DAPP Options History — July 2022

In July 2022, DAPP traded between $4.44 and $6.44. ATM implied volatility averaged 138.2%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 35.3%. IV traded above realized volatility by 46.3% (HV 20d: 91.9%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 13.27.

Notable Days

2022-07-06: Highest Volume — 1,480 contracts
2022-07-05: Largest IV spike — 101.2% change
2022-07-06: Highest IV Rank — 69.7%
2022-07-29: Largest Expected Move — 52.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.40	$4.44	$6.44	$4.44	$6.23
Max Pain	$7.95	$7.00	$9.00	$9.00	$8.00
ATM IV	138.2%	67.7%	269.7%	67.7%	184.4%
Expected Move	35.3%	19.4%	52.9%	19.4%	52.9%
HV 20d	91.9%	81.3%	102.3%	88.8%	91.7%
HV 60d	97.9%	90.7%	104.7%	90.7%	104.7%
IV Rank	27.0%	4.1%	69.7%	4.1%	42.0%
IV Percentile	68.9%	22.6%	96.0%	22.6%	89.9%
Term Structure	33.8%	-107.7%	364.4%	272.9%	-107.7%
VWIV	140.4%	94.4%	249.0%	143.3%	135.8%
Skew 25d	-57.2%	-218.7%	32.0%	-99.6%	-81.4%
Skew 10d	-80.1%	-371.2%	30.1%	-23.4%	-190.3%
Call IV 25d	165.9%	60.3%	307.5%	245.9%	154.2%
Put IV 25d	108.6%	72.7%	146.3%	146.3%	72.7%
Bid-Ask Spread %	139.27	127.19	168.71	149.58	168.71
Gamma HHI	0.22	0.12	0.41	0.12	0.26
Net GEX	-1.2K	-2.1K	-612	-612	-1.5K
Net DEX	60.4K	28.0K	82.2K	48.2K	51.5K
Net VEX	-353	-500	-269	-333	-459
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	13.27	7.60	26.92	13.06	7.60
Total Volume	806.05	578	1,480	745	602
Total OI	828.55	614	948	624	948

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
2022-07-01	$4.44	$9.00	67.7%	19.4%	88.8%	4.1%	143.3%	-99.6%	272.9%	-612	48.2K	-333	13.06	149.58	N/A	N/A	53	692	81	543
2022-07-05	$4.75	$9.00	136.2%	36.0%	94.2%	26.4%	124.4%	-73.7%	61.5%	-778	54.7K	-300	12.94	140.77	N/A	N/A	53	686	81	533
2022-07-06	$4.67	$8.00	269.7%	27.2%	93.6%	69.7%	109.0%	-115.2%	101.4%	-796	53.0K	-277	26.92	133.84	N/A	N/A	53	1,427	81	580
2022-07-07	$5.09	$8.00	133.8%	26.0%	100.8%	25.6%	129.3%	-157.7%	20.1%	-989	77.1K	-288	18.61	131.23	N/A	N/A	56	1,042	81	833
2022-07-08	$5.28	$8.00	147.0%	26.5%	102.3%	29.9%	106.1%	-86.1%	129.3%	-1.0K	61.9K	-320	17.29	130.16	N/A	N/A	55	951	84	706
2022-07-11	$4.89	$8.00	131.8%	50.4%	102.2%	25.0%	241.2%	-84.9%	-27.9%	-943	58.8K	-295	15.15	152.81	N/A	N/A	53	803	84	707
2022-07-12	$4.76	$8.00	241.1%	50.4%	101.7%	60.5%	249.0%	-7.8%	-51.4%	-821	60.5K	-308	17.60	134.44	N/A	N/A	53	933	84	722
2022-07-13	$4.75	$8.00	140.6%	40.3%	81.3%	27.8%	188.8%	-103.3%	21.1%	-672	61.0K	-281	22.72	143.51	N/A	N/A	46	1,045	84	720
2022-07-14	$4.82	$8.00	108.0%	31.0%	81.6%	17.2%	156.1%	-32.4%	-20.3%	-866	71.3K	-269	19.67	134.56	N/A	N/A	46	905	85	723
2022-07-15	$4.96	$8.00	108.5%	31.1%	81.6%	17.4%	135.0%	-25.2%	-3.4%	-802	70.4K	-290	18.44	141.51	N/A	N/A	45	830	85	736
2022-07-18	$5.30	$8.00	88.4%	25.4%	81.5%	10.9%	94.4%	-218.7%	364.4%	-930	43.5K	-291	8.45	146.94	N/A	N/A	62	524	84	670
2022-07-19	$5.99	$8.00	103.0%	29.5%	91.7%	15.6%	117.7%	31.9%	89.0%	-926	29.7K	-322	7.63	133.95	N/A	N/A	67	511	104	673
2022-07-20	$6.37	$7.00	173.3%	49.7%	91.9%	38.4%	126.3%	9.7%	-45.5%	-906	28.0K	-353	9.41	131.25	N/A	N/A	68	640	111	674
2022-07-21	$6.44	$7.00	178.4%	51.2%	87.1%	40.1%	145.9%	-156.0%	-50.5%	-1.8K	66.1K	-500	9.15	155.29	N/A	N/A	68	622	110	836
2022-07-22	$6.08	$7.00	146.3%	41.9%	90.4%	29.7%	126.0%	16.4%	-45.8%	-1.8K	69.5K	-477	8.97	131.04	N/A	N/A	68	610	110	835
2022-07-25	$5.79	$8.00	117.7%	33.8%	90.3%	20.4%	124.2%	25.1%	-27.2%	-1.8K	71.6K	-405	8.50	130.26	N/A	N/A	68	578	111	834
2022-07-26	$5.34	$8.00	106.9%	30.7%	93.9%	16.9%	126.2%	-7.0%	-0.9%	-1.9K	82.2K	-428	7.88	127.19	N/A	N/A	68	536	111	835
2022-07-27	$5.93	$8.00	81.7%	23.4%	97.0%	8.7%	110.6%	-10.5%	4.0%	-2.1K	76.7K	-426	7.82	128.97	N/A	N/A	68	532	111	835
2022-07-28	$6.17	$8.00	98.8%	28.3%	94.7%	14.2%	118.1%	32.0%	-7.8%	-2.1K	72.1K	-435	7.60	139.51	N/A	N/A	70	532	111	835
2022-07-29	$6.23	$8.00	184.4%	52.9%	91.7%	42.0%	135.8%	-81.4%	-107.7%	-1.5K	51.5K	-459	7.60	168.71	N/A	N/A	70	532	113	835