DAPP Options History — November 2023

In November 2023, DAPP traded between $5.64 and $7.04. ATM implied volatility averaged 89.6%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 31.6% (HV 20d: 58.1%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.71.

Notable Days

  • 2023-11-02: Highest Volume — 103 contracts
  • 2023-11-10: Largest IV spike — 62.6% change
  • 2023-11-14: Highest IV Rank — 24.4%
  • 2023-11-14: Largest Expected Move — 35.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.15$5.64$7.04$5.70$6.87
Max Pain$6.95$6.00$7.00$6.00$7.00
ATM IV89.6%53.8%124.3%78.7%61.8%
Expected Move24.8%15.4%35.6%22.6%17.7%
HV 20d58.1%51.3%62.5%58.2%57.0%
HV 60d55.6%51.3%57.7%55.9%52.8%
IV Rank16.8%9.2%24.4%13.9%10.9%
IV Percentile34.8%1.6%64.7%21.8%6.3%
Term Structure2.3%-108.7%70.3%-1.1%18.6%
VWIV49.1%25.4%76.1%52.3%44.3%
Skew 25d40.1%-4.9%92.1%-4.9%21.7%
Skew 10d77.3%0.9%167.1%22.6%57.3%
Call IV 25d52.3%38.9%72.5%72.5%44.4%
Put IV 25d92.5%52.7%156.2%67.6%66.1%
Bid-Ask Spread %149.38133.48164.56163.13154.27
Gamma HHI0.320.270.370.310.37
Net GEX9.0K5.4K14.7K6.7K13.5K
Net DEX-256.8K-408.4K-176.6K-198.1K-342.8K
Net VEX-1.1K-1.4K-960-1.2K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.710.0024.000.000.00
Total Volume11.8570103310
Total OI3,161.3333,1023,2003,1023,200

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$5.70$6.0078.7%22.6%58.2%13.9%0.0%-4.9%-1.1%6.7K-198.1K-1.2K0.00163.13N/AN/A301,7631,339
2023-11-02$6.11$7.0092.3%25.9%62.5%16.8%52.3%50.2%48.9%7.6K-211.5K-1.1K0.00158.07N/AN/A10301,7631,339
2023-11-03$6.19$7.0089.3%17.7%61.1%16.1%0.0%-4.1%13.0%7.5K-217.5K-1.1K0.00147.65N/AN/A1001,7941,339
2023-11-06$6.08$7.0096.0%17.5%61.5%17.5%0.0%23.8%20.2%5.8K-181.1K-9780.00163.19N/AN/A001,7991,339
2023-11-07$6.08$7.0081.1%22.1%61.5%15.1%0.0%-3.1%-10.1%6.7K-208.7K-1.1K0.00140.27N/AN/A601,7991,339
2023-11-08$5.88$7.0061.5%17.6%61.8%10.9%49.5%41.2%19.5%6.6K-199.7K-1.1K0.00152.16N/AN/A401,8051,339
2023-11-09$5.82$7.0072.2%20.7%60.6%13.2%54.2%32.7%-0.6%5.4K-176.6K-9600.00149.17N/AN/A1101,8081,339
2023-11-10$5.87$7.00117.4%33.7%59.6%23.0%0.0%57.7%38.4%7.7K-273.5K-1.3K0.00164.56N/AN/A2001,8181,339
2023-11-13$5.64$7.0076.5%21.9%59.4%14.1%0.0%43.1%21.7%6.3K-186.9K-1.0K0.00146.15N/AN/A001,8361,339
2023-11-14$5.69$7.00124.3%35.6%59.1%24.4%54.2%92.1%18.9%7.6K-247.9K-1.3K0.00157.27N/AN/A701,8361,339
2023-11-15$6.08$7.00100.6%28.8%57.5%19.3%0.0%54.7%-33.8%9.6K-314.7K-1.4K0.00136.24N/AN/A101,8381,339
2023-11-16$5.81$7.00108.8%31.2%60.6%21.1%0.0%51.5%70.3%7.9K-246.5K-1.2K0.00135.37N/AN/A011,8391,339
2023-11-17$5.91$7.00121.2%34.8%60.7%23.8%0.0%57.6%-108.7%7.0K-185.8K-1.0K0.00148.83N/AN/A001,8391,339
2023-11-20$6.21$7.0084.8%24.3%59.2%15.9%76.1%55.9%-16.7%10.5K-270.2K-1.2K24.00133.48N/AN/A1241,8301,338
2023-11-21$6.06$7.00121.2%34.7%52.1%23.8%0.0%62.9%-101.6%9.8K-302.8K-1.2K1.67152.07N/AN/A351,8311,338
2023-11-22$6.20$7.0085.7%24.6%52.4%16.1%0.0%53.3%-6.6%10.0K-236.0K-1.1K0.00148.20N/AN/A001,8341,343
2023-11-24$6.49$7.0087.1%25.0%51.6%16.4%50.3%27.0%-33.9%10.4K-273.0K-1.1K0.00136.42N/AN/A801,8341,343
2023-11-27$6.50$7.00109.6%31.4%51.3%21.3%0.0%45.2%33.4%12.2K-331.4K-1.2K0.00154.70N/AN/A001,8421,343
2023-11-28$6.97$7.0053.8%15.4%55.8%9.2%25.4%27.9%26.9%14.6K-379.9K-1.2K0.00143.64N/AN/A501,8421,343
2023-11-29$7.04$7.0058.7%16.8%55.7%10.3%35.9%56.0%30.5%14.7K-408.4K-1.2K0.00152.24N/AN/A2701,8401,343
2023-11-30$6.87$7.0061.8%17.7%57.0%10.9%44.3%21.7%18.6%13.5K-342.8K-1.1K0.00154.27N/AN/A1001,8571,343