DISV Options History — July 2023 In July 2023, DISV traded between $23.25 and $25.12. ATM implied volatility averaged 28.0%. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 10.6% (HV 20d: 17.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2023-07-05 : Largest IV spike — 47.2% change2023-07-05 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $24.56 $23.25 $25.12 $23.82 $25.12 ATM IV 28.0% 20.3% 38.9% 26.4% 25.3% Expected Move 7.4% 5.8% 11.1% 7.6% 7.2% HV 20d 17.4% 16.0% 18.9% 17.4% 16.0% Term Structure -6.1% -13.4% 3.3% -7.3% -7.5% Skew 25d 1.2% -4.5% 3.4% 2.1% 1.0% Skew 10d 2.8% 0.6% 13.9% 2.8% 1.0% Call IV 25d 29.6% 22.1% 44.9% 30.3% 29.6% Put IV 25d 30.8% 23.5% 41.0% 32.3% 30.6% Bid-Ask Spread % 136.22 131.75 154.80 148.25 132.57 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2023-07-03 $23.82 $0.00 26.4% 7.6% 0.0% 0.0% 0.0% 2.1% -7.3% 0 0 0 0.00 148.25 N/A N/A 0 0 0 0 2023-07-05 $23.63 $0.00 38.9% 11.1% 0.0% 0.0% 0.0% -4.5% -12.4% 0 0 0 0.00 154.80 N/A N/A 0 0 0 0 2023-07-06 $23.25 $0.00 30.6% 5.8% 0.0% 0.0% 0.0% 1.1% -3.7% 0 0 0 0.00 132.96 N/A N/A 0 0 0 0 2023-07-07 $23.73 $0.00 31.4% 7.3% 17.4% 0.0% 0.0% 3.4% -12.4% 0 0 0 0.00 132.28 N/A N/A 0 0 0 0 2023-07-10 $23.87 $0.00 33.9% 6.0% 17.0% 0.0% 0.0% 2.9% -3.5% 0 0 0 0.00 134.19 N/A N/A 0 0 0 0 2023-07-11 $24.13 $0.00 33.7% 5.8% 17.1% 0.0% 0.0% 2.4% -3.6% 0 0 0 0.00 131.75 N/A N/A 0 0 0 0 2023-07-12 $24.70 $0.00 20.9% 6.0% 18.8% 0.0% 0.0% 2.2% -3.8% 0 0 0 0.00 133.35 N/A N/A 0 0 0 0 2023-07-13 $24.98 $0.00 27.6% 7.9% 18.6% 0.0% 0.0% 1.9% -13.4% 0 0 0 0.00 137.05 N/A N/A 0 0 0 0 2023-07-14 $24.71 $0.00 20.3% 5.8% 18.7% 0.0% 0.0% 0.9% -4.5% 0 0 0 0.00 134.85 N/A N/A 0 0 0 0 2023-07-17 $24.71 $0.00 22.1% 6.3% 18.6% 0.0% 0.0% 1.9% -4.6% 0 0 0 0.00 133.92 N/A N/A 0 0 0 0 2023-07-18 $25.01 $0.00 21.0% 6.0% 18.9% 0.0% 0.0% 1.8% -3.7% 0 0 0 0.00 133.51 N/A N/A 0 0 0 0 2023-07-19 $25.06 $0.00 30.1% 8.6% 18.1% 0.0% 0.0% 1.5% -6.5% 0 0 0 0.00 133.54 N/A N/A 0 0 0 0 2023-07-20 $24.89 $0.00 21.8% 6.2% 18.0% 0.0% 0.0% 0.2% -4.9% 0 0 0 0.00 133.03 N/A N/A 0 0 0 0 2023-07-21 $24.81 $0.00 30.4% 8.7% 17.3% 0.0% 0.0% 1.1% -6.2% 0 0 0 0.00 138.10 N/A N/A 0 0 0 0 2023-07-24 $24.83 $0.00 31.7% 9.1% 16.0% 0.0% 0.0% 1.4% -7.9% 0 0 0 0.00 138.15 N/A N/A 0 0 0 0 2023-07-25 $24.98 $0.00 26.4% 7.6% 16.0% 0.0% 0.0% 0.6% 3.3% 0 0 0 0.00 133.85 N/A N/A 0 0 0 0 2023-07-26 $25.09 $0.00 32.9% 9.4% 16.0% 0.0% 0.0% 0.7% -8.6% 0 0 0 0.00 137.32 N/A N/A 0 0 0 0 2023-07-27 $24.88 $0.00 24.0% 6.9% 16.5% 0.0% 0.0% -0.0% -7.4% 0 0 0 0.00 133.74 N/A N/A 0 0 0 0 2023-07-28 $25.05 $0.00 31.3% 9.0% 16.5% 0.0% 0.0% 1.6% -4.5% 0 0 0 0.00 137.28 N/A N/A 0 0 0 0 2023-07-31 $25.12 $0.00 25.3% 7.2% 16.0% 0.0% 0.0% 1.0% -7.5% 0 0 0 0.00 132.57 N/A N/A 0 0 0 0
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