DOCS Options History — May 2024 In May 2024, DOCS traded between $23.13 and $28.99. ATM implied volatility averaged 75.5%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 31.1% (HV 20d: 44.4%). Max pain ranged from $20.00 to $27.50. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.76.
Notable Days 2024-05-15 : Highest Volume — 22,449 contracts2024-05-15 : Largest IV drop — 67.4% change2024-05-09 : Highest IV Rank — 100.0%2024-05-15 : Largest Expected Move — 22.7%Monthly Statistics Metric Avg Min Max Open Close Price $25.78 $23.13 $28.99 $24.09 $27.66 Max Pain $25.34 $20.00 $27.50 $25.00 $27.50 ATM IV 75.5% 25.3% 243.1% 76.4% 28.6% Expected Move 14.2% 7.3% 22.7% 21.9% 8.2% HV 20d 44.4% 22.8% 69.3% 26.4% 69.3% HV 60d 35.4% 24.0% 44.7% 31.8% 44.6% IV Rank 39.1% 0.0% 100.0% 53.3% 1.5% IV Percentile 52.6% 0.0% 100.0% 88.1% 2.0% Term Structure -7.9% -28.3% 1.6% -25.1% 0.4% VWIV 50.1% 27.6% 82.9% 74.5% 29.1% Skew 25d 3.3% -0.8% 12.1% 3.0% 1.0% Skew 10d 5.2% -3.0% 15.1% 8.0% -1.5% Call IV 25d 48.6% 27.6% 78.5% 75.2% 31.1% Put IV 25d 51.9% 28.2% 83.5% 78.2% 32.1% Bid-Ask Spread % 37.87 11.39 56.77 56.77 27.65 Gamma HHI 0.25 0.18 0.42 0.23 0.27 Net GEX 73.9K -370.9K 255.3K 200.5K -62.0K Net DEX -9.3M -35.8M 7.0M -4.4M -13.0M Net VEX -170.1K -199.3K -143.4K -154.4K -184.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.76 0.07 6.25 0.31 2.74 Total Volume 4,869.455 98 22,449 98 1,831 Total OI 50,399.545 35,534 78,306 35,534 60,476
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 2024-05-01 $24.09 $25.00 76.4% 21.9% 26.4% 53.3% 74.5% 3.0% -25.1% 200.5K -4.4M -154.4K 0.31 56.77 N/A N/A 75 23 22,114 13,420 2024-05-02 $24.29 $25.00 76.6% 22.0% 26.6% 53.6% 78.7% 3.0% -25.6% 214.3K -5.1M -154.2K 0.08 53.90 N/A N/A 428 35 22,167 13,426 2024-05-03 $24.14 $25.00 79.0% 22.6% 26.5% 56.2% 79.6% 5.1% -28.3% 219.7K -4.9M -154.0K 0.07 56.55 N/A N/A 544 39 22,522 13,382 2024-05-06 $24.48 $22.50 85.3% 14.9% 27.2% 63.2% 54.4% 4.8% -5.2% 255.3K -6.3M -155.2K 1.38 42.74 N/A N/A 242 334 22,950 13,427 2024-05-07 $24.30 $22.50 101.7% 15.7% 25.4% 81.4% 54.4% 2.7% -6.4% 249.1K -6.1M -154.7K 0.21 46.40 N/A N/A 943 199 23,078 13,510 2024-05-08 $23.95 $22.50 114.3% 16.1% 25.2% 95.3% 57.7% 3.9% -6.7% 248.7K -5.1M -152.6K 0.57 47.63 N/A N/A 410 235 23,512 13,464 2024-05-09 $23.82 $20.00 118.9% 15.6% 23.3% 100.0% 55.2% 1.9% -6.2% 244.1K -4.6M -149.9K 0.46 47.18 N/A N/A 430 198 23,658 13,624 2024-05-10 $23.37 $22.50 136.5% 16.7% 23.3% 100.0% 56.3% 3.7% -8.0% 224.6K -3.6M -148.5K 4.69 48.13 N/A N/A 431 2,020 23,907 13,717 2024-05-13 $23.13 $25.00 184.2% 18.0% 22.8% 100.0% 63.2% 5.0% -11.1% 182.0K -1.5M -143.4K 1.23 43.10 N/A N/A 2,914 3,587 24,150 14,496 2024-05-14 $23.51 $25.00 243.1% 21.4% 23.8% 100.0% 73.7% 5.1% -16.5% 196.9K -3.8M -158.0K 2.68 40.22 N/A N/A 2,835 7,605 26,807 17,268 2024-05-15 $23.81 $25.00 79.3% 22.7% 24.1% 23.8% 82.9% 7.0% -17.5% 103.8K -3.1M -177.7K 6.25 35.67 N/A N/A 3,098 19,351 28,563 23,589 2024-05-16 $23.64 $25.00 73.6% 21.1% 23.7% 21.1% 74.9% 12.1% -17.3% -370.9K 7.0M -199.3K 2.59 35.29 N/A N/A 5,244 13,559 28,762 39,515 2024-05-17 $28.16 $25.00 35.6% 10.2% 66.8% 3.5% 35.6% 5.4% -1.4% 227.8K -35.8M -171.4K 2.04 43.49 N/A N/A 6,987 14,220 30,827 47,479 2024-05-20 $28.99 $27.50 30.1% 8.6% 67.2% 0.9% 30.8% -0.4% -0.1% 65.2K -19.1M -179.6K 0.94 11.39 N/A N/A 3,476 3,252 17,940 38,765 2024-05-21 $28.20 $27.50 29.2% 8.4% 68.3% 0.4% 29.2% 2.0% 0.7% -272.9K -12.4M -188.5K 2.71 30.00 N/A N/A 1,343 3,644 18,483 41,221 2024-05-22 $27.98 $27.50 27.3% 7.8% 67.1% 0.0% 27.6% 2.2% 0.1% -65.7K -13.3M -184.7K 1.30 21.09 N/A N/A 906 1,179 19,036 39,414 2024-05-23 $27.32 $27.50 27.1% 7.8% 67.1% 0.0% 27.9% 2.0% 1.1% -156.9K -9.4M -184.5K 2.70 37.22 N/A N/A 622 1,679 19,273 39,530 2024-05-24 $27.57 $27.50 25.3% 7.3% 67.0% 0.0% 28.8% 0.7% 1.6% -95.8K -11.7M -187.4K 0.88 27.27 N/A N/A 417 369 19,700 40,106 2024-05-28 $28.70 $27.50 29.4% 8.4% 68.0% 1.9% 29.4% -0.8% -0.7% 55.2K -19.1M -186.4K 0.25 23.68 N/A N/A 769 193 19,990 40,274 2024-05-29 $28.46 $27.50 29.3% 8.4% 68.2% 1.8% 28.7% 2.4% -1.1% 43.5K -17.5M -187.9K 0.69 30.63 N/A N/A 144 100 20,387 40,239 2024-05-30 $27.60 $27.50 29.3% 8.4% 69.3% 1.8% 29.5% 1.7% 0.3% -81.6K -12.0M -186.1K 3.89 27.05 N/A N/A 249 969 20,380 40,242 2024-05-31 $27.66 $27.50 28.6% 8.2% 69.3% 1.5% 29.1% 1.0% 0.4% -62.0K -13.0M -184.2K 2.74 27.65 N/A N/A 490 1,341 20,440 40,036
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