DAPP Options History — October 2021 In October 2021, DAPP traded between $23.49 and $29.50. ATM implied volatility averaged 64.9%. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 11.5% (HV 20d: 53.4%). Max pain ranged from $26.00 to $28.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.70.
Notable Days 2021-10-29 : Highest Volume — 158 contracts2021-10-13 : Largest IV drop — 42.6% change2021-10-27 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $26.73 $23.49 $29.50 $23.74 $29.50 Max Pain $26.88 $26.00 $28.00 $28.00 $28.00 ATM IV 64.9% 57.2% 103.8% 57.8% 62.2% Expected Move 17.3% 16.4% 18.1% 16.6% 17.8% HV 20d 53.4% 48.6% 59.6% 59.6% 52.5% Term Structure 2.1% -4.9% 26.2% 26.2% -1.9% VWIV 55.7% 48.4% 62.7% 48.4% 53.8% Skew 25d -0.2% -10.3% 5.3% 4.0% 5.1% Skew 10d 6.5% -2.2% 35.0% 35.0% 16.7% Call IV 25d 54.7% 46.5% 78.4% 78.4% 54.3% Put IV 25d 54.5% 48.4% 82.4% 82.4% 59.4% Bid-Ask Spread % 120.48 111.85 145.42 145.42 115.77 Gamma HHI 0.21 0.16 0.41 0.19 0.17 Net GEX 2.7K 1.1K 9.3K 1.2K 2.8K Net DEX -112.0K -184.7K -33.4K -35.2K -184.7K Net VEX -1.0K -1.4K -559 -583 -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.00 6.33 0.00 1.59 Total Volume 49.381 0 158 21 158 Total OI 181.095 116 254 116 254
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 2021-10-01 $23.74 $28.00 57.8% 16.6% 0.0% 0.0% 48.4% 4.0% 26.2% 1.2K -35.2K -583 0.00 145.42 N/A N/A 21 0 91 25 2021-10-04 $23.49 $0.00 64.6% 16.9% 0.0% 0.0% 0.0% 2.0% 3.0% 1.1K -33.4K -559 0.00 138.60 N/A N/A 2 0 91 25 2021-10-05 $24.91 $0.00 66.0% 17.3% 0.0% 0.0% 0.0% 0.7% -0.1% 1.8K -68.5K -744 0.00 118.86 N/A N/A 0 0 112 25 2021-10-06 $25.49 $0.00 66.2% 17.5% 0.0% 0.0% 0.0% 1.1% 0.3% 2.0K -86.5K -795 0.00 116.84 N/A N/A 15 0 114 25 2021-10-07 $25.47 $0.00 62.1% 18.1% 59.6% 0.0% 58.3% 5.3% -0.6% 2.1K -80.2K -762 0.00 123.66 N/A N/A 1 0 114 25 2021-10-08 $25.52 $0.00 70.0% 17.3% 57.6% 0.0% 0.0% 1.5% -0.7% 2.5K -94.2K -852 0.00 121.98 N/A N/A 1 0 129 25 2021-10-11 $26.13 $27.00 91.8% 17.5% 56.7% 0.0% 62.7% 0.8% -2.1% 2.9K -104.2K -882 0.17 122.27 N/A N/A 6 1 130 25 2021-10-12 $24.99 $27.00 103.8% 17.9% 57.4% 0.0% 51.5% 0.6% -2.3% 2.5K -82.7K -820 0.00 122.47 N/A N/A 1 0 131 25 2021-10-13 $25.44 $27.00 59.6% 17.1% 56.3% 0.0% 62.0% 1.5% 2.7% 2.7K -92.7K -839 0.00 115.83 N/A N/A 2 0 136 26 2021-10-14 $25.59 $27.00 59.8% 17.1% 54.9% 0.0% 52.6% -0.1% -2.3% 2.7K -92.1K -908 0.00 123.17 N/A N/A 2 0 137 34 2021-10-15 $26.89 $26.00 61.5% 17.6% 57.8% 0.0% 61.8% -5.1% 3.7% 9.3K -112.0K -975 6.33 115.65 N/A N/A 6 38 139 34 2021-10-18 $27.40 $26.00 60.2% 17.2% 48.7% 0.0% 56.1% 1.1% 5.6% 3.4K -144.0K -995 0.27 111.85 N/A N/A 11 3 134 26 2021-10-19 $27.78 $26.00 60.7% 17.4% 48.6% 0.0% 60.4% -6.9% -2.1% 2.2K -116.5K -1.2K 0.00 121.16 N/A N/A 2 0 139 64 2021-10-20 $29.05 $26.00 59.2% 17.0% 49.1% 0.0% 52.9% -10.3% 3.0% 2.7K -158.9K -1.3K 1.19 116.53 N/A N/A 54 64 145 67 2021-10-21 $28.37 $26.00 61.0% 17.5% 50.2% 0.0% 50.6% 0.2% -4.5% 2.4K -141.8K -1.3K 1.12 115.00 N/A N/A 58 65 146 69 2021-10-22 $27.14 $27.00 59.3% 17.0% 49.7% 0.0% 52.5% -5.0% 12.1% 2.2K -111.3K -1.3K 0.64 117.46 N/A N/A 58 37 150 67 2021-10-25 $29.00 $27.00 58.4% 16.7% 53.7% 0.0% 54.6% 1.0% 2.0% 2.6K -152.5K -1.3K 0.59 115.58 N/A N/A 63 37 150 71 2021-10-26 $28.96 $27.00 57.2% 16.4% 49.6% 0.0% 56.0% 2.3% 2.1% 2.9K -168.1K -1.3K 0.59 115.13 N/A N/A 63 37 156 71 2021-10-27 $27.68 $27.00 63.3% 18.1% 52.1% 0.0% 58.4% -5.0% -4.9% 2.5K -132.2K -1.3K 0.70 120.51 N/A N/A 70 49 157 71 2021-10-28 $28.84 $28.00 58.8% 16.9% 53.2% 0.0% 54.3% 1.8% 5.2% 2.2K -159.2K -1.4K 0.81 116.38 N/A N/A 62 50 164 84 2021-10-29 $29.50 $28.00 62.2% 17.8% 52.5% 0.0% 53.8% 5.1% -1.9% 2.8K -184.7K -1.4K 1.59 115.77 N/A N/A 61 97 168 86
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