DISV Options History — September 2023 In September 2023, DISV traded between $23.70 and $24.74. ATM implied volatility averaged 34.6%. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 23.1% (HV 20d: 11.5%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-20 : Highest Volume — 8 contracts2023-09-13 : Largest IV drop — 55.7% change2023-09-01 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $24.27 $23.70 $24.74 $24.58 $23.79 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 34.6% 22.8% 56.9% 41.8% 26.7% Expected Move 7.5% 5.8% 12.0% 12.0% 7.7% HV 20d 11.5% 10.2% 12.4% 11.4% 10.8% HV 60d 13.8% 13.1% 14.3% 14.3% 13.1% Term Structure -6.3% -15.0% 2.4% -15.0% -8.5% VWIV 29.3% 22.0% 36.6% 36.6% 22.0% Skew 25d 3.1% -0.7% 10.3% 0.0% 8.9% Skew 10d 1.3% -8.5% 11.5% 3.0% 1.1% Call IV 25d 26.6% 20.4% 52.5% 52.5% 20.5% Put IV 25d 29.7% 21.7% 52.5% 52.5% 29.5% Bid-Ask Spread % 139.84 136.18 143.89 142.49 138.61 Gamma HHI 0.84 0.69 0.91 0.75 0.91 Net GEX 757 691 873 699 873 Net DEX -19.4K -22.8K -15.5K -21.0K -15.7K Net VEX -49 -53 -45 -51 -45 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.55 0 8 0 0 Total OI 13.2 12 14 12 13
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 2023-09-01 $24.58 $0.00 41.8% 12.0% 11.4% 0.0% 0.0% 0.0% -15.0% 699 -21.0K -51 0.00 142.49 N/A N/A 0 0 12 0 2023-09-05 $24.43 $0.00 52.9% 5.8% 11.3% 0.0% 0.0% 1.3% -3.3% 820 -20.8K -48 0.00 136.40 N/A N/A 1 0 12 0 2023-09-06 $24.37 $0.00 38.4% 5.8% 11.0% 0.0% 0.0% 2.0% -2.4% 824 -22.8K -50 0.00 136.36 N/A N/A 0 0 13 0 2023-09-07 $24.23 $0.00 56.9% 8.0% 11.1% 0.0% 36.6% 2.1% -4.3% 698 -21.8K -53 0.00 143.89 N/A N/A 0 1 13 0 2023-09-08 $24.16 $26.00 56.3% 6.5% 11.1% 0.0% 0.0% 10.3% -6.4% 754 -20.1K -53 0.00 140.61 N/A N/A 0 0 13 1 2023-09-11 $24.51 $26.00 48.5% 6.5% 12.4% 0.0% 0.0% 9.0% -5.7% 741 -21.7K -50 0.00 139.72 N/A N/A 0 0 13 1 2023-09-12 $24.52 $26.00 54.6% 6.6% 12.3% 0.0% 0.0% 2.4% -5.9% 738 -21.7K -50 0.00 139.75 N/A N/A 0 0 13 1 2023-09-13 $24.41 $26.00 24.1% 6.9% 11.3% 0.0% 0.0% 1.7% -6.6% 721 -21.1K -51 0.00 141.56 N/A N/A 0 0 13 1 2023-09-14 $24.74 $26.00 22.8% 6.5% 11.9% 0.0% 0.0% 2.5% 2.4% 707 -22.7K -48 0.00 140.06 N/A N/A 0 0 13 1 2023-09-15 $24.64 $26.00 22.8% 6.5% 11.9% 0.0% 0.0% 2.0% -4.0% 723 -22.3K -49 0.00 141.88 N/A N/A 1 0 13 1 2023-09-18 $24.51 $26.00 28.1% 8.1% 12.0% 0.0% 0.0% 9.0% -4.8% 691 -19.1K -48 0.00 139.61 N/A N/A 0 0 12 1 2023-09-19 $24.46 $26.00 23.6% 6.8% 12.1% 0.0% 0.0% 0.2% -6.2% 745 -19.0K -48 0.00 137.99 N/A N/A 0 0 12 1 2023-09-20 $24.38 $26.00 33.7% 9.7% 12.2% 0.0% 22.0% 0.2% -8.9% 700 -18.6K -49 0.00 142.28 N/A N/A 8 0 12 1 2023-09-21 $24.16 $26.00 24.4% 7.0% 12.2% 0.0% 0.0% 0.1% -6.9% 827 -17.7K -48 0.00 140.32 N/A N/A 0 0 12 1 2023-09-22 $24.14 $26.00 24.8% 7.1% 11.3% 0.0% 0.0% 4.0% -6.9% 788 -17.5K -47 0.00 138.67 N/A N/A 0 0 12 1 2023-09-25 $24.04 $26.00 23.4% 6.7% 11.3% 0.0% 0.0% 0.5% -4.7% 846 -17.0K -46 0.00 136.18 N/A N/A 0 0 12 1 2023-09-26 $23.73 $26.00 28.6% 8.2% 11.7% 0.0% 0.0% 6.1% -10.0% 767 -15.5K -47 0.00 139.79 N/A N/A 0 0 12 1 2023-09-27 $23.70 $26.00 30.3% 8.7% 10.2% 0.0% 0.0% -0.7% -10.7% 717 -15.5K -47 0.00 139.62 N/A N/A 0 0 12 1 2023-09-28 $23.90 $26.00 28.7% 8.2% 10.8% 0.0% 0.0% 0.8% -8.0% 751 -16.3K -46 0.00 141.05 N/A N/A 0 0 12 1 2023-09-29 $23.79 $26.00 26.7% 7.7% 10.8% 0.0% 0.0% 8.9% -8.5% 873 -15.7K -45 0.00 138.61 N/A N/A 0 0 12 1
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