DOCS Options History — August 2023 In August 2023, DOCS traded between $22.05 and $34.86. ATM implied volatility averaged 53.1%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 28.5% (HV 20d: 81.6%). Max pain ranged from $22.50 to $35.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 1.11.
Notable Days 2023-08-09 : Highest Volume — 21,471 contracts2023-08-09 : Largest IV drop — 54.7% change2023-08-08 : Highest IV Rank — 68.8%2023-08-02 : Largest Expected Move — 23.5%Monthly Statistics Metric Avg Min Max Open Close Price $26.21 $22.05 $34.86 $34.86 $23.98 Max Pain $27.50 $22.50 $35.00 $32.50 $22.50 ATM IV 53.1% 34.6% 103.3% 79.4% 35.0% Expected Move 13.7% 9.9% 23.5% 22.8% 10.0% HV 20d 81.6% 35.3% 98.8% 37.5% 98.0% HV 60d 57.0% 35.8% 65.2% 35.8% 63.3% IV Rank 18.8% 0.4% 68.8% 45.0% 0.8% IV Percentile 28.1% 0.4% 97.2% 83.7% 0.8% Term Structure 0.6% -24.0% 11.7% -22.2% 2.1% VWIV 47.6% 34.0% 83.1% 79.2% 34.0% Skew 25d 4.3% -0.5% 9.0% 3.4% 4.7% Skew 10d 7.2% -15.8% 24.8% 7.4% 12.6% Call IV 25d 46.3% 29.5% 81.6% 78.9% 33.2% Put IV 25d 50.6% 37.9% 86.1% 82.3% 37.9% Bid-Ask Spread % 40.08 7.86 76.52 41.62 76.52 Gamma HHI 0.25 0.16 0.61 0.18 0.23 Net GEX -179.0K -1.5M 459.0K 459.0K -8.3K Net DEX 14.1M -17.7M 44.9M -17.7M 7.8M Net VEX -154.3K -209.7K -122.0K -202.4K -153.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.11 0.17 6.88 0.58 0.79 Total Volume 2,516.87 415 21,471 415 486 Total OI 44,005.217 32,937 57,377 39,806 37,687
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 2023-08-01 $34.86 $32.50 79.4% 22.8% 37.5% 45.0% 79.2% 3.4% -22.2% 459.0K -17.7M -202.4K 0.58 41.62 N/A N/A 262 153 22,795 17,011 2023-08-02 $34.03 $32.50 81.9% 23.5% 38.3% 47.5% 83.1% 4.4% -24.0% 358.2K -13.9M -198.0K 1.15 48.54 N/A N/A 223 257 22,913 17,043 2023-08-03 $33.31 $35.00 85.0% 17.1% 37.4% 50.6% 59.4% 3.6% -4.3% 272.4K -10.0M -195.5K 6.88 55.68 N/A N/A 596 4,102 22,969 17,115 2023-08-04 $33.64 $35.00 87.7% 17.3% 36.9% 53.3% 59.5% 1.4% -4.2% 106.5K -8.7M -199.4K 0.51 49.83 N/A N/A 322 164 22,961 20,903 2023-08-07 $34.46 $35.00 92.8% 17.2% 35.3% 58.3% 60.9% 5.2% -6.5% 236.0K -12.3M -197.2K 0.92 51.39 N/A N/A 1,973 1,807 23,116 20,972 2023-08-08 $32.94 $35.00 103.3% 18.4% 38.2% 68.8% 62.9% 6.2% -7.2% 54.6K -4.2M -209.7K 1.51 63.46 N/A N/A 1,089 1,640 24,270 22,721 2023-08-09 $25.38 $35.00 46.8% 13.4% 97.3% 12.6% 45.5% 7.7% 6.0% -729.1K 38.8M -124.5K 2.29 65.57 N/A N/A 6,536 14,935 24,675 23,518 2023-08-10 $24.87 $32.50 42.3% 12.1% 97.3% 8.1% 41.7% 6.0% 8.8% -1.5M 36.0M -145.5K 0.52 54.01 N/A N/A 2,379 1,239 27,676 27,918 2023-08-11 $23.86 $30.00 42.1% 12.1% 97.3% 7.9% 44.3% 4.3% 10.5% -1.2M 42.1M -135.5K 1.29 9.28 N/A N/A 1,240 1,594 28,324 28,360 2023-08-14 $23.26 $30.00 44.4% 12.7% 96.7% 10.1% 43.2% 5.8% 10.4% -766.3K 44.9M -127.0K 1.38 35.27 N/A N/A 1,078 1,485 28,365 28,845 2023-08-15 $22.81 $25.00 43.2% 12.4% 96.3% 9.0% 42.8% 2.5% 11.0% -431.7K 42.5M -125.9K 1.06 28.46 N/A N/A 833 887 28,961 27,687 2023-08-16 $22.44 $25.00 42.2% 12.1% 96.2% 8.0% 42.6% 4.8% 11.7% -247.7K 42.8M -122.0K 0.82 14.40 N/A N/A 1,050 862 29,615 27,762 2023-08-17 $22.05 $25.00 41.4% 11.9% 96.2% 7.2% 42.4% 3.4% 2.8% -201.0K 29.4M -122.0K 0.85 25.35 N/A N/A 1,180 1,005 29,835 22,109 2023-08-18 $22.23 $22.50 42.8% 12.3% 95.6% 8.6% 43.0% 4.6% 2.4% -138.0K 29.7M -126.7K 0.66 18.29 N/A N/A 833 549 30,178 22,815 2023-08-21 $23.18 $22.50 40.5% 11.6% 98.3% 6.2% 40.6% 3.7% 2.4% -129.0K 12.0M -136.7K 0.17 19.91 N/A N/A 1,507 254 16,843 16,094 2023-08-22 $23.23 $22.50 40.5% 11.6% 98.6% 6.3% 40.3% 2.9% 2.5% -59.1K 10.9M -140.9K 1.17 51.82 N/A N/A 509 594 18,086 16,213 2023-08-23 $23.91 $22.50 39.6% 11.3% 98.8% 5.3% 40.2% 2.9% 1.1% -45.5K 8.5M -148.8K 0.20 27.45 N/A N/A 470 92 18,444 16,533 2023-08-24 $23.41 $22.50 40.7% 11.7% 98.6% 6.4% 40.9% 1.9% 1.6% -50.3K 10.1M -143.8K 0.36 25.47 N/A N/A 433 157 18,546 16,550 2023-08-25 $23.49 $22.50 39.6% 11.4% 96.9% 5.4% 38.2% 4.2% 1.6% -51.5K 10.2M -143.2K 0.63 7.86 N/A N/A 356 226 18,786 16,668 2023-08-28 $23.59 $22.50 40.3% 11.6% 96.8% 6.1% 39.6% -0.5% 1.2% -43.6K 9.8M -144.9K 0.31 11.49 N/A N/A 856 266 19,103 16,784 2023-08-29 $23.91 $22.50 35.4% 10.1% 97.5% 1.2% 36.0% 5.8% 1.9% -27.5K 8.3M -150.7K 0.64 64.44 N/A N/A 559 356 19,859 16,997 2023-08-30 $24.10 $22.50 34.6% 9.9% 97.9% 0.4% 34.8% 9.0% 3.4% -14.3K 7.4M -154.0K 0.90 75.82 N/A N/A 260 234 20,259 17,236 2023-08-31 $23.98 $22.50 35.0% 10.0% 98.0% 0.8% 34.0% 4.7% 2.1% -8.3K 7.8M -153.9K 0.79 76.52 N/A N/A 271 215 20,375 17,312
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