DAPP Options History — December 2024

In December 2024, DAPP traded between $14.41 and $20.20. ATM implied volatility averaged 97.8%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded above realized volatility by 11.6% (HV 20d: 86.2%). Max pain ranged from $15.00 to $17.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.17.

Notable Days

  • 2024-12-19: Highest Volume — 237 contracts
  • 2024-12-09: Largest IV spike — 152.2% change
  • 2024-12-10: Highest IV Rank — 35.7%
  • 2024-12-18: Largest Expected Move — 35.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.49$14.41$20.20$18.21$14.41
Max Pain$16.00$15.00$17.00$15.00$15.00
ATM IV97.8%59.8%163.5%80.2%122.8%
Expected Move25.7%17.1%35.8%23.0%35.2%
HV 20d86.2%73.9%102.4%102.4%80.5%
HV 60d78.9%72.4%84.4%73.6%84.4%
IV Rank15.5%3.8%35.7%10.1%23.2%
IV Percentile38.2%2.0%91.7%17.5%69.4%
Term Structure-12.0%-57.3%18.9%-10.1%-57.3%
VWIV79.5%56.8%125.2%125.2%72.3%
Skew 25d13.2%-56.6%70.8%16.8%17.0%
Skew 10d38.3%-80.5%127.5%62.3%-80.5%
Call IV 25d86.4%50.2%110.8%109.3%110.8%
Put IV 25d99.6%52.1%138.3%126.1%127.7%
Bid-Ask Spread %143.65130.97156.57133.51142.75
Gamma HHI0.170.110.240.120.23
Net GEX1.1K-1.9K3.6K1.1K464
Net DEX-234.5K-562.1K19.9K-290.1K19.9K
Net VEX-1.5K-1.7K-972-1.5K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.006.000.000.83
Total Volume38.4291237111
Total OI996.5718021,259991882

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$18.21$15.0080.2%23.0%102.4%10.1%0.0%16.8%-10.1%1.1K-290.1K-1.5K0.00133.51N/AN/A01411580
2024-12-03$18.16$15.0091.3%26.2%101.3%13.5%125.2%-3.0%-42.0%1.3K-313.8K-1.4K0.00137.38N/AN/A40411581
2024-12-04$19.43$15.0087.8%25.2%102.3%12.4%99.3%-56.6%-1.6%2.9K-441.1K-1.2K0.00130.97N/AN/A190411581
2024-12-05$19.06$17.0098.3%20.9%89.7%15.7%70.1%1.0%-14.2%2.2K-423.0K-1.2K0.00137.96N/AN/A370408581
2024-12-06$20.20$16.0060.6%19.6%90.7%4.1%79.3%-3.1%-13.5%3.6K-562.1K-9720.17139.04N/AN/A122441581
2024-12-09$18.54$15.00152.7%20.7%97.0%32.4%70.0%-0.7%-22.6%1.4K-383.4K-1.4K1.06141.98N/AN/A3335440583
2024-12-10$17.92$15.00163.5%25.8%80.3%35.7%67.2%61.0%-15.5%598-298.1K-1.4K0.21139.06N/AN/A143426614
2024-12-11$18.63$17.0074.2%21.3%81.5%8.3%0.0%27.4%18.1%878-339.9K-1.5K0.00151.74N/AN/A40436617
2024-12-12$18.47$17.0094.4%27.1%75.7%14.5%60.7%70.5%-13.8%1.6K-333.1K-1.7K1.13149.36N/AN/A89439617
2024-12-13$18.41$17.0096.0%27.5%73.9%15.0%69.6%70.8%-16.7%1.8K-342.2K-1.5K1.67151.33N/AN/A35438626
2024-12-16$19.32$17.0091.8%26.3%75.1%13.7%84.5%-22.9%-12.0%1.3K-404.2K-1.6K3.79152.63N/AN/A1972439631
2024-12-17$19.18$17.0094.8%27.2%75.2%14.6%0.0%-20.6%-4.6%1.1K-390.2K-1.4K6.00154.71N/AN/A954440634
2024-12-18$16.95$17.00124.9%35.8%86.2%23.9%117.7%12.8%-18.8%-1.9K-148.2K-1.6K0.45140.67N/AN/A115440687
2024-12-19$16.39$17.00117.6%33.7%86.8%21.6%56.8%5.0%-17.6%-455-60.5K-1.6K0.00156.57N/AN/A2370438688
2024-12-20$16.49$17.00116.5%33.4%85.7%21.3%73.7%24.3%-13.5%721-106.3K-1.6K0.05149.50N/AN/A201571688
2024-12-23$15.23$17.0067.3%19.3%86.5%6.1%67.4%11.8%18.9%366-4.0K-1.6K0.32141.41N/AN/A289365437
2024-12-24$16.18$15.0098.0%28.1%90.0%15.6%95.5%-21.2%-17.4%898-49.4K-1.7K2.50141.54N/AN/A25374445
2024-12-26$16.08$15.0093.4%26.8%86.1%14.2%72.8%14.4%-27.6%730-38.0K-1.7K0.06138.84N/AN/A332374450
2024-12-27$15.29$15.0068.0%19.5%81.9%6.4%72.4%20.4%16.5%1.1K-24.2K-1.7K0.03140.16N/AN/A311401450
2024-12-30$14.84$15.0059.8%17.1%80.7%3.8%76.8%52.2%13.5%3218.6K-1.6K5.18145.44N/AN/A1157421451
2024-12-31$14.41$15.00122.8%35.2%80.5%23.2%72.3%17.0%-57.3%46419.9K-1.6K0.83142.75N/AN/A65431451