DAPP Options History — November 2022

In November 2022, DAPP traded between $3.22 and $4.61. ATM implied volatility averaged 139.9%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 61.0% (HV 20d: 78.9%). Max pain ranged from $5.00 to $7.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 2.18.

Notable Days

  • 2022-11-15: Highest Volume — 316 contracts
  • 2022-11-02: Largest IV spike — 204.1% change
  • 2022-11-03: Highest IV Rank — 100.0%
  • 2022-11-02: Largest Expected Move — 67.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.80$3.22$4.61$4.61$3.43
Max Pain$6.81$5.00$7.00$5.00$7.00
ATM IV139.9%33.1%495.4%77.7%82.7%
Expected Move26.0%17.8%67.8%22.3%23.7%
HV 20d78.9%67.3%87.7%70.5%81.7%
HV 60d101.7%100.1%104.4%103.0%102.3%
IV Rank23.2%0.0%100.0%6.1%10.7%
IV Percentile37.2%0.0%100.0%17.1%17.1%
Term Structure12.5%-201.3%146.5%-8.4%27.8%
VWIV83.5%63.1%112.7%77.7%96.3%
Skew 25d40.2%-18.5%327.0%327.0%29.5%
Skew 10d61.3%-9.9%415.9%415.9%23.0%
Call IV 25d73.4%51.4%120.0%73.2%52.1%
Put IV 25d113.6%69.4%400.2%400.2%81.6%
Bid-Ask Spread %115.02102.60157.53157.53113.12
Gamma HHI0.650.280.990.610.50
Net GEX-4.8K-10.5K7-9.0K-398
Net DEX342.6K207.1K478.3K351.5K255.2K
Net VEX-607-1.2K-3-1.2K-25
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.180.0025.001.040.00
Total Volume205.85703161940
Total OI3,065.2382,9993,1182,9993,118

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$4.61$5.0077.7%22.3%70.5%6.1%77.7%327.0%-8.4%-9.0K351.5K-1.2K1.04157.53N/AN/A95993542,645
2022-11-02$4.38$5.00236.4%67.8%72.1%51.6%83.0%130.2%-201.3%-1.4K207.1K-2241.04140.54N/AN/A95993552,645
2022-11-03$4.25$7.00495.4%19.5%72.4%100.0%65.6%19.0%-6.8%-9.6K367.9K-7780.80115.60N/AN/A124993562,645
2022-11-04$4.43$7.00401.3%19.3%68.3%78.6%69.2%7.1%68.9%-9.8K246.9K-3021.05114.45N/AN/A93983852,645
2022-11-07$4.44$7.00361.5%17.8%67.3%69.5%68.3%8.4%116.0%-10.3K350.8K-9780.99111.78N/AN/A92913862,646
2022-11-08$4.00$7.0033.1%18.0%75.9%0.0%63.1%-18.5%-25.0%-8.0K432.6K-1.0K1.52108.98N/AN/A921403862,649
2022-11-09$3.63$7.0077.5%22.2%82.1%9.6%77.5%21.4%98.3%-2.6K448.8K-1.0K1.30114.30N/AN/A941223862,689
2022-11-10$3.89$7.0086.0%24.7%86.3%11.4%90.6%35.7%113.2%-1.4K251.4K-1121.33108.43N/AN/A931243892,703
2022-11-11$4.01$7.0088.8%25.4%85.3%12.0%86.1%46.0%29.5%-10.4K405.3K-1.0K1.33109.46N/AN/A951263912,705
2022-11-14$3.91$7.0085.6%24.5%81.8%11.3%85.5%44.2%48.0%-2.0K256.4K-1161.33113.45N/AN/A951263922,717
2022-11-15$4.00$7.0075.4%21.6%82.3%9.1%91.8%25.0%-36.8%-10.5K416.8K-8950.72109.59N/AN/A1841323922,696
2022-11-16$3.72$7.0088.8%25.5%84.8%12.0%85.6%30.9%-67.4%-4.9K474.0K-1.1K0.69113.76N/AN/A1841273932,706
2022-11-17$3.63$7.0084.8%24.3%85.0%11.2%87.3%31.9%62.4%-4.8K478.3K-1.0K0.69102.60N/AN/A1841273932,708
2022-11-18$3.52$7.0079.0%22.6%84.0%9.9%86.0%31.1%-58.8%-8.1K472.3K-1.0K0.72108.47N/AN/A1831323932,704
2022-11-21$3.22$7.0090.3%25.9%87.7%12.4%88.7%13.9%-86.7%-2.0K216.5K-420.55108.88N/AN/A1841023632,676
2022-11-22$3.31$7.00100.8%28.9%76.1%14.6%112.7%-6.7%-42.8%-3.7K458.3K-9640.66116.60N/AN/A1841223642,675
2022-11-23$3.45$7.0088.2%25.3%78.5%11.9%88.1%12.1%-43.7%-1.8K389.7K-7960.65110.24N/AN/A1841193642,685
2022-11-25$3.42$7.0081.1%23.2%77.7%10.4%0.0%2.9%90.9%-415234.5K-360.00113.55N/AN/A0303642,695
2022-11-28$3.25$7.00103.8%29.8%78.1%15.3%96.3%18.3%146.5%-354236.3K-3525.00111.37N/AN/A2503642,730
2022-11-29$3.27$7.00118.9%34.1%78.4%18.6%0.0%34.8%38.7%7244.6K-30.00112.75N/AN/A103662,752
2022-11-30$3.43$7.0082.7%23.7%81.7%10.7%0.0%29.5%27.8%-398255.2K-250.00113.12N/AN/A003662,752