DAPP Options History — September 2021

Name: DAPP Options Analytics - September 2021
Creator: Options Analysis Suite

In September 2021, DAPP traded between $22.42 and $26.52. ATM implied volatility averaged 64.9%. The 30-day expected move averaged 18.6%. Max pain ranged from $28.00 to $28.00. Net GEX was positive for 11 of 11 trading days. Term structure was in contango for 6 of 11 days. Put/call ratio averaged 0.25.

Notable Days

2021-09-20: Highest Volume — 4 contracts
2021-09-21: Largest IV spike — 40.0% change
2021-09-21: Largest Expected Move — 23.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.45	$22.42	$26.52	$26.52	$22.89
Max Pain	$28.00	$28.00	$28.00	$28.00	$28.00
ATM IV	64.9%	55.0%	80.7%	57.9%	73.5%
Expected Move	18.6%	15.8%	23.1%	16.6%	21.1%
Term Structure	-4.6%	-30.4%	9.2%	3.2%	-30.4%
VWIV	50.7%	42.1%	58.8%	46.4%	55.6%
Skew 25d	1.0%	-11.8%	12.1%	1.1%	1.7%
Skew 10d	11.1%	0.4%	34.3%	8.6%	5.7%
Call IV 25d	63.6%	41.8%	85.4%	52.1%	85.4%
Put IV 25d	64.6%	52.6%	87.1%	53.2%	87.1%
Bid-Ask Spread %	135.81	121.82	155.16	124.87	148.12
Gamma HHI	0.24	0.20	0.28	0.27	0.20
Net GEX	1.5K	1.1K	3.4K	3.4K	1.1K
Net DEX	-51.4K	-79.4K	-24.5K	-79.4K	-27.8K
Net VEX	-562	-644	-497	-619	-552
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.00	1.00	1.00	0.00
Total Volume	2.182	0	4	0	1
Total OI	114	91	156	156	116

Daily Data (11 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
2021-09-16	$26.52	$28.00	57.9%	16.6%	0.0%	0.0%	0.0%	1.1%	3.2%	3.4K	-79.4K	-619	0.00	124.87	N/A	N/A	0	0	134	22
2021-09-17	$26.44	$28.00	57.7%	16.6%	0.0%	0.0%	46.4%	12.1%	2.1%	1.4K	-56.7K	-597	1.00	129.71	N/A	N/A	1	1	134	22
2021-09-20	$24.32	$28.00	57.6%	16.5%	0.0%	0.0%	0.0%	6.5%	2.1%	1.3K	-55.6K	-529	0.00	121.82	N/A	N/A	0	4	80	12
2021-09-21	$24.22	$28.00	80.7%	23.1%	0.0%	0.0%	42.1%	-5.7%	-7.9%	1.3K	-49.0K	-500	0.00	155.16	N/A	N/A	4	0	79	12
2021-09-22	$25.20	$28.00	58.3%	16.7%	0.0%	0.0%	58.8%	-2.5%	2.8%	1.1K	-54.5K	-558	0.50	123.17	N/A	N/A	2	1	80	17
2021-09-23	$25.55	$28.00	56.9%	16.3%	0.0%	0.0%	55.6%	3.8%	1.4%	1.4K	-70.2K	-644	0.00	129.41	N/A	N/A	2	0	90	17
2021-09-24	$24.35	$28.00	55.0%	15.8%	0.0%	0.0%	0.0%	1.0%	9.2%	1.3K	-56.9K	-598	0.00	127.76	N/A	N/A	0	0	91	18
2021-09-27	$24.07	$28.00	71.2%	20.4%	0.0%	0.0%	0.0%	3.1%	-4.8%	1.3K	-55.5K	-586	0.00	145.29	N/A	N/A	0	3	91	18
2021-09-28	$22.97	$28.00	65.2%	18.7%	0.0%	0.0%	0.0%	-11.8%	-6.3%	1.3K	-35.1K	-497	0.00	141.99	N/A	N/A	0	4	91	18
2021-09-29	$22.42	$28.00	79.6%	22.8%	0.0%	0.0%	0.0%	1.7%	-21.7%	1.1K	-24.5K	-497	0.00	146.63	N/A	N/A	1	0	91	21
2021-09-30	$22.89	$28.00	73.5%	21.1%	0.0%	0.0%	0.0%	1.7%	-30.4%	1.1K	-27.8K	-552	0.00	148.12	N/A	N/A	1	0	91	25