DOCS Options History — November 2022

In November 2022, DOCS traded between $23.92 and $35.30. ATM implied volatility averaged 83.8%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded below realized volatility by 18.4% (HV 20d: 102.2%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.13.

Notable Days

  • 2022-11-10: Highest Volume — 22,864 contracts
  • 2022-11-09: Largest IV drop — 30.4% change
  • 2022-11-08: Highest IV Rank — 63.4%
  • 2022-11-02: Largest Expected Move — 31.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.51$23.92$35.30$26.24$33.67
Max Pain$32.74$30.00$35.00$30.00$32.50
ATM IV83.8%61.2%134.6%110.2%67.4%
Expected Move22.2%17.5%31.8%31.6%19.3%
HV 20d102.2%57.4%129.8%60.3%127.0%
HV 60d72.5%49.6%85.9%57.5%85.9%
IV Rank18.3%0.0%63.4%41.4%5.4%
IV Percentile39.6%0.0%97.6%90.9%8.7%
Term Structure-5.9%-24.8%1.7%-21.4%-3.6%
VWIV77.7%61.0%115.4%115.4%67.1%
Skew 25d8.7%3.0%16.9%16.9%6.1%
Skew 10d15.6%6.2%22.8%22.8%16.0%
Call IV 25d74.0%56.5%105.4%99.9%63.7%
Put IV 25d82.7%65.8%119.4%116.8%69.8%
Bid-Ask Spread %60.3231.3073.0441.1566.45
Gamma HHI0.220.120.420.120.15
Net GEX61.4K-312.9K542.7K-44.6K411.6K
Net DEX-2.4M-33.1M18.0M9.5M-19.2M
Net VEX-151.9K-173.4K-121.8K-135.4K-170.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.187.227.221.25
Total Volume5,310.14315322,8649,2322,400
Total OI48,363.57133,84464,47342,89638,612

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$26.24$30.00110.2%31.6%60.3%41.4%115.4%16.9%-21.4%-44.6K9.5M-135.4K7.2241.15N/AN/A1,1238,10926,64516,251
2022-11-02$25.37$30.00110.8%31.8%60.8%42.0%111.3%14.0%-24.8%-281.2K15.4M-140.3K0.7046.99N/AN/A1,40998126,68022,699
2022-11-03$25.68$35.00111.9%24.6%61.1%43.0%82.6%9.6%-7.2%-278.6K14.5M-141.2K1.0167.39N/AN/A1,3561,37026,84822,761
2022-11-04$24.32$35.00110.7%24.7%61.7%41.9%83.7%10.6%-7.8%-305.4K18.0M-128.2K0.8364.20N/AN/A1,2641,04726,98722,194
2022-11-07$24.20$35.00125.7%25.7%61.6%55.4%92.4%10.7%-9.1%-312.9K17.8M-124.0K0.7831.30N/AN/A1,14488826,99322,187
2022-11-08$24.82$35.00134.6%26.2%62.7%63.4%91.5%10.9%-10.4%-290.3K16.1M-127.6K0.7234.05N/AN/A1,20286327,05022,296
2022-11-09$23.92$32.5093.6%26.8%57.4%26.4%94.5%10.5%-10.8%-311.5K17.8M-121.8K0.9266.16N/AN/A1,6661,53727,11222,354
2022-11-10$26.40$32.5097.1%27.8%66.5%29.5%97.7%7.2%-14.1%-155.9K7.8M-137.1K2.1866.49N/AN/A7,18615,67827,65521,575
2022-11-11$35.30$32.5069.1%19.8%119.6%4.3%71.2%8.9%-2.1%542.7K-33.1M-166.1K0.5557.28N/AN/A11,2856,15630,31527,840
2022-11-14$31.20$32.5068.0%19.5%129.1%3.2%67.8%3.0%-0.5%171.9K-9.9M-158.5K1.1764.20N/AN/A3,8684,53031,21629,821
2022-11-15$32.90$32.5069.5%19.9%129.8%4.7%66.8%6.4%-1.8%310.8K-18.9M-168.4K0.5371.38N/AN/A5,0802,67231,80430,427
2022-11-16$32.41$32.5068.1%19.5%128.5%3.4%67.5%7.8%-0.8%213.2K-16.4M-173.4K1.0268.18N/AN/A2,6082,65133,02931,147
2022-11-17$31.30$32.5069.4%19.9%129.1%4.5%68.2%7.7%-1.9%125.9K-10.7M-164.2K0.6860.41N/AN/A2,5231,70433,21131,149
2022-11-18$31.66$32.5065.4%18.8%129.1%0.9%65.5%7.3%1.1%180.0K-13.3M-165.0K1.0766.82N/AN/A2,0842,22533,37731,096
2022-11-21$31.19$32.5069.1%19.8%129.4%4.3%65.8%7.3%-3.3%162.4K-5.9M-158.2K0.9164.06N/AN/A2,1791,98521,80812,036
2022-11-22$31.36$32.5061.8%17.7%126.8%0.0%62.0%9.1%0.9%162.8K-5.3M-161.0K0.6760.85N/AN/A2,2751,52322,45712,689
2022-11-23$32.38$32.5061.2%17.5%126.5%0.0%61.0%9.7%-0.6%253.5K-10.0M-166.6K0.9063.24N/AN/A1,7711,59323,20112,773
2022-11-25$31.39$32.5061.2%17.6%126.6%0.0%62.1%4.9%1.7%222.1K-6.4M-159.9K0.1966.20N/AN/A1723223,46612,885
2022-11-28$31.80$32.5065.2%18.7%126.5%3.5%66.4%7.2%-2.4%247.9K-8.4M-160.4K0.3366.81N/AN/A1153823,57012,901
2022-11-29$32.17$32.5069.5%19.9%126.5%7.3%71.9%6.9%-4.9%263.8K-9.9M-161.7K0.1873.04N/AN/A2,71950223,61712,901
2022-11-30$33.67$32.5067.4%19.3%127.0%5.4%67.1%6.1%-3.6%411.6K-19.2M-170.9K1.2566.45N/AN/A1,0661,33425,32813,284