DOCS Options History — September 2021

In September 2021, DOCS traded between $80.83 and $101.76. ATM implied volatility averaged 81.4%. The 30-day expected move averaged 23.2%. IV traded below realized volatility by 28.7% (HV 20d: 110.1%). Max pain ranged from $75.00 to $95.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.49.

Notable Days

  • 2021-09-20: Highest Volume — 10,711 contracts
  • 2021-09-20: Largest IV spike — 15.0% change
  • 2021-09-20: Largest Expected Move — 26.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.90$80.83$101.76$90.90$81.46
Max Pain$88.57$75.00$95.00$75.00$85.00
ATM IV81.4%66.3%93.2%66.3%73.6%
Expected Move23.2%19.0%26.7%19.0%21.1%
HV 20d110.1%86.6%145.7%144.5%86.6%
HV 60d115.9%112.8%119.6%116.3%112.8%
Term Structure3.5%-2.7%8.1%4.9%5.8%
VWIV82.0%68.4%94.2%68.4%74.6%
Skew 25d-0.8%-3.9%2.3%-1.1%-3.9%
Skew 10d-0.8%-6.7%4.1%-0.5%-6.7%
Call IV 25d83.0%69.8%94.3%69.8%75.6%
Put IV 25d82.2%68.6%94.9%68.6%71.7%
Bid-Ask Spread %31.0323.4651.1038.6451.10
Gamma HHI0.140.090.330.120.10
Net GEX855.7K263.4K1.3M1.1M525.3K
Net DEX-55.1M-87.5M-17.1M-60.6M-22.2M
Net VEX-223.4K-241.2K-195.9K-195.9K-223.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.160.960.540.27
Total Volume5,086.3811,22810,7113,8271,228
Total OI25,915.09519,07932,85822,39127,257

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$90.90$75.0066.3%19.0%144.5%0.0%68.4%-1.1%4.9%1.1M-60.6M-195.9K0.5438.64N/AN/A2,4841,34313,5838,808
2021-09-02$98.57$85.0073.0%20.6%145.7%0.0%73.2%0.5%8.1%1.2M-80.4M-202.1K0.4524.41N/AN/A6,5592,95713,8209,416
2021-09-03$98.28$85.0082.8%23.8%141.3%0.0%83.1%-2.6%4.9%1.2M-82.0M-212.9K0.5325.30N/AN/A5,5122,93814,2899,774
2021-09-07$98.38$85.0090.7%23.9%141.7%0.0%85.0%-2.2%5.6%1.1M-78.4M-212.2K0.3629.60N/AN/A3,4801,26414,20110,766
2021-09-08$94.12$90.0086.5%24.8%143.0%0.0%87.3%-0.2%3.5%906.5K-63.1M-226.7K0.6923.46N/AN/A2,5341,73814,84711,368
2021-09-09$101.70$90.0084.7%24.3%107.9%0.0%86.1%-2.1%3.7%1.2M-86.4M-226.8K0.8223.96N/AN/A2,8112,31215,26211,682
2021-09-10$101.76$90.0083.1%23.8%100.9%0.0%83.6%-2.1%4.2%1.3M-87.5M-224.7K0.9627.59N/AN/A3,2473,11115,67112,272
2021-09-13$94.62$90.0087.7%25.1%102.4%0.0%89.0%-1.4%0.7%853.0K-63.9M-226.2K0.4228.42N/AN/A4,2661,77116,38512,959
2021-09-14$101.14$95.0084.4%24.2%102.8%0.0%85.0%-0.3%1.2%1.2M-85.6M-218.8K0.6226.56N/AN/A4,3412,69716,41113,462
2021-09-15$93.85$95.0084.7%24.3%105.3%0.0%85.5%-1.9%1.0%1.1M-63.6M-223.5K0.4625.81N/AN/A2,9661,35617,65513,369
2021-09-16$95.33$95.0081.0%23.2%104.9%0.0%81.5%-0.6%3.4%925.2K-63.1M-224.8K0.2926.19N/AN/A3,5091,02217,85714,106
2021-09-17$96.49$95.0081.0%23.2%101.7%0.0%81.3%0.0%3.5%1.2M-74.5M-223.2K0.2728.24N/AN/A3,29187518,69014,168
2021-09-20$85.07$95.0093.2%26.7%112.9%0.0%94.2%0.6%-2.7%263.4K-26.9M-219.4K0.4623.67N/AN/A7,3253,38610,7348,345
2021-09-21$87.32$95.0083.9%24.1%102.4%0.0%84.7%-0.1%3.4%352.9K-31.4M-223.6K0.2727.37N/AN/A1,98053911,2248,470
2021-09-22$84.87$85.0080.9%23.2%102.4%0.0%82.0%2.3%3.7%602.4K-32.9M-235.0K0.2237.43N/AN/A1,97242913,5168,908
2021-09-23$88.72$85.0080.4%23.0%103.1%0.0%81.5%-0.3%3.2%694.9K-40.6M-241.2K0.8630.39N/AN/A3,2372,79413,4849,175
2021-09-24$86.58$85.0078.0%22.4%91.0%0.0%79.4%-0.6%3.0%723.8K-37.1M-239.3K0.8236.91N/AN/A1,6431,35514,2519,304
2021-09-27$87.58$90.0078.8%22.6%90.2%0.0%79.8%0.1%3.5%724.8K-37.3M-236.7K0.4332.28N/AN/A1,62969714,74110,501
2021-09-28$80.83$85.0080.8%23.2%94.8%0.0%81.7%0.9%1.7%323.2K-17.1M-229.5K0.4239.02N/AN/A3,4551,43715,25611,396
2021-09-29$82.34$85.0073.7%21.1%86.6%0.0%74.2%-1.2%7.6%456.0K-21.9M-226.6K0.1645.26N/AN/A4,59772715,54211,292
2021-09-30$81.46$85.0073.6%21.1%86.6%0.0%74.6%-3.9%5.8%525.3K-22.2M-223.2K0.2751.10N/AN/A96826015,79611,461