DOCS Options History — January 2024 In January 2024, DOCS traded between $26.99 and $31.46. ATM implied volatility averaged 57.7%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 23.4% (HV 20d: 34.3%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.66.
Notable Days 2024-01-19 : Highest Volume — 4,073 contracts2024-01-10 : Largest IV spike — 60.7% change2024-01-31 : Highest IV Rank — 61.5%2024-01-31 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $29.03 $26.99 $31.46 $28.48 $26.99 Max Pain $23.57 $22.50 $25.00 $25.00 $25.00 ATM IV 57.7% 33.6% 83.8% 36.3% 83.8% Expected Move 17.7% 10.4% 24.0% 10.4% 24.0% HV 20d 34.3% 26.4% 44.1% 34.4% 43.5% HV 60d 48.1% 46.9% 50.1% 47.8% 49.9% IV Rank 32.6% 6.0% 61.5% 8.9% 61.5% IV Percentile 57.1% 4.8% 92.1% 15.9% 92.1% Term Structure -10.9% -26.9% 18.3% 17.4% -26.9% VWIV 62.0% 35.1% 86.7% 35.1% 86.7% Skew 25d 3.1% 0.7% 4.9% 1.7% 2.8% Skew 10d 6.5% 1.7% 10.8% 2.1% 5.5% Call IV 25d 61.1% 35.8% 85.0% 35.8% 85.0% Put IV 25d 64.2% 37.5% 87.8% 37.5% 87.8% Bid-Ask Spread % 33.36 13.83 60.78 60.78 37.32 Gamma HHI 0.31 0.17 0.68 0.29 0.23 Net GEX 719.6K 391.4K 1.7M 736.7K 401.1K Net DEX -33.4M -50.8M -19.0M -33.7M -19.0M Net VEX -174.9K -195.3K -158.6K -170.6K -186.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.03 2.15 0.72 0.55 Total Volume 1,643.476 539 4,073 1,377 1,412 Total OI 40,387.857 30,626 45,936 42,738 37,814
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 2024-01-02 $28.48 $25.00 36.3% 10.4% 34.4% 8.9% 35.1% 1.7% 17.4% 736.7K -33.7M -170.6K 0.72 60.78 N/A N/A 800 577 28,670 14,068 2024-01-03 $27.26 $25.00 36.4% 10.4% 39.0% 9.0% 38.4% 0.7% 18.3% 638.8K -25.8M -167.9K 1.83 28.64 N/A N/A 229 419 28,955 14,387 2024-01-04 $27.91 $22.50 34.3% 16.0% 37.2% 6.8% 54.6% 2.9% -7.1% 683.2K -29.1M -167.9K 0.38 30.08 N/A N/A 1,362 514 28,979 14,519 2024-01-05 $28.20 $22.50 33.7% 16.0% 36.9% 6.0% 56.0% 2.4% -6.9% 653.8K -30.7M -166.9K 2.15 42.08 N/A N/A 190 408 28,635 14,299 2024-01-08 $28.32 $22.50 33.6% 16.2% 36.7% 6.0% 56.3% 2.9% -8.1% 667.8K -31.4M -163.8K 0.24 18.78 N/A N/A 697 169 28,638 14,443 2024-01-09 $28.54 $22.50 35.0% 16.3% 36.7% 7.5% 56.1% 2.7% -8.4% 692.1K -31.9M -163.5K 0.10 31.56 N/A N/A 1,155 116 28,521 14,474 2024-01-10 $28.38 $22.50 56.3% 16.1% 35.6% 31.0% 55.0% 3.2% -8.9% 698.1K -30.4M -164.3K 0.21 34.89 N/A N/A 1,168 241 28,695 14,508 2024-01-11 $29.26 $22.50 55.2% 15.8% 36.4% 29.9% 56.0% 3.0% -8.8% 882.0K -36.2M -164.3K 0.25 36.94 N/A N/A 481 120 29,167 14,533 2024-01-12 $29.54 $22.50 55.3% 15.9% 36.2% 30.0% 56.1% 3.4% -8.3% 969.1K -38.2M -164.3K 0.74 29.50 N/A N/A 531 395 29,301 14,605 2024-01-16 $29.20 $22.50 57.6% 16.5% 26.4% 32.5% 58.3% 4.6% -10.0% 981.6K -35.8M -163.2K 0.24 27.76 N/A N/A 1,977 481 29,682 14,698 2024-01-17 $29.46 $22.50 60.1% 17.2% 26.4% 35.3% 59.7% 4.9% -11.4% 1.2M -38.2M -158.6K 0.29 29.36 N/A N/A 1,881 547 29,808 14,542 2024-01-18 $30.02 $22.50 60.1% 17.2% 26.7% 35.3% 60.2% 4.0% -10.2% 1.7M -44.0M -172.7K 0.40 36.11 N/A N/A 1,441 579 31,091 14,845 2024-01-19 $30.52 $22.50 64.9% 18.6% 26.8% 40.6% 64.7% 2.1% -13.3% 391.4K -50.8M -170.4K 0.17 15.96 N/A N/A 3,491 582 31,146 14,719 2024-01-22 $31.46 $22.50 66.5% 19.1% 28.0% 42.4% 66.5% 3.4% -15.8% 528.1K -39.9M -179.4K 0.59 13.83 N/A N/A 1,702 1,008 21,494 9,132 2024-01-23 $31.39 $25.00 66.0% 18.9% 27.2% 41.8% 65.1% 4.5% -15.5% 573.8K -40.2M -185.1K 1.32 23.60 N/A N/A 899 1,185 22,712 9,612 2024-01-24 $29.59 $25.00 69.0% 19.8% 35.5% 45.2% 68.6% 4.0% -16.5% 512.4K -31.1M -194.2K 0.19 43.80 N/A N/A 1,385 258 23,261 10,692 2024-01-25 $29.63 $25.00 73.1% 21.0% 35.5% 49.7% 71.8% 3.5% -18.7% 532.5K -32.0M -195.3K 0.03 41.09 N/A N/A 1,988 58 23,886 10,703 2024-01-26 $29.16 $25.00 72.5% 20.8% 36.1% 49.1% 72.9% 2.3% -19.1% 597.8K -30.8M -194.6K 0.74 43.72 N/A N/A 310 229 25,208 10,729 2024-01-29 $29.20 $25.00 79.3% 22.7% 36.0% 56.6% 79.0% 1.8% -23.6% 595.7K -31.0M -194.6K 0.65 37.18 N/A N/A 466 305 25,444 10,932 2024-01-30 $27.18 $25.00 82.8% 23.7% 44.1% 60.4% 84.5% 3.5% -26.2% 459.5K -20.9M -185.5K 2.00 37.61 N/A N/A 920 1,837 25,429 11,169 2024-01-31 $26.99 $25.00 83.8% 24.0% 43.5% 61.5% 86.7% 2.8% -26.9% 401.1K -19.0M -186.3K 0.55 37.32 N/A N/A 909 503 25,496 12,318
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