DAPP Options History — October 2024 In October 2024, DAPP traded between $11.13 and $14.70. ATM implied volatility averaged 108.9%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 29.5%. IV traded above realized volatility by 58.9% (HV 20d: 49.9%). Max pain ranged from $6.00 to $11.00. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 7.60.
Notable Days 2024-10-11 : Highest Volume — 187 contracts2024-10-08 : Largest IV spike — 72.1% change2024-10-08 : Highest IV Rank — 38.2%2024-10-02 : Largest Expected Move — 41.4%Monthly Statistics Metric Avg Min Max Open Close Price $12.71 $11.13 $14.70 $11.21 $13.32 Max Pain $8.74 $6.00 $11.00 $11.00 $11.00 ATM IV 108.9% 50.7% 171.6% 139.2% 137.6% Expected Move 29.5% 14.5% 41.4% 39.9% 39.4% HV 20d 49.9% 39.1% 63.7% 50.2% 63.7% HV 60d 60.8% 54.2% 67.0% 67.0% 56.3% IV Rank 18.9% 1.1% 38.2% 28.2% 27.7% IV Percentile 52.1% 0.4% 92.1% 82.9% 82.9% Term Structure -1.7% -57.9% 57.2% -38.4% -46.5% VWIV 84.3% 52.5% 141.6% 52.5% 141.6% Skew 25d -3.4% -42.7% 33.7% -14.0% 2.0% Skew 10d 12.8% -55.7% 52.5% 51.5% -0.7% Call IV 25d 102.6% 54.1% 154.3% 101.5% 154.3% Put IV 25d 99.2% 49.6% 156.3% 87.5% 156.3% Bid-Ask Spread % 160.25 136.86 168.83 161.94 159.37 Gamma HHI 0.21 0.17 0.32 0.29 0.18 Net GEX 17 -1.5K 1.4K -1.5K 64 Net DEX -77.4K -175.5K 7.0K 6.1K -94.6K Net VEX -817 -1.0K -559 -715 -993 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.60 0.00 102.00 0.00 6.00 Total Volume 26.087 0 187 16 7 Total OI 465.609 376 570 401 526
Daily Data (23 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 2024-10-01 $11.21 $11.00 139.2% 39.9% 50.2% 28.2% 0.0% -14.0% -38.4% -1.5K 6.1K -715 0.00 161.94 N/A N/A 16 0 164 237 2024-10-02 $11.29 $11.00 144.3% 41.4% 50.0% 29.8% 52.5% -22.7% -34.2% -928 7.0K -728 0.00 166.36 N/A N/A 0 1 178 237 2024-10-03 $11.29 $6.00 146.1% 31.7% 49.7% 30.4% 53.8% 12.0% -23.4% -730 3.8K -734 102.00 167.82 N/A N/A 1 102 178 238 2024-10-04 $11.68 $6.00 100.7% 21.6% 45.9% 16.4% 0.0% -39.2% 54.4% -389 -26.7K -611 0.17 168.19 N/A N/A 6 1 179 197 2024-10-07 $11.52 $6.00 99.7% 23.4% 39.2% 16.1% 0.0% -4.4% 5.7% -403 -25.5K -592 0.50 162.59 N/A N/A 2 1 178 198 2024-10-08 $11.50 $6.00 171.6% 32.3% 39.1% 38.2% 0.0% -5.6% -0.1% -391 -23.2K -596 0.00 167.62 N/A N/A 0 0 179 199 2024-10-09 $11.25 $6.00 93.8% 26.9% 40.2% 14.3% 70.9% -6.0% 36.7% -1.2K -31.8K -559 0.00 162.25 N/A N/A 11 0 179 199 2024-10-10 $11.13 $6.00 115.2% 33.0% 40.1% 20.9% 116.9% -8.5% -10.5% -484 -17.2K -587 1.33 168.83 N/A N/A 3 4 188 199 2024-10-11 $11.93 $6.00 106.9% 30.6% 46.2% 18.3% 132.3% -42.7% -3.5% -332 -45.8K -584 25.71 168.59 N/A N/A 7 180 188 203 2024-10-14 $12.46 $6.00 90.0% 25.8% 46.7% 13.1% 66.6% 32.7% 33.3% -738 -29.3K -828 0.00 154.08 N/A N/A 47 0 185 292 2024-10-15 $12.25 $6.00 109.9% 31.5% 47.5% 19.2% 0.0% -24.7% -8.8% -67 -65.4K -874 0.00 166.12 N/A N/A 2 0 232 292 2024-10-16 $12.94 $6.00 84.7% 24.3% 50.2% 11.5% 74.0% 17.9% 46.2% 579 -96.6K -853 0.00 150.98 N/A N/A 4 0 232 292 2024-10-17 $12.76 $9.00 112.2% 32.2% 50.3% 20.0% 66.4% 29.3% -11.4% 388 -90.3K -869 0.12 162.39 N/A N/A 33 4 236 296 2024-10-18 $13.56 $11.00 74.5% 21.3% 53.7% 8.3% 61.1% 14.4% 57.2% 848 -175.5K -844 4.15 163.46 N/A N/A 13 54 270 300 2024-10-21 $13.82 $11.00 62.4% 17.9% 53.8% 4.6% 60.3% -20.4% 28.7% 1.4K -124.0K -952 2.13 136.86 N/A N/A 8 17 243 237 2024-10-22 $13.95 $11.00 50.7% 14.5% 52.8% 1.1% 66.2% 33.7% 42.4% 940 -122.4K -940 0.00 148.05 N/A N/A 18 0 242 253 2024-10-23 $13.37 $11.00 84.8% 24.3% 55.7% 11.5% 84.1% -32.8% -16.8% 1.1K -93.1K -1.0K 8.00 152.56 N/A N/A 1 8 249 253 2024-10-24 $13.77 $11.00 110.9% 31.8% 54.1% 19.5% 0.0% 8.6% -19.8% 393 -118.0K -1.0K 0.00 163.25 N/A N/A 7 0 250 261 2024-10-25 $13.61 $11.00 116.3% 33.3% 54.5% 21.2% 82.6% -37.2% -32.8% 489 -113.4K -1.0K 0.50 160.46 N/A N/A 2 1 248 261 2024-10-28 $14.70 $11.00 123.9% 35.5% 57.3% 23.5% 130.2% 20.8% -57.9% 482 -175.0K -971 1.17 159.69 N/A N/A 6 7 249 261 2024-10-29 $14.63 $11.00 97.8% 28.0% 53.5% 15.5% 89.1% -1.8% -4.8% 464 -169.0K -926 0.20 154.41 N/A N/A 15 3 248 265 2024-10-30 $14.46 $11.00 131.3% 37.6% 54.2% 25.8% 141.6% 10.2% -33.8% 372 -160.8K -983 0.00 159.88 N/A N/A 0 8 250 268 2024-10-31 $13.32 $11.00 137.6% 39.4% 63.7% 27.7% 0.0% 2.0% -46.5% 64 -94.6K -993 6.00 159.37 N/A N/A 1 6 250 276
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