DISV Options History — June 2023

In June 2023, DISV traded between $23.12 and $24.38. ATM implied volatility averaged 30.6%. The 30-day expected move averaged 8.8%. Net GEX was positive for 0 of 12 trading days. Term structure was in contango for 0 of 12 days.

Notable Days

  • 2023-06-29: Largest IV drop — 20.5% change
  • 2023-06-27: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.68$23.12$24.38$24.24$23.66
ATM IV30.6%25.1%34.7%28.5%30.0%
Expected Move8.8%7.2%9.9%8.2%8.6%
Term Structure-6.6%-9.6%-3.6%-6.6%-7.8%
Skew 25d1.7%0.9%3.5%3.5%2.3%
Skew 10d2.8%0.8%8.4%8.4%1.3%
Call IV 25d35.3%28.8%42.3%32.6%29.8%
Put IV 25d37.0%31.0%43.2%36.1%32.1%
Bid-Ask Spread %156.42149.80158.30158.30151.96
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (12 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-14$24.24$0.0028.5%8.2%0.0%0.0%0.0%3.5%-6.6%0000.00158.30N/AN/A0000
2023-06-15$24.38$0.0028.3%8.1%0.0%0.0%0.0%1.8%-3.6%0000.00157.75N/AN/A0000
2023-06-16$24.28$0.0029.2%8.4%0.0%0.0%0.0%1.5%-4.9%0000.00157.21N/AN/A0000
2023-06-20$23.95$0.0030.5%8.7%0.0%0.0%0.0%1.4%-6.9%0000.00158.03N/AN/A0000
2023-06-21$23.76$0.0029.7%8.5%0.0%0.0%0.0%1.6%-4.7%0000.00157.56N/AN/A0000
2023-06-22$23.48$0.0033.2%9.5%0.0%0.0%0.0%1.0%-6.8%0000.00156.83N/AN/A0000
2023-06-23$23.12$0.0032.4%9.3%0.0%0.0%0.0%1.8%-6.6%0000.00157.28N/AN/A0000
2023-06-26$23.21$0.0034.1%9.8%0.0%0.0%0.0%0.9%-7.5%0000.00157.56N/AN/A0000
2023-06-27$23.32$0.0034.7%9.9%0.0%0.0%0.0%0.9%-7.9%0000.00157.29N/AN/A0000
2023-06-28$23.39$0.0031.5%9.0%0.0%0.0%0.0%1.7%-9.6%0000.00157.51N/AN/A0000
2023-06-29$23.34$0.0025.1%7.2%0.0%0.0%0.0%2.1%-6.2%0000.00149.80N/AN/A0000
2023-06-30$23.66$0.0030.0%8.6%0.0%0.0%0.0%2.3%-7.8%0000.00151.96N/AN/A0000