DOCS Options History — December 2024 In December 2024, DOCS traded between $52.04 and $58.34. ATM implied volatility averaged 40.4%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 25.0% (HV 20d: 65.4%). Max pain ranged from $30.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.32.
Notable Days 2024-12-20 : Highest Volume — 4,264 contracts2024-12-24 : Largest IV drop — 10.9% change2024-12-19 : Highest IV Rank — 9.8%2024-12-19 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $54.62 $52.04 $58.34 $53.62 $53.55 Max Pain $32.74 $30.00 $45.00 $45.00 $32.50 ATM IV 40.4% 37.7% 45.1% 38.7% 41.6% Expected Move 11.5% 10.8% 12.9% 11.1% 11.9% HV 20d 65.4% 33.9% 127.3% 127.3% 42.3% HV 60d 76.7% 75.5% 78.9% 75.8% 78.9% IV Rank 7.6% 6.4% 9.8% 6.9% 8.2% IV Percentile 55.5% 44.4% 61.5% 55.2% 57.1% Term Structure 15.1% -1.0% 21.2% -0.9% 20.7% VWIV 40.4% 37.8% 45.0% 39.2% 41.0% Skew 25d 0.9% -1.4% 3.6% -0.4% 2.7% Skew 10d 1.9% -1.8% 7.1% -0.4% 4.4% Call IV 25d 40.2% 36.2% 44.8% 39.8% 40.4% Put IV 25d 41.1% 38.4% 46.0% 39.4% 43.1% Bid-Ask Spread % 62.71 52.94 68.53 65.52 61.71 Gamma HHI 0.21 0.19 0.24 0.19 0.19 Net GEX 734.4K 328.6K 1.2M 651.9K 802.3K Net DEX -102.8M -130.8M -85.1M -101.8M -85.1M Net VEX -211.5K -226.8K -200.2K -207.3K -220.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.11 0.71 0.12 0.32 Total Volume 1,595.429 318 4,264 1,139 957 Total OI 56,326.286 48,644 61,411 56,326 50,037
Daily Data (21 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 2024-12-02 $53.62 $45.00 38.7% 11.1% 127.3% 6.9% 39.2% -0.4% -0.9% 651.9K -101.8M -207.3K 0.12 65.52 N/A N/A 1,020 119 30,340 25,986 2024-12-03 $53.87 $45.00 38.8% 11.1% 127.1% 6.9% 39.6% -1.4% -0.4% 703.8K -104.6M -200.7K 0.24 59.69 N/A N/A 1,586 382 30,557 26,050 2024-12-04 $54.15 $45.00 38.9% 11.1% 127.0% 6.9% 39.0% -0.3% -1.0% 757.9K -106.2M -205.7K 0.20 62.54 N/A N/A 1,193 239 30,896 26,268 2024-12-05 $55.28 $30.00 39.2% 11.0% 127.0% 7.1% 38.6% -0.0% 16.1% 818.9K -114.2M -200.5K 0.69 61.30 N/A N/A 1,336 917 30,882 26,374 2024-12-06 $55.76 $30.00 38.5% 11.1% 127.0% 6.8% 39.2% -0.1% 16.1% 832.0K -116.0M -207.5K 0.30 60.85 N/A N/A 1,737 529 31,058 27,000 2024-12-09 $53.75 $30.00 42.6% 11.8% 65.0% 8.6% 41.0% 0.1% 14.9% 622.9K -101.4M -207.1K 0.42 64.51 N/A N/A 1,145 477 31,206 27,129 2024-12-10 $52.48 $30.00 43.6% 11.8% 62.2% 9.1% 41.6% 0.4% 15.3% 468.1K -91.6M -212.0K 0.47 65.69 N/A N/A 732 342 31,330 27,511 2024-12-11 $52.89 $30.00 39.7% 11.4% 59.5% 7.3% 40.0% -0.1% 16.6% 493.3K -94.4M -207.6K 0.71 60.80 N/A N/A 785 561 31,303 27,700 2024-12-12 $52.60 $30.00 39.6% 11.3% 49.1% 7.2% 40.0% -0.6% 16.8% 444.7K -92.4M -210.1K 0.62 63.27 N/A N/A 201 124 31,683 28,237 2024-12-13 $52.19 $30.00 39.4% 11.3% 48.9% 7.1% 40.0% 0.0% 16.6% 373.7K -88.7M -208.6K 0.15 67.75 N/A N/A 498 74 31,681 28,312 2024-12-16 $53.15 $30.00 41.0% 11.8% 44.9% 7.9% 41.4% 0.2% 16.9% 457.8K -95.5M -207.2K 0.33 64.23 N/A N/A 239 79 31,550 28,263 2024-12-17 $52.98 $30.00 41.1% 11.8% 40.4% 7.9% 41.7% -0.0% 17.8% 467.5K -94.9M -201.2K 0.12 68.09 N/A N/A 446 54 31,672 28,278 2024-12-18 $52.04 $30.00 41.3% 11.8% 40.8% 8.0% 42.9% -0.5% 17.9% 328.6K -88.0M -200.2K 0.35 68.53 N/A N/A 1,960 692 31,758 28,360 2024-12-19 $55.31 $30.00 45.1% 12.9% 43.5% 9.8% 45.0% 1.2% 15.8% 808.7K -112.4M -219.3K 0.38 65.24 N/A N/A 2,289 874 32,491 28,818 2024-12-20 $57.75 $30.00 42.3% 12.1% 43.3% 8.5% 42.9% 3.0% 17.1% 1.1M -130.8M -215.3K 0.17 60.39 N/A N/A 3,645 619 32,451 28,960 2024-12-23 $58.04 $30.00 42.3% 12.1% 43.1% 8.5% 42.2% 3.2% 18.4% 933.8K -112.2M -220.3K 0.21 57.51 N/A N/A 2,365 489 28,055 20,589 2024-12-24 $58.10 $32.50 37.7% 10.8% 43.1% 6.4% 37.8% 3.3% 19.5% 1.2M -116.0M -226.8K 0.15 62.00 N/A N/A 599 92 29,403 20,812 2024-12-26 $58.34 $32.50 38.4% 11.0% 33.9% 6.7% 38.5% 3.6% 20.0% 1.2M -115.4M -221.6K 0.30 62.08 N/A N/A 566 168 29,026 20,838 2024-12-27 $57.44 $32.50 38.6% 11.1% 34.6% 6.8% 38.3% 2.4% 20.9% 1.1M -110.1M -224.9K 0.11 52.94 N/A N/A 1,641 180 29,171 20,935 2024-12-30 $53.79 $32.50 39.4% 11.3% 42.3% 7.2% 39.6% 2.5% 21.2% 840.5K -86.7M -218.0K 0.30 62.16 N/A N/A 1,191 362 28,859 21,023 2024-12-31 $53.55 $32.50 41.6% 11.9% 42.3% 8.2% 41.0% 2.7% 20.7% 802.3K -85.1M -220.0K 0.32 61.71 N/A N/A 727 230 28,917 21,120
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