DOCS Options History — August 2021

In August 2021, DOCS traded between $52.59 and $91.88. ATM implied volatility averaged 85.9%. The 30-day expected move averaged 24.2%. IV traded below realized volatility by 44.1% (HV 20d: 130.0%). Max pain ranged from $50.00 to $75.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.45.

Notable Days

  • 2021-08-12: Highest Volume — 24,043 contracts
  • 2021-08-11: Largest IV drop — 15.7% change
  • 2021-08-12: Largest Expected Move — 25.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.78$52.59$91.88$59.63$91.65
Max Pain$65.45$50.00$75.00$55.00$75.00
ATM IV85.9%70.6%98.8%90.1%70.6%
Expected Move24.2%20.2%25.9%25.8%20.2%
HV 20d130.0%87.5%147.0%89.9%144.0%
Term Structure-0.6%-8.7%6.2%-3.7%2.9%
VWIV86.5%71.5%101.5%101.5%71.5%
Skew 25d-4.7%-14.2%1.2%-14.2%0.1%
Skew 10d-7.3%-21.7%4.4%-21.7%2.9%
Call IV 25d88.7%72.8%102.3%102.3%72.8%
Put IV 25d84.0%72.9%91.9%88.1%72.9%
Bid-Ask Spread %32.0225.8041.6931.6232.70
Gamma HHI0.220.100.460.230.12
Net GEX584.0K-14.7K1.2M240.9K1.1M
Net DEX-30.6M-62.3M-842.7K-8.4M-62.3M
Net VEX-115.2K-198.5K-60.3K-65.4K-198.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.121.480.160.37
Total Volume6,30132224,0439296,808
Total OI17,327.8189,02129,4419,02122,031

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$59.63$55.0090.1%25.8%0.0%0.0%101.5%-14.2%-3.7%240.9K-8.4M-65.4K0.1631.62N/AN/A8041255,1123,909
2021-08-03$54.87$60.0089.4%25.6%0.0%0.0%94.8%-8.5%-8.7%144.1K-3.7M-61.8K0.5341.69N/AN/A4152225,2013,951
2021-08-04$56.39$60.0088.9%25.5%0.0%0.0%94.3%-10.8%-3.8%202.4K-6.0M-66.4K0.2940.71N/AN/A5041445,8864,073
2021-08-05$56.59$55.0091.4%24.4%89.9%0.0%88.9%-6.5%-1.7%202.0K-5.7M-66.9K0.1226.98N/AN/A287356,1184,368
2021-08-06$52.59$55.0090.8%24.9%92.2%0.0%86.6%-4.3%-0.5%43.4K-842.7K-60.3K0.7136.13N/AN/A1,8491,3105,9744,499
2021-08-09$53.89$55.0095.3%24.0%89.8%0.0%84.6%-4.9%-3.0%83.9K-2.0M-60.3K0.2926.10N/AN/A6341876,0624,526
2021-08-10$52.76$50.0098.8%24.6%87.5%0.0%86.2%-5.6%-3.2%-14.7K-1.1M-64.3K1.4828.72N/AN/A9051,3406,8806,107
2021-08-11$70.30$50.0083.3%23.9%134.7%0.0%85.3%-7.8%1.2%758.3K-27.2M-67.3K0.3526.74N/AN/A10,6853,7367,1106,276
2021-08-12$79.38$50.0090.4%25.9%136.4%0.0%90.5%1.2%1.3%702.5K-49.8M-66.4K0.5236.62N/AN/A15,7918,2528,1296,130
2021-08-13$74.92$65.0090.2%25.9%139.2%0.0%90.5%-4.1%-0.5%833.7K-41.9M-86.1K0.6229.35N/AN/A8,2735,1388,8888,326
2021-08-16$79.58$70.0085.3%24.5%139.1%0.0%88.0%-6.6%3.9%1.2M-53.3M-110.0K0.4328.96N/AN/A8,1933,51813,61611,910
2021-08-17$75.88$70.0081.8%23.5%139.3%0.0%84.8%-3.8%6.2%1.1M-39.9M-120.7K0.4027.23N/AN/A9,5963,82913,79811,879
2021-08-18$78.71$70.0083.1%23.8%139.5%0.0%84.0%-2.6%2.2%1.1M-48.1M-125.7K0.4431.69N/AN/A4,3461,89914,44713,514
2021-08-19$74.14$75.0085.3%24.4%140.3%0.0%86.9%-3.4%-0.8%840.4K-35.6M-145.2K0.4530.96N/AN/A1,97388516,35713,084
2021-08-20$75.81$75.0081.3%23.3%140.3%0.0%82.7%-1.0%0.1%961.6K-42.2M-147.5K0.5725.80N/AN/A1,69796816,20913,064
2021-08-23$86.81$75.0085.8%24.6%144.7%0.0%87.2%-2.7%-2.2%511.6K-41.7M-157.4K0.2027.23N/AN/A5,7151,1368,8875,885
2021-08-24$89.11$75.0083.7%24.0%136.9%0.0%85.1%-1.3%-1.3%550.0K-46.1M-155.9K0.2931.50N/AN/A2,7447988,9456,039
2021-08-25$91.88$75.0084.6%24.3%136.0%0.0%85.9%-3.7%-2.9%688.9K-53.9M-171.3K0.4630.61N/AN/A4,6532,12810,3766,653
2021-08-26$80.31$75.0082.8%23.8%146.9%0.0%84.8%-4.0%-1.3%501.0K-32.6M-171.5K0.5537.33N/AN/A5,0362,75710,8006,865
2021-08-27$83.45$75.0077.8%22.3%147.0%0.0%79.4%-3.6%1.2%536.5K-35.8M-181.8K0.2934.47N/AN/A4,7501,36911,4687,663
2021-08-30$82.56$75.0078.6%22.5%145.8%0.0%79.6%-4.4%1.6%564.5K-34.9M-183.2K0.3541.43N/AN/A2,35383511,9678,230
2021-08-31$91.65$75.0070.6%20.2%144.0%0.0%71.5%0.1%2.9%1.1M-62.3M-198.5K0.3732.70N/AN/A4,9621,84613,4668,565