DAPP Options History — July 2024

In July 2024, DAPP traded between $11.91 and $14.73. ATM implied volatility averaged 105.7%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 28.8%. IV traded above realized volatility by 41.8% (HV 20d: 63.9%). Max pain ranged from $12.00 to $13.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.77.

Notable Days

  • 2024-07-23: Highest Volume — 93 contracts
  • 2024-07-08: Largest IV spike — 53.3% change
  • 2024-07-08: Highest IV Rank — 41.8%
  • 2024-07-31: Largest Expected Move — 41.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.94$11.91$14.73$12.79$12.35
Max Pain$12.27$12.00$13.00$12.00$13.00
ATM IV105.7%65.1%158.3%114.7%144.5%
Expected Move28.8%18.7%41.4%32.9%41.4%
HV 20d63.9%52.0%75.3%55.7%73.5%
HV 60d60.6%57.1%63.4%59.8%62.2%
IV Rank22.0%6.7%41.8%25.4%36.6%
IV Percentile48.3%5.6%88.9%59.5%86.1%
Term Structure-18.7%-86.3%47.1%-23.0%-75.3%
VWIV75.4%51.4%93.5%77.9%93.5%
Skew 25d15.6%-43.0%85.3%2.3%48.9%
Skew 10d21.1%-57.9%80.1%-1.0%47.5%
Call IV 25d91.4%54.0%151.6%61.0%108.0%
Put IV 25d107.0%61.3%159.8%63.3%156.9%
Bid-Ask Spread %154.56139.50166.34148.97159.45
Gamma HHI0.210.180.230.210.23
Net GEX6.3K3.9K11.3K6.1K4.5K
Net DEX-438.3K-762.7K-258.8K-394.2K-319.1K
Net VEX-1.7K-1.8K-1.4K-1.7K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.770.0016.000.132.50
Total Volume23.40919397
Total OI997.5459161,0619301,018

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$12.79$12.00114.7%32.9%55.7%25.4%77.9%2.3%-23.0%6.1K-394.2K-1.7K0.13148.97N/AN/A81677253
2024-07-02$12.81$12.0090.8%26.0%55.8%16.4%76.6%4.4%19.6%6.1K-408.3K-1.8K0.13154.33N/AN/A476679254
2024-07-03$12.65$12.00135.3%38.8%54.0%33.1%0.0%7.1%-86.3%7.2K-447.2K-1.8K16.00162.31N/AN/A116725260
2024-07-05$12.54$12.00103.3%28.8%53.4%21.1%0.0%14.5%14.9%5.9K-404.5K-1.8K0.00165.21N/AN/A100726276
2024-07-08$12.56$12.00158.3%27.6%52.0%41.8%92.7%33.2%15.2%6.1K-426.6K-1.8K0.00156.75N/AN/A01736276
2024-07-09$11.98$12.00129.1%23.2%53.6%30.8%75.5%57.7%-33.8%5.9K-352.9K-1.8K0.00162.28N/AN/A80736277
2024-07-10$11.92$12.00111.1%31.8%53.7%24.0%76.4%22.0%-37.2%6.0K-352.6K-1.7K10.00163.56N/AN/A110738277
2024-07-11$12.02$12.00105.1%30.1%53.7%21.7%0.0%12.2%-38.4%5.6K-372.6K-1.8K0.00166.34N/AN/A110738287
2024-07-12$12.66$12.0084.4%24.2%53.5%14.0%0.0%24.0%-5.0%6.6K-413.2K-1.7K0.00160.31N/AN/A30729287
2024-07-15$14.15$12.0087.2%25.0%65.9%15.0%90.4%-2.7%-27.6%11.3K-653.9K-1.6K0.35148.99N/AN/A5218729287
2024-07-16$14.73$12.0082.9%23.8%66.4%13.4%77.1%60.8%-0.9%10.8K-762.7K-1.4K0.00147.56N/AN/A490731274
2024-07-17$14.26$12.0077.3%22.2%65.4%11.3%58.9%10.8%-18.7%8.6K-682.1K-1.6K0.21150.35N/AN/A143740274
2024-07-18$13.21$12.0065.1%18.7%71.4%6.7%0.0%-28.6%47.1%8.3K-533.5K-1.6K2.63139.52N/AN/A821761286
2024-07-19$13.88$12.0092.8%26.6%72.9%17.1%51.4%-18.3%-0.7%7.1K-523.5K-1.6K0.03139.50N/AN/A341764297
2024-07-22$14.15$12.0089.6%25.7%68.3%15.9%64.0%-2.8%-21.7%6.1K-520.0K-1.6K0.00149.00N/AN/A150657259
2024-07-23$13.69$12.0086.5%24.8%68.9%14.7%69.9%-43.0%-24.3%6.4K-487.0K-1.6K4.47141.49N/AN/A1776658259
2024-07-24$13.05$13.00100.0%28.7%70.7%19.8%71.1%8.5%42.6%4.3K-375.8K-1.7K0.04150.87N/AN/A241667335
2024-07-25$12.27$13.00127.1%36.4%74.3%30.0%79.4%43.0%-51.0%4.1K-296.6K-1.7K0.05157.82N/AN/A211672336
2024-07-26$12.70$13.00102.6%29.4%75.3%20.8%93.5%-26.7%31.9%4.3K-342.4K-1.6K0.11159.68N/AN/A91663337
2024-07-29$12.38$13.0098.0%28.1%75.3%19.1%0.0%85.3%-70.6%4.1K-316.3K-1.6K0.00156.16N/AN/A100665338
2024-07-30$11.91$13.00139.3%39.9%72.1%34.6%0.0%29.8%-68.4%3.9K-258.8K-1.6K0.43159.93N/AN/A73670338
2024-07-31$12.35$13.00144.5%41.4%73.5%36.6%0.0%48.9%-75.3%4.5K-319.1K-1.5K2.50159.45N/AN/A25677341