DAPP Options History — October 2023

In October 2023, DAPP traded between $5.00 and $5.88. ATM implied volatility averaged 123.6%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 32.8%. IV traded above realized volatility by 74.4% (HV 20d: 49.2%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.10.

Notable Days

  • 2023-10-24: Highest Volume — 222 contracts
  • 2023-10-06: Largest IV spike — 160.5% change
  • 2023-10-06: Highest IV Rank — 58.5%
  • 2023-10-03: Largest Expected Move — 60.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.36$5.00$5.88$5.50$5.60
Max Pain$6.25$6.00$7.00$7.00$6.00
ATM IV123.6%63.4%294.5%126.2%73.6%
Expected Move32.8%18.2%60.7%36.2%21.1%
HV 20d49.2%31.1%64.2%31.1%58.2%
HV 60d55.2%50.9%60.2%60.2%56.7%
IV Rank23.2%10.8%58.5%23.8%12.9%
IV Percentile51.5%6.7%95.2%63.5%14.3%
Term Structure-24.9%-109.6%69.0%-33.6%7.0%
VWIV67.0%64.9%69.1%69.1%64.9%
Skew 25d29.9%-21.9%146.0%-21.9%46.2%
Skew 10d59.2%-27.1%196.7%34.5%36.7%
Call IV 25d97.1%59.6%214.2%160.2%68.9%
Put IV 25d127.0%81.0%251.1%138.3%115.1%
Bid-Ask Spread %155.43139.41167.90157.28145.68
Gamma HHI0.320.270.370.330.27
Net GEX4.8K3.7K6.9K5.2K6.9K
Net DEX-155.9K-262.2K-115.7K-158.6K-262.2K
Net VEX-1.0K-1.4K-785-1.1K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.710.000.71
Total Volume18.636022200
Total OI2,857.0452,7503,1022,7513,102

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$5.50$7.00126.2%36.2%31.1%23.8%0.0%-21.9%-33.6%5.2K-158.6K-1.1K0.00157.28N/AN/A001,4211,330
2023-10-03$5.12$7.00211.9%60.7%38.8%41.4%0.0%-12.8%-109.6%4.1K-154.3K-1.1K0.00161.84N/AN/A001,4211,330
2023-10-04$5.21$6.00167.9%48.1%40.0%32.4%0.0%1.0%-46.2%4.1K-145.0K-1.0K0.00151.76N/AN/A001,4211,329
2023-10-05$5.19$0.00113.1%28.2%39.9%21.0%0.0%34.4%-17.8%4.2K-150.4K-1.1K0.00147.44N/AN/A001,4211,329
2023-10-06$5.42$0.00294.5%53.7%43.5%58.5%0.0%58.9%-23.6%4.3K-117.1K-9100.00165.11N/AN/A3401,4211,329
2023-10-09$5.37$0.00160.8%24.0%41.9%30.9%0.0%24.5%-18.4%4.9K-165.8K-1.1K0.00148.85N/AN/A001,4541,329
2023-10-10$5.44$0.00152.1%41.9%41.9%29.1%0.0%-5.6%-31.4%5.0K-169.0K-1.1K0.00167.27N/AN/A5001,4541,329
2023-10-11$5.28$0.0089.0%25.5%42.8%16.1%0.0%20.2%-15.7%4.9K-162.3K-1.1K0.00145.09N/AN/A001,4941,329
2023-10-12$5.12$0.00103.1%29.6%41.2%19.0%0.0%12.4%31.0%4.1K-152.9K-1.0K0.00163.54N/AN/A021,4941,329
2023-10-13$5.00$0.00135.0%38.7%41.6%25.6%0.0%27.2%-35.0%3.9K-135.6K-1.0K0.00165.40N/AN/A021,4941,331
2023-10-16$5.27$0.00148.0%42.4%46.8%28.3%0.0%6.1%-41.9%4.6K-150.5K-1.0K0.00167.90N/AN/A001,4941,333
2023-10-17$5.38$0.00120.8%34.6%47.8%22.6%0.0%33.1%-82.8%4.7K-122.3K-9290.00155.49N/AN/A001,4941,333
2023-10-18$5.04$0.00147.6%42.3%51.8%28.2%0.0%146.0%-45.1%4.0K-146.1K-9800.00166.50N/AN/A001,4941,333
2023-10-19$5.05$0.0089.6%25.7%51.2%16.2%0.0%106.7%69.0%4.3K-136.9K-9740.00148.48N/AN/A001,4941,332
2023-10-20$5.06$0.0093.4%26.8%50.3%17.0%0.0%45.5%-16.3%4.3K-157.1K-1.0K0.00139.41N/AN/A001,4941,331
2023-10-23$5.39$0.00116.4%33.4%55.6%21.7%0.0%15.7%-84.8%3.7K-115.7K-7850.00140.25N/AN/A2701,4941,328
2023-10-24$5.88$0.0069.1%19.8%62.9%12.0%69.1%31.1%-9.7%4.8K-125.2K-8310.00163.84N/AN/A22111,5071,328
2023-10-25$5.82$6.0063.4%18.2%63.0%10.8%0.0%4.6%-7.8%4.6K-122.9K-7880.00167.71N/AN/A001,7001,329
2023-10-26$5.58$6.0076.2%21.9%64.2%13.4%64.9%43.7%-13.3%6.4K-201.2K-1.2K0.00149.41N/AN/A801,7001,329
2023-10-27$5.53$6.0080.4%23.0%64.1%14.3%0.0%11.0%1.8%4.8K-134.5K-8910.00140.05N/AN/A4101,7101,329
2023-10-30$5.59$6.0086.7%24.9%64.2%15.6%0.0%29.9%-22.9%6.9K-243.6K-1.4K0.71161.25N/AN/A14101,7491,329
2023-10-31$5.60$6.0073.6%21.1%58.2%12.9%0.0%46.2%7.0%6.9K-262.2K-1.4K0.00145.68N/AN/A001,7631,339