DOCS Options History — June 2024

In June 2024, DOCS traded between $27.07 and $29.94. ATM implied volatility averaged 28.3%, placing in the 1.4% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 23.7% (HV 20d: 52.1%). Max pain ranged from $27.50 to $27.50. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 0.72.

Notable Days

  • 2024-06-05: Highest Volume — 1,526 contracts
  • 2024-06-21: Largest IV drop — 11.2% change
  • 2024-06-20: Highest IV Rank — 2.6%
  • 2024-06-20: Largest Expected Move — 8.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.38$27.07$29.94$27.52$27.80
Max Pain$27.50$27.50$27.50$27.50$27.50
ATM IV28.3%26.9%31.0%29.7%27.0%
Expected Move8.1%7.7%8.9%8.5%7.7%
HV 20d52.1%29.3%69.6%69.3%29.3%
HV 60d45.2%43.9%46.1%44.3%45.7%
IV Rank1.4%0.7%2.6%2.0%0.8%
IV Percentile3.2%0.4%10.3%4.0%1.2%
Term Structure15.4%-1.1%23.6%-0.4%23.6%
VWIV28.9%26.9%33.0%29.9%27.9%
Skew 25d0.6%-0.5%1.6%-0.4%1.5%
Skew 10d2.4%-6.2%11.9%-0.4%6.4%
Call IV 25d29.5%27.8%32.8%32.8%27.9%
Put IV 25d30.1%28.3%32.7%32.3%29.4%
Bid-Ask Spread %41.7427.9652.1238.5942.98
Gamma HHI0.300.200.670.270.20
Net GEX95.0K-924.9K455.1K-115.7K340.3K
Net DEX-18.1M-29.1M-8.0M-11.9M-13.7M
Net VEX-174.8K-183.0K-164.6K-178.0K-170.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.082.340.190.69
Total Volume688.1582661,526916564
Total OI54,289.26333,38963,14559,90934,296

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$27.52$27.5029.7%8.5%69.3%2.0%29.9%-0.4%-0.4%-115.7K-11.9M-178.0K0.1938.59N/AN/A76814820,36139,548
2024-06-04$27.56$27.5028.8%8.3%69.2%1.6%30.4%1.1%-0.1%-113.0K-12.4M-177.7K0.3841.83N/AN/A1997620,62339,635
2024-06-05$28.45$27.5030.1%8.6%69.6%2.2%33.0%1.2%-1.1%50.7K-19.1M-177.3K0.9027.96N/AN/A80372320,73539,628
2024-06-06$29.04$27.5029.0%8.2%69.2%1.7%28.6%0.5%15.7%189.7K-22.8M-183.0K0.1342.94N/AN/A95712821,29539,766
2024-06-07$29.41$27.5026.9%8.1%69.0%0.7%28.7%-0.3%15.7%286.9K-26.2M-182.8K0.1844.06N/AN/A60711121,54839,785
2024-06-10$29.53$27.5029.0%8.0%68.2%1.7%28.4%-0.2%15.7%305.4K-26.3M-179.3K0.3941.72N/AN/A35013721,48039,736
2024-06-11$29.94$27.5027.8%8.1%67.7%1.1%28.5%1.3%16.4%398.8K-29.1M-179.7K0.3347.60N/AN/A2347821,62439,694
2024-06-12$29.56$27.5027.5%7.9%68.3%1.0%27.7%1.0%16.9%360.6K-27.1M-176.6K0.2252.12N/AN/A52311521,74939,765
2024-06-13$29.56$27.5027.8%8.0%68.4%1.1%28.4%0.5%16.1%382.2K-27.1M-178.3K2.1747.86N/AN/A8418221,81239,829
2024-06-14$29.84$27.5028.0%8.0%68.1%1.2%27.6%0.4%16.3%455.1K-28.7M-175.8K2.3446.55N/AN/A22853421,85640,008
2024-06-17$28.27$27.5029.8%8.5%36.3%2.1%30.4%0.1%17.6%-109.6K-18.2M-176.5K0.9451.49N/AN/A28126521,98840,447
2024-06-18$27.55$27.5029.3%8.4%35.8%1.8%29.4%1.3%18.7%-418.2K-11.7M-173.4K0.1938.29N/AN/A81315821,95540,526
2024-06-20$27.07$27.5031.0%8.9%35.0%2.6%30.9%1.2%17.3%-504.6K-8.0M-169.5K0.2449.05N/AN/A69816722,57740,568
2024-06-21$27.27$27.5027.5%7.9%35.1%1.0%27.5%-0.5%19.5%-924.9K-8.7M-164.6K1.7635.91N/AN/A44979122,60040,495
2024-06-24$27.52$27.5028.1%8.1%34.2%1.3%28.5%0.5%20.3%284.9K-12.4M-170.9K0.1835.11N/AN/A68812719,39813,991
2024-06-25$27.82$27.5027.1%7.8%34.3%0.8%27.5%0.8%21.2%315.6K-13.8M-170.7K0.5038.43N/AN/A21810919,83414,019
2024-06-26$27.59$27.5026.9%7.7%31.0%0.7%26.9%-0.2%21.9%296.2K-12.8M-167.2K1.8140.86N/AN/A16129119,95814,125
2024-06-27$27.94$27.5027.4%7.9%31.3%1.0%28.3%1.6%22.1%324.0K-14.5M-169.2K0.0829.66N/AN/A2882219,96014,282
2024-06-28$27.80$27.5027.0%7.7%29.3%0.8%27.9%1.5%23.6%340.3K-13.7M-170.8K0.6942.98N/AN/A33323120,11714,179