DAPP Options History — December 2022

In December 2022, DAPP traded between $2.53 and $3.54. ATM implied volatility averaged 154.9%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 56.9%. IV traded above realized volatility by 95.3% (HV 20d: 59.6%). Max pain ranged from $4.00 to $7.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 5.70.

Notable Days

  • 2022-12-06: Highest Volume — 116 contracts
  • 2022-12-19: Largest IV spike — 1000.2% change
  • 2022-12-23: Highest IV Rank — 95.6%
  • 2022-12-05: Largest Expected Move — 136.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.99$2.53$3.54$3.46$2.67
Max Pain$5.00$4.00$7.00$7.00$5.00
ATM IV154.9%11.2%474.1%94.5%83.0%
Expected Move56.9%1.2%136.8%27.1%15.5%
HV 20d59.6%45.0%81.5%80.9%45.5%
HV 60d78.1%66.5%102.0%102.0%66.7%
IV Rank27.9%0.0%95.6%13.3%14.8%
IV Percentile52.2%0.0%99.6%28.2%15.1%
Term Structure-101.6%-318.6%258.1%18.0%114.9%
VWIV204.7%5.9%414.9%264.0%212.6%
Skew 25d-4.1%-246.0%116.7%44.3%116.7%
Skew 10d15.0%-24.9%46.3%35.9%0.9%
Call IV 25d133.2%48.3%337.8%51.1%62.0%
Put IV 25d129.1%73.3%252.3%95.3%178.7%
Bid-Ask Spread %160.29110.91176.17111.62174.64
Gamma HHI0.840.481.000.500.98
Net GEX-11.8K-114.7K9-415-12.4K
Net DEX308.4K232.2K822.3K256.7K451.1K
Net VEX-447-1.2K-3-26-678
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.700.0039.000.501.15
Total Volume1801161843
Total OI2,842.7622,2733,3063,1182,314

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$3.46$7.0094.5%27.1%80.9%13.3%264.0%44.3%18.0%-415256.7K-260.00111.62N/AN/A0183662,752
2022-12-02$3.54$7.0064.6%18.5%81.5%6.8%132.7%25.0%91.6%-440265.4K-220.50110.91N/AN/A843652,761
2022-12-05$3.33$4.0098.5%136.8%81.2%14.1%185.5%18.5%-191.9%-353253.2K-2039.00176.17N/AN/A1393722,763
2022-12-06$3.23$4.0094.9%40.7%81.1%13.4%0.0%3.6%-197.8%-296257.9K-1810.60165.40N/AN/A101063732,795
2022-12-07$3.17$4.0095.7%79.0%74.1%13.5%0.0%24.3%-165.4%-14.2K254.3K-160.00151.78N/AN/A0103822,898
2022-12-08$3.21$4.00107.0%0.0%67.3%16.0%0.0%17.2%-194.2%-286259.8K-160.00171.91N/AN/A103822,908
2022-12-09$3.17$4.00123.5%1.2%61.1%19.5%0.0%24.2%-296.3%-13.1K252.4K-430.00169.33N/AN/A003822,908
2022-12-12$3.16$4.00192.9%0.0%59.3%34.6%0.0%0.0%-312.0%-16.0K253.2K-30.00172.65N/AN/A003822,908
2022-12-13$3.16$4.00143.0%136.7%59.2%23.8%5.9%0.0%-317.0%-15.7K257.1K-90.00172.12N/AN/A0293822,908
2022-12-14$3.18$7.00215.9%0.0%58.2%39.5%0.0%0.0%-318.6%-4.4K261.1K-100.00159.54N/AN/A203822,918
2022-12-15$3.04$7.00296.5%0.0%55.1%57.0%282.3%0.0%0.0%-114.7K303.3K-70.00173.03N/AN/A053832,918
2022-12-16$2.92$7.0011.2%3.2%56.0%0.0%139.9%0.0%0.0%9822.3K-30.00167.38N/AN/A0663832,923
2022-12-19$2.75$7.00122.7%35.2%58.3%23.0%0.0%-144.0%258.1%-2.3K232.2K-1.2K0.00159.82N/AN/A001042,361
2022-12-20$2.79$4.0081.6%23.4%51.4%14.6%0.0%0.0%-17.2%-16.2K393.7K-1.0K0.00171.02N/AN/A101042,169
2022-12-21$2.81$4.00265.9%76.2%50.0%52.6%0.0%0.0%0.0%-16.9K386.7K-1.0K0.00175.54N/AN/A201152,169
2022-12-22$2.77$4.00163.2%46.8%46.5%31.4%0.0%26.4%-27.7%-5.8K288.6K-1.1K0.00146.92N/AN/A001172,169
2022-12-23$2.74$4.00474.1%135.9%46.5%95.6%0.0%-246.0%-76.3%-5.9K294.4K-1.1K0.00169.86N/AN/A001172,169
2022-12-27$2.60$4.00188.7%54.1%46.6%36.7%414.9%10.6%-42.9%-3.0K236.2K-1.0K0.00155.61N/AN/A0111172,169
2022-12-28$2.53$5.00282.2%80.9%46.5%56.0%0.0%-24.6%-52.3%-3.0K242.5K-1.0K0.05160.84N/AN/A2111172,178
2022-12-29$2.63$5.0054.1%15.5%45.0%8.9%0.0%46.2%114.9%-3.6K253.8K-1.1K0.00149.90N/AN/A001372,178
2022-12-30$2.67$5.0083.0%0.0%45.5%14.8%212.6%116.7%0.0%-12.4K451.1K-6781.15174.64N/AN/A20231372,177