DAPP Options History — February 2022 In February 2022, DAPP traded between $12.61 and $15.59. ATM implied volatility averaged 99.9%. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 9.3% (HV 20d: 90.7%). Max pain ranged from $15.00 to $31.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.74.
Notable Days 2022-02-14 : Highest Volume — 380 contracts2022-02-02 : Largest IV spike — 140.1% change2022-02-02 : Largest Expected Move — 43.1%Monthly Statistics Metric Avg Min Max Open Close Price $14.14 $12.61 $15.59 $14.19 $14.40 Max Pain $18.89 $15.00 $31.00 $31.00 $18.00 ATM IV 99.9% 62.5% 150.2% 62.5% 87.7% Expected Move 27.4% 17.9% 43.1% 17.9% 25.1% HV 20d 90.7% 84.9% 96.9% 84.9% 85.2% HV 60d 80.5% 76.2% 83.4% 76.8% 83.4% Term Structure -1.7% -74.8% 44.4% 30.3% 26.7% VWIV 99.0% 81.4% 121.1% 121.1% 106.9% Skew 25d -8.8% -76.7% 37.9% 22.3% -25.8% Skew 10d 26.7% -42.5% 52.3% 38.5% 27.4% Call IV 25d 109.9% 87.8% 141.9% 131.0% 125.1% Put IV 25d 101.1% 65.2% 164.3% 153.4% 99.3% Bid-Ask Spread % 122.70 116.62 139.67 139.67 116.82 Gamma HHI 0.11 0.08 0.20 0.10 0.11 Net GEX 189 -288 1.0K -193 -211 Net DEX 63.1K 33.3K 99.7K 99.7K 71.4K Net VEX -447 -545 -335 -429 -372 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.38 0.96 0.52 0.69 Total Volume 333.632 243 380 243 314 Total OI 494.421 434 532 434 474
Daily Data (19 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 2022-02-01 $14.19 $31.00 62.5% 17.9% 84.9% 0.0% 121.1% 22.3% 30.3% -193 99.7K -429 0.52 139.67 N/A N/A 160 83 310 124 2022-02-02 $13.22 $31.00 150.2% 43.1% 87.3% 0.0% 91.0% 35.8% -74.8% 154 77.6K -490 0.38 138.53 N/A N/A 217 83 310 124 2022-02-03 $12.61 $17.00 138.7% 28.5% 85.1% 0.0% 81.4% 37.9% -14.3% 406 65.4K -373 0.41 122.27 N/A N/A 204 84 360 124 2022-02-04 $13.84 $15.00 100.3% 24.9% 93.2% 0.0% 86.0% -2.5% -16.3% 779 61.2K -439 0.42 118.31 N/A N/A 198 84 373 125 2022-02-07 $14.66 $15.00 101.1% 25.3% 96.0% 0.0% 87.9% -16.6% 6.4% 633 45.8K -464 0.39 120.73 N/A N/A 214 84 374 125 2022-02-08 $14.77 $16.00 107.5% 25.4% 95.6% 0.0% 86.5% -22.2% 6.4% 1.0K 51.2K -482 0.50 119.88 N/A N/A 190 95 370 125 2022-02-09 $15.59 $18.00 82.1% 23.5% 95.0% 0.0% 86.7% -19.4% -20.6% 828 33.3K -545 0.94 116.62 N/A N/A 192 181 360 127 2022-02-10 $15.19 $18.00 83.3% 23.9% 94.8% 0.0% 91.0% 9.5% 17.3% 135 38.1K -513 0.95 118.04 N/A N/A 194 185 363 156 2022-02-11 $14.48 $18.00 98.4% 28.2% 94.5% 0.0% 95.5% -10.3% -26.0% 293 50.7K -524 0.95 119.77 N/A N/A 194 185 370 161 2022-02-14 $14.42 $18.00 99.4% 28.5% 94.4% 0.0% 104.9% 13.7% -28.0% 385 61.1K -523 0.96 122.04 N/A N/A 194 186 368 161 2022-02-15 $15.34 $18.00 88.3% 25.3% 93.3% 0.0% 95.9% -15.7% 32.6% 83 52.0K -495 0.96 122.27 N/A N/A 194 186 368 164 2022-02-16 $15.24 $18.00 64.9% 18.6% 93.2% 0.0% 95.5% -20.4% 32.0% 60 50.6K -492 0.96 122.62 N/A N/A 194 186 368 164 2022-02-17 $14.15 $18.00 102.9% 29.5% 96.9% 0.0% 100.7% 19.9% -3.2% 330 60.7K -468 0.96 119.95 N/A N/A 194 186 368 164 2022-02-18 $13.62 $18.00 99.6% 28.5% 85.9% 0.0% 99.2% -46.1% -19.0% -247 89.2K -407 0.94 123.01 N/A N/A 195 184 368 164 2022-02-22 $13.17 $18.00 116.7% 33.5% 85.4% 0.0% 113.9% -17.6% -8.0% -200 69.8K -383 0.76 122.28 N/A N/A 184 140 340 130 2022-02-23 $12.61 $18.00 112.1% 32.2% 86.9% 0.0% 118.0% -76.7% -16.6% -88 67.2K -391 0.76 123.22 N/A N/A 185 140 340 130 2022-02-24 $13.42 $18.00 114.8% 32.9% 89.6% 0.0% 113.9% -11.1% -1.5% -271 79.6K -335 0.76 121.62 N/A N/A 185 140 341 130 2022-02-25 $13.73 $18.00 88.1% 25.2% 85.2% 0.0% 105.3% -21.9% 44.4% -288 73.6K -364 0.76 123.56 N/A N/A 185 140 341 130 2022-02-28 $14.40 $18.00 87.7% 25.1% 85.2% 0.0% 106.9% -25.8% 26.7% -211 71.4K -372 0.69 116.82 N/A N/A 186 128 344 130
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