DAPP Options History — September 2024

In September 2024, DAPP traded between $9.49 and $12.23. ATM implied volatility averaged 93.1%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 28.1%. IV traded above realized volatility by 36.4% (HV 20d: 56.7%). Max pain ranged from $10.00 to $11.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 16.72.

Notable Days

  • 2024-09-18: Highest Volume — 205 contracts
  • 2024-09-06: Largest IV spike — 141.8% change
  • 2024-09-06: Highest IV Rank — 40.6%
  • 2024-09-10: Largest Expected Move — 38.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.83$9.49$12.23$9.82$11.75
Max Pain$10.20$10.00$11.00$10.00$10.00
ATM IV93.1%53.1%179.6%65.5%54.6%
Expected Move28.1%15.2%38.2%18.8%15.7%
HV 20d56.7%51.7%60.4%60.4%55.2%
HV 60d67.0%65.0%68.8%67.2%66.3%
IV Rank14.1%1.8%40.6%5.6%2.2%
IV Percentile32.8%0.8%91.7%4.8%1.6%
Term Structure16.2%-37.0%76.4%73.6%55.2%
VWIV71.7%46.1%102.5%60.1%61.2%
Skew 25d1.2%-87.4%65.2%-80.6%13.3%
Skew 10d51.4%-10.0%120.7%7.2%120.7%
Call IV 25d107.4%37.9%162.8%137.1%69.4%
Put IV 25d108.6%37.6%183.1%56.5%82.7%
Bid-Ask Spread %160.27143.92169.90143.92167.17
Gamma HHI0.440.240.660.490.24
Net GEX-2.1K-4.9K1.5K-3.9K-830
Net DEX-14.4K-128.1K155.6K110.5K-17.3K
Net VEX-646-888-416-863-763
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio16.720.00204.000.5025.50
Total Volume26.75020566
Total OI918.352921,2201,135395

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$9.82$10.0065.5%18.8%60.4%5.6%60.1%-80.6%73.6%-3.9K110.5K-8630.50143.92N/AN/A42623512
2024-09-04$9.77$10.0070.3%20.2%58.2%7.1%46.1%65.2%43.6%-3.9K114.7K-8570.00146.07N/AN/A90626513
2024-09-05$9.98$10.0074.3%34.6%56.8%8.3%0.0%8.5%-23.6%-3.1K69.6K-8880.00169.90N/AN/A20631513
2024-09-06$9.49$10.00179.6%34.7%51.7%40.6%0.0%4.8%-23.6%-4.9K155.6K-7830.00165.35N/AN/A00633513
2024-09-09$10.25$10.0073.3%36.8%59.4%8.0%0.0%13.1%-24.4%-3.6K40.4K-8090.00164.77N/AN/A00633513
2024-09-10$10.43$10.0077.3%38.2%58.6%9.2%0.0%12.8%-29.7%-3.2K17.8K-7872.00166.23N/AN/A12633513
2024-09-11$10.43$10.00108.6%31.1%58.6%18.8%99.0%13.9%-37.0%-3.8K5.1K-7770.00158.56N/AN/A04634511
2024-09-12$10.63$10.00103.4%29.6%58.8%17.2%91.1%-24.4%10.6%-2.7K-47.7K-7300.00158.21N/AN/A0100634515
2024-09-13$10.88$10.0099.2%28.4%58.5%15.9%88.6%-15.7%22.3%-543-122.9K-5260.00157.43N/AN/A01633515
2024-09-16$10.61$10.00103.8%29.8%57.9%17.4%0.0%8.4%10.1%-3.6K-33.2K-6160.00159.16N/AN/A10633516
2024-09-17$10.78$10.00100.6%28.9%57.8%16.4%0.0%12.3%9.7%-823-62.9K-6270.00158.12N/AN/A50633516
2024-09-18$10.71$10.0081.4%23.3%57.6%10.5%102.5%34.1%27.0%-511-58.8K-571204.00159.31N/AN/A1204628516
2024-09-19$11.02$11.00100.7%28.9%57.6%16.4%0.0%-35.8%23.2%-1.4K-97.2K-6130.00163.00N/AN/A80628592
2024-09-20$11.07$11.00123.4%35.4%56.9%23.4%74.8%7.2%-18.8%1.5K-128.1K-5010.08159.17N/AN/A242622592
2024-09-23$11.26$11.00108.8%31.2%53.4%18.9%50.8%39.3%23.7%-2.3K-15.0K-4230.04157.41N/AN/A281126233
2024-09-24$11.68$11.0083.5%23.9%55.1%11.1%58.4%10.5%41.2%-2.8K-26.1K-4920.86164.95N/AN/A76150233
2024-09-25$11.62$10.0087.5%25.1%53.5%12.4%54.1%4.2%-5.6%-1.1K-39.4K-4370.13159.36N/AN/A81151228
2024-09-26$12.21$10.00112.5%32.3%53.7%20.0%0.0%20.3%76.4%-14-68.6K-4161.00165.72N/AN/A11156229
2024-09-27$12.23$10.0053.1%15.2%53.7%1.8%73.3%-87.4%69.8%408-85.4K-44525.50161.49N/AN/A4102163129
2024-09-30$11.75$10.0054.6%15.7%55.2%2.2%61.2%13.3%55.2%-830-17.3K-7630.00167.17N/AN/A06164231