DAPP Options History — November 2021

In November 2021, DAPP traded between $28.20 and $34.32. ATM implied volatility averaged 67.1%. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 9.8% (HV 20d: 57.4%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.31.

Notable Days

  • 2021-11-16: Highest Volume — 370 contracts
  • 2021-11-23: Largest IV drop — 15.6% change
  • 2021-11-22: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.25$28.20$34.32$30.40$28.86
Max Pain$29.71$28.00$30.00$28.00$30.00
ATM IV67.1%58.9%77.3%60.8%71.6%
Expected Move18.9%16.9%21.9%17.4%20.5%
HV 20d57.4%50.9%62.9%52.3%60.1%
HV 60d57.9%57.6%58.7%57.6%57.6%
Term Structure-4.1%-9.9%3.8%-3.8%-9.4%
VWIV68.8%58.1%89.3%58.1%89.3%
Skew 25d0.5%-22.9%20.6%10.8%-17.9%
Skew 10d8.6%-17.6%52.8%9.1%-4.7%
Call IV 25d65.2%48.3%96.9%50.9%96.9%
Put IV 25d65.7%48.8%79.9%61.8%79.0%
Bid-Ask Spread %103.0484.48124.85113.88122.50
Gamma HHI0.150.110.170.170.16
Net GEX5.8K2.8K7.2K2.8K6.9K
Net DEX-338.5K-488.2K-203.6K-221.3K-260.0K
Net VEX-1.7K-1.8K-1.4K-1.4K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.311.032.171.081.09
Total Volume286.19200370200232
Total OI348.238258414258355

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$30.40$28.0060.8%17.4%52.3%0.0%58.1%10.8%-3.8%2.8K-221.3K-1.4K1.08113.88N/AN/A9610416791
2021-11-02$32.03$28.0063.6%18.2%51.6%0.0%62.7%20.6%-6.2%4.9K-335.4K-1.7K2.17109.38N/AN/A9620820698
2021-11-03$32.55$28.0058.9%16.9%51.5%0.0%66.9%3.2%3.8%5.9K-367.1K-1.6K1.56103.83N/AN/A102159210106
2021-11-04$32.22$30.0062.4%17.4%51.9%0.0%60.7%-8.3%-2.8%5.7K-374.5K-1.8K1.78104.59N/AN/A89158220113
2021-11-05$32.13$30.0064.1%17.6%52.0%0.0%61.2%-8.4%-3.1%5.1K-371.4K-1.7K1.92101.54N/AN/A84161216114
2021-11-08$34.25$30.0072.9%18.5%55.1%0.0%69.9%4.9%-3.3%5.7K-464.7K-1.7K1.5892.35N/AN/A121191217117
2021-11-09$34.32$30.0077.3%19.1%50.9%0.0%67.1%4.3%-5.3%6.2K-478.0K-1.7K1.1593.46N/AN/A143165220125
2021-11-10$32.40$30.0066.0%18.9%57.2%0.0%61.7%10.7%-4.1%5.7K-394.7K-1.7K1.0988.76N/AN/A149162222131
2021-11-11$33.28$30.0068.4%19.6%57.4%0.0%62.8%15.4%-9.9%6.4K-449.3K-1.8K1.1092.60N/AN/A149164231132
2021-11-12$34.04$30.0061.6%17.7%55.9%0.0%65.4%15.3%-1.6%7.2K-488.2K-1.7K1.1884.48N/AN/A149176231132
2021-11-15$32.83$30.0070.5%20.2%58.3%0.0%67.2%11.1%-8.2%6.2K-434.0K-1.7K1.3284.62N/AN/A149196230137
2021-11-16$31.22$30.0065.1%18.7%62.0%0.0%66.2%-5.5%0.2%5.8K-354.2K-1.7K1.1399.55N/AN/A174196230158
2021-11-17$30.80$30.0066.1%19.0%60.6%0.0%65.2%5.7%-4.9%5.8K-330.8K-1.7K1.1296.63N/AN/A173193232163
2021-11-18$29.27$30.0064.8%18.6%62.9%0.0%64.9%-5.9%-3.5%4.3K-246.0K-1.6K1.41104.81N/AN/A137193233163
2021-11-19$30.59$30.0066.7%19.1%62.1%0.0%68.6%-4.7%-2.6%7.0K-359.3K-1.8K1.41105.34N/AN/A137193251163
2021-11-22$28.95$30.0076.3%21.9%61.5%0.0%80.7%-7.6%-6.6%5.9K-240.2K-1.7K1.09107.03N/AN/A12313423399
2021-11-23$29.13$30.0064.4%18.5%61.5%0.0%69.6%-9.1%-0.9%6.4K-244.4K-1.6K1.15107.46N/AN/A115132235102
2021-11-24$29.54$30.0072.4%20.8%59.2%0.0%77.9%4.5%-7.3%6.4K-249.2K-1.6K1.03110.69N/AN/A117121236104
2021-11-26$28.20$30.0066.6%19.1%60.0%0.0%76.2%-6.0%-3.7%5.6K-203.6K-1.6K1.03115.55N/AN/A118122238106
2021-11-29$29.29$30.0069.6%19.9%61.0%0.0%82.9%-22.9%-3.4%6.3K-242.7K-1.6K1.12124.85N/AN/A108121239107
2021-11-30$28.86$30.0071.6%20.5%60.1%0.0%89.3%-17.9%-9.4%6.9K-260.0K-1.7K1.09122.50N/AN/A111121248107