DOCS Options History — June 2022

In June 2022, DOCS traded between $32.67 and $41.61. ATM implied volatility averaged 80.8%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 4.5% (HV 20d: 76.4%). Max pain ranged from $30.00 to $37.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.44.

Notable Days

2022-06-29: Highest Volume — 7,681 contracts
2022-06-13: Largest IV spike — 14.2% change
2022-06-13: Highest IV Rank — 25.2%
2022-06-13: Largest Expected Move — 26.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.25	$32.67	$41.61	$35.51	$34.88
Max Pain	$35.00	$30.00	$37.50	$32.50	$30.00
ATM IV	80.8%	70.9%	92.3%	83.8%	76.5%
Expected Move	22.9%	20.3%	26.5%	24.0%	21.9%
HV 20d	76.4%	57.8%	106.8%	105.3%	70.9%
HV 60d	81.2%	75.9%	90.8%	89.4%	80.3%
IV Rank	14.8%	5.9%	25.2%	17.4%	10.9%
IV Percentile	36.7%	7.6%	77.8%	50.5%	21.5%
Term Structure	7.4%	-1.5%	13.7%	-1.5%	13.7%
VWIV	80.6%	71.4%	90.6%	84.8%	82.7%
Skew 25d	8.9%	5.3%	11.5%	10.6%	6.3%
Skew 10d	16.9%	8.7%	23.6%	23.6%	8.7%
Call IV 25d	75.9%	67.2%	85.4%	79.8%	74.7%
Put IV 25d	84.8%	75.3%	95.5%	90.5%	81.1%
Bid-Ask Spread %	31.07	22.50	50.06	32.38	41.20
Gamma HHI	0.17	0.15	0.23	0.16	0.16
Net GEX	652.7K	329.5K	979.9K	543.0K	702.9K
Net DEX	-20.9M	-41.3M	-8.0M	-19.3M	-16.3M
Net VEX	-228.9K	-267.4K	-188.0K	-234.4K	-227.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.19	0.65	0.58	0.38
Total Volume	4,772.143	2,026	7,681	2,026	7,446
Total OI	40,844.048	35,196	44,236	40,115	44,236

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
2022-06-01	$35.51	$32.50	83.8%	24.0%	105.3%	17.4%	84.8%	10.6%	-1.5%	543.0K	-19.3M	-234.4K	0.58	32.38	N/A	N/A	1,279	747	27,507	12,608
2022-06-02	$38.10	$35.00	81.9%	22.3%	106.8%	15.7%	78.5%	10.2%	8.3%	698.5K	-29.1M	-253.0K	0.33	24.59	N/A	N/A	2,804	935	27,522	12,601
2022-06-03	$37.83	$35.00	81.0%	22.7%	104.3%	14.9%	79.2%	10.5%	9.9%	696.6K	-28.6M	-253.4K	0.35	26.01	N/A	N/A	2,527	882	28,431	12,680
2022-06-06	$36.69	$35.00	84.6%	22.4%	98.5%	18.2%	79.1%	9.6%	6.7%	670.1K	-23.5M	-240.5K	0.27	23.84	N/A	N/A	4,504	1,238	28,674	12,819
2022-06-07	$36.91	$35.00	81.3%	22.0%	90.0%	15.2%	79.6%	10.7%	9.5%	719.5K	-24.6M	-246.2K	0.26	27.76	N/A	N/A	4,430	1,149	29,237	13,045
2022-06-08	$36.45	$35.00	76.4%	21.9%	89.9%	10.8%	78.2%	8.4%	9.0%	691.6K	-22.9M	-242.2K	0.31	27.15	N/A	N/A	3,592	1,113	29,319	13,058
2022-06-09	$34.82	$35.00	78.5%	22.5%	80.9%	12.7%	78.9%	8.8%	7.4%	570.5K	-16.1M	-223.6K	0.31	25.41	N/A	N/A	3,503	1,085	29,374	13,037
2022-06-10	$33.96	$35.00	80.9%	23.2%	78.5%	14.8%	82.6%	10.1%	6.1%	469.6K	-12.2M	-213.0K	0.34	22.50	N/A	N/A	3,632	1,223	29,452	12,950
2022-06-13	$33.06	$35.00	92.3%	26.5%	75.1%	25.2%	90.6%	10.1%	2.7%	338.8K	-9.4M	-198.8K	0.19	22.79	N/A	N/A	6,194	1,194	29,502	13,043
2022-06-14	$33.57	$35.00	91.9%	26.3%	74.7%	24.8%	88.8%	11.5%	3.4%	484.4K	-12.3M	-203.4K	0.47	23.98	N/A	N/A	2,196	1,022	29,763	13,071
2022-06-15	$34.53	$35.00	82.1%	23.5%	74.1%	15.9%	81.5%	9.1%	6.8%	717.8K	-15.7M	-205.6K	0.56	34.95	N/A	N/A	2,280	1,282	29,856	13,025
2022-06-16	$32.67	$35.00	90.2%	25.9%	64.6%	23.3%	89.8%	10.4%	5.3%	329.5K	-8.0M	-188.0K	0.51	29.97	N/A	N/A	2,824	1,440	30,001	13,026
2022-06-17	$33.79	$35.00	80.9%	23.2%	60.3%	14.8%	82.5%	5.3%	10.5%	380.7K	-11.9M	-194.3K	0.61	35.28	N/A	N/A	4,470	2,746	30,180	13,212
2022-06-21	$35.00	$35.00	80.4%	23.1%	59.1%	14.4%	80.4%	8.1%	7.2%	504.5K	-14.2M	-210.2K	0.59	30.95	N/A	N/A	2,461	1,452	25,490	9,706
2022-06-22	$36.15	$35.00	82.5%	23.7%	57.8%	16.3%	78.3%	8.8%	4.8%	596.0K	-18.0M	-222.7K	0.45	26.25	N/A	N/A	2,453	1,105	26,364	9,919
2022-06-23	$39.22	$35.00	77.4%	22.2%	62.0%	11.7%	77.3%	7.8%	6.0%	805.5K	-30.1M	-246.8K	0.35	38.42	N/A	N/A	3,023	1,058	27,434	9,962
2022-06-24	$41.61	$35.00	70.9%	20.3%	59.7%	5.9%	74.5%	7.8%	11.2%	968.4K	-41.3M	-267.4K	0.56	37.78	N/A	N/A	2,702	1,526	28,596	10,003
2022-06-27	$40.78	$37.50	72.6%	20.8%	59.9%	7.3%	73.3%	8.1%	10.4%	979.9K	-35.8M	-257.5K	0.52	50.06	N/A	N/A	3,949	2,070	28,908	9,744
2022-06-28	$38.12	$37.50	74.9%	21.5%	65.3%	9.4%	71.4%	7.3%	7.2%	967.1K	-26.4M	-239.8K	0.65	37.37	N/A	N/A	1,814	1,184	30,237	10,032
2022-06-29	$37.57	$37.50	76.6%	22.0%	65.6%	11.0%	79.7%	7.4%	11.7%	872.8K	-23.5M	-237.5K	0.64	33.83	N/A	N/A	4,690	2,991	30,068	10,033
2022-06-30	$34.88	$30.00	76.5%	21.9%	70.9%	10.9%	82.7%	6.3%	13.7%	702.9K	-16.3M	-227.5K	0.38	41.20	N/A	N/A	5,409	2,037	32,403	11,833