DAPP Options History — September 2022

In September 2022, DAPP traded between $4.79 and $7.34. ATM implied volatility averaged 135.2%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 37.4%. IV traded above realized volatility by 18.0% (HV 20d: 117.3%). Max pain ranged from $6.00 to $10.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 3.62.

Notable Days

  • 2022-09-29: Highest Volume — 1,934 contracts
  • 2022-09-06: Largest IV spike — 335.7% change
  • 2022-09-06: Highest IV Rank — 75.4%
  • 2022-09-01: Largest Expected Move — 66.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.60$4.79$7.34$5.71$4.99
Max Pain$7.19$6.00$10.00$10.00$6.00
ATM IV135.2%65.9%287.2%231.1%124.7%
Expected Move37.4%18.9%66.2%66.2%35.8%
HV 20d117.3%80.4%146.1%86.7%140.7%
HV 60d100.7%85.2%111.2%92.9%107.8%
IV Rank26.0%3.6%75.4%57.2%22.3%
IV Percentile59.8%15.2%97.5%93.4%66.3%
Term Structure-30.3%-178.5%211.2%-151.6%28.0%
VWIV110.2%55.5%223.6%55.5%96.2%
Skew 25d38.6%-144.0%227.8%-42.8%72.9%
Skew 10d39.7%-199.2%227.8%-199.2%144.5%
Call IV 25d87.4%42.4%235.6%133.5%75.2%
Put IV 25d126.0%64.0%314.7%90.7%148.0%
Bid-Ask Spread %130.89102.08155.71125.95134.14
Gamma HHI0.380.280.530.350.49
Net GEX-3.2K-6.1K-1.5K-2.7K-6.1K
Net DEX161.2K22.7K329.8K157.5K329.8K
Net VEX-749-1.7K-498-624-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.620.0023.1810.002.57
Total Volume238.76211,93413393
Total OI1,167.7148922,7301,0272,730

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$5.71$10.00231.1%66.2%86.7%57.2%0.0%-42.8%-151.6%-2.7K157.5K-6240.00125.95N/AN/A013169858
2022-09-02$5.64$10.0065.9%18.9%86.0%3.6%0.0%-19.2%147.1%-4.2K186.5K-59610.00122.52N/AN/A110169871
2022-09-06$5.43$7.00287.2%38.1%84.2%75.4%55.5%-105.2%-106.1%-3.8K197.0K-4983.78134.69N/AN/A93352170881
2022-09-07$5.59$7.0074.0%43.5%84.8%6.2%63.9%-144.0%-154.6%-5.0K226.0K-6922.81147.43N/AN/A93261170989
2022-09-08$5.95$7.00124.0%42.7%80.4%22.4%0.0%114.7%-123.3%-5.0K203.8K-77510.00148.26N/AN/A1101711,009
2022-09-09$6.45$7.00248.6%41.4%86.9%62.9%0.0%-10.1%-178.5%-4.8K159.9K-7600.01142.61N/AN/A15421721,019
2022-09-12$6.56$7.00105.9%61.2%84.0%16.5%0.0%87.8%-142.3%-4.6K97.2K-9890.10155.71N/AN/A1013161,020
2022-09-13$5.94$7.00159.1%29.7%89.4%33.8%95.4%52.3%-19.1%-4.7K152.8K-9241.16128.28N/AN/A2312683261,021
2022-09-14$7.18$7.0083.6%24.0%114.4%9.3%0.0%20.9%-14.4%-3.5K85.0K-9060.00137.06N/AN/A103361,019
2022-09-15$7.34$7.0082.2%23.6%113.7%8.9%0.0%227.8%28.7%-5.6K22.7K-5390.00138.36N/AN/A203371,019
2022-09-16$5.53$7.0068.7%19.7%146.1%4.4%160.3%30.0%57.2%-1.9K237.5K-7781.18139.24N/AN/A2102483381,019
2022-09-19$5.39$7.0096.5%27.7%141.5%13.5%0.0%27.8%13.7%-1.9K132.4K-7170.00102.08N/AN/A026294598
2022-09-20$5.20$7.00201.3%57.7%141.2%47.5%61.7%73.3%-31.0%-1.7K127.3K-7501.20140.92N/AN/A56294623
2022-09-21$5.16$7.00102.6%29.4%140.7%15.5%0.0%46.1%125.0%-1.5K145.2K-6080.00123.63N/AN/A01299629
2022-09-22$5.01$7.00149.3%42.8%140.4%30.6%84.4%21.8%-93.8%-1.8K161.5K-6070.00130.73N/AN/A015299630
2022-09-23$4.79$7.0081.4%23.3%140.8%8.6%112.5%44.1%211.2%-1.6K157.3K-6420.47127.56N/AN/A157299645
2022-09-26$4.83$7.00162.5%46.6%139.0%34.9%116.7%53.2%-50.7%-1.7K154.7K-6362.01120.84N/AN/A80161294646
2022-09-27$4.87$7.00137.4%39.4%139.0%26.4%223.6%100.8%-47.0%-1.6K143.8K-6961.52127.51N/AN/A80122294646
2022-09-28$5.16$7.00105.9%30.4%141.1%16.1%127.5%48.2%-31.0%-2.0K149.6K-6851.60103.98N/AN/A80128294649
2022-09-29$4.93$6.00148.2%42.5%141.4%30.0%125.0%111.1%-102.9%-1.7K157.6K-63423.18117.24N/AN/A801,854304656
2022-09-30$4.99$6.00124.7%35.8%140.7%22.3%96.2%72.9%28.0%-6.1K329.8K-1.7K2.57134.14N/AN/A1102833232,407