DAPP Options History — June 2022 In June 2022, DAPP traded between $4.36 and $7.12. ATM implied volatility averaged 207.4%, placing in the 54.5% IV rank vs the trailing year. The 30-day expected move averaged 54.4%. IV traded above realized volatility by 109.7% (HV 20d: 97.7%). Max pain ranged from $6.00 to $16.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 6.39.
Notable Days 2022-06-24 : Highest Volume — 2,063 contracts2022-06-14 : Largest IV spike — 189.3% change2022-06-06 : Highest IV Rank — 100.0%2022-06-21 : Largest Expected Move — 104.0%Monthly Statistics Metric Avg Min Max Open Close Price $5.65 $4.36 $7.12 $6.88 $4.36 Max Pain $8.38 $6.00 $16.00 $16.00 $10.00 ATM IV 207.4% 88.2% 362.9% 177.5% 144.7% Expected Move 54.4% 25.3% 104.0% 50.9% 41.5% HV 20d 97.7% 87.2% 121.6% 121.6% 90.0% HV 60d 89.6% 85.7% 91.3% 91.1% 90.6% IV Rank 54.5% 12.4% 100.0% 49.9% 29.2% IV Percentile 88.1% 42.2% 100.0% 94.4% 83.3% Term Structure -67.8% -186.5% 10.5% 10.5% -7.1% VWIV 197.1% 97.3% 353.6% 168.5% 194.4% Skew 25d 50.0% -35.3% 216.1% 204.2% 20.3% Skew 10d 99.6% -124.8% 314.9% 182.7% 70.5% Call IV 25d 198.1% 84.6% 379.0% 84.6% 177.4% Put IV 25d 248.1% 87.6% 408.4% 288.8% 197.7% Bid-Ask Spread % 149.00 114.01 170.81 114.01 127.76 Gamma HHI 0.19 0.13 0.23 0.23 0.16 Net GEX -238 -779 -16 -265 -779 Net DEX 42.4K 2.4K 64.9K 62.0K 64.9K Net VEX -160 -256 -114 -148 -256 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.39 0.89 28.90 1.11 11.06 Total Volume 519.524 158 2,063 247 639 Total OI 347.143 158 611 329 611
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 2022-06-01 $6.88 $16.00 177.5% 50.9% 121.6% 49.9% 168.5% 204.2% 10.5% -265 62.0K -148 1.11 114.01 N/A N/A 117 130 177 152 2022-06-02 $7.12 $0.00 276.4% 53.9% 120.6% 90.3% 0.0% 19.3% -127.8% -167 35.9K -195 1.11 169.89 N/A N/A 117 130 189 151 2022-06-03 $6.83 $0.00 238.2% 37.1% 116.6% 74.7% 0.0% 58.5% -71.6% -212 54.0K -154 1.11 164.43 N/A N/A 117 130 189 151 2022-06-06 $6.90 $0.00 322.3% 57.4% 116.9% 100.0% 0.0% 18.3% -134.3% -229 51.7K -156 1.11 170.81 N/A N/A 117 130 189 151 2022-06-07 $6.83 $0.00 137.7% 25.3% 99.0% 30.9% 0.0% 1.4% -20.3% -212 59.5K -138 1.11 144.01 N/A N/A 117 130 190 151 2022-06-08 $6.86 $0.00 115.9% 33.2% 98.9% 22.8% 119.2% -16.7% -47.6% -242 55.6K -148 1.13 139.63 N/A N/A 117 132 190 151 2022-06-09 $6.35 $7.00 155.1% 44.5% 87.2% 37.5% 202.1% 10.4% -54.1% -193 50.3K -124 1.13 170.62 N/A N/A 117 132 190 152 2022-06-10 $6.08 $7.00 88.2% 25.3% 88.2% 12.4% 97.3% 2.5% 3.9% -50 55.4K -141 1.06 143.25 N/A N/A 117 124 190 152 2022-06-13 $5.10 $7.00 111.4% 31.9% 95.5% 21.1% 114.9% -35.3% -27.7% -60 50.9K -123 0.92 136.59 N/A N/A 117 108 190 153 2022-06-14 $5.12 $7.00 322.4% 92.4% 93.7% 100.0% 293.8% 31.0% -83.3% -89 54.6K -114 0.92 169.40 N/A N/A 117 108 190 156 2022-06-15 $5.26 $7.00 258.2% 74.0% 90.6% 76.0% 253.4% 32.9% -48.3% -47 41.2K -158 0.91 163.61 N/A N/A 119 108 190 156 2022-06-16 $4.92 $6.00 173.6% 49.8% 90.8% 44.3% 170.3% 3.8% 0.0% -59 50.7K -121 0.89 153.32 N/A N/A 119 106 190 156 2022-06-17 $4.94 $6.00 355.4% 101.9% 88.4% 100.0% 228.8% 29.5% 0.0% -16 23.8K -121 0.89 160.44 N/A N/A 119 106 190 143 2022-06-21 $5.24 $6.00 362.9% 104.0% 91.9% 100.0% 315.6% 27.2% -138.2% -29 2.4K -149 1.36 157.04 N/A N/A 67 91 78 80 2022-06-22 $4.89 $6.00 194.7% 55.8% 93.7% 45.4% 130.0% 3.8% -186.5% -94 13.8K -125 5.09 126.90 N/A N/A 67 341 78 87 2022-06-23 $5.04 $9.00 234.9% 67.3% 92.9% 58.4% 353.6% 110.7% -100.3% -169 18.6K -152 4.97 158.32 N/A N/A 69 343 78 145 2022-06-24 $5.37 $10.00 187.4% 53.7% 95.5% 43.0% 121.2% 130.8% -29.5% -292 19.5K -165 28.90 147.05 N/A N/A 69 1,994 78 184 2022-06-27 $5.15 $10.00 217.0% 62.2% 94.6% 52.6% 163.8% 193.9% -105.6% -441 25.8K -204 22.07 145.30 N/A N/A 68 1,501 78 251 2022-06-28 $4.82 $10.00 154.2% 44.2% 93.4% 32.2% 188.5% 216.1% -75.5% -674 48.7K -237 26.10 133.59 N/A N/A 52 1,357 79 465 2022-06-29 $4.58 $10.00 128.1% 36.7% 91.4% 23.7% 236.0% -13.0% -45.4% -673 52.2K -238 21.13 133.04 N/A N/A 52 1,099 80 489 2022-06-30 $4.36 $10.00 144.7% 41.5% 90.0% 29.2% 194.4% 20.3% -7.1% -779 64.9K -256 11.06 127.76 N/A N/A 53 586 80 531
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