DOCS Options History — October 2022 In October 2022, DOCS traded between $24.37 and $31.80. ATM implied volatility averaged 85.1%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 27.1% (HV 20d: 58.1%). Max pain ranged from $27.50 to $37.50. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.86.
Notable Days 2022-10-12 : Highest Volume — 9,337 contracts2022-10-12 : Largest IV spike — 23.1% change2022-10-31 : Highest IV Rank — 31.3%2022-10-31 : Largest Expected Move — 28.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.32 $24.37 $31.80 $30.43 $26.45 Max Pain $33.57 $27.50 $37.50 $27.50 $30.00 ATM IV 85.1% 68.2% 99.0% 71.6% 99.0% Expected Move 25.0% 19.5% 28.4% 20.5% 28.4% HV 20d 58.1% 46.9% 70.1% 46.9% 63.2% HV 60d 62.9% 61.4% 64.6% 62.8% 61.4% IV Rank 18.7% 3.4% 31.3% 6.5% 31.3% IV Percentile 58.7% 8.3% 88.1% 20.2% 88.1% Term Structure -6.0% -18.4% 11.9% 11.9% -18.4% VWIV 87.4% 67.7% 97.1% 72.8% 97.1% Skew 25d 9.2% 5.1% 11.7% 5.1% 11.7% Skew 10d 15.6% 8.6% 26.7% 10.3% 20.2% Call IV 25d 83.3% 65.5% 95.8% 70.3% 95.8% Put IV 25d 92.5% 73.6% 107.5% 75.4% 107.5% Bid-Ask Spread % 43.36 19.17 53.40 21.02 46.34 Gamma HHI 0.21 0.11 0.78 0.17 0.12 Net GEX 16.8K -262.3K 1.6M -117.8K -28.9K Net DEX 9.7M -6.0M 23.7M -349.1K 7.4M Net VEX -145.6K -185.4K -119.7K -178.2K -131.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.33 2.64 0.63 0.93 Total Volume 3,386.381 1,879 9,337 3,061 4,858 Total OI 45,681.238 37,201 52,721 45,642 39,859
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 2022-10-03 $30.43 $27.50 71.6% 20.5% 46.9% 6.5% 72.8% 5.1% 11.9% -117.8K -349.1K -178.2K 0.63 21.02 N/A N/A 1,873 1,188 27,151 18,491 2022-10-04 $31.80 $27.50 69.8% 20.0% 49.8% 4.9% 71.0% 8.3% 10.0% -60.2K -5.8M -185.4K 0.72 29.53 N/A N/A 1,702 1,231 27,277 18,516 2022-10-05 $31.76 $27.50 68.2% 19.5% 49.7% 3.4% 67.7% 8.1% 11.3% -71.6K -6.0M -182.2K 0.46 19.17 N/A N/A 1,970 899 27,537 18,557 2022-10-06 $31.01 $37.50 71.5% 23.7% 48.8% 6.4% 81.9% 10.6% -4.7% -124.4K -3.1M -179.7K 0.50 36.88 N/A N/A 1,882 941 27,843 18,590 2022-10-07 $29.55 $37.50 69.5% 23.3% 51.0% 4.6% 81.5% 10.8% -4.6% -197.3K 3.0M -168.5K 0.41 50.89 N/A N/A 1,873 759 27,864 18,668 2022-10-10 $29.06 $37.50 75.6% 23.7% 51.0% 10.2% 83.5% 8.2% -2.9% -230.3K 5.2M -159.9K 0.49 27.76 N/A N/A 1,861 910 27,819 18,698 2022-10-11 $29.18 $37.50 74.2% 24.2% 50.2% 8.9% 85.2% 9.9% -5.4% -262.3K 5.0M -159.1K 0.54 52.25 N/A N/A 1,780 964 27,874 18,784 2022-10-12 $26.87 $37.50 91.4% 26.2% 56.5% 24.4% 94.1% 10.6% -8.0% -155.7K 14.1M -146.5K 2.55 53.24 N/A N/A 2,628 6,709 28,135 18,992 2022-10-13 $25.75 $37.50 91.0% 26.1% 57.5% 24.0% 90.1% 9.0% -6.2% -99.7K 18.9M -138.5K 0.48 49.85 N/A N/A 2,704 1,288 28,942 20,703 2022-10-14 $24.37 $35.00 90.2% 25.9% 57.5% 23.3% 89.8% 9.2% -7.7% -9.3K 23.7M -127.3K 0.58 47.59 N/A N/A 2,024 1,180 29,650 20,750 2022-10-17 $25.60 $35.00 90.6% 26.0% 61.5% 23.7% 91.4% 8.8% -7.7% -13.6K 18.4M -134.0K 0.50 48.34 N/A N/A 2,977 1,495 29,904 20,514 2022-10-18 $26.46 $35.00 88.2% 25.3% 63.0% 21.5% 94.0% 8.4% -6.5% -61.1K 14.1M -143.3K 1.77 53.40 N/A N/A 1,376 2,440 30,299 21,119 2022-10-19 $25.32 $35.00 90.4% 25.9% 63.4% 23.5% 92.4% 6.1% -7.3% 41.4K 22.3M -133.5K 2.64 48.20 N/A N/A 1,306 3,444 30,362 22,359 2022-10-20 $24.82 $35.00 90.3% 25.9% 63.0% 23.4% 93.7% 6.2% -8.1% 450.1K 21.9M -125.7K 0.80 47.59 N/A N/A 1,239 989 30,307 20,873 2022-10-21 $25.06 $35.00 88.7% 25.4% 62.9% 22.0% 87.9% 9.1% -8.1% 1.6M 21.4M -123.4K 0.97 51.21 N/A N/A 1,392 1,346 30,349 21,020 2022-10-24 $24.95 $32.50 92.2% 26.4% 62.6% 25.2% 93.3% 11.5% -9.8% -84.5K 11.2M -119.7K 0.90 44.85 N/A N/A 1,474 1,333 23,098 14,103 2022-10-25 $27.01 $32.50 90.9% 26.1% 70.1% 23.9% 90.4% 10.7% -10.9% -61.8K 7.5M -134.0K 0.66 51.77 N/A N/A 1,240 818 23,401 14,548 2022-10-26 $26.33 $32.50 93.8% 26.9% 63.6% 26.6% 91.2% 10.5% -14.6% -67.0K 8.4M -131.0K 0.56 49.78 N/A N/A 1,388 782 23,632 14,570 2022-10-27 $25.61 $30.00 95.3% 27.3% 63.9% 28.0% 93.1% 10.4% -13.9% -77.7K 9.7M -124.7K 0.33 38.19 N/A N/A 2,234 738 23,908 14,570 2022-10-28 $26.23 $30.00 95.2% 27.3% 63.0% 27.8% 92.5% 10.4% -14.4% -34.0K 7.8M -131.9K 0.63 42.61 N/A N/A 1,152 727 25,074 14,596 2022-10-31 $26.45 $30.00 99.0% 28.4% 63.2% 31.3% 97.1% 11.7% -18.4% -28.9K 7.4M -131.0K 0.93 46.34 N/A N/A 2,517 2,341 25,180 14,679
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