DAPP Options History — February 2023 In February 2023, DAPP traded between $4.10 and $5.08. ATM implied volatility averaged 105.9%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 31.8%. IV traded above realized volatility by 21.9% (HV 20d: 84.1%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.76.
Notable Days 2023-02-02 : Highest Volume — 22 contracts2023-02-15 : Largest IV spike — 120.0% change2023-02-01 : Highest IV Rank — 34.8%2023-02-01 : Largest Expected Move — 51.4%Monthly Statistics Metric Avg Min Max Open Close Price $4.53 $4.10 $5.08 $4.75 $4.25 Max Pain $4.47 $4.00 $5.00 $4.00 $4.00 ATM IV 105.9% 69.8% 179.4% 179.4% 87.8% Expected Move 31.8% 20.0% 51.4% 51.4% 25.2% HV 20d 84.1% 76.4% 95.8% 92.4% 80.8% HV 60d 78.3% 74.7% 81.6% 80.2% 78.3% IV Rank 19.6% 12.1% 34.8% 34.8% 15.8% IV Percentile 31.5% 4.4% 76.2% 76.2% 21.4% Term Structure 58.3% -161.8% 170.5% -161.8% 144.7% VWIV 85.4% 68.3% 111.1% 89.9% 111.1% Skew 25d 8.4% -27.9% 75.6% 75.6% -11.4% Skew 10d -30.0% -117.8% 72.4% -117.8% -16.2% Call IV 25d 103.0% 55.6% 284.8% 284.8% 105.5% Put IV 25d 111.4% 77.1% 360.4% 360.4% 94.1% Bid-Ask Spread % 151.74 134.36 159.47 158.85 154.78 Gamma HHI 0.60 0.39 0.84 0.49 0.60 Net GEX -2.6K -5.2K -803 -1.6K -2.2K Net DEX 15.8K -22.3K 73.1K -1.4K 16.0K Net VEX -343 -579 -218 -280 -219 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.76 0.00 5.00 0.00 5.00 Total Volume 5.684 0 22 14 0 Total OI 2,676.053 2,652 2,690 2,652 2,682
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $4.75 $4.00 179.4% 51.4% 92.4% 34.8% 89.9% 75.6% -161.8% -1.6K -1.4K -280 0.00 158.85 N/A N/A 14 0 161 2,491 2023-02-02 $5.08 $5.00 83.0% 38.5% 89.5% 14.8% 68.3% 47.3% -21.2% -803 -22.3K -234 0.00 153.71 N/A N/A 22 0 175 2,491 2023-02-03 $4.83 $5.00 171.3% 39.5% 90.8% 33.1% 0.0% 43.6% -8.8% -2.0K -1.9K -302 0.00 152.13 N/A N/A 0 0 181 2,491 2023-02-06 $4.81 $5.00 84.2% 24.6% 91.4% 15.1% 69.0% 21.3% -25.1% -1.5K -4.6K -337 0.00 159.47 N/A N/A 6 0 181 2,491 2023-02-07 $4.76 $5.00 72.3% 43.1% 89.3% 12.6% 0.0% 6.0% -14.3% -2.3K 8.4K -404 0.00 156.43 N/A N/A 0 0 186 2,491 2023-02-08 $4.69 $5.00 151.6% 43.4% 87.6% 29.0% 86.6% 4.1% -23.8% -4.3K -5.0K -303 0.00 155.08 N/A N/A 11 0 186 2,491 2023-02-09 $4.26 $5.00 84.9% 24.3% 95.8% 15.2% 93.1% -12.4% 127.9% -4.6K 59.8K -548 3.33 153.33 N/A N/A 3 10 182 2,491 2023-02-10 $4.10 $5.00 82.1% 23.5% 78.6% 14.6% 84.7% -16.2% 114.3% -4.8K 73.1K -579 0.00 154.30 N/A N/A 0 1 182 2,501 2023-02-13 $4.10 $5.00 83.8% 24.0% 78.2% 15.0% 0.0% -5.6% 114.5% -5.2K 71.9K -516 0.00 146.37 N/A N/A 0 0 182 2,502 2023-02-14 $4.38 $5.00 69.8% 20.0% 76.4% 12.1% 97.4% -23.6% 106.7% -3.9K 49.3K -526 0.00 150.15 N/A N/A 0 1 182 2,502 2023-02-15 $4.90 $4.00 153.7% 44.1% 80.6% 29.4% 73.4% 47.2% -28.2% -1.4K -10.6K -249 0.00 154.07 N/A N/A 4 0 183 2,502 2023-02-16 $4.79 $4.00 125.5% 36.0% 81.3% 23.6% 0.0% 33.5% 0.0% -941 -12.0K -218 0.00 134.36 N/A N/A 4 0 185 2,502 2023-02-17 $4.77 $4.00 167.0% 47.9% 79.3% 32.2% 0.0% 32.9% 109.1% -1.3K -5.7K -246 0.00 155.76 N/A N/A 2 0 188 2,502 2023-02-21 $4.50 $4.00 83.8% 24.0% 80.1% 15.0% 82.3% -2.3% 170.5% -1.2K -1.9K -239 0.00 152.79 N/A N/A 10 0 175 2,492 2023-02-22 $4.42 $4.00 78.0% 22.4% 80.0% 13.8% 0.0% -15.6% 166.8% -1.9K 5.3K -292 0.00 154.33 N/A N/A 0 0 185 2,492 2023-02-23 $4.40 $4.00 77.0% 22.1% 79.9% 13.6% 84.1% -27.9% 156.3% -3.3K 27.3K -378 0.00 154.96 N/A N/A 0 6 185 2,492 2023-02-24 $4.12 $4.00 81.8% 23.5% 83.2% 14.6% 111.1% -24.0% 150.6% -3.4K 28.3K -357 0.00 147.33 N/A N/A 2 0 184 2,486 2023-02-27 $4.13 $4.00 96.1% 27.6% 82.1% 17.5% 0.0% -12.9% -28.7% -3.2K 26.4K -281 5.00 134.76 N/A N/A 2 10 184 2,486 2023-02-28 $4.25 $4.00 87.8% 25.2% 80.8% 15.8% 0.0% -11.4% 144.7% -2.2K 16.0K -219 0.00 154.78 N/A N/A 0 0 186 2,496
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