DOCS Options History — November 2024 In November 2024, DOCS traded between $41.84 and $61.52. ATM implied volatility averaged 58.8%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded below realized volatility by 40.9% (HV 20d: 99.7%). Max pain ranged from $35.00 to $50.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.96.
Notable Days 2024-11-08 : Highest Volume — 19,697 contracts2024-11-08 : Largest IV drop — 50.2% change2024-11-06 : Highest IV Rank — 45.0%2024-11-01 : Largest Expected Move — 28.8%Monthly Statistics Metric Avg Min Max Open Close Price $50.11 $41.84 $61.52 $42.27 $53.21 Max Pain $41.63 $35.00 $50.00 $40.00 $45.00 ATM IV 58.8% 32.7% 122.3% 100.3% 37.0% Expected Move 12.8% 9.3% 28.8% 28.8% 10.6% HV 20d 99.7% 31.2% 127.3% 32.7% 127.3% HV 60d 62.9% 24.1% 75.8% 70.3% 75.8% IV Rank 16.0% 4.1% 45.0% 34.9% 6.1% IV Percentile 60.0% 31.7% 98.4% 94.8% 46.4% Term Structure -4.6% -40.0% 2.3% -40.0% 2.3% VWIV 45.3% 32.5% 100.6% 100.6% 38.5% Skew 25d 1.4% -1.7% 7.0% 7.0% -1.7% Skew 10d 2.5% -2.7% 11.7% 9.3% -1.2% Call IV 25d 44.5% 32.3% 96.8% 96.8% 39.3% Put IV 25d 46.0% 32.7% 103.7% 103.7% 37.6% Bid-Ask Spread % 57.83 37.79 72.58 37.79 72.58 Gamma HHI 0.18 0.11 0.44 0.15 0.18 Net GEX 478.6K -47.5K 2.6M -12.3K 668.8K Net DEX -92.4M -187.2M -47.8M -52.2M -99.2M Net VEX -174.0K -223.4K -74.3K -211.7K -223.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.96 0.08 3.42 0.24 0.97 Total Volume 4,565.85 273 19,697 273 2,041 Total OI 60,437 47,553 81,098 58,350 56,574
Daily Data (20 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 2024-11-01 $42.27 $40.00 100.3% 28.8% 32.7% 34.9% 100.6% 7.0% -40.0% -12.3K -52.2M -211.7K 0.24 37.79 N/A N/A 220 53 26,997 31,353 2024-11-04 $41.95 $35.00 120.5% 18.4% 32.6% 44.1% 64.5% 2.9% -9.8% -47.5K -48.3M -212.0K 0.87 38.95 N/A N/A 695 603 27,097 31,365 2024-11-05 $41.84 $35.00 121.9% 18.3% 31.2% 44.8% 63.5% 4.3% -9.2% -40.8K -47.8M -209.4K 0.08 38.76 N/A N/A 342 27 27,316 31,369 2024-11-06 $42.33 $35.00 122.3% 17.5% 31.6% 45.0% 61.4% 3.0% -9.5% 373 -52.4M -198.6K 2.66 41.74 N/A N/A 186 495 27,357 31,367 2024-11-07 $43.09 $35.00 121.8% 17.0% 31.7% 44.7% 60.4% 3.1% -8.7% 72.9K -57.5M -195.8K 1.42 47.49 N/A N/A 2,547 3,625 27,419 31,280 2024-11-08 $58.56 $37.50 60.6% 11.9% 113.5% 16.8% 40.6% -1.7% -4.0% 471.3K -159.2M -74.3K 0.18 45.80 N/A N/A 16,709 2,988 28,687 33,722 2024-11-11 $61.52 $40.00 53.7% 10.4% 112.6% 13.7% 36.8% -0.6% -2.0% 2.6M -187.2M -102.4K 0.11 65.43 N/A N/A 9,987 1,097 37,681 35,469 2024-11-12 $58.08 $40.00 40.6% 9.3% 115.6% 7.7% 32.9% -1.0% -0.6% 990.9K -157.1M -115.1K 0.32 71.86 N/A N/A 5,835 1,869 40,491 35,927 2024-11-13 $52.83 $40.00 32.7% 9.4% 121.9% 4.1% 32.5% 1.7% -1.0% 760.3K -124.1M -133.3K 1.61 68.85 N/A N/A 2,520 4,056 40,500 36,887 2024-11-14 $51.97 $40.00 35.2% 10.1% 120.9% 5.3% 35.3% 2.6% -2.7% 862.7K -118.6M -147.2K 2.22 68.21 N/A N/A 1,228 2,727 41,360 37,362 2024-11-15 $49.27 $50.00 37.1% 10.6% 123.0% 6.1% 38.0% 2.4% -1.6% 176.3K -94.8M -168.8K 3.42 63.71 N/A N/A 1,611 5,511 41,844 39,254 2024-11-18 $52.13 $45.00 37.3% 10.7% 123.0% 6.2% 37.6% 1.0% -1.7% 367.9K -86.7M -160.0K 0.27 51.23 N/A N/A 1,120 299 25,779 21,774 2024-11-19 $51.60 $45.00 34.9% 10.0% 123.2% 5.1% 35.5% 1.7% -0.9% 400.2K -85.2M -166.1K 0.33 57.79 N/A N/A 803 265 26,388 21,950 2024-11-20 $49.70 $45.00 35.6% 10.2% 124.0% 5.4% 39.8% 1.8% -0.9% 308.6K -74.0M -174.1K 2.42 63.97 N/A N/A 1,458 3,532 26,562 22,415 2024-11-21 $48.21 $45.00 36.3% 10.4% 124.7% 5.7% 37.4% 2.9% -1.3% 327.3K -67.1M -190.0K 0.23 59.15 N/A N/A 3,091 697 27,684 23,549 2024-11-22 $48.11 $45.00 35.0% 10.0% 124.7% 5.2% 36.2% 1.2% -0.3% 246.9K -67.3M -190.8K 0.32 65.43 N/A N/A 910 288 27,952 23,902 2024-11-25 $48.95 $45.00 36.5% 10.5% 124.8% 5.9% 37.1% -0.4% 0.9% 188.6K -70.1M -185.6K 0.94 60.77 N/A N/A 2,160 2,028 27,461 24,056 2024-11-26 $53.02 $45.00 38.2% 11.0% 127.3% 6.6% 39.8% -1.3% -0.5% 467.3K -96.5M -208.1K 0.17 66.95 N/A N/A 4,936 842 28,999 25,644 2024-11-27 $53.59 $45.00 37.6% 10.8% 127.3% 6.4% 38.5% -0.8% 0.4% 715.3K -103.6M -212.4K 0.41 70.11 N/A N/A 1,361 555 30,501 25,446 2024-11-29 $53.21 $45.00 37.0% 10.6% 127.3% 6.1% 38.5% -1.7% 2.3% 668.8K -99.2M -223.4K 0.97 72.58 N/A N/A 1,036 1,005 30,697 25,877
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