DAPP Options History — April 2022

In April 2022, DAPP traded between $10.15 and $15.56. ATM implied volatility averaged 128.7%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 62.5% (HV 20d: 66.2%). Max pain ranged from $12.00 to $18.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 2.03.

Notable Days

2022-04-26: Highest Volume — 182 contracts
2022-04-11: Largest IV spike — 65.6% change
2022-04-11: Highest IV Rank — 100.0%
2022-04-29: Largest Expected Move — 36.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.47	$10.15	$15.56	$14.95	$10.15
Max Pain	$15.60	$12.00	$18.00	$18.00	$12.00
ATM IV	128.7%	67.4%	300.2%	95.5%	125.8%
Expected Move	27.2%	19.3%	36.1%	22.9%	36.1%
HV 20d	66.2%	50.5%	83.3%	81.7%	53.4%
HV 60d	80.8%	75.3%	84.5%	83.0%	75.3%
IV Rank	37.6%	5.0%	100.0%	28.6%	28.9%
IV Percentile	71.4%	29.9%	100.0%	60.6%	87.2%
Term Structure	-16.6%	-64.0%	28.9%	-39.9%	-56.1%
VWIV	100.8%	69.4%	151.1%	92.3%	151.1%
Skew 25d	8.3%	-44.3%	39.4%	-44.3%	-2.9%
Skew 10d	28.3%	-0.9%	62.4%	37.2%	-0.9%
Call IV 25d	100.2%	67.8%	126.9%	118.8%	121.3%
Put IV 25d	108.5%	74.5%	135.5%	74.5%	118.4%
Bid-Ask Spread %	145.11	133.96	156.13	146.45	150.41
Gamma HHI	0.14	0.09	0.21	0.13	0.14
Net GEX	-167	-310	72	-266	-94
Net DEX	61.0K	36.8K	80.8K	38.6K	59.8K
Net VEX	-250	-341	-187	-335	-246
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.03	1.20	2.45	2.22	1.20
Total Volume	146.45	0	182	145	180
Total OI	224.1	196	267	196	267

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
2022-04-01	$14.95	$18.00	95.5%	22.9%	81.7%	28.6%	92.3%	-44.3%	-39.9%	-266	38.6K	-335	2.22	146.45	N/A	N/A	45	100	105	91
2022-04-04	$15.56	$18.00	157.8%	26.7%	79.9%	72.6%	90.8%	34.1%	5.2%	-270	36.8K	-341	2.22	153.76	N/A	N/A	45	100	105	91
2022-04-05	$14.67	$18.00	125.2%	27.1%	83.3%	49.6%	107.4%	8.0%	-38.8%	-238	38.3K	-321	2.20	149.95	N/A	N/A	45	99	105	91
2022-04-06	$13.90	$18.00	134.5%	29.4%	78.7%	56.1%	105.2%	8.3%	-8.6%	-310	51.1K	-287	2.18	153.07	N/A	N/A	45	98	105	93
2022-04-07	$13.68	$18.00	141.9%	29.5%	78.3%	61.4%	109.8%	6.3%	-15.1%	-300	54.2K	-276	2.27	152.96	N/A	N/A	44	100	105	94
2022-04-08	$13.30	$18.00	181.3%	22.1%	75.7%	89.2%	97.2%	9.4%	-6.6%	-267	53.2K	-279	2.33	145.95	N/A	N/A	43	100	105	95
2022-04-11	$12.80	$18.00	300.2%	31.8%	72.5%	100.0%	126.4%	7.6%	-18.0%	-273	60.4K	-238	2.33	156.13	N/A	N/A	43	100	106	95
2022-04-12	$12.45	$18.00	295.2%	27.3%	72.5%	98.0%	129.5%	4.1%	-15.6%	-252	59.2K	-232	1.64	149.55	N/A	N/A	61	100	106	95
2022-04-13	$12.88	$18.00	109.3%	31.3%	67.0%	22.2%	126.9%	8.8%	-16.9%	55	48.8K	-284	1.64	154.77	N/A	N/A	61	100	126	95
2022-04-14	$12.35	$18.00	96.4%	27.6%	65.4%	16.9%	77.5%	28.3%	-1.6%	72	62.3K	-220	1.72	139.79	N/A	N/A	61	105	127	95
2022-04-18	$12.18	$18.00	67.4%	19.3%	61.8%	5.0%	81.1%	10.3%	-3.3%	-39	79.5K	-187	2.30	136.66	N/A	N/A	43	99	123	101
2022-04-19	$12.63	$18.00	104.9%	30.1%	63.8%	20.4%	69.4%	13.6%	-64.0%	-27	74.8K	-220	2.45	133.96	N/A	N/A	44	108	124	102
2022-04-20	$12.27	$12.00	80.0%	22.9%	58.5%	10.2%	78.3%	5.5%	-5.9%	-89	69.5K	-248	2.45	137.14	N/A	N/A	44	108	126	112
2022-04-21	$11.57	$12.00	77.5%	22.2%	60.9%	9.2%	115.1%	5.9%	1.7%	-81	58.6K	-264	2.45	141.52	N/A	N/A	44	108	126	112
2022-04-22	$11.15	$12.00	115.7%	33.2%	58.0%	24.7%	93.6%	8.4%	-27.0%	-127	66.5K	-235	2.32	144.06	N/A	N/A	44	102	126	112
2022-04-25	$11.17	$12.00	78.5%	22.5%	58.1%	9.6%	72.2%	20.4%	-1.4%	-274	80.8K	-192	2.22	141.19	N/A	N/A	46	102	126	116
2022-04-26	$10.47	$12.00	96.1%	27.6%	51.5%	16.8%	100.1%	-9.5%	-39.6%	-193	73.7K	-196	1.22	138.18	N/A	N/A	82	100	129	116
2022-04-27	$10.47	$12.00	81.7%	23.4%	50.5%	10.9%	0.0%	5.4%	-9.6%	-207	79.6K	-191	0.00	137.57	N/A	N/A	0	0	149	118
2022-04-28	$10.74	$12.00	109.1%	31.3%	51.9%	22.1%	91.1%	39.4%	28.9%	-167	75.1K	-217	1.20	139.18	N/A	N/A	82	98	149	118
2022-04-29	$10.15	$12.00	125.8%	36.1%	53.4%	28.9%	151.1%	-2.9%	-56.1%	-94	59.8K	-246	1.20	150.41	N/A	N/A	82	98	149	118