DOCS Options History — July 2024 In July 2024, DOCS traded between $26.46 and $29.20. ATM implied volatility averaged 59.7%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 25.9% (HV 20d: 33.8%). Max pain ranged from $27.50 to $27.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.06.
Notable Days 2024-07-12 : Highest Volume — 1,913 contracts2024-07-10 : Largest IV spike — 81.8% change2024-07-31 : Highest IV Rank — 28.2%2024-07-31 : Largest Expected Move — 24.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.86 $26.46 $29.20 $27.61 $28.12 Max Pain $27.50 $27.50 $27.50 $27.50 $27.50 ATM IV 59.7% 27.6% 86.6% 29.0% 86.6% Expected Move 18.1% 7.9% 24.8% 8.3% 24.8% HV 20d 33.8% 29.4% 37.0% 29.4% 35.4% HV 60d 47.0% 45.7% 48.3% 45.7% 47.6% IV Rank 15.8% 1.0% 28.2% 1.7% 28.2% IV Percentile 61.9% 4.0% 92.5% 7.1% 92.5% Term Structure -12.3% -32.0% 24.4% 22.7% -32.0% VWIV 63.2% 27.6% 86.5% 28.9% 86.5% Skew 25d 4.1% -0.7% 6.8% 2.1% 3.9% Skew 10d 8.4% -2.7% 15.8% 4.2% 7.2% Call IV 25d 61.4% 27.3% 83.1% 29.0% 83.1% Put IV 25d 65.5% 29.1% 87.0% 31.1% 87.0% Bid-Ask Spread % 42.53 36.67 49.70 36.67 40.98 Gamma HHI 0.18 0.15 0.33 0.19 0.19 Net GEX 240.1K 132.7K 505.6K 326.2K 132.7K Net DEX -13.9M -21.3M -8.2M -12.8M -13.4M Net VEX -167.7K -174.5K -155.8K -168.1K -171.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.06 0.13 5.31 1.33 0.18 Total Volume 919.5 83 1,913 1,084 987 Total OI 37,224 33,983 40,794 34,249 39,022
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 2024-07-01 $27.61 $27.50 29.0% 8.3% 29.4% 1.7% 28.9% 2.1% 22.7% 326.2K -12.8M -168.1K 1.33 36.67 N/A N/A 465 619 20,150 14,099 2024-07-02 $27.04 $27.50 28.3% 8.1% 30.3% 1.4% 29.7% -0.7% 23.5% 280.1K -10.7M -161.7K 0.61 41.63 N/A N/A 269 163 20,084 13,967 2024-07-03 $26.46 $27.50 27.6% 7.9% 31.2% 1.0% 27.6% 1.9% 24.4% 228.4K -8.2M -156.8K 0.87 46.54 N/A N/A 166 145 20,043 13,971 2024-07-05 $27.55 $27.50 30.8% 15.5% 32.5% 2.5% 52.7% 3.5% -8.5% 316.1K -13.0M -161.3K 0.13 40.05 N/A N/A 740 97 20,024 13,959 2024-07-08 $27.24 $27.50 31.9% 16.6% 31.6% 3.0% 57.7% 3.2% -11.0% 325.8K -12.5M -157.4K 1.33 47.40 N/A N/A 276 368 20,371 13,975 2024-07-09 $27.30 $27.50 32.9% 16.4% 31.1% 3.5% 57.2% 3.5% -10.4% 306.1K -12.4M -158.1K 0.41 49.70 N/A N/A 434 178 20,451 14,122 2024-07-10 $26.54 $27.50 59.8% 17.1% 32.1% 15.8% 59.8% 3.1% -11.8% 218.9K -8.6M -155.8K 1.31 45.32 N/A N/A 665 868 20,398 14,230 2024-07-11 $27.00 $27.50 61.5% 17.6% 32.4% 16.6% 63.2% 3.1% -13.5% 215.6K -10.4M -161.0K 4.47 45.97 N/A N/A 287 1,284 20,984 14,886 2024-07-12 $27.51 $27.50 60.5% 17.3% 33.4% 16.2% 63.8% 5.4% -13.3% 184.8K -11.9M -164.1K 5.31 47.14 N/A N/A 303 1,610 21,114 16,225 2024-07-15 $28.41 $27.50 65.0% 18.6% 35.7% 18.2% 62.8% 6.2% -14.7% 263.9K -16.4M -169.5K 0.29 45.61 N/A N/A 431 126 21,340 17,538 2024-07-16 $29.20 $27.50 62.7% 18.0% 37.0% 17.2% 64.0% 6.2% -14.7% 505.6K -21.3M -171.3K 0.24 40.71 N/A N/A 307 74 21,685 17,724 2024-07-17 $29.06 $27.50 64.5% 18.5% 31.4% 18.0% 64.5% 6.0% -15.0% 402.5K -20.2M -173.5K 0.14 41.10 N/A N/A 849 121 21,867 17,758 2024-07-18 $27.66 $27.50 67.7% 19.4% 35.0% 19.4% 68.2% 6.8% -16.8% 192.4K -13.0M -172.2K 0.46 40.56 N/A N/A 1,077 496 22,420 17,871 2024-07-19 $28.30 $27.50 67.9% 19.5% 35.2% 19.5% 67.1% 4.7% -16.8% 176.7K -17.5M -173.3K 0.31 39.92 N/A N/A 1,044 320 22,667 18,127 2024-07-22 $28.56 $27.50 69.2% 19.8% 35.2% 20.2% 67.8% 4.6% -17.9% 210.1K -16.8M -173.6K 0.37 37.30 N/A N/A 791 292 20,993 16,045 2024-07-23 $28.28 $27.50 70.0% 20.1% 35.4% 20.5% 71.2% 5.0% -19.6% 211.3K -15.4M -173.3K 2.00 43.92 N/A N/A 467 933 21,414 16,195 2024-07-24 $27.89 $27.50 74.2% 21.3% 35.6% 22.4% 74.0% 6.1% -21.1% 152.9K -13.1M -173.4K 0.21 38.77 N/A N/A 1,012 217 21,508 17,006 2024-07-25 $28.25 $27.50 76.9% 22.0% 35.7% 23.7% 76.3% 3.6% -23.3% 159.7K -14.9M -174.5K 0.17 38.38 N/A N/A 288 49 21,388 17,211 2024-07-26 $28.07 $27.50 77.6% 22.2% 35.6% 24.0% 78.5% 5.8% -24.0% 143.6K -13.2M -172.0K 0.40 43.26 N/A N/A 374 148 21,214 17,222 2024-07-29 $28.34 $27.50 83.0% 23.8% 35.6% 26.5% 84.3% 2.1% -28.8% 157.1K -14.9M -173.3K 2.68 41.77 N/A N/A 219 587 21,393 17,281 2024-07-30 $28.63 $27.50 85.7% 24.6% 35.7% 27.7% 85.6% 4.0% -28.8% 172.0K -16.4M -173.2K 0.14 42.96 N/A N/A 73 10 21,473 17,513 2024-07-31 $28.12 $27.50 86.6% 24.8% 35.4% 28.2% 86.5% 3.9% -32.0% 132.7K -13.4M -171.3K 0.18 40.98 N/A N/A 836 151 21,506 17,516
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