DOCS Options History — October 2023 In October 2023, DOCS traded between $20.37 and $22.77. ATM implied volatility averaged 62.2%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 31.9% (HV 20d: 30.2%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.87.
Notable Days 2023-10-23 : Highest Volume — 1,870 contracts2023-10-11 : Largest IV spike — 49.3% change2023-10-31 : Highest IV Rank — 56.7%2023-10-31 : Largest Expected Move — 26.0%Monthly Statistics Metric Avg Min Max Open Close Price $21.73 $20.37 $22.77 $21.12 $20.37 Max Pain $22.50 $22.50 $22.50 $22.50 $22.50 ATM IV 62.2% 37.7% 90.8% 44.3% 90.8% Expected Move 18.8% 11.6% 26.0% 12.7% 26.0% HV 20d 30.2% 26.6% 34.0% 31.6% 34.0% HV 60d 62.3% 61.6% 63.3% 63.3% 62.1% IV Rank 28.4% 4.2% 56.7% 10.8% 56.7% IV Percentile 55.6% 5.6% 94.0% 21.4% 94.0% Term Structure -9.4% -23.0% 16.3% 13.5% -22.9% VWIV 65.4% 40.7% 89.3% 42.7% 89.3% Skew 25d 6.2% 2.9% 8.8% 3.1% 7.0% Skew 10d 8.9% -0.9% 17.4% 3.9% 13.0% Call IV 25d 62.6% 39.0% 87.1% 39.9% 87.1% Put IV 25d 68.8% 43.0% 94.0% 43.0% 94.0% Bid-Ask Spread % 33.13 7.59 52.86 37.86 16.69 Gamma HHI 0.18 0.17 0.21 0.18 0.18 Net GEX -11.5K -64.2K 85.8K -64.2K -25.7K Net DEX 9.5M 5.8M 12.2M 11.8M 12.2M Net VEX -123.8K -130.2K -111.5K -122.5K -111.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.87 0.13 5.06 0.54 0.34 Total Volume 575.682 99 1,870 177 624 Total OI 39,083.818 37,532 40,247 38,649 39,785
Daily Data (22 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 2023-10-02 $21.12 $22.50 44.3% 12.7% 31.6% 10.8% 42.7% 3.1% 13.5% -64.2K 11.8M -122.5K 0.54 37.86 N/A N/A 115 62 21,795 16,854 2023-10-03 $21.32 $22.50 45.6% 13.1% 32.1% 12.1% 45.8% 8.6% 11.4% -47.3K 10.7M -126.8K 0.31 7.59 N/A N/A 162 51 21,864 16,852 2023-10-04 $21.29 $22.50 40.5% 11.6% 32.2% 7.0% 40.7% 8.3% 16.3% -52.8K 11.2M -122.7K 0.71 37.73 N/A N/A 58 41 21,982 16,872 2023-10-05 $21.43 $22.50 39.6% 16.3% 32.0% 6.1% 56.8% 6.3% -7.1% -50.2K 11.2M -123.0K 2.05 22.46 N/A N/A 44 90 22,034 16,916 2023-10-06 $21.96 $22.50 37.7% 16.3% 29.4% 4.2% 62.6% 6.6% -8.0% -29.5K 9.2M -129.2K 0.59 36.71 N/A N/A 259 153 22,043 16,979 2023-10-09 $21.91 $22.50 41.3% 17.0% 28.8% 7.8% 60.1% 7.1% -9.4% -27.3K 9.2M -126.4K 0.27 46.25 N/A N/A 86 23 22,192 16,957 2023-10-10 $22.48 $22.50 39.5% 16.8% 28.1% 6.0% 58.4% 5.7% -9.3% -563 7.5M -128.7K 0.24 26.33 N/A N/A 286 69 22,220 16,957 2023-10-11 $22.29 $22.50 58.9% 16.9% 26.6% 25.2% 58.6% 6.5% -10.3% -3.8K 8.1M -127.8K 1.37 41.33 N/A N/A 94 129 22,348 16,941 2023-10-12 $21.63 $22.50 60.1% 17.2% 28.9% 26.4% 63.7% 5.9% -10.8% -34.8K 10.6M -121.3K 5.06 39.61 N/A N/A 52 263 22,392 17,044 2023-10-13 $21.57 $22.50 63.2% 18.1% 28.3% 29.5% 62.8% 5.6% -12.3% -30.9K 10.6M -120.5K 0.23 52.86 N/A N/A 370 84 22,402 16,945 2023-10-16 $22.31 $22.50 64.2% 18.4% 29.8% 30.4% 65.8% 5.0% -13.6% 59.8K 7.9M -126.3K 2.20 45.19 N/A N/A 158 347 22,669 17,006 2023-10-17 $22.56 $22.50 63.9% 18.3% 28.6% 30.1% 63.2% 2.9% -13.2% 85.8K 6.9M -130.2K 0.29 39.51 N/A N/A 249 71 22,749 17,272 2023-10-18 $22.01 $22.50 68.0% 19.5% 30.4% 34.2% 65.9% 5.8% -16.2% 54.8K 9.3M -124.4K 0.77 20.57 N/A N/A 81 62 22,824 17,311 2023-10-19 $21.96 $22.50 65.1% 18.7% 30.2% 31.3% 66.5% 4.1% -9.4% 63.1K 9.4M -124.0K 0.13 27.77 N/A N/A 519 70 22,897 17,350 2023-10-20 $22.11 $22.50 67.3% 19.3% 29.1% 33.5% 67.0% 6.1% -8.0% -54.5K 9.8M -126.5K 0.54 48.38 N/A N/A 772 413 22,747 17,357 2023-10-23 $22.36 $22.50 69.9% 20.1% 28.7% 36.1% 70.3% 5.6% -11.9% -31.0K 8.2M -126.4K 1.69 44.59 N/A N/A 695 1,175 20,924 16,608 2023-10-24 $22.77 $22.50 70.9% 20.3% 27.4% 37.1% 71.4% 5.4% -11.2% 6.2K 5.8M -129.8K 0.40 8.76 N/A N/A 294 119 21,334 16,239 2023-10-25 $21.79 $22.50 75.8% 21.7% 30.6% 41.9% 76.7% 6.3% -14.4% -13.8K 8.6M -120.5K 0.42 40.48 N/A N/A 606 253 21,437 16,269 2023-10-26 $21.05 $22.50 84.3% 24.2% 32.8% 50.3% 83.2% 7.2% -18.0% -23.3K 10.3M -117.3K 0.46 41.24 N/A N/A 1,068 494 21,742 16,280 2023-10-27 $20.76 $22.50 86.1% 24.7% 32.8% 52.1% 82.2% 8.8% -19.2% -28.2K 10.7M -119.2K 0.16 12.19 N/A N/A 1,201 194 22,377 16,535 2023-10-30 $20.94 $22.50 90.5% 25.9% 32.9% 56.4% 84.8% 8.5% -23.0% -4.6K 10.2M -119.1K 0.44 34.73 N/A N/A 494 215 22,929 16,614 2023-10-31 $20.37 $22.50 90.8% 26.0% 34.0% 56.7% 89.3% 7.0% -22.9% -25.7K 12.2M -111.5K 0.34 16.69 N/A N/A 466 158 23,049 16,736
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