DOCS Options History — November 2023 In November 2023, DOCS traded between $20.30 and $25.37. ATM implied volatility averaged 52.7%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 4.3% (HV 20d: 57.0%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 2.20.
Notable Days 2023-11-10 : Highest Volume — 8,315 contracts2023-11-10 : Largest IV drop — 46.2% change2023-11-07 : Highest IV Rank — 84.1%2023-11-01 : Largest Expected Move — 26.1%Monthly Statistics Metric Avg Min Max Open Close Price $23.26 $20.30 $25.37 $20.30 $23.30 Max Pain $23.81 $22.50 $25.00 $22.50 $25.00 ATM IV 52.7% 28.2% 118.5% 91.0% 33.7% Expected Move 13.0% 8.1% 26.1% 26.1% 9.7% HV 20d 57.0% 34.0% 68.4% 34.0% 66.1% HV 60d 43.1% 32.8% 61.6% 61.6% 46.8% IV Rank 21.1% 0.0% 84.1% 57.0% 6.1% IV Percentile 31.9% 0.0% 99.2% 94.4% 3.2% Term Structure -4.1% -24.6% 2.7% -24.6% 0.1% VWIV 45.2% 26.4% 90.9% 90.9% 26.4% Skew 25d 3.4% -1.0% 7.8% 7.6% -1.0% Skew 10d 8.6% -0.8% 16.8% 15.7% -0.8% Call IV 25d 44.3% 25.9% 87.2% 87.2% 35.5% Put IV 25d 47.7% 30.7% 94.8% 94.8% 34.4% Bid-Ask Spread % 35.80 13.37 52.72 48.73 31.31 Gamma HHI 0.27 0.16 0.50 0.18 0.26 Net GEX 164.6K -27.3K 526.3K -27.3K 187.0K Net DEX 665.0K -13.8M 12.4M 12.4M 169.6K Net VEX -144.4K -175.0K -112.5K -112.5K -163.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.20 0.10 23.90 2.17 10.39 Total Volume 2,109.048 367 8,315 897 2,665 Total OI 42,982 39,256 49,673 40,010 42,505
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 2023-11-01 $20.30 $22.50 91.0% 26.1% 34.0% 57.0% 90.9% 7.6% -24.6% -27.3K 12.4M -112.5K 2.17 48.73 N/A N/A 283 614 23,203 16,807 2023-11-02 $20.95 $22.50 89.0% 18.2% 36.0% 54.9% 61.8% 5.1% -7.3% -15.0K 10.9M -117.7K 0.94 13.37 N/A N/A 571 534 23,406 17,120 2023-11-03 $21.89 $22.50 92.7% 17.7% 38.4% 58.6% 62.2% 4.1% -8.5% 5.1K 8.0M -128.5K 0.67 29.74 N/A N/A 429 289 23,609 17,428 2023-11-06 $21.27 $22.50 115.4% 19.9% 39.7% 81.0% 69.0% 6.2% -12.1% -2.2K 9.9M -120.2K 2.36 19.62 N/A N/A 266 629 23,804 17,541 2023-11-07 $21.30 $22.50 118.5% 19.4% 38.4% 84.1% 70.7% 5.5% -11.3% -9.3K 10.1M -120.1K 0.48 25.88 N/A N/A 397 191 23,911 17,914 2023-11-08 $21.11 $22.50 71.1% 20.4% 38.4% 37.2% 70.3% 3.2% -12.2% -8.6K 10.0M -119.2K 0.84 32.95 N/A N/A 636 532 24,075 18,001 2023-11-09 $20.44 $22.50 72.4% 20.8% 38.7% 38.5% 71.6% 3.8% -12.9% -25.5K 12.0M -115.5K 0.77 42.54 N/A N/A 2,728 2,099 24,529 18,244 2023-11-10 $23.76 $22.50 39.0% 11.2% 66.8% 6.6% 39.9% 3.5% -0.4% 205.8K 384.6K -135.7K 0.29 29.50 N/A N/A 6,422 1,893 26,012 19,432 2023-11-13 $24.05 $22.50 36.0% 10.3% 66.0% 3.0% 36.4% 1.5% 1.1% 258.9K -1.5M -129.0K 0.40 52.72 N/A N/A 1,346 542 25,602 18,862 2023-11-14 $25.30 $22.50 34.5% 9.9% 68.0% 1.3% 34.7% 3.8% 0.6% 420.9K -9.6M -133.5K 0.21 47.66 N/A N/A 2,768 595 26,132 19,127 2023-11-15 $25.37 $25.00 33.9% 9.7% 67.1% 0.6% 33.3% 2.5% -0.1% 444.4K -10.9M -138.4K 0.22 49.60 N/A N/A 2,755 594 26,997 19,573 2023-11-16 $25.34 $25.00 33.8% 9.7% 67.0% 0.5% 33.9% 1.6% 0.6% 526.3K -13.8M -160.9K 0.36 50.87 N/A N/A 642 234 29,234 20,016 2023-11-17 $24.66 $25.00 32.0% 9.2% 68.1% 0.0% 31.3% 2.0% 0.4% 56.4K -5.1M -151.0K 0.10 40.75 N/A N/A 1,933 188 29,545 20,128 2023-11-20 $24.38 $25.00 30.8% 8.8% 68.4% 0.0% 31.0% 2.6% 2.7% 110.8K -1.9M -162.0K 0.44 25.06 N/A N/A 2,083 920 23,175 16,081 2023-11-21 $24.05 $25.00 30.0% 8.6% 68.4% 0.0% 30.4% 7.8% -0.1% 213.6K -1.8M -171.2K 0.19 38.92 N/A N/A 641 119 24,858 16,546 2023-11-22 $24.48 $25.00 28.2% 8.1% 66.3% 0.0% 28.4% 1.9% 1.4% 201.7K -3.0M -170.5K 0.77 26.36 N/A N/A 612 474 24,486 16,568 2023-11-24 $24.64 $25.00 28.3% 8.1% 64.6% 0.1% 30.2% 0.7% 0.9% 229.1K -4.7M -175.0K 0.38 43.32 N/A N/A 265 102 24,938 16,771 2023-11-27 $23.80 $25.00 30.4% 8.7% 65.9% 2.4% 31.2% 2.6% -1.4% 190.2K -475.7K -165.3K 0.15 27.81 N/A N/A 847 128 25,135 16,915 2023-11-28 $24.16 $25.00 32.6% 9.3% 66.0% 4.9% 32.9% 5.4% -1.2% 245.2K -4.0M -172.7K 0.16 25.56 N/A N/A 574 93 25,762 16,348 2023-11-29 $23.96 $25.00 33.9% 9.7% 65.0% 6.3% 33.2% 2.1% -2.3% 248.9K -3.0M -170.0K 23.90 49.50 N/A N/A 187 4,470 25,915 16,367 2023-11-30 $23.30 $25.00 33.7% 9.7% 66.1% 6.1% 26.4% -1.0% 0.1% 187.0K 169.6K -163.2K 10.39 31.31 N/A N/A 234 2,431 26,061 16,444
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