DOCS Options History — July 2021

In July 2021, DOCS traded between $52.59 and $66.37. ATM implied volatility averaged 85.1%. The 30-day expected move averaged 24.4%. Max pain ranged from $50.00 to $60.00. Net GEX was positive for 12 of 12 trading days. Term structure was in contango for 2 of 12 days. Put/call ratio averaged 0.63.

Notable Days

  • 2021-07-27: Highest Volume — 2,676 contracts
  • 2021-07-26: Largest IV spike — 8.4% change
  • 2021-07-26: Largest Expected Move — 26.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.40$52.59$66.37$52.59$62.17
Max Pain$51.67$50.00$60.00$50.00$55.00
ATM IV85.1%79.8%90.6%79.8%86.6%
Expected Move24.4%22.9%26.0%22.9%24.8%
Term Structure-1.1%-5.3%9.4%9.4%-3.7%
VWIV88.8%82.6%96.1%85.2%90.2%
Skew 25d-6.7%-12.3%6.7%6.7%-10.8%
Skew 10d-11.2%-23.2%0.5%0.5%-20.3%
Call IV 25d91.5%81.0%97.4%83.1%96.8%
Put IV 25d84.9%81.0%89.7%89.7%86.0%
Bid-Ask Spread %35.9026.4657.2657.2628.38
Gamma HHI0.360.220.530.510.23
Net GEX155.4K70.8K263.5K70.8K263.5K
Net DEX-6.5M-10.7M-2.9M-2.9M-10.7M
Net VEX-35.0K-67.4K-14.4K-14.4K-67.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.192.150.430.24
Total Volume973.1671572,676281376
Total OI4,701.9172,4118,7303,0258,730

Daily Data (12 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-15$52.59$50.0079.8%22.9%0.0%0.0%85.2%6.7%9.4%70.8K-2.9M-14.4K0.4357.26N/AN/A196852,028997
2021-07-16$53.86$50.0083.6%24.0%0.0%0.0%82.7%2.4%-1.2%83.4K-3.5M-15.2K0.2441.17N/AN/A302712,095990
2021-07-19$57.36$50.0087.5%25.1%0.0%0.0%88.5%-4.1%-0.9%117.3K-4.7M-17.9K0.8436.66N/AN/A6925811,824587
2021-07-20$54.90$50.0082.4%23.6%0.0%0.0%82.6%-6.7%1.6%114.8K-4.6M-24.1K2.1530.40N/AN/A962062,1551,047
2021-07-21$55.47$50.0082.3%23.6%0.0%0.0%85.8%-5.8%-1.2%113.9K-4.7M-24.7K0.3241.51N/AN/A119382,1581,179
2021-07-22$59.86$50.0081.0%23.2%0.0%0.0%87.7%-8.8%-1.8%144.2K-6.5M-25.7K0.9326.55N/AN/A9658982,2081,172
2021-07-23$60.78$50.0083.5%24.0%0.0%0.0%91.8%-12.3%-2.4%164.9K-7.5M-39.4K0.2542.15N/AN/A1,0402582,7421,920
2021-07-26$66.37$50.0090.6%26.0%0.0%0.0%90.3%-8.2%-5.3%184.5K-10.6M-38.5K0.3336.54N/AN/A1,1963942,7361,920
2021-07-27$59.33$50.0085.5%24.5%0.0%0.0%90.1%-9.0%-0.4%211.0K-7.5M-42.5K1.4230.00N/AN/A1,1071,5693,5302,097
2021-07-28$57.99$60.0090.0%25.8%0.0%0.0%96.1%-11.5%-4.6%193.1K-6.6M-45.8K0.2326.46N/AN/A7601783,7752,354
2021-07-29$60.15$55.0088.9%25.5%0.0%0.0%95.1%-12.0%-2.9%203.0K-8.2M-64.5K0.1933.64N/AN/A462894,4013,778
2021-07-30$62.17$55.0086.6%24.8%0.0%0.0%90.2%-10.8%-3.7%263.5K-10.7M-67.4K0.2428.38N/AN/A303734,8673,863