DISV Options History — August 2023

In August 2023, DISV traded between $23.79 and $24.84. ATM implied volatility averaged 29.3%. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 16.9% (HV 20d: 12.5%). Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-07: Highest Volume — 6 contracts
  • 2023-08-09: Largest IV drop — 43.4% change
  • 2023-08-28: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.32$23.79$24.84$24.84$24.49
ATM IV29.3%20.1%40.5%27.3%37.8%
Expected Move7.7%4.5%11.1%7.8%10.8%
HV 20d12.5%10.5%17.4%16.7%11.7%
HV 60d14.6%14.5%14.8%14.8%14.5%
Term Structure-6.9%-25.6%37.7%-9.3%-25.6%
Skew 25d-0.9%-13.9%2.6%-0.1%0.5%
Skew 10d1.1%-10.3%15.1%1.0%15.1%
Call IV 25d29.8%20.6%46.4%31.5%35.4%
Put IV 25d28.9%17.3%41.6%31.4%36.0%
Bid-Ask Spread %138.21134.66143.25135.03141.62
Gamma HHI0.660.321.001.000.77
Net GEX56708190809
Net DEX-16.1K-21.1K00-21.1K
Net VEX-44-5500-49
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.8260600
Total OI10.391013012

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$24.84$0.0027.3%7.8%16.7%0.0%0.0%-0.1%-9.3%0000.00135.03N/AN/A0000
2023-08-02$24.49$0.0027.7%7.9%17.4%0.0%0.0%-6.7%-13.8%0000.00137.43N/AN/A1000
2023-08-03$24.48$0.0030.7%4.5%16.0%0.0%0.0%-1.4%1.5%72-1.1K-80.00136.28N/AN/A5010
2023-08-04$24.68$0.0040.5%7.6%14.8%0.0%0.0%1.8%-8.2%237-11.7K-220.00138.10N/AN/A0160
2023-08-07$24.84$0.0034.0%4.9%14.8%0.0%0.0%2.3%-4.2%110-10.7K-220.00138.28N/AN/A6061
2023-08-08$24.64$0.0035.6%6.2%14.8%0.0%0.0%1.2%-5.1%595-20.4K-540.00136.17N/AN/A60121
2023-08-09$24.67$0.0020.1%5.8%12.3%0.0%0.0%-4.1%-5.0%619-20.7K-530.00134.87N/AN/A00121
2023-08-10$24.63$0.0021.2%6.1%11.5%0.0%0.0%0.1%-8.4%600-20.3K-540.00138.08N/AN/A00121
2023-08-11$24.60$0.0021.1%6.0%10.9%0.0%0.0%1.4%-6.1%618-20.3K-530.00136.62N/AN/A00121
2023-08-14$24.50$0.0022.3%6.4%11.0%0.0%0.0%2.4%-7.0%663-19.9K-520.00134.98N/AN/A00121
2023-08-15$24.16$0.0023.1%6.6%10.9%0.0%0.0%-0.1%-8.1%667-18.2K-540.00135.59N/AN/A00121
2023-08-16$24.02$0.0022.7%6.5%10.9%0.0%0.0%-0.3%-8.2%700-17.5K-540.00134.66N/AN/A00121
2023-08-17$23.94$0.0024.1%6.9%10.8%0.0%0.0%0.4%37.7%637-17.1K-550.00136.50N/AN/A00121
2023-08-18$23.83$0.0032.6%9.4%10.8%0.0%0.0%2.6%-8.2%684-15.9K-550.00139.06N/AN/A00121
2023-08-21$23.84$0.0034.0%9.8%10.8%0.0%0.0%-13.9%-8.5%671-18.3K-550.00143.25N/AN/A00120
2023-08-22$23.86$0.0025.5%7.3%10.5%0.0%0.0%-3.9%0.6%763-18.5K-540.00139.83N/AN/A00120
2023-08-23$24.09$0.0025.9%7.4%11.0%0.0%0.0%1.6%-7.8%782-19.4K-520.00139.03N/AN/A00120
2023-08-24$23.79$0.0025.6%7.3%11.4%0.0%0.0%-0.1%-8.4%819-18.2K-530.00138.72N/AN/A00120
2023-08-25$23.91$0.0034.9%10.0%11.3%0.0%0.0%0.8%-10.4%750-18.6K-530.00140.57N/AN/A00120
2023-08-28$24.14$0.0038.6%11.1%11.9%0.0%0.0%1.3%-12.4%723-19.5K-520.00141.69N/AN/A00120
2023-08-29$24.49$0.0036.8%10.5%12.7%0.0%0.0%-8.0%-18.5%746-20.9K-500.00141.92N/AN/A00120
2023-08-30$24.50$0.0032.2%9.2%11.7%0.0%0.0%1.9%-14.8%778-21.0K-500.00140.60N/AN/A00120
2023-08-31$24.49$0.0037.8%10.8%11.7%0.0%0.0%0.5%-25.6%809-21.1K-490.00141.62N/AN/A00120