DAPP Options History — August 2022

In August 2022, DAPP traded between $5.92 and $8.20. ATM implied volatility averaged 137.9%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 37.9%. IV traded above realized volatility by 49.6% (HV 20d: 88.4%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 4.55.

Notable Days

  • 2022-08-08: Highest Volume — 781 contracts
  • 2022-08-18: Largest IV spike — 120.7% change
  • 2022-08-08: Highest IV Rank — 49.8%
  • 2022-08-22: Largest Expected Move — 54.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.88$5.92$8.20$6.19$6.02
Max Pain$9.74$8.00$10.00$8.00$10.00
ATM IV137.9%71.2%208.4%187.4%122.7%
Expected Move37.9%20.4%54.8%53.7%35.2%
HV 20d88.4%79.9%98.9%92.1%85.3%
HV 60d93.6%88.4%104.0%104.0%92.3%
IV Rank26.9%5.3%49.8%43.0%22.0%
IV Percentile68.5%22.5%92.0%90.4%67.6%
Term Structure-18.3%-93.7%61.0%-87.6%-12.3%
VWIV111.8%47.5%199.5%199.5%135.1%
Skew 25d-14.5%-121.4%73.4%22.6%13.3%
Skew 10d-34.5%-121.9%22.5%3.6%-10.8%
Call IV 25d106.0%67.0%198.4%73.8%79.5%
Put IV 25d91.5%63.4%175.4%96.3%92.8%
Bid-Ask Spread %131.79115.21173.75173.75116.07
Gamma HHI0.380.180.540.250.40
Net GEX-2.4K-4.0K-577-1.4K-3.3K
Net DEX69.4K-30.8K157.0K37.8K146.0K
Net VEX-575-728-365-405-621
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.550.0018.007.492.79
Total Volume191.5220781594349
Total OI1,045.5229111,169948981

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$6.19$8.00187.4%53.7%92.1%43.0%199.5%22.6%-87.6%-1.4K37.8K-4057.49173.75N/AN/A70524113835
2022-08-02$6.46$8.00187.2%53.7%90.7%43.0%195.8%25.8%-85.7%-1.6K44.1K-4347.49173.43N/AN/A70524113836
2022-08-03$6.89$8.00174.4%50.0%91.4%38.8%185.9%73.4%57.9%-2.0K45.8K-3867.49173.32N/AN/A70524113836
2022-08-04$6.90$10.00101.8%21.9%88.1%15.2%96.8%-60.7%61.0%-2.2K41.1K-3724.37128.49N/AN/A120524113836
2022-08-05$7.05$10.00134.0%26.9%87.8%25.7%107.4%-14.6%15.3%-1.7K18.9K-4594.56125.66N/AN/A115524166836
2022-08-08$7.34$10.00208.4%40.6%81.3%49.8%181.9%25.5%-34.6%-577-30.8K-3656.51134.07N/AN/A104677201836
2022-08-09$7.01$10.00101.5%28.6%83.0%15.1%104.5%14.6%-6.1%-2.4K59.1K-66818.00128.41N/AN/A236164993
2022-08-10$7.69$10.00121.2%34.7%86.5%21.5%54.8%-51.0%-4.7%-2.4K33.1K-6815.00128.67N/AN/A2101661,003
2022-08-11$7.72$10.00134.2%38.5%86.7%25.7%85.8%-21.1%-4.8%-2.3K52.1K-7281.00122.27N/AN/A33167996
2022-08-12$8.17$10.00140.2%40.2%87.5%27.7%0.0%-121.4%-38.6%-2.1K21.2K-6750.00131.01N/AN/A00167998
2022-08-15$8.20$10.0080.3%23.0%86.4%8.2%0.0%-23.4%0.4%-2.3K23.0K-6160.00133.28N/AN/A20167998
2022-08-16$7.80$10.0073.2%21.0%81.3%5.9%0.0%-24.4%-1.9%-2.4K28.0K-6130.00122.99N/AN/A00167998
2022-08-17$8.11$10.0071.2%20.4%79.9%5.3%73.3%-16.4%-11.8%-1.2K8.8K-5150.05129.39N/AN/A201167998
2022-08-18$7.22$10.00157.0%45.0%92.0%33.1%0.0%-113.8%-3.7%-2.6K56.4K-6600.00126.56N/AN/A40166999
2022-08-19$6.45$10.00107.2%30.7%98.9%17.0%91.6%-1.9%-20.8%-2.5K96.3K-6010.59117.31N/AN/A3219166999
2022-08-22$6.16$10.00191.0%54.8%98.7%44.2%0.0%30.7%-76.5%-2.6K109.1K-6070.00126.03N/AN/A049159752
2022-08-23$6.30$10.00153.5%44.0%93.7%32.0%94.5%18.8%56.5%-3.3K121.1K-6510.00124.28N/AN/A03159799
2022-08-24$6.42$10.00155.7%44.6%86.7%32.7%47.5%-16.4%-40.1%-2.6K104.3K-7120.00124.53N/AN/A10159811
2022-08-25$6.40$10.00182.9%52.4%85.6%41.6%78.0%-56.0%-93.7%-2.8K125.4K-6811.00129.49N/AN/A33160811
2022-08-26$5.92$10.00179.6%51.5%90.1%40.5%86.1%17.7%-60.3%-3.7K147.4K-59011.00125.37N/AN/A111163813
2022-08-29$5.98$10.0082.5%23.6%90.2%8.9%82.5%-29.9%9.3%-4.0K150.9K-5950.00115.21N/AN/A05164822
2022-08-30$5.93$10.00125.2%35.9%88.7%22.8%0.0%-24.0%-38.7%-3.5K157.0K-5860.00121.62N/AN/A00164817
2022-08-31$6.02$10.00122.7%35.2%85.3%22.0%135.1%13.3%-12.3%-3.3K146.0K-6212.79116.07N/AN/A92257164817