DAPP Options History — October 2022

In October 2022, DAPP traded between $4.42 and $5.46. ATM implied volatility averaged 172.6%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 41.4%. IV traded above realized volatility by 74.7% (HV 20d: 98.0%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.49.

Notable Days

  • 2022-10-03: Highest Volume — 403 contracts
  • 2022-10-14: Largest IV spike — 262.6% change
  • 2022-10-07: Highest IV Rank — 100.0%
  • 2022-10-14: Largest Expected Move — 114.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.85$4.42$5.46$5.05$4.76
Max Pain$5.14$5.00$6.00$6.00$5.00
ATM IV172.6%66.4%405.1%276.4%83.7%
Expected Move41.4%19.0%114.0%79.2%24.0%
HV 20d98.0%62.4%143.3%140.8%76.2%
HV 60d105.2%101.5%109.1%107.5%103.3%
IV Rank34.4%2.9%100.0%71.8%7.8%
IV Percentile60.8%8.3%100.0%96.4%24.2%
Term Structure-72.6%-298.8%-5.6%-228.4%-8.8%
VWIV94.6%72.4%129.1%103.1%82.4%
Skew 25d119.5%-169.3%379.3%379.3%294.4%
Skew 10d142.5%-49.2%407.0%70.5%407.0%
Call IV 25d120.6%51.2%331.5%76.7%65.4%
Put IV 25d240.1%64.4%456.0%456.0%359.8%
Bid-Ask Spread %140.08127.50149.37131.67135.46
Gamma HHI0.500.240.650.620.50
Net GEX-6.2K-9.9K-1.6K-9.1K-6.9K
Net DEX303.6K140.1K403.8K274.9K375.4K
Net VEX-102592237.87B-2154436995.37B-384-1.3K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.490.993.302.361.07
Total Volume226.333167403403195
Total OI2,964.9052,9142,9992,9142,999

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$5.05$6.00276.4%79.2%140.8%71.8%103.1%379.3%-228.4%-9.1K274.9K-1.3K2.36131.67N/AN/A1202833232,591
2022-10-04$5.46$6.00147.2%42.2%143.3%29.6%116.3%96.8%-47.9%-2.5K140.1K-7053.25130.10N/AN/A872833432,591
2022-10-05$5.44$6.00250.1%71.7%142.9%63.2%129.1%233.9%-75.3%-2.1K142.7K-6983.30144.56N/AN/A872873452,591
2022-10-06$5.39$5.00140.4%26.0%140.9%27.4%82.7%5.2%-49.5%-7.8K303.0K-1.6K3.30149.37N/AN/A872873452,596
2022-10-07$4.92$5.00405.1%46.9%140.3%100.0%84.6%29.7%-187.0%-1.6K155.1K-2154436995.37B1.20149.22N/AN/A871043452,596
2022-10-10$4.74$5.00354.6%34.2%140.0%85.5%95.9%66.1%-55.6%-7.0K351.2K-1.4K1.37130.19N/AN/A871193452,597
2022-10-11$4.61$5.00183.5%33.7%136.7%36.5%0.0%256.1%-37.8%-8.5K353.1K-1.3K1.14134.80N/AN/A87993452,617
2022-10-12$4.65$5.00164.9%47.3%114.4%31.1%0.0%-169.3%-91.1%-5.9K386.7K-1.5K1.17147.29N/AN/A881033452,617
2022-10-13$4.75$5.00109.7%31.4%114.4%15.3%0.0%42.9%-48.8%-6.0K381.2K-1.6K1.05138.93N/AN/A88923462,617
2022-10-14$4.47$5.00397.7%114.0%62.4%97.9%0.0%286.2%-298.8%-5.1K401.8K-1.6K0.99137.62N/AN/A88873462,613
2022-10-17$4.75$5.00162.3%46.5%67.0%30.4%111.5%57.6%-135.3%-5.7K391.1K-1.5K1.22147.18N/AN/A881073462,613
2022-10-18$4.62$5.00115.3%33.0%66.6%16.9%72.4%67.3%-77.7%-8.2K337.9K-1.3K1.30140.43N/AN/A901173472,613
2022-10-19$4.44$5.00255.1%73.1%67.7%57.0%81.4%124.0%-62.7%-8.1K394.2K-1.4K1.29127.50N/AN/A901163482,623
2022-10-20$4.42$5.00121.5%34.8%67.2%18.7%0.0%-35.2%-52.5%-8.8K380.5K-1.3K1.00135.71N/AN/A90903482,643
2022-10-21$4.55$5.0070.6%20.2%66.7%4.1%0.0%85.1%-9.4%-7.7K375.6K-1.2K1.00138.85N/AN/A90903482,645
2022-10-24$4.59$5.0080.9%23.2%66.7%7.0%0.0%197.7%-5.6%-6.1K403.8K-1.4K1.11148.92N/AN/A79883322,642
2022-10-25$5.12$5.0073.8%21.1%77.6%5.0%0.0%196.5%-23.6%-4.3K163.7K-4341.02144.49N/AN/A96983322,642
2022-10-26$5.18$5.0066.4%19.0%74.9%2.9%0.0%-9.6%-11.1%-7.1K184.0K-5701.04143.45N/AN/A94983542,642
2022-10-27$4.92$5.0084.8%24.3%75.4%8.1%0.0%46.1%-10.1%-9.9K299.7K-1.1K1.04138.60N/AN/A94983542,642
2022-10-28$4.94$5.0081.4%23.3%75.3%7.2%81.4%258.2%-8.4%-2.1K180.0K-3841.07147.46N/AN/A941013542,642
2022-10-31$4.76$5.0083.7%24.0%76.2%7.8%82.4%294.4%-8.8%-6.9K375.4K-1.2K1.07135.46N/AN/A941013542,645