DAPP Options History — November 2024 In November 2024, DAPP traded between $12.65 and $18.90. ATM implied volatility averaged 105.3%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 12.8% (HV 20d: 92.6%). Max pain ranged from $11.00 to $15.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 5.43.
Notable Days 2024-11-12 : Highest Volume — 186 contracts2024-11-05 : Largest IV drop — 27.6% change2024-11-04 : Highest IV Rank — 33.5%2024-11-01 : Largest Expected Move — 39.2%Monthly Statistics Metric Avg Min Max Open Close Price $16.85 $12.65 $18.90 $13.02 $18.90 Max Pain $13.30 $11.00 $15.00 $11.00 $15.00 ATM IV 105.3% 73.5% 156.4% 136.7% 75.3% Expected Move 24.2% 18.1% 39.2% 39.2% 21.6% HV 20d 92.6% 63.8% 107.3% 63.8% 101.5% HV 60d 68.3% 54.5% 74.0% 54.5% 74.0% IV Rank 17.8% 8.0% 33.5% 27.5% 8.6% IV Percentile 45.0% 9.5% 89.7% 82.5% 12.3% Term Structure -18.5% -57.0% 18.3% -38.2% 10.2% VWIV 83.4% 61.3% 144.4% 144.4% 79.6% Skew 25d 3.9% -27.2% 41.4% 7.9% 3.8% Skew 10d 37.0% 2.1% 117.4% 12.6% 52.5% Call IV 25d 86.8% 50.5% 156.3% 156.3% 96.1% Put IV 25d 90.7% 56.7% 164.2% 164.2% 99.9% Bid-Ask Spread % 132.50 117.49 157.96 157.96 129.95 Gamma HHI 0.17 0.12 0.46 0.19 0.15 Net GEX 1.8K -2.1K 12.9K -5 2.4K Net DEX -315.0K -504.6K -52.9K -75.7K -403.7K Net VEX -1.2K -1.6K -549 -987 -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.43 0.00 66.00 3.75 0.17 Total Volume 49.75 5 186 19 7 Total OI 829.45 531 999 531 992
Daily Data (20 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 2024-11-01 $13.02 $11.00 136.7% 39.2% 63.8% 27.5% 144.4% 7.9% -38.2% -5 -75.7K -987 3.75 157.96 N/A N/A 4 15 249 282 2024-11-04 $12.65 $13.00 156.4% 28.7% 64.6% 33.5% 82.6% -26.8% -21.8% -156 -52.9K -974 5.00 142.53 N/A N/A 1 5 253 296 2024-11-05 $13.25 $13.00 113.2% 23.9% 66.2% 20.2% 69.0% 31.0% -14.9% 331 -87.8K -964 66.00 140.88 N/A N/A 2 132 254 301 2024-11-06 $15.46 $13.00 136.8% 21.4% 83.3% 27.5% 65.9% 9.4% 18.3% -2.1K -212.7K -793 0.07 138.08 N/A N/A 30 2 254 383 2024-11-07 $16.09 $13.00 131.3% 18.1% 83.1% 25.8% 70.3% 14.4% 10.0% -105 -264.6K -956 0.03 134.27 N/A N/A 37 1 271 383 2024-11-08 $16.14 $13.00 142.9% 23.0% 81.0% 29.4% 132.9% 41.4% -34.2% -82 -293.3K -922 7.21 136.88 N/A N/A 14 101 297 384 2024-11-11 $18.87 $13.00 155.3% 21.3% 95.0% 33.2% 78.6% 5.7% -17.4% 536 -462.7K -549 0.07 117.49 N/A N/A 58 4 288 485 2024-11-12 $18.72 $13.00 137.2% 23.2% 94.5% 27.6% 68.6% -10.2% -21.5% 423 -504.6K -896 0.45 130.32 N/A N/A 128 58 334 489 2024-11-13 $17.24 $13.00 100.8% 28.9% 100.4% 16.4% 69.9% 2.1% -57.0% 1.9K -459.5K -1.3K 0.07 122.20 N/A N/A 43 3 448 518 2024-11-14 $16.55 $13.00 99.5% 28.5% 101.9% 16.0% 107.4% 3.2% -43.1% 2.1K -387.3K -1.6K 3.52 134.28 N/A N/A 23 81 478 521 2024-11-15 $17.02 $13.00 82.9% 23.8% 100.5% 10.9% 75.5% -27.2% -5.0% 12.9K -445.8K -1.5K 2.44 123.89 N/A N/A 16 39 489 487 2024-11-18 $17.26 $13.00 76.0% 21.8% 100.5% 8.8% 61.3% 6.5% 9.3% 1.5K -309.9K -1.6K 1.56 134.31 N/A N/A 16 25 385 485 2024-11-19 $18.08 $13.00 81.9% 23.5% 101.2% 10.6% 0.0% -8.6% -18.4% 3.6K -373.0K -1.2K 1.50 133.22 N/A N/A 2 3 394 510 2024-11-20 $18.25 $13.00 76.2% 21.9% 99.1% 8.9% 75.4% 5.6% -20.6% 3.5K -385.3K -1.3K 0.00 134.71 N/A N/A 37 0 396 513 2024-11-21 $17.49 $13.00 73.5% 21.1% 101.0% 8.0% 88.2% 14.1% -48.7% 2.5K -317.9K -1.4K 0.13 124.17 N/A N/A 15 2 393 513 2024-11-22 $18.55 $13.00 76.4% 21.9% 102.0% 8.9% 85.2% 9.6% -10.1% 3.1K -366.3K -1.5K 10.33 126.46 N/A N/A 6 62 404 515 2024-11-25 $18.25 $15.00 79.8% 22.9% 99.8% 10.0% 79.8% -11.6% -17.1% 1.6K -339.2K -1.3K 6.00 127.42 N/A N/A 1 6 401 575 2024-11-26 $16.91 $15.00 95.7% 27.4% 104.4% 14.9% 82.5% -0.9% -41.4% 620 -222.2K -1.4K 0.38 127.14 N/A N/A 8 3 401 581 2024-11-27 $18.32 $15.00 78.8% 22.6% 107.3% 9.7% 67.1% 7.9% -9.3% 1.6K -334.9K -1.4K 0.00 133.78 N/A N/A 5 0 408 579 2024-11-29 $18.90 $15.00 75.3% 21.6% 101.5% 8.6% 79.6% 3.8% 10.2% 2.4K -403.7K -1.3K 0.17 129.95 N/A N/A 6 1 413 579
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