DOCS Options History — November 2021

In November 2021, DOCS traded between $57.04 and $76.10. ATM implied volatility averaged 97.8%. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 22.5% (HV 20d: 75.4%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.79.

Notable Days

  • 2021-11-10: Highest Volume — 17,136 contracts
  • 2021-11-10: Largest IV drop — 41.8% change
  • 2021-11-03: Largest Expected Move — 32.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$68.10$57.04$76.10$73.64$67.76
Max Pain$69.05$65.00$70.00$70.00$65.00
ATM IV97.8%78.8%149.4%111.3%85.8%
Expected Move26.0%22.6%32.6%31.9%24.6%
HV 20d75.4%67.2%86.4%80.1%83.7%
HV 60d88.5%80.0%107.7%107.6%81.1%
Term Structure-7.5%-23.9%-1.1%-22.2%-4.8%
VWIV93.6%81.2%120.9%117.9%87.9%
Skew 25d-5.6%-12.5%0.8%-10.3%0.8%
Skew 10d-11.5%-43.7%3.7%-43.7%3.7%
Call IV 25d96.2%82.9%125.5%122.5%88.6%
Put IV 25d90.6%78.9%113.2%112.3%89.4%
Bid-Ask Spread %20.1615.5134.3218.3828.01
Gamma HHI0.100.080.190.090.09
Net GEX445.7K-369.5K1.3M611.0K513.8K
Net DEX-25.7M-61.4M9.3M-40.6M-27.0M
Net VEX-357.8K-400.6K-302.7K-376.6K-352.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.421.340.530.59
Total Volume7,431.0482,84417,1366,3344,278
Total OI42,832.14330,00954,69739,17432,833

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$73.64$70.00111.3%31.9%80.1%0.0%117.9%-10.3%-22.2%611.0K-40.6M-376.6K0.5318.38N/AN/A4,1482,18623,47015,704
2021-11-02$72.26$70.00111.3%31.9%79.0%0.0%120.9%-12.5%-20.7%506.8K-36.0M-376.6K0.6017.16N/AN/A3,6682,19124,15916,222
2021-11-03$73.67$70.00113.6%32.6%71.9%0.0%120.2%-12.2%-23.9%622.4K-41.7M-383.0K0.8024.85N/AN/A3,1372,50824,80316,426
2021-11-04$72.75$70.00114.4%25.9%69.7%0.0%92.5%-5.0%-8.1%637.3K-39.8M-379.3K1.3416.38N/AN/A1,7872,40225,40416,478
2021-11-05$67.78$70.00137.1%27.4%72.6%0.0%98.2%-8.4%-8.9%323.4K-24.2M-361.5K0.5516.33N/AN/A4,2572,35425,31716,558
2021-11-08$70.40$70.00145.8%30.0%67.2%0.0%111.5%-10.6%-16.6%558.4K-37.0M-371.4K0.7819.29N/AN/A4,3453,40426,64816,916
2021-11-09$75.29$70.00149.4%29.8%67.4%0.0%108.5%-8.1%-11.0%913.2K-57.3M-400.6K0.4615.51N/AN/A9,1344,21827,99517,973
2021-11-10$70.22$70.0087.0%24.9%70.6%0.0%88.4%-7.4%-3.9%692.4K-31.0M-360.6K0.5618.54N/AN/A10,9826,15428,83919,232
2021-11-11$76.10$70.0083.3%23.9%76.1%0.0%83.8%-3.2%-2.2%1.3M-61.4M-387.2K0.7617.39N/AN/A7,8095,93329,16020,049
2021-11-12$72.32$70.0083.3%23.9%72.7%0.0%84.6%-6.4%-3.0%930.3K-41.5M-368.5K1.0322.41N/AN/A6,0636,22829,05119,450
2021-11-15$70.14$70.0084.8%24.3%73.2%0.0%86.3%-5.6%-5.0%339.5K-26.7M-375.5K0.9118.48N/AN/A4,3073,91830,91422,162
2021-11-16$67.13$70.0082.4%23.6%74.6%0.0%84.7%-5.0%-2.3%90.8K-13.5M-360.9K0.5418.89N/AN/A5,1142,76231,87821,773
2021-11-17$69.75$70.0081.1%23.3%75.8%0.0%82.2%-5.0%-2.1%733.2K-29.1M-373.9K0.9119.52N/AN/A2,7982,55332,69222,005
2021-11-18$65.65$70.0081.0%23.2%74.4%0.0%82.8%-3.1%-3.2%-369.5K-6.4M-349.3K0.7719.39N/AN/A3,4962,68532,52821,938
2021-11-19$61.29$70.0078.8%22.6%76.1%0.0%81.2%-4.0%-1.5%114.4K9.3M-320.7K1.2421.88N/AN/A3,5944,44432,38521,733
2021-11-22$59.53$70.0081.3%23.3%76.7%0.0%84.3%-1.9%-1.8%71.7K-1.2M-310.7K0.6018.17N/AN/A4,0082,41417,23812,771
2021-11-23$57.04$70.0083.5%23.9%77.0%0.0%85.5%-3.2%-2.4%34.1K3.0M-302.7K1.1823.06N/AN/A1,9692,32817,77213,204
2021-11-24$59.67$65.0082.6%23.7%79.1%0.0%84.9%-2.5%-1.1%124.1K-3.9M-320.7K1.0217.42N/AN/A1,7231,75918,02813,400
2021-11-26$60.69$65.0089.3%25.6%78.0%0.0%91.0%-2.7%-5.3%180.0K-7.4M-330.1K1.0134.32N/AN/A1,4141,43018,41613,654
2021-11-29$66.93$65.0087.1%25.0%86.4%0.0%88.4%-1.0%-6.9%445.2K-25.3M-351.6K0.4218.02N/AN/A4,3231,82718,43313,864
2021-11-30$67.76$65.0085.8%24.6%83.7%0.0%87.9%0.8%-4.8%513.8K-27.0M-352.5K0.5928.01N/AN/A2,6841,59418,87413,959