DOCS Options History — October 2024 In October 2024, DOCS traded between $41.30 and $44.47. ATM implied volatility averaged 63.3%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 37.8% (HV 20d: 25.5%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 3.44.
Notable Days 2024-10-21 : Highest Volume — 7,454 contracts2024-10-09 : Largest IV spike — 89.2% change2024-10-30 : Highest IV Rank — 33.7%2024-10-30 : Largest Expected Move — 28.0%Monthly Statistics Metric Avg Min Max Open Close Price $42.77 $41.30 $44.47 $43.25 $41.61 Max Pain $37.50 $35.00 $40.00 $35.00 $40.00 ATM IV 63.3% 28.4% 97.7% 30.3% 96.9% Expected Move 19.5% 8.6% 28.0% 8.7% 27.8% HV 20d 25.5% 16.9% 33.6% 17.9% 32.2% HV 60d 70.8% 69.7% 71.7% 71.1% 70.3% IV Rank 18.1% 2.1% 33.7% 3.0% 33.4% IV Percentile 66.0% 14.3% 94.4% 22.6% 94.0% Term Structure -14.8% -37.5% 26.0% 25.0% -37.2% VWIV 68.7% 27.3% 100.4% 27.3% 100.4% Skew 25d 5.1% 1.6% 8.5% 1.8% 8.0% Skew 10d 10.0% 0.4% 16.0% 0.5% 12.8% Call IV 25d 65.8% 29.2% 93.6% 30.1% 93.0% Put IV 25d 70.8% 30.7% 102.1% 31.9% 101.0% Bid-Ask Spread % 40.83 29.00 69.73 64.43 37.60 Gamma HHI 0.17 0.13 0.30 0.18 0.14 Net GEX 492.6K -117.5K 1.1M 634.7K -117.5K Net DEX -69.5M -89.9M -45.0M -79.6M -45.0M Net VEX -203.8K -237.2K -180.9K -195.7K -221.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.44 0.04 31.04 1.33 1.78 Total Volume 1,629.87 328 7,454 459 1,445 Total OI 52,332.391 44,950 58,748 47,397 58,748
Daily Data (23 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 2024-10-01 $43.25 $35.00 30.3% 8.7% 17.9% 3.0% 27.3% 1.8% 25.0% 634.7K -79.6M -195.7K 1.33 64.43 N/A N/A 197 262 26,514 20,883 2024-10-02 $43.34 $35.00 29.9% 8.6% 18.1% 2.8% 29.9% 1.6% 26.0% 663.1K -80.7M -190.9K 0.48 69.73 N/A N/A 1,069 510 26,591 20,777 2024-10-03 $43.47 $35.00 30.0% 16.1% 17.4% 2.9% 55.8% 3.4% -7.9% 697.7K -83.0M -197.9K 0.09 40.18 N/A N/A 412 38 27,439 21,140 2024-10-04 $43.69 $35.00 28.4% 16.0% 17.4% 2.1% 56.5% 3.8% -8.0% 739.1K -83.7M -200.4K 0.96 34.97 N/A N/A 445 428 27,602 21,155 2024-10-07 $43.25 $35.00 31.4% 16.4% 18.6% 3.5% 54.6% 5.5% -8.5% 707.3K -80.1M -201.4K 0.27 41.86 N/A N/A 1,255 334 27,509 21,499 2024-10-08 $44.32 $37.50 30.1% 16.6% 19.3% 2.9% 57.6% 4.0% -9.4% 772.1K -89.0M -190.5K 0.14 40.07 N/A N/A 820 118 28,216 21,769 2024-10-09 $44.27 $37.50 57.0% 16.3% 19.1% 15.2% 58.2% 4.7% -9.3% 909.6K -89.9M -180.9K 1.56 43.50 N/A N/A 321 501 28,665 21,817 2024-10-10 $43.42 $37.50 58.9% 16.9% 18.5% 16.0% 58.3% 4.0% -9.3% 839.4K -82.6M -197.4K 0.11 41.44 N/A N/A 296 32 28,631 22,243 2024-10-11 $43.42 $37.50 57.3% 16.4% 16.9% 15.3% 56.4% 3.4% -9.8% 873.7K -82.7M -192.9K 0.45 44.77 N/A N/A 351 157 28,602 22,257 2024-10-14 $41.98 $37.50 62.1% 17.8% 21.7% 17.5% 63.3% 4.9% -12.6% 741.3K -71.8M -197.7K 0.44 39.75 N/A N/A 1,573 697 28,626 22,367 2024-10-15 $43.55 $37.50 69.3% 19.9% 24.2% 20.8% 69.7% 5.2% -15.9% 816.3K -83.2M -185.7K 0.58 37.51 N/A N/A 940 545 28,502 22,471 2024-10-16 $44.47 $37.50 65.4% 18.7% 24.9% 19.0% 70.3% 3.8% -14.0% 1.1M -89.7M -184.2K 0.66 29.00 N/A N/A 1,201 797 29,005 22,814 2024-10-17 $42.76 $37.50 67.7% 19.4% 29.3% 20.1% 70.2% 4.5% -15.4% 917.8K -78.3M -191.2K 0.94 37.28 N/A N/A 816 765 29,267 23,555 2024-10-18 $43.46 $37.50 68.3% 19.6% 29.6% 20.3% 66.8% 5.8% -16.2% 524.6K -83.4M -190.4K 0.04 38.98 N/A N/A 1,424 60 29,764 24,217 2024-10-21 $41.83 $37.50 71.7% 20.5% 32.9% 21.9% 75.5% 2.9% -18.8% 517.0K -56.9M -206.0K 11.55 37.62 N/A N/A 594 6,860 25,799 19,151 2024-10-22 $42.28 $37.50 74.3% 21.3% 33.0% 23.1% 78.0% 6.1% -19.9% 270.1K -56.9M -211.5K 31.04 36.08 N/A N/A 135 4,190 26,050 25,473 2024-10-23 $41.50 $37.50 76.2% 21.8% 33.6% 23.9% 76.0% 4.6% -20.9% 9.2K -49.0M -223.0K 0.45 38.64 N/A N/A 1,564 707 26,108 29,524 2024-10-24 $41.43 $37.50 84.4% 24.2% 33.3% 27.7% 86.1% 7.6% -24.7% 31.0K -46.6M -237.2K 6.31 36.35 N/A N/A 334 2,106 26,974 29,596 2024-10-25 $41.30 $40.00 84.8% 24.3% 33.1% 27.8% 84.9% 5.7% -27.3% -84.7K -46.3M -227.0K 5.49 40.17 N/A N/A 239 1,312 26,809 30,919 2024-10-28 $41.59 $40.00 90.9% 26.1% 32.2% 30.6% 91.1% 8.2% -33.3% -65.9K -45.8M -230.1K 5.04 35.51 N/A N/A 105 529 26,846 31,136 2024-10-29 $41.58 $40.00 92.8% 26.6% 32.1% 31.5% 94.2% 8.5% -34.5% -72.8K -46.6M -217.1K 2.54 37.64 N/A N/A 101 257 26,871 31,362 2024-10-30 $41.87 $40.00 97.7% 28.0% 32.2% 33.7% 99.7% 8.5% -37.5% -59.0K -48.6M -216.2K 6.87 36.12 N/A N/A 82 563 26,887 31,495 2024-10-31 $41.61 $40.00 96.9% 27.8% 32.2% 33.4% 100.4% 8.0% -37.2% -117.5K -45.0M -221.4K 1.78 37.60 N/A N/A 519 926 26,871 31,877
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