DOCS Options History — September 2022

In September 2022, DOCS traded between $30.07 and $34.16. ATM implied volatility averaged 70.7%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 26.9% (HV 20d: 43.8%). Max pain ranged from $27.50 to $37.50. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 2.06.

Notable Days

  • 2022-09-13: Highest Volume — 7,221 contracts
  • 2022-09-14: Largest IV drop — 12.0% change
  • 2022-09-13: Highest IV Rank — 13.6%
  • 2022-09-30: Largest Expected Move — 21.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.03$30.07$34.16$32.61$30.40
Max Pain$33.93$27.50$37.50$37.50$27.50
ATM IV70.7%65.6%79.4%69.7%73.2%
Expected Move20.0%18.6%21.0%20.0%21.0%
HV 20d43.8%33.3%81.1%81.1%47.0%
HV 60d67.4%62.5%71.0%71.0%63.0%
IV Rank5.7%1.1%13.6%4.8%8.0%
IV Percentile16.2%2.8%38.9%11.5%27.0%
Term Structure6.8%0.5%10.5%0.5%10.5%
VWIV71.2%64.2%80.4%67.8%80.4%
Skew 25d6.3%1.9%8.3%4.6%5.1%
Skew 10d10.4%6.0%15.5%11.6%6.1%
Call IV 25d67.0%63.1%71.7%66.8%71.7%
Put IV 25d73.3%67.9%78.5%71.3%76.8%
Bid-Ask Spread %27.8013.1741.0441.0425.31
Gamma HHI0.180.140.250.180.16
Net GEX-309.7K-690.9K14.1K-424.7K-86.6K
Net DEX9.1M-6.2M24.4M12.7M-540.0K
Net VEX-163.9K-196.0K-146.2K-166.6K-184.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.060.0423.531.150.45
Total Volume3,145.2862827,2218534,240
Total OI40,476.23835,16946,60539,57145,422

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$32.61$37.5069.7%20.0%81.1%4.8%67.8%4.6%0.5%-424.7K12.7M-166.6K1.1541.04N/AN/A39645721,32318,248
2022-09-02$32.75$37.5066.1%19.0%74.0%1.6%75.3%1.9%5.0%-454.3K12.4M-166.5K2.7533.27N/AN/A25870921,36518,257
2022-09-06$32.49$35.0071.1%20.5%63.2%6.1%71.5%5.4%5.0%-457.0K13.1M-158.8K0.8433.25N/AN/A1,5851,33221,45918,127
2022-09-07$32.81$35.0070.0%20.1%51.1%5.1%68.3%6.5%4.4%-491.1K12.0M-158.4K0.7415.85N/AN/A1,9011,40321,54818,073
2022-09-08$33.80$35.0068.5%19.1%38.7%3.8%67.2%4.6%6.7%-446.7K7.9M-163.7K0.6316.04N/AN/A28617921,87418,116
2022-09-09$34.00$35.0065.6%18.6%38.5%1.1%65.8%4.3%8.0%-458.0K7.2M-162.1K0.9536.36N/AN/A34532722,04018,154
2022-09-12$34.16$35.0072.2%18.7%38.5%7.1%64.2%5.5%6.3%-503.0K7.4M-156.9K2.2037.34N/AN/A1,7043,74622,12418,242
2022-09-13$33.02$35.0079.4%19.7%38.6%13.6%72.5%6.7%7.0%-550.6K10.4M-151.4K2.0234.46N/AN/A2,3914,83022,56917,076
2022-09-14$33.40$35.0069.9%20.0%38.7%5.0%68.1%7.9%6.1%-690.9K11.1M-157.5K0.5537.60N/AN/A18210022,56819,437
2022-09-15$33.26$35.0072.1%20.7%33.3%7.0%74.1%7.6%5.7%14.1K9.5M-150.5K23.5340.58N/AN/A2335,48322,61619,306
2022-09-16$31.46$35.0068.4%19.6%37.3%3.6%69.9%4.9%6.7%-235.2K24.4M-158.4K0.6322.90N/AN/A1,58399622,70223,903
2022-09-19$31.21$35.0069.6%20.0%35.9%4.7%69.1%6.9%8.0%-262.9K11.7M-150.3K0.3015.26N/AN/A1,00629818,28216,887
2022-09-20$30.38$35.0068.6%19.7%36.8%3.8%69.3%8.3%8.6%-287.8K13.3M-146.2K0.0420.94N/AN/A1,3986118,77517,025
2022-09-21$31.04$35.0071.1%20.4%37.8%6.0%68.2%7.8%6.9%-235.2K10.5M-156.1K0.2521.16N/AN/A1,69742119,88916,929
2022-09-22$30.07$35.0069.0%19.8%37.0%4.1%71.5%7.5%7.3%-265.9K12.5M-157.9K4.0228.22N/AN/A9063,64321,29917,340
2022-09-23$30.42$35.0072.1%20.7%37.1%7.0%69.9%6.8%6.5%-200.0K9.7M-161.2K0.6525.06N/AN/A1,7061,11621,59316,491
2022-09-26$30.65$32.5073.0%20.9%33.8%7.8%75.2%6.6%7.4%-212.4K9.2M-173.1K0.3635.71N/AN/A4,1651,48322,12217,571
2022-09-27$30.14$30.0072.3%20.7%34.2%7.2%74.0%8.0%7.3%-188.9K6.3M-172.1K0.3527.44N/AN/A3,0601,07724,18118,057
2022-09-28$32.48$30.0071.6%20.5%44.1%6.5%75.6%7.1%8.7%-49.6K-4.4M-193.7K0.3613.17N/AN/A3,8281,36525,26918,396
2022-09-29$32.08$27.5071.9%20.6%43.6%6.7%77.2%8.2%9.7%-17.2K-6.2M-196.0K0.4422.76N/AN/A2,8871,26826,89218,454
2022-09-30$30.40$27.5073.2%21.0%47.0%8.0%80.4%5.1%10.5%-86.6K-540.0K-184.1K0.4525.31N/AN/A2,9291,31126,95918,463