DAPP Options History — May 2022 In May 2022, DAPP traded between $6.36 and $10.85. ATM implied volatility averaged 150.4%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 39.9%. IV traded above realized volatility by 54.2% (HV 20d: 96.2%). Max pain ranged from $12.00 to $20.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.10.
Notable Days 2022-05-19 : Highest Volume — 246 contracts2022-05-09 : Largest IV spike — 158.9% change2022-05-09 : Highest IV Rank — 93.1%2022-05-25 : Largest Expected Move — 71.2%Monthly Statistics Metric Avg Min Max Open Close Price $7.73 $6.36 $10.85 $10.34 $7.41 Max Pain $16.57 $12.00 $20.00 $12.00 $16.00 ATM IV 150.4% 92.7% 283.3% 127.8% 117.3% Expected Move 39.9% 20.2% 71.2% 36.6% 33.6% HV 20d 96.2% 51.2% 120.1% 55.1% 120.1% HV 60d 85.2% 71.9% 91.5% 74.9% 90.4% IV Rank 38.9% 15.4% 93.1% 29.7% 25.4% IV Percentile 79.8% 52.4% 98.8% 87.3% 76.3% Term Structure -45.3% -181.4% 95.9% -8.9% -35.4% VWIV 144.5% 84.5% 237.1% 185.8% 151.1% Skew 25d 13.6% -158.3% 129.6% 9.3% 21.5% Skew 10d 11.8% -56.9% 102.5% 43.1% 19.1% Call IV 25d 131.2% 71.2% 283.7% 174.2% 102.4% Put IV 25d 144.8% 69.6% 284.2% 183.5% 123.9% Bid-Ask Spread % 120.00 112.70 148.17 148.17 113.14 Gamma HHI 0.24 0.14 0.43 0.14 0.24 Net GEX -169 -351 -32 -119 -351 Net DEX 66.0K 39.0K 86.1K 64.6K 64.2K Net VEX -144 -233 -69 -233 -168 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.86 1.42 1.21 1.21 Total Volume 217.381 181 246 181 241 Total OI 301.571 267 331 267 329
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 2022-05-02 $10.34 $12.00 127.8% 36.6% 55.1% 29.7% 185.8% 9.3% -8.9% -119 64.6K -233 1.21 148.17 N/A N/A 82 99 149 118 2022-05-03 $10.33 $12.00 94.6% 27.1% 51.2% 16.1% 99.1% 1.8% -31.8% -264 82.2K -164 1.21 140.12 N/A N/A 82 99 149 119 2022-05-04 $10.85 $12.00 135.6% 38.9% 54.6% 32.9% 90.4% 3.4% -5.9% -204 79.2K -200 1.19 135.63 N/A N/A 83 99 149 119 2022-05-05 $9.75 $20.00 105.2% 25.4% 62.3% 20.5% 86.6% -5.0% -18.1% -198 76.3K -171 1.19 113.92 N/A N/A 83 99 150 119 2022-05-06 $9.44 $20.00 109.5% 20.2% 62.5% 22.2% 84.5% -27.3% -8.1% -220 81.8K -140 1.42 112.92 N/A N/A 84 119 151 119 2022-05-09 $7.87 $20.00 283.3% 38.1% 85.3% 93.1% 118.3% -158.3% 6.8% -161 69.3K -177 1.19 116.85 N/A N/A 85 101 151 139 2022-05-10 $7.69 $20.00 109.2% 23.7% 85.2% 22.1% 99.0% -9.6% -12.2% -298 86.1K -120 0.98 115.27 N/A N/A 103 101 151 139 2022-05-11 $6.61 $20.00 92.7% 26.6% 96.2% 15.4% 119.2% 2.5% -38.1% -60 77.6K -78 1.08 114.68 N/A N/A 103 111 169 139 2022-05-12 $6.47 $20.00 98.4% 28.2% 93.2% 17.7% 136.6% 13.6% 2.0% -56 84.7K -69 1.05 114.14 N/A N/A 105 110 169 149 2022-05-13 $7.30 $16.00 187.3% 53.7% 108.1% 53.9% 150.9% 69.0% -127.4% -103 60.8K -135 1.05 118.64 N/A N/A 105 110 171 125 2022-05-16 $6.80 $16.00 165.0% 47.3% 109.2% 44.9% 213.6% 100.1% -135.1% -176 62.3K -107 1.03 118.04 N/A N/A 107 110 171 125 2022-05-17 $7.24 $16.00 235.4% 67.5% 111.6% 73.6% 178.0% 109.6% -147.0% -135 51.8K -166 0.86 122.74 N/A N/A 130 112 173 125 2022-05-18 $6.79 $16.00 242.9% 69.6% 112.4% 76.6% 210.6% 23.0% -181.4% -78 39.0K -170 0.86 121.44 N/A N/A 130 112 198 127 2022-05-19 $7.09 $16.00 105.1% 30.1% 114.7% 20.4% 135.9% 9.4% 95.9% -32 55.3K -125 0.89 114.01 N/A N/A 130 116 198 131 2022-05-20 $6.78 $16.00 157.7% 45.2% 114.8% 41.9% 86.6% 64.3% -41.4% -139 52.9K -133 0.88 117.70 N/A N/A 130 115 198 131 2022-05-23 $6.82 $16.00 101.9% 29.2% 114.9% 19.1% 135.6% 8.0% -31.4% -154 58.9K -111 1.03 116.67 N/A N/A 109 112 177 128 2022-05-24 $6.36 $16.00 222.6% 63.8% 115.2% 68.4% 209.8% 129.6% -48.5% -110 51.9K -117 1.03 118.25 N/A N/A 109 112 177 128 2022-05-25 $6.56 $16.00 248.5% 71.2% 116.6% 78.9% 237.1% -151.1% -174.6% -154 49.7K -141 1.23 120.53 N/A N/A 109 134 177 134 2022-05-26 $6.80 $16.00 100.5% 28.8% 117.2% 18.6% 122.8% 20.7% 6.8% -210 71.2K -131 1.23 112.70 N/A N/A 109 134 177 154 2022-05-27 $7.13 $16.00 117.8% 33.8% 119.1% 25.6% 182.0% 50.2% -18.2% -324 66.1K -162 1.21 114.42 N/A N/A 109 132 177 154 2022-05-31 $7.41 $16.00 117.3% 33.6% 120.1% 25.4% 151.1% 21.5% -35.4% -351 64.2K -168 1.21 113.14 N/A N/A 109 132 177 152
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