DOCS Options History — October 2021

In October 2021, DOCS traded between $64.41 and $84.98. ATM implied volatility averaged 84.0%. The 30-day expected move averaged 24.1%. IV traded above realized volatility by 0.9% (HV 20d: 83.1%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2021-10-21: Highest Volume — 12,704 contracts
  • 2021-10-28: Largest IV spike — 31.4% change
  • 2021-10-28: Largest Expected Move — 32.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.87$64.41$84.98$79.63$69.52
Max Pain$74.05$70.00$80.00$80.00$70.00
ATM IV84.0%71.7%113.2%71.7%109.0%
Expected Move24.1%20.6%32.5%20.6%31.3%
HV 20d83.1%77.9%90.2%80.5%79.5%
HV 60d110.8%108.2%112.6%112.0%108.3%
Term Structure-6.0%-19.7%7.8%7.8%-19.7%
VWIV86.6%71.9%120.3%71.9%116.2%
Skew 25d-3.6%-13.4%0.7%-2.2%-11.3%
Skew 10d-9.8%-42.1%-0.9%-5.6%-42.1%
Call IV 25d87.9%73.8%124.0%73.8%120.0%
Put IV 25d84.4%71.7%110.5%71.7%108.7%
Bid-Ask Spread %31.7121.8241.5638.4222.47
Gamma HHI0.150.080.690.180.08
Net GEX254.6K-1.5M965.0K783.5K435.1K
Net DEX-13.9M-38.6M7.6M-22.8M-29.6M
Net VEX-242.3K-374.8K-173.4K-222.0K-374.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.140.860.140.46
Total Volume6,130.3332,06812,7044,6916,056
Total OI30,481.38118,73739,57528,44439,575

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$79.63$80.0071.7%20.6%80.5%0.0%71.9%-2.2%7.8%783.5K-22.8M-222.0K0.1438.42N/AN/A4,12456717,23411,210
2021-10-04$75.01$75.0077.0%22.9%82.3%0.0%81.3%0.1%-5.6%420.3K-6.6M-195.7K0.4622.57N/AN/A2,8831,32817,32311,209
2021-10-05$77.81$75.0074.8%23.0%84.1%0.0%80.8%0.3%-7.3%320.3K-10.5M-194.5K0.4228.68N/AN/A1,45661216,01011,235
2021-10-06$84.98$75.0073.2%22.6%90.2%0.0%79.8%-1.4%-4.7%920.1K-38.6M-211.8K0.2721.82N/AN/A2,57068216,79411,377
2021-10-07$80.44$75.0073.1%22.4%86.3%0.0%79.0%-1.6%-2.9%587.3K-21.0M-202.4K0.2030.95N/AN/A4,39688216,48411,598
2021-10-08$77.39$75.0082.5%23.4%86.7%0.0%82.4%-0.2%-7.0%349.0K-11.8M-194.2K0.3634.74N/AN/A5,4541,96116,50311,416
2021-10-11$70.75$75.0091.2%23.6%88.4%0.0%83.7%-0.3%-4.4%-113.3K5.7M-173.4K0.2136.48N/AN/A4,9761,06017,64111,696
2021-10-12$75.55$75.0085.9%23.4%88.3%0.0%82.6%0.1%-4.6%280.5K-8.2M-201.9K0.2930.11N/AN/A3,7931,09519,01712,490
2021-10-13$77.87$75.0080.5%23.1%86.6%0.0%80.8%0.7%-4.4%965.0K-21.5M-211.3K0.4731.45N/AN/A1,67077820,75812,946
2021-10-14$75.54$75.0076.4%21.9%86.4%0.0%77.9%0.4%-1.1%509.6K-10.5M-201.1K0.7433.60N/AN/A4,3753,21620,51812,824
2021-10-15$69.74$75.0074.2%21.3%89.2%0.0%75.9%-1.2%-0.4%-1.5M7.6M-185.4K0.8641.56N/AN/A3,7273,20620,59312,743
2021-10-18$71.26$75.0083.8%24.0%80.0%0.0%85.4%-2.8%-2.8%114.9K-12.6M-198.6K0.2135.76N/AN/A5,6241,1949,9558,782
2021-10-19$71.85$75.0081.5%23.4%79.2%0.0%83.0%-1.6%-3.2%133.5K-14.7M-223.2K0.1637.69N/AN/A2,89846311,27510,309
2021-10-20$72.98$75.0083.4%23.9%79.4%0.0%84.6%-2.1%-5.3%349.0K-24.2M-265.4K0.3231.14N/AN/A4,5821,44514,61011,287
2021-10-21$67.86$75.0092.1%26.4%80.1%0.0%96.6%-9.7%-5.9%163.1K-14.4M-263.8K0.4228.68N/AN/A8,9313,77315,65911,629
2021-10-22$64.41$75.0083.9%24.1%81.2%0.0%88.6%-7.8%-7.9%46.5K-5.2M-297.2K0.4929.21N/AN/A5,8872,90118,22013,939
2021-10-25$64.79$70.0086.8%24.9%81.0%0.0%89.1%-7.5%-9.4%23.9K-6.8M-299.7K0.4836.00N/AN/A5,0782,46120,42914,779
2021-10-26$66.38$70.0083.0%23.8%78.3%0.0%85.4%-5.8%-7.8%103.0K-9.2M-304.4K0.8041.32N/AN/A3,5542,84720,57715,155
2021-10-27$67.05$70.0086.1%24.7%77.9%0.0%92.3%-7.6%-11.2%181.5K-12.6M-319.8K0.3426.20N/AN/A4,9061,66621,00915,308
2021-10-28$69.53$70.00113.2%32.5%79.7%0.0%120.3%-13.4%-19.1%314.7K-25.0M-348.6K0.2727.02N/AN/A7,6302,03022,74115,252
2021-10-29$69.52$70.00109.0%31.3%79.5%0.0%116.2%-11.3%-19.7%435.1K-29.6M-374.8K0.4622.47N/AN/A4,1471,90923,93115,644