DAPP Options History — April 2024

In April 2024, DAPP traded between $8.57 and $11.28. ATM implied volatility averaged 116.6%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 32.1%. IV traded above realized volatility by 47.5% (HV 20d: 69.2%). Max pain ranged from $10.00 to $11.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.56.

Notable Days

  • 2024-04-10: Highest Volume — 93 contracts
  • 2024-04-12: Largest IV spike — 91.4% change
  • 2024-04-08: Highest IV Rank — 55.4%
  • 2024-04-12: Largest Expected Move — 48.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.75$8.57$11.28$11.28$8.92
Max Pain$10.14$10.00$11.00$11.00$10.00
ATM IV116.6%69.0%205.0%139.8%130.3%
Expected Move32.1%19.8%48.0%40.1%37.4%
HV 20d69.2%54.3%83.4%78.0%63.9%
HV 60d83.3%81.0%86.2%84.8%84.4%
IV Rank23.5%6.3%55.4%31.9%28.5%
IV Percentile53.6%9.5%94.8%80.2%75.4%
Term Structure3.1%-94.3%84.9%36.2%-10.7%
VWIV92.6%53.5%174.4%105.9%60.6%
Skew 25d-1.9%-63.7%96.4%-63.7%15.1%
Skew 10d-14.8%-86.3%64.7%-84.1%-12.3%
Call IV 25d108.1%52.2%162.7%162.7%71.0%
Put IV 25d106.2%68.4%175.6%99.0%86.1%
Bid-Ask Spread %140.91133.04146.87133.04143.94
Gamma HHI0.150.140.170.140.15
Net GEX5.6K3.1K7.4K6.1K3.9K
Net DEX-445.7K-727.1K-173.1K-727.1K-210.7K
Net VEX-3.0K-3.3K-2.3K-3.3K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.560.0019.000.030.04
Total Volume41.54936429
Total OI2,084.4091,9002,2131,9002,130

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$11.28$11.00139.8%40.1%78.0%31.9%105.9%-63.7%36.2%6.1K-727.1K-3.3K0.03133.04N/AN/A6221,322578
2024-04-02$10.41$11.00138.8%39.8%83.4%31.5%94.9%-16.6%-49.6%5.9K-594.9K-3.3K0.97145.60N/AN/A37361,359580
2024-04-03$10.43$11.00154.8%44.4%77.5%37.3%115.8%45.9%-44.1%6.3K-562.3K-3.3K0.09146.87N/AN/A2321,352601
2024-04-04$10.40$10.00143.8%37.7%75.7%33.3%174.4%-4.3%-20.5%6.1K-570.5K-3.3K0.14145.85N/AN/A1421,374603
2024-04-05$10.15$10.00141.2%38.1%76.3%32.4%97.2%-31.2%-15.3%5.8K-513.4K-3.2K0.12144.06N/AN/A5871,376606
2024-04-08$10.21$10.00205.0%30.2%73.7%55.4%0.0%-24.0%-17.8%5.9K-572.5K-3.2K0.00141.47N/AN/A1801,431612
2024-04-09$9.91$10.0097.3%33.6%73.2%16.6%102.5%-43.2%-8.6%6.0K-489.8K-3.1K0.41138.28N/AN/A27111,445612
2024-04-10$9.91$10.00139.1%39.9%73.1%31.6%94.5%-19.4%-45.7%5.7K-480.1K-3.1K0.02144.16N/AN/A9121,454623
2024-04-11$9.97$10.0087.5%25.1%72.2%13.0%81.3%-37.2%42.0%6.4K-514.5K-3.3K1.38136.61N/AN/A8111,535625
2024-04-12$9.38$10.00167.6%48.0%71.4%41.9%113.8%-27.3%-94.3%5.5K-376.6K-3.1K0.39139.86N/AN/A1871,534634
2024-04-15$8.82$10.00121.1%34.7%70.2%25.1%87.6%-27.4%-85.8%4.9K-324.2K-2.8K1.21135.31N/AN/A14171,543634
2024-04-16$8.59$10.00129.2%37.0%70.4%28.1%98.5%12.5%-69.2%4.3K-173.1K-2.6K2.75142.34N/AN/A4111,554637
2024-04-17$8.57$10.00105.7%30.3%70.2%19.6%72.3%-51.9%41.8%3.8K-244.6K-2.7K19.00144.83N/AN/A2381,557639
2024-04-18$8.83$10.00114.1%32.7%54.3%22.6%0.0%62.5%25.4%3.1K-193.1K-2.7K1.00139.88N/AN/A221,558655
2024-04-19$8.91$10.0073.3%21.0%54.6%7.9%85.9%-5.9%3.8%3.7K-215.0K-2.6K0.27139.74N/AN/A2671,560644
2024-04-22$9.84$10.0072.8%20.9%66.2%7.7%76.5%49.1%58.5%5.4K-452.0K-2.9K0.00135.82N/AN/A7301,410584
2024-04-23$10.33$10.0087.0%25.0%62.9%12.9%73.1%-28.2%19.5%6.5K-578.4K-2.9K0.06136.69N/AN/A6641,474584
2024-04-24$10.04$10.0069.0%19.8%63.3%6.3%67.0%7.5%65.4%7.2K-516.2K-3.0K3.38139.36N/AN/A8271,530587
2024-04-25$9.89$10.0072.3%20.7%63.3%7.5%53.5%-47.5%77.0%7.1K-531.7K-3.0K1.33141.31N/AN/A681,535578
2024-04-26$10.03$10.00104.3%29.9%63.5%19.1%104.0%96.4%75.7%7.4K-529.9K-3.0K0.02142.68N/AN/A6511,537580
2024-04-29$9.66$10.0071.8%20.6%64.0%7.4%60.6%95.5%84.9%7.1K-435.3K-2.6K1.79142.40N/AN/A24431,511580
2024-04-30$8.92$10.00130.3%37.4%63.9%28.5%0.0%15.1%-10.7%3.9K-210.7K-2.3K0.04143.94N/AN/A2811,513617