DAPP Options History — January 2022 In January 2022, DAPP traded between $11.77 and $18.69. ATM implied volatility averaged 109.9%. The 30-day expected move averaged 29.8%. IV traded above realized volatility by 36.4% (HV 20d: 73.5%). Max pain ranged from $20.00 to $31.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.71.
Notable Days 2022-01-21 : Highest Volume — 303 contracts2022-01-04 : Largest IV spike — 45.2% change2022-01-26 : Largest Expected Move — 47.4%Monthly Statistics Metric Avg Min Max Open Close Price $15.18 $11.77 $18.69 $18.69 $13.45 Max Pain $29.35 $20.00 $31.00 $20.00 $31.00 ATM IV 109.9% 56.4% 165.3% 56.4% 119.2% Expected Move 29.8% 16.2% 47.4% 16.2% 34.2% HV 20d 73.5% 61.0% 81.5% 78.3% 81.5% HV 60d 71.6% 69.4% 75.5% 69.4% 75.5% Term Structure -24.1% -68.5% 23.6% 23.6% -37.7% VWIV 113.7% 79.3% 164.1% 83.6% 118.1% Skew 25d 3.4% -49.1% 90.1% -4.7% 11.4% Skew 10d -7.6% -60.2% 80.9% -16.3% 24.7% Call IV 25d 107.8% 66.0% 172.2% 66.0% 128.2% Put IV 25d 111.2% 61.3% 192.4% 61.3% 139.5% Bid-Ask Spread % 137.32 124.67 149.22 127.16 133.52 Gamma HHI 0.10 0.07 0.13 0.09 0.12 Net GEX -115 -823 649 411 -447 Net DEX 92.1K 42.2K 125.0K 45.5K 117.4K Net VEX -555 -844 -298 -824 -298 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.52 0.95 0.95 0.52 Total Volume 265.75 244 303 275 244 Total OI 434.8 392 464 392 433
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 2022-01-03 $18.69 $20.00 56.4% 16.2% 78.3% 0.0% 83.6% -4.7% 23.6% 411 45.5K -824 0.95 127.16 N/A N/A 141 134 271 121 2022-01-04 $18.46 $20.00 81.9% 23.5% 78.2% 0.0% 107.5% 9.5% -22.0% 486 59.0K -713 0.90 130.33 N/A N/A 143 128 272 122 2022-01-05 $17.07 $20.00 100.5% 28.8% 78.0% 0.0% 112.6% 4.1% -24.6% 649 42.2K -798 0.94 124.67 N/A N/A 145 137 276 127 2022-01-06 $16.64 $31.00 93.9% 22.9% 76.9% 0.0% 92.1% 19.0% -13.9% -157 90.7K -671 0.84 139.38 N/A N/A 143 120 281 141 2022-01-07 $16.30 $31.00 116.8% 23.8% 73.6% 0.0% 95.8% 10.3% 8.6% -296 91.8K -638 0.83 140.65 N/A N/A 143 119 285 144 2022-01-10 $15.82 $31.00 115.5% 24.2% 73.7% 0.0% 98.3% 13.3% 5.2% -670 113.8K -512 0.72 142.06 N/A N/A 165 118 285 144 2022-01-11 $16.83 $31.00 122.8% 23.1% 77.4% 0.0% 79.3% 1.3% -20.7% -300 92.5K -678 0.71 135.08 N/A N/A 165 117 304 144 2022-01-12 $17.18 $31.00 86.9% 24.9% 78.1% 0.0% 123.9% -17.0% -16.4% 640 46.2K -844 0.68 149.22 N/A N/A 165 112 304 142 2022-01-13 $16.30 $31.00 89.1% 25.5% 78.1% 0.0% 100.3% 7.4% -8.6% 223 77.6K -720 0.70 138.75 N/A N/A 159 112 305 146 2022-01-14 $16.41 $31.00 97.5% 28.0% 76.9% 0.0% 104.0% 9.1% 1.6% -705 107.6K -574 0.75 142.26 N/A N/A 159 120 307 146 2022-01-18 $15.17 $31.00 89.4% 25.6% 80.4% 0.0% 104.5% 10.8% -46.2% -295 111.5K -581 0.82 139.88 N/A N/A 148 121 307 152 2022-01-19 $14.93 $31.00 95.3% 27.3% 65.0% 0.0% 106.1% 4.8% -68.5% -305 107.7K -585 0.71 141.34 N/A N/A 148 105 310 153 2022-01-20 $15.03 $31.00 98.5% 28.2% 61.0% 0.0% 114.3% 9.6% -43.6% -823 125.0K -469 0.74 140.34 N/A N/A 158 117 310 154 2022-01-21 $13.21 $31.00 128.4% 36.8% 73.1% 0.0% 137.8% -49.1% -27.9% 95 123.3K -439 0.68 139.06 N/A N/A 180 123 309 154 2022-01-24 $12.67 $31.00 114.3% 32.8% 66.7% 0.0% 118.4% 0.0% -49.4% -6 90.8K -382 0.56 126.98 N/A N/A 158 88 306 118 2022-01-25 $12.77 $31.00 158.1% 45.3% 66.9% 0.0% 149.3% -45.5% -43.9% -122 96.7K -361 0.55 145.26 N/A N/A 158 87 306 119 2022-01-26 $12.66 $31.00 165.3% 47.4% 65.9% 0.0% 147.6% 90.1% -14.8% -83 93.7K -374 0.53 135.92 N/A N/A 161 85 306 119 2022-01-27 $11.77 $31.00 119.2% 34.2% 68.3% 0.0% 117.3% -32.5% -51.7% -318 105.2K -306 0.52 134.19 N/A N/A 161 84 309 129 2022-01-28 $12.34 $31.00 149.0% 42.7% 71.9% 0.0% 164.1% 16.0% -31.4% -279 103.8K -334 0.52 140.42 N/A N/A 161 83 309 126 2022-01-31 $13.45 $31.00 119.2% 34.2% 81.5% 0.0% 118.1% 11.4% -37.7% -447 117.4K -298 0.52 133.52 N/A N/A 161 83 309 124
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