DAPP Options History — August 2024

In August 2024, DAPP traded between $9.86 and $11.84. ATM implied volatility averaged 167.7%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 30.7%. IV traded above realized volatility by 91.7% (HV 20d: 76.1%). Max pain ranged from $10.00 to $13.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 5.95.

Notable Days

  • 2024-08-19: Highest Volume — 110 contracts
  • 2024-08-05: Largest IV spike — 84.6% change
  • 2024-08-06: Highest IV Rank — 100.0%
  • 2024-08-02: Largest Expected Move — 45.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.80$9.86$11.84$11.52$10.60
Max Pain$10.27$10.00$13.00$13.00$10.00
ATM IV167.7%72.2%372.8%143.6%141.8%
Expected Move30.7%20.7%45.3%41.2%40.6%
HV 20d76.1%62.9%92.5%77.3%62.9%
HV 60d66.6%63.3%69.3%63.3%65.9%
IV Rank38.4%7.7%100.0%36.2%29.0%
IV Percentile66.3%7.9%100.0%84.9%82.1%
Term Structure-11.0%-77.9%61.6%-77.9%-22.0%
VWIV95.6%52.7%203.0%127.6%146.4%
Skew 25d20.8%-48.6%66.2%35.4%-4.1%
Skew 10d30.4%-51.1%112.3%51.3%-15.1%
Call IV 25d86.0%53.5%136.1%136.1%63.9%
Put IV 25d106.8%59.9%191.9%171.5%59.9%
Bid-Ask Spread %141.09131.45156.33156.33135.56
Gamma HHI0.300.240.390.240.39
Net GEX1.5K-1.1K3.5K3.5K-1.1K
Net DEX-87.9K-217.0K24.3K-217.0K-38.3K
Net VEX-1.2K-1.5K-1.1K-1.5K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.950.0045.0045.002.00
Total Volume18.7730110462
Total OI1,081.59711,1681,0211,135

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$11.52$13.00143.6%41.2%77.3%36.2%127.6%35.4%-77.9%3.5K-217.0K-1.5K45.00156.33N/AN/A145677344
2024-08-02$10.79$13.00158.0%45.3%80.3%41.7%203.0%57.4%-46.5%2.8K-122.4K-1.5K0.20155.81N/AN/A51676382
2024-08-05$9.86$10.00291.7%26.2%85.3%92.0%134.4%30.7%1.2%1.9K-26.9K-1.3K10.00138.76N/AN/A110677383
2024-08-06$10.30$10.00372.8%34.8%86.5%100.0%134.2%48.2%-44.8%1.9K-77.8K-1.3K0.38149.60N/AN/A135678385
2024-08-07$9.88$10.00212.5%22.3%87.3%50.8%76.1%41.5%11.6%1.5K8.2K-1.2K0.00137.62N/AN/A01673388
2024-08-08$10.68$10.00293.6%45.2%92.5%75.7%56.9%66.2%-68.9%2.6K-107.2K-1.3K5.00147.34N/AN/A15673387
2024-08-09$10.54$10.00221.1%25.2%89.9%53.4%74.6%15.0%-44.9%2.3K-68.9K-1.3K0.00139.60N/AN/A06672385
2024-08-12$10.21$10.00300.3%21.1%78.1%77.7%0.0%59.0%-9.0%1.8K-11.9K-1.1K0.00141.45N/AN/A00672387
2024-08-13$10.25$10.00328.0%21.8%75.6%86.2%75.5%53.4%7.9%1.8K-16.8K-1.1K1.43137.80N/AN/A710672387
2024-08-14$10.16$10.0072.2%20.7%75.5%7.7%107.2%-10.7%23.8%1.3K24.3K-1.1K2.00143.81N/AN/A24667397
2024-08-15$10.46$10.0074.1%21.2%73.7%8.2%0.0%-14.5%61.6%2.3K17.1K-1.1K0.00139.00N/AN/A0100666399
2024-08-16$10.82$10.00126.4%36.2%72.2%24.3%0.0%20.7%-19.9%1.9K21.6K-1.3K0.00140.16N/AN/A10669499
2024-08-19$11.02$10.0095.7%27.4%72.2%14.9%70.9%28.1%40.2%2.1K-117.2K-1.2K14.71137.74N/AN/A7103596375
2024-08-20$11.18$10.00127.2%36.5%72.3%24.5%76.2%23.3%-20.7%968-124.0K-1.3K0.00133.45N/AN/A70595478
2024-08-21$11.50$10.00118.6%34.0%72.1%21.9%61.8%5.0%-17.9%1.5K-175.2K-1.4K6.50140.35N/AN/A426595487
2024-08-22$11.20$10.0094.6%27.1%69.6%14.5%0.0%22.2%-24.1%832-136.1K-1.3K0.00140.15N/AN/A00597511
2024-08-23$11.84$10.0099.2%28.4%71.5%16.0%98.2%-6.3%24.7%960-210.2K-1.3K0.00131.45N/AN/A290597511
2024-08-26$11.73$10.00105.4%30.2%71.1%17.8%69.1%6.0%20.2%1.2K-208.9K-1.2K0.00139.86N/AN/A02618511
2024-08-27$11.32$10.00117.8%33.8%70.9%21.6%52.7%23.0%-1.2%1.4K-164.6K-1.2K0.00140.16N/AN/A30618512
2024-08-28$10.87$10.0098.6%28.3%70.6%15.8%64.6%-48.6%-3.8%-877-87.7K-1.2K2.00139.49N/AN/A24620512
2024-08-29$10.86$10.0097.1%27.9%66.5%15.3%91.0%7.5%-31.9%-143-94.3K-1.1K2.00138.52N/AN/A24622508
2024-08-30$10.60$10.00141.8%40.6%62.9%29.0%146.4%-4.1%-22.0%-1.1K-38.3K-1.1K0.00135.56N/AN/A02623512