280.00152.99N/AN/A0041
2025-09-05$54.70$0.0015.4%3.5%8.6%12.3%0.0%1.0%-1.3%1.7K-13.2K-270.00153.86N/AN/A0041
2025-09-08$54.55$0.0018.3%3.6%8.7%18.5%0.0%1.3%-1.0%1.7K-12.6K-260.00154.30N/AN/A0041
2025-09-09$54.81$0.0017.5%3.4%8.7%16.8%0.0%1.2%-1.9%1.8K-13.5K-260.00154.25N/AN/A0041
2025-09-10$54.66$0.0013.4%3.8%8.7%8.1%0.0%0.7%-1.6%1.8K-12.9K-250.00156.72N/AN/A0041
2025-09-11$55.36$0.0012.7%3.6%8.9%6.5%0.0%1.8%-1.7%1.7K-15.2K-230.00152.50N/AN/A0041
2025-09-12$55.00$0.0012.5%3.6%9.1%6.2%0.0%0.4%-1.0%1.8K-13.9K-240.00158.46N/AN/A0041
2025-09-15$54.91$0.0013.1%3.7%9.2%7.4%0.0%0.3%-1.6%1.9K-13.7K-210.00153.97N/AN/A0041
2025-09-16$54.88$0.0013.3%3.8%9.2%7.8%0.0%0.5%-1.5%1.9K-13.5K-210.00153.15N/AN/A0041
2025-09-17$55.19$0.0013.5%3.9%9.3%8.2%0.0%0.9%-2.5%1.8K-14.6K-200.00153.05N/AN/A0041
2025-09-18$55.13$0.0013.7%3.9%9.1%8.7%0.0%0.6%-2.7%1.9K-14.2K-190.00153.84N/AN/A0041
2025-09-19$55.25$0.0013.5%3.9%9.1%8.3%0.0%0.9%-1.7%2.0K-14.9K-160.00153.32N/AN/A0041
2025-09-22$54.77$0.0013.0%3.7%8.6%7.3%0.0%1.1%-1.6%556-8.7K-160.00151.97N/AN/A0021
2025-09-23$54.79$0.0013.5%3.9%8.2%8.3%0.0%0.7%-2.1%558-8.6K-160.00150.12N/AN/A0021
2025-09-24$54.65$0.0013.8%4.0%8.3%9.0%0.0%0.9%-2.2%578-8.4K-160.00149.92N/AN/A0021
2025-09-25$54.48$0.0015.8%4.5%8.2%13.2%0.0%0.4%-3.4%600-8.1K-170.00151.45N/AN/A0021
2025-09-26$54.70$0.0014.0%4.0%8.3%9.3%0.0%1.4%-3.1%566-8.6K-150.00150.87N/AN/A0021
2025-09-29$54.64$0.0014.3%4.1%8.3%10.0%0.0%2.4%-2.9%674-8.4K-150.00151.22N/AN/A0021
2025-09-30$55.15$0.0013.6%3.9%8.8%8.5%0.0%1.4%-2.3%570-8.7K-140.00143.65N/AN/A0021