DOCS Options History — April 2024 In April 2024, DOCS traded between $23.37 and $26.45. ATM implied volatility averaged 54.9%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 32.0% (HV 20d: 22.9%). Max pain ranged from $25.00 to $27.50. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.55.
Notable Days 2024-04-01 : Highest Volume — 6,962 contracts2024-04-10 : Largest IV spike — 56.3% change2024-04-30 : Highest IV Rank — 52.6%2024-04-30 : Largest Expected Move — 21.7%Monthly Statistics Metric Avg Min Max Open Close Price $25.18 $23.37 $26.45 $26.26 $24.38 Max Pain $25.34 $25.00 $27.50 $27.50 $25.00 ATM IV 54.9% 36.7% 75.7% 38.5% 75.7% Expected Move 16.7% 10.6% 21.7% 11.0% 21.7% HV 20d 22.9% 17.5% 26.3% 25.1% 26.3% HV 60d 35.0% 31.6% 36.5% 36.5% 31.8% IV Rank 29.6% 9.4% 52.6% 11.4% 52.6% IV Percentile 59.5% 21.0% 87.7% 31.0% 87.7% Term Structure -9.0% -23.9% 17.9% 13.7% -23.9% VWIV 58.3% 37.1% 75.6% 41.2% 75.6% Skew 25d 3.0% 1.0% 4.2% 1.9% 3.9% Skew 10d 5.6% -4.9% 17.3% 3.9% 14.7% Call IV 25d 57.1% 36.2% 74.9% 40.4% 74.9% Put IV 25d 60.1% 39.5% 78.8% 42.3% 78.8% Bid-Ask Spread % 47.02 32.18 68.22 68.15 59.64 Gamma HHI 0.31 0.21 0.55 0.36 0.23 Net GEX -130.7K -1.0M 228.2K -963.0K 212.0K Net DEX -2.3M -7.5M 9.0M 5.7M -5.3M Net VEX -169.1K -199.5K -145.2K -199.5K -155.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.55 0.15 6.92 3.48 0.15 Total Volume 929.909 125 6,962 6,962 348 Total OI 37,040.227 33,138 45,164 44,259 35,275
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 2024-04-01 $26.26 $27.50 38.5% 11.0% 25.1% 11.4% 41.2% 1.9% 13.7% -963.0K 5.7M -199.5K 3.48 68.15 N/A N/A 1,553 5,409 20,336 23,923 2024-04-02 $25.81 $27.50 38.3% 11.0% 24.5% 11.1% 37.8% 2.8% 16.6% -1.0M 9.0M -196.8K 6.92 68.22 N/A N/A 504 3,486 20,698 24,466 2024-04-03 $25.59 $27.50 36.8% 10.6% 22.8% 9.5% 37.1% 3.3% 17.9% -780.7K 7.0M -189.3K 4.10 52.37 N/A N/A 83 340 20,898 22,037 2024-04-04 $25.71 $25.00 38.1% 15.8% 22.2% 11.0% 53.9% 3.4% -8.8% -42.6K -4.2M -178.4K 0.34 41.03 N/A N/A 171 59 20,894 15,300 2024-04-05 $25.77 $25.00 36.7% 15.8% 19.5% 9.4% 53.9% 4.0% -9.2% -52.9K -4.1M -177.1K 1.99 45.06 N/A N/A 74 147 20,986 15,350 2024-04-08 $25.71 $25.00 37.4% 16.4% 17.5% 10.2% 57.5% 3.3% -9.3% -82.7K -3.7M -174.5K 2.97 41.48 N/A N/A 70 208 20,996 15,497 2024-04-09 $26.34 $25.00 36.7% 15.8% 20.0% 9.4% 55.6% 3.5% -9.4% -39.6K -7.0M -177.4K 0.52 40.57 N/A N/A 293 152 20,997 15,572 2024-04-10 $25.88 $25.00 57.4% 16.5% 20.6% 32.3% 56.2% 4.1% -11.3% -83.6K -4.7M -175.5K 1.40 38.55 N/A N/A 52 73 21,204 15,693 2024-04-11 $26.45 $25.00 55.6% 15.9% 22.4% 30.3% 55.8% 4.2% -10.5% -41.7K -7.5M -177.3K 0.53 41.42 N/A N/A 212 112 21,241 15,725 2024-04-12 $25.95 $25.00 59.9% 17.2% 23.1% 35.1% 57.4% 3.3% -11.5% -89.5K -4.7M -175.1K 0.26 49.31 N/A N/A 242 64 21,449 15,785 2024-04-15 $25.46 $25.00 61.6% 17.7% 23.5% 37.0% 60.8% 4.0% -14.0% -140.5K -2.5M -169.8K 1.77 32.18 N/A N/A 73 129 21,628 15,783 2024-04-16 $25.13 $25.00 60.8% 17.4% 23.7% 36.1% 61.0% 1.6% -13.2% -226.6K -735.7K -166.0K 0.41 42.68 N/A N/A 478 194 21,772 15,741 2024-04-17 $25.34 $25.00 60.4% 17.3% 21.7% 35.7% 60.3% 1.0% -14.9% -260.6K -4.4M -167.1K 0.37 36.38 N/A N/A 222 82 22,010 15,088 2024-04-18 $24.95 $25.00 61.5% 17.6% 21.9% 36.8% 60.6% 1.7% -11.0% -597.4K -1.7M -164.4K 0.18 36.37 N/A N/A 399 71 22,063 15,126 2024-04-19 $24.46 $25.00 62.8% 18.0% 22.5% 38.3% 62.3% 1.6% -11.5% 210.9K 1.6M -157.7K 0.81 38.43 N/A N/A 640 518 22,103 15,023 2024-04-22 $24.74 $25.00 60.6% 17.4% 23.3% 35.8% 60.6% 3.7% -11.4% 228.2K -5.5M -156.8K 0.25 38.52 N/A N/A 892 222 20,774 12,364 2024-04-23 $24.69 $25.00 61.9% 17.7% 21.9% 37.3% 62.3% 2.8% -12.3% 223.3K -5.4M -156.9K 0.31 49.71 N/A N/A 287 88 21,143 12,517 2024-04-24 $23.95 $25.00 62.3% 17.9% 23.6% 37.8% 66.0% 3.6% -13.5% 180.4K -3.0M -152.0K 3.88 50.97 N/A N/A 181 703 21,366 12,478 2024-04-25 $23.37 $25.00 64.6% 18.5% 24.5% 40.3% 65.5% 2.7% -13.9% 130.4K -1.4M -145.2K 2.32 54.69 N/A N/A 205 476 21,402 12,808 2024-04-26 $23.81 $25.00 68.1% 19.5% 26.1% 44.2% 68.4% 2.6% -17.9% 162.1K -3.2M -152.4K 0.70 51.97 N/A N/A 116 81 21,431 13,186 2024-04-29 $24.14 $25.00 72.2% 20.7% 26.3% 48.7% 72.3% 2.7% -19.6% 192.5K -4.5M -154.3K 0.50 56.72 N/A N/A 500 249 21,517 13,240 2024-04-30 $24.38 $25.00 75.7% 21.7% 26.3% 52.6% 75.6% 3.9% -23.9% 212.0K -5.3M -155.6K 0.15 59.64 N/A N/A 302 46 21,849 13,426
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