DAPP Options History — June 2024

In June 2024, DAPP traded between $10.24 and $12.88. ATM implied volatility averaged 104.6%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 28.8%. IV traded above realized volatility by 50.1% (HV 20d: 54.4%). Max pain ranged from $9.00 to $12.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 4.09.

Notable Days

2024-06-26: Highest Volume — 260 contracts
2024-06-28: Largest IV spike — 74.5% change
2024-06-10: Highest IV Rank — 32.1%
2024-06-28: Largest Expected Move — 37.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.82	$10.24	$12.88	$10.24	$11.93
Max Pain	$11.42	$9.00	$12.00	$9.00	$12.00
ATM IV	104.6%	74.4%	132.6%	99.0%	129.9%
Expected Move	28.8%	21.0%	37.2%	28.4%	37.2%
HV 20d	54.4%	49.9%	58.3%	57.3%	52.7%
HV 60d	62.2%	57.9%	66.3%	65.9%	58.2%
IV Rank	21.2%	10.2%	32.1%	18.4%	31.1%
IV Percentile	48.8%	15.9%	77.8%	42.9%	77.0%
Term Structure	3.6%	-34.5%	77.7%	77.7%	-26.2%
VWIV	78.1%	47.3%	133.9%	76.7%	65.5%
Skew 25d	8.5%	-62.2%	82.6%	18.5%	82.6%
Skew 10d	-4.2%	-94.0%	65.0%	1.7%	-68.3%
Call IV 25d	94.4%	46.3%	122.2%	76.9%	46.3%
Put IV 25d	102.9%	52.3%	133.6%	95.4%	128.9%
Bid-Ask Spread %	153.74	135.22	164.79	144.37	162.54
Gamma HHI	0.29	0.17	0.94	0.19	0.22
Net GEX	11.9K	2.7K	89.4K	2.7K	5.1K
Net DEX	-650.1K	-1.1M	-275.2K	-443.1K	-339.6K
Net VEX	-2.0K	-2.6K	-1.6K	-1.9K	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.09	0.00	68.00	68.00	0.67
Total Volume	57.789	3	260	207	5
Total OI	1,875.947	837	2,272	2,066	928

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
2024-06-03	$10.24	$9.00	99.0%	28.4%	57.3%	18.4%	76.7%	18.5%	77.7%	2.7K	-443.1K	-1.9K	68.00	144.37	N/A	N/A	3	204	1,379	687
2024-06-04	$10.81	$9.00	112.5%	32.3%	57.7%	23.2%	71.6%	23.1%	4.3%	4.1K	-521.7K	-2.4K	0.00	135.22	N/A	N/A	24	0	1,381	889
2024-06-05	$11.18	$9.00	95.7%	27.4%	55.3%	17.2%	92.4%	-62.2%	35.2%	5.0K	-570.9K	-2.6K	2.00	140.05	N/A	N/A	1	2	1,344	889
2024-06-06	$11.61	$12.00	108.2%	21.0%	56.2%	21.7%	47.3%	18.3%	45.6%	7.4K	-746.3K	-2.0K	0.46	162.02	N/A	N/A	13	6	1,342	888
2024-06-07	$11.23	$12.00	98.3%	26.7%	58.3%	18.1%	0.0%	12.7%	12.8%	4.9K	-590.7K	-2.5K	0.00	160.60	N/A	N/A	42	0	1,339	887
2024-06-10	$11.30	$12.00	132.6%	33.3%	55.8%	32.1%	0.0%	16.3%	-19.5%	3.0K	-589.9K	-2.2K	0.13	164.79	N/A	N/A	71	9	1,333	887
2024-06-11	$11.38	$12.00	130.1%	32.0%	55.5%	31.1%	0.0%	17.0%	-5.9%	4.1K	-612.5K	-2.0K	0.00	160.51	N/A	N/A	7	0	1,353	896
2024-06-12	$12.00	$12.00	84.3%	24.2%	57.5%	13.9%	133.9%	6.6%	26.1%	13.1K	-846.4K	-2.0K	0.28	160.99	N/A	N/A	47	13	1,358	896
2024-06-13	$12.17	$11.00	78.8%	22.6%	53.1%	11.8%	0.0%	14.0%	-30.7%	8.8K	-853.6K	-2.2K	0.02	158.80	N/A	N/A	48	1	1,350	894
2024-06-14	$12.00	$11.00	110.2%	31.6%	53.1%	23.7%	70.5%	22.1%	-34.5%	17.8K	-847.4K	-1.9K	0.67	153.25	N/A	N/A	3	2	1,376	894
2024-06-17	$12.73	$12.00	103.6%	29.7%	55.8%	21.2%	0.0%	14.6%	-18.2%	20.4K	-1.1M	-1.8K	0.01	153.39	N/A	N/A	107	1	1,377	895
2024-06-18	$12.55	$12.00	113.0%	32.4%	50.4%	24.7%	0.0%	18.3%	-13.1%	3.4K	-1.0M	-1.7K	1.25	160.58	N/A	N/A	4	5	1,353	895
2024-06-20	$12.88	$12.00	111.9%	32.1%	49.9%	24.3%	110.4%	-9.4%	-16.3%	18.8K	-1.1M	-1.7K	0.30	155.81	N/A	N/A	47	14	1,350	895
2024-06-21	$12.07	$12.00	118.8%	34.1%	56.6%	26.9%	47.4%	44.8%	-17.6%	89.4K	-892.7K	-1.7K	0.06	156.94	N/A	N/A	102	6	1,327	899
2024-06-24	$11.77	$12.00	120.3%	34.5%	53.6%	27.5%	97.2%	-34.3%	-17.8%	3.4K	-275.2K	-1.6K	0.06	148.66	N/A	N/A	32	2	593	244
2024-06-25	$12.21	$12.00	81.6%	23.4%	52.2%	12.9%	58.9%	-3.7%	-20.9%	4.2K	-322.9K	-1.7K	0.20	148.41	N/A	N/A	5	1	605	246
2024-06-26	$12.19	$12.00	83.4%	23.9%	52.2%	13.6%	74.4%	-21.6%	60.5%	4.4K	-339.9K	-1.7K	3.48	149.79	N/A	N/A	58	202	610	247
2024-06-27	$12.24	$12.00	74.4%	21.3%	51.4%	10.2%	69.4%	-17.0%	26.7%	5.9K	-381.5K	-1.8K	0.22	144.34	N/A	N/A	9	2	668	249
2024-06-28	$11.93	$12.00	129.9%	37.2%	52.7%	31.1%	65.5%	82.6%	-26.2%	5.1K	-339.6K	-1.8K	0.67	162.54	N/A	N/A	3	2	677	251