DOCS Options History — March 2023 In March 2023, DOCS traded between $29.03 and $34.42. ATM implied volatility averaged 55.4%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 1.5% (HV 20d: 57.0%). Max pain ranged from $32.50 to $35.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 2.81.
Notable Days 2023-03-10 : Highest Volume — 3,866 contracts2023-03-13 : Largest IV spike — 16.7% change2023-03-13 : Highest IV Rank — 20.4%2023-03-15 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $31.94 $29.03 $34.42 $33.17 $32.25 Max Pain $34.13 $32.50 $35.00 $35.00 $32.50 ATM IV 55.4% 47.5% 74.9% 53.6% 47.5% Expected Move 15.3% 13.6% 16.8% 15.4% 13.6% HV 20d 57.0% 41.4% 76.8% 76.8% 51.7% HV 60d 56.4% 54.4% 57.9% 55.7% 57.9% IV Rank 4.8% 0.0% 20.4% 0.4% 0.0% IV Percentile 6.7% 0.0% 52.4% 0.8% 0.0% Term Structure 6.1% 0.3% 10.6% 0.3% 10.6% VWIV 53.4% 48.6% 60.9% 55.6% 48.6% Skew 25d 5.1% 1.5% 8.4% 2.3% 5.7% Skew 10d 8.3% 0.8% 14.0% 3.4% 7.8% Call IV 25d 51.5% 46.3% 55.4% 53.3% 46.3% Put IV 25d 56.6% 51.9% 62.1% 55.7% 52.0% Bid-Ask Spread % 46.28 18.95 65.29 28.81 57.55 Gamma HHI 0.15 0.11 0.23 0.11 0.16 Net GEX -27.3K -280.8K 215.7K 101.7K -72.6K Net DEX -567.8K -9.3M 9.8M -5.8M -1.4M Net VEX -189.3K -209.4K -160.2K -177.1K -209.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.81 0.11 32.91 1.02 0.81 Total Volume 820.565 151 3,866 341 188 Total OI 30,322.652 25,804 35,211 28,717 29,973
Daily Data (23 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 2023-03-01 $33.17 $35.00 53.6% 15.4% 76.8% 0.4% 55.6% 2.3% 0.3% 101.7K -5.8M -177.1K 1.02 28.81 N/A N/A 169 172 17,187 11,530 2023-03-02 $33.55 $35.00 52.2% 15.0% 73.6% 0.0% 51.7% 2.0% 1.4% 122.9K -6.6M -178.0K 0.80 51.24 N/A N/A 229 183 17,332 11,662 2023-03-03 $34.42 $35.00 49.2% 14.1% 70.9% 0.0% 50.2% 1.5% 0.5% 215.7K -9.3M -182.5K 0.99 18.95 N/A N/A 587 584 17,489 11,743 2023-03-06 $34.14 $35.00 50.5% 14.4% 70.3% 1.0% 50.7% 4.5% 7.3% 204.3K -8.3M -181.8K 0.64 30.72 N/A N/A 398 253 17,888 12,223 2023-03-07 $33.65 $35.00 53.4% 14.7% 70.0% 3.3% 49.6% 3.7% 7.8% 147.2K -6.6M -178.3K 0.68 38.62 N/A N/A 177 121 18,193 12,212 2023-03-08 $32.88 $35.00 53.8% 14.5% 67.4% 3.6% 49.7% 6.1% 7.8% 56.1K -3.7M -173.9K 0.36 50.43 N/A N/A 251 90 18,365 12,261 2023-03-09 $31.05 $35.00 58.1% 15.2% 68.4% 7.0% 52.3% 3.1% 6.9% -92.2K 1.4M -165.0K 10.11 47.76 N/A N/A 118 1,193 18,407 12,302 2023-03-10 $29.03 $35.00 64.1% 16.0% 71.3% 11.8% 56.4% 4.8% 6.4% -208.1K 7.5M -160.2K 3.76 53.48 N/A N/A 812 3,054 18,425 13,479 2023-03-13 $29.13 $35.00 74.9% 16.4% 57.1% 20.4% 57.4% 6.2% 6.0% -280.8K 9.8M -181.9K 0.86 50.07 N/A N/A 808 698 18,196 16,290 2023-03-14 $29.55 $35.00 65.1% 15.8% 56.4% 12.6% 55.4% 6.8% 6.3% -262.6K 9.2M -186.7K 0.66 56.53 N/A N/A 232 154 18,625 16,586 2023-03-15 $30.78 $35.00 58.5% 16.8% 58.8% 7.3% 60.9% 8.4% 5.2% -172.2K 4.4M -193.2K 1.78 54.77 N/A N/A 389 693 18,751 16,197 2023-03-16 $31.34 $35.00 53.4% 15.3% 44.4% 3.3% 53.4% 6.4% 6.4% -127.0K 2.7M -198.9K 2.38 60.29 N/A N/A 76 181 18,914 16,223 2023-03-17 $30.77 $35.00 56.8% 16.3% 42.7% 6.0% 56.8% 6.9% 5.1% -62.5K 4.8M -190.5K 0.83 59.77 N/A N/A 165 137 18,959 16,215 2023-03-20 $30.86 $35.00 55.7% 16.0% 41.4% 5.2% 55.4% 5.8% 5.5% -64.4K 1.4M -192.8K 0.32 58.50 N/A N/A 774 250 12,372 13,432 2023-03-21 $32.92 $35.00 51.6% 14.8% 48.0% 1.9% 50.8% 5.0% 7.2% -7.2K -2.7M -199.0K 0.11 42.38 N/A N/A 838 91 13,067 13,578 2023-03-22 $32.89 $32.50 54.4% 15.6% 47.9% 4.1% 55.1% 3.4% 5.9% 26.3K -3.3M -201.8K 1.56 65.29 N/A N/A 503 784 13,654 13,629 2023-03-23 $32.88 $32.50 55.9% 16.0% 47.8% 5.3% 55.1% 6.5% 5.7% 9.8K -3.2M -207.1K 1.12 28.26 N/A N/A 412 462 14,014 14,268 2023-03-24 $32.51 $32.50 55.0% 15.8% 47.4% 4.6% 55.4% 4.7% 6.4% 10.6K -2.6M -204.5K 0.33 57.09 N/A N/A 160 53 14,265 14,270 2023-03-27 $32.80 $32.50 52.5% 15.1% 47.5% 2.6% 52.3% 4.7% 8.2% 12.3K -3.0M -200.7K 1.48 32.19 N/A N/A 61 90 14,384 14,301 2023-03-28 $31.21 $32.50 56.1% 16.1% 49.8% 5.5% 55.1% 8.1% 5.6% -66.4K 1.1M -197.2K 0.77 45.43 N/A N/A 245 188 14,411 14,363 2023-03-29 $31.77 $32.50 50.6% 14.5% 50.2% 1.1% 51.2% 5.7% 9.0% -40.4K -130.0K -196.9K 0.34 40.89 N/A N/A 241 83 14,431 14,400 2023-03-30 $31.04 $32.50 52.0% 14.9% 50.5% 2.2% 50.1% 5.1% 8.7% -78.2K 1.4M -195.9K 32.91 35.33 N/A N/A 45 1,481 14,579 14,376 2023-03-31 $32.25 $32.50 47.5% 13.6% 51.7% 0.0% 48.6% 5.7% 10.6% -72.6K -1.4M -209.4K 0.81 57.55 N/A N/A 104 84 14,588 15,385
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