DAPP Options History — June 2023

In June 2023, DAPP traded between $5.41 and $6.80. ATM implied volatility averaged 142.5%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 28.2%. IV traded above realized volatility by 88.2% (HV 20d: 54.3%). Max pain ranged from $4.00 to $6.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 20.23.

Notable Days

  • 2023-06-26: Highest Volume — 502 contracts
  • 2023-06-05: Largest IV spike — 123.8% change
  • 2023-06-07: Highest IV Rank — 65.6%
  • 2023-06-05: Largest Expected Move — 47.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.99$5.41$6.80$5.89$6.80
Max Pain$5.73$4.00$6.00$4.00$6.00
ATM IV142.5%52.5%328.6%110.1%52.5%
Expected Move28.2%15.0%47.8%31.6%15.0%
HV 20d54.3%43.9%67.1%65.6%49.9%
HV 60d69.6%65.2%76.8%76.8%65.5%
IV Rank27.1%8.5%65.6%20.4%8.5%
IV Percentile50.8%1.2%95.6%46.0%1.2%
Term Structure13.6%-85.1%121.7%-6.2%18.5%
VWIV57.6%40.5%86.4%40.5%50.8%
Skew 25d10.5%-86.0%80.0%11.3%-22.9%
Skew 10d18.9%-70.4%145.9%-70.4%-23.5%
Call IV 25d101.3%47.0%204.2%70.1%88.0%
Put IV 25d111.7%63.8%224.5%81.4%65.1%
Bid-Ask Spread %152.18132.94174.69140.96142.32
Gamma HHI0.340.260.510.300.33
Net GEX1.5K8163.5K1.2K3.5K
Net DEX-79.6K-177.5K-52.4K-68.7K-177.5K
Net VEX-520-801-416-424-801
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio20.230.00250.000.000.00
Total Volume55.048050212
Total OI3,994.6673,5074,6003,9214,600

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$5.89$4.00110.1%31.6%65.6%20.4%0.0%11.3%-6.2%1.2K-68.7K-4240.00140.96N/AN/A104893,432
2023-06-02$5.88$4.00130.5%37.4%65.6%24.7%0.0%56.1%-52.2%1.1K-63.8K-4180.00141.40N/AN/A004903,432
2023-06-05$5.57$0.00292.1%47.8%67.1%58.0%0.0%-86.0%-85.1%1.0K-63.6K-5200.00160.98N/AN/A004903,432
2023-06-06$5.70$0.00217.8%24.4%62.7%42.7%0.0%-34.6%-5.3%1.0K-62.4K-4660.00149.87N/AN/A004903,432
2023-06-07$5.51$0.00328.6%34.5%64.1%65.6%0.0%20.3%62.4%1.0K-63.9K-5090.00163.56N/AN/A104903,432
2023-06-08$5.58$0.00171.8%23.4%61.8%33.2%0.0%0.9%16.4%1.0K-65.5K-4870.00132.94N/AN/A004903,432
2023-06-09$5.41$0.00150.4%20.8%54.4%28.8%0.0%47.2%9.1%878-52.4K-4160.00138.83N/AN/A004903,432
2023-06-12$5.50$0.00194.9%23.5%53.3%38.0%40.5%35.4%-6.5%989-59.9K-4510.00146.34N/AN/A1104903,432
2023-06-13$5.59$6.00261.4%24.2%49.3%51.7%0.0%3.8%6.6%1.1K-64.3K-4810.00163.72N/AN/A104993,432
2023-06-14$5.63$6.00128.2%36.7%48.8%24.2%0.0%-0.6%68.3%816-70.2K-4530.00158.80N/AN/A004983,432
2023-06-15$5.54$6.0083.7%24.0%43.9%15.0%0.0%38.6%121.7%839-67.8K-4560.00165.51N/AN/A004983,432
2023-06-16$5.76$6.00130.8%37.5%45.7%24.7%0.0%1.3%16.3%1.0K-77.4K-4640.00174.69N/AN/A1104983,432
2023-06-20$6.13$6.00114.9%32.9%50.5%21.4%0.0%-35.3%5.3%1.8K-76.3K-4330.00161.24N/AN/A103933,114
2023-06-21$6.36$6.0078.4%22.5%50.8%13.9%61.1%29.6%16.0%1.5K-71.8K-4582.50152.18N/AN/A253983,114
2023-06-22$6.33$6.0084.5%24.2%49.8%15.2%72.6%47.6%68.9%1.4K-78.1K-52330.57165.90N/AN/A144283983,119
2023-06-23$6.46$6.0086.4%24.8%50.0%15.5%49.2%20.2%-3.1%1.6K-80.9K-5660.00138.07N/AN/A9704163,547
2023-06-26$6.21$6.00139.9%40.1%52.2%26.6%44.2%80.0%61.7%1.3K-67.2K-730250.00166.51N/AN/A25004723,547
2023-06-27$6.59$6.00126.0%36.1%55.1%23.7%86.4%-50.0%-36.2%2.7K-104.9K-5730.00160.83N/AN/A3904744,047
2023-06-28$6.54$6.0055.6%15.9%50.0%9.2%55.6%45.3%2.0%2.7K-98.4K-5480.03136.02N/AN/A3215134,047
2023-06-29$6.73$6.0054.8%15.7%50.1%9.0%50.8%11.5%6.1%3.2K-136.3K-7360.14135.09N/AN/A715454,048
2023-06-30$6.80$6.0052.5%15.0%49.9%8.5%0.0%-22.9%18.5%3.5K-177.5K-8010.00142.32N/AN/A205524,048