DOCS Options History — May 2022 In May 2022, DOCS traded between $27.55 and $41.06. ATM implied volatility averaged 113.7%, placing in the 48.7% IV rank vs the trailing year. The 30-day expected move averaged 30.3%. IV traded above realized volatility by 24.0% (HV 20d: 89.7%). Max pain ranged from $30.00 to $50.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.02.
Notable Days 2022-05-17 : Highest Volume — 56,626 contracts2022-05-11 : Largest IV drop — 27.9% change2022-05-09 : Highest IV Rank — 100.0%2022-05-03 : Largest Expected Move — 36.1%Monthly Statistics Metric Avg Min Max Open Close Price $33.78 $27.55 $41.06 $41.06 $34.86 Max Pain $39.88 $30.00 $50.00 $45.00 $32.50 ATM IV 113.7% 80.8% 175.1% 125.1% 84.8% Expected Move 30.3% 23.2% 36.1% 35.9% 24.3% HV 20d 89.7% 59.1% 109.2% 59.1% 106.6% HV 60d 92.8% 84.9% 97.6% 93.6% 91.0% IV Rank 48.7% 14.8% 100.0% 71.4% 18.4% IV Percentile 84.5% 32.7% 100.0% 97.5% 56.1% Term Structure -10.2% -26.0% 1.2% -22.5% -3.2% VWIV 107.4% 82.3% 131.3% 128.2% 88.6% Skew 25d 11.1% 7.7% 17.1% 12.0% 10.7% Skew 10d 21.6% 8.6% 55.5% 25.7% 20.3% Call IV 25d 101.8% 76.7% 120.5% 118.7% 81.6% Put IV 25d 113.0% 91.2% 136.2% 130.7% 92.3% Bid-Ask Spread % 32.60 18.03 55.17 46.57 24.61 Gamma HHI 0.24 0.12 0.64 0.12 0.15 Net GEX -135.6K -1.7M 478.6K -120.4K 478.6K Net DEX 13.1M -16.5M 45.4M 11.2M -16.5M Net VEX -175.6K -235.4K -107.8K -203.5K -231.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.02 0.19 3.82 1.53 0.60 Total Volume 8,701.476 2,415 56,626 3,623 2,503 Total OI 45,643.238 32,652 91,261 38,008 39,669
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-05-02 $41.06 $45.00 125.1% 35.9% 59.1% 71.4% 128.2% 12.0% -22.5% -120.4K 11.2M -203.5K 1.53 46.57 N/A N/A 1,432 2,191 20,634 17,374 2022-05-03 $38.72 $45.00 125.9% 36.1% 59.6% 72.3% 130.1% 13.3% -26.0% -201.6K 16.9M -191.7K 2.38 51.79 N/A N/A 1,225 2,917 20,861 17,792 2022-05-04 $40.82 $45.00 122.0% 35.0% 64.5% 67.8% 124.6% 13.5% -25.7% -219.8K 13.2M -204.4K 1.14 55.17 N/A N/A 1,181 1,343 20,978 19,113 2022-05-05 $38.28 $50.00 132.1% 29.0% 66.8% 79.7% 100.4% 10.5% -9.8% -268.2K 19.3M -186.9K 1.22 18.03 N/A N/A 1,088 1,327 21,059 18,897 2022-05-06 $34.70 $50.00 138.9% 30.4% 72.7% 87.6% 105.4% 8.7% -13.4% -302.2K 25.9M -163.7K 1.45 20.93 N/A N/A 1,391 2,010 21,115 18,882 2022-05-09 $31.25 $50.00 175.1% 33.9% 78.3% 100.0% 116.9% 12.1% -16.2% -256.9K 30.2M -135.7K 1.26 31.63 N/A N/A 2,840 3,570 21,301 18,671 2022-05-10 $30.79 $47.50 162.8% 33.1% 78.1% 88.9% 115.4% 9.7% -15.7% -202.6K 25.5M -133.0K 0.64 23.15 N/A N/A 2,971 1,896 21,640 16,955 2022-05-11 $27.55 $45.00 117.4% 33.7% 83.4% 47.9% 115.4% 9.7% -15.1% -164.7K 29.5M -107.8K 0.80 34.53 N/A N/A 2,274 1,826 21,509 17,142 2022-05-12 $29.63 $45.00 117.0% 33.5% 88.1% 47.5% 118.6% 10.9% -13.8% -184.0K 26.3M -127.8K 0.83 31.81 N/A N/A 1,803 1,501 22,001 17,218 2022-05-13 $31.93 $42.50 114.8% 32.9% 94.9% 45.5% 118.2% 10.3% -11.9% -206.3K 23.6M -140.7K 0.89 30.59 N/A N/A 1,360 1,206 22,216 17,393 2022-05-16 $32.79 $42.50 115.9% 33.2% 95.6% 46.5% 118.5% 7.7% -15.0% -224.6K 22.7M -140.2K 1.46 33.87 N/A N/A 3,187 4,667 22,382 17,592 2022-05-17 $34.09 $40.00 122.2% 35.0% 93.6% 52.2% 131.3% 17.1% -12.5% -213.0K 20.9M -147.0K 3.82 45.71 N/A N/A 11,759 44,867 23,538 19,603 2022-05-18 $30.45 $30.00 98.5% 28.3% 99.2% 30.8% 102.1% 11.9% -0.2% -1.7M 45.4M -144.2K 0.67 38.36 N/A N/A 22,370 15,018 31,869 51,827 2022-05-19 $32.76 $32.50 97.6% 28.0% 104.8% 30.0% 98.6% 9.3% -1.1% -725.6K 13.1M -201.4K 0.30 35.21 N/A N/A 7,869 2,370 40,736 49,740 2022-05-20 $31.41 $32.50 95.1% 27.3% 103.4% 27.7% 101.8% 11.0% -2.6% 157.1K 16.1M -188.2K 0.87 41.19 N/A N/A 3,018 2,613 41,646 49,615 2022-05-23 $33.00 $32.50 93.1% 26.7% 104.3% 25.9% 92.6% 9.6% -3.7% 196.4K -6.9M -195.8K 0.47 25.17 N/A N/A 3,551 1,677 20,558 12,094 2022-05-24 $31.93 $32.50 95.1% 27.3% 104.2% 27.7% 94.3% 9.0% -4.3% 193.2K -4.6M -190.7K 0.39 25.99 N/A N/A 2,854 1,105 21,949 12,326 2022-05-25 $34.49 $32.50 87.9% 25.2% 109.2% 21.2% 88.0% 10.3% 0.9% 323.2K -12.5M -212.7K 0.25 20.13 N/A N/A 3,459 868 23,114 12,258 2022-05-26 $33.91 $32.50 84.9% 24.3% 109.1% 18.4% 84.8% 12.2% -3.5% 316.5K -9.1M -205.5K 0.20 25.84 N/A N/A 5,549 1,100 23,617 12,340 2022-05-27 $34.89 $32.50 80.8% 23.2% 107.8% 14.8% 82.3% 14.5% 1.2% 467.0K -16.0M -235.4K 0.19 24.40 N/A N/A 4,171 804 26,786 12,498 2022-05-31 $34.86 $32.50 84.8% 24.3% 106.6% 18.4% 88.6% 10.7% -3.2% 478.6K -16.5M -231.2K 0.60 24.61 N/A N/A 1,568 935 27,122 12,547
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