DISV Options History — October 2023

In October 2023, DISV traded between $22.39 and $23.67. ATM implied volatility averaged 28.8%. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 13.0% (HV 20d: 15.8%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days.

Notable Days

  • 2023-10-18: Highest Volume — 2 contracts
  • 2023-10-30: Largest IV spike — 69.3% change
  • 2023-10-25: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.03$22.39$23.67$23.35$23.04
Max Pain$26.00$26.00$26.00$26.00$26.00
ATM IV28.8%21.8%41.9%29.6%27.1%
Expected Move7.7%6.3%12.0%8.5%7.8%
HV 20d15.8%12.2%17.0%12.2%15.6%
HV 60d13.2%12.7%13.6%13.0%13.5%
Term Structure-5.5%-12.1%6.6%-10.7%-7.6%
Skew 25d2.0%-1.2%12.8%-1.2%0.3%
Skew 10d2.1%0.6%12.1%3.2%0.9%
Call IV 25d30.2%22.5%51.0%45.5%32.4%
Put IV 25d32.2%24.2%52.5%44.3%32.6%
Bid-Ask Spread %137.93135.71140.72135.71136.57
Gamma HHI0.800.600.890.870.66
Net GEX813592968852968
Net DEX-12.4K-15.2K-8.7K-13.6K-15.2K
Net VEX-40-48-32-44-44
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0910200
Total OI13.36413151315

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$23.35$26.0029.6%8.5%12.2%0.0%0.0%-1.2%-10.7%852-13.6K-440.00135.71N/AN/A00121
2023-10-03$22.92$26.0028.4%8.1%13.5%0.0%0.0%12.8%-9.7%766-11.9K-420.00138.00N/AN/A00121
2023-10-04$22.72$26.0030.0%8.6%13.6%0.0%0.0%0.2%-10.1%797-10.8K-410.00137.19N/AN/A00121
2023-10-05$23.00$0.0033.6%6.6%14.7%0.0%0.0%3.0%-3.9%799-12.1K-420.00139.80N/AN/A00121
2023-10-06$23.34$0.0028.0%7.4%15.9%0.0%0.0%2.2%-5.0%813-13.6K-420.00135.75N/AN/A00121
2023-10-09$23.30$0.0036.4%6.6%14.7%0.0%0.0%3.6%-4.0%823-13.3K-410.00138.11N/AN/A00121
2023-10-10$23.66$0.0037.9%6.3%16.0%0.0%0.0%2.5%-3.2%864-14.9K-420.00137.41N/AN/A00121
2023-10-11$23.67$0.0021.8%6.3%16.0%0.0%0.0%1.2%-3.5%889-14.9K-420.00137.27N/AN/A00121
2023-10-12$23.38$0.0023.4%6.7%15.4%0.0%0.0%-0.1%-5.5%867-13.6K-410.00138.76N/AN/A00121
2023-10-13$23.13$0.0022.7%6.5%15.7%0.0%0.0%0.2%-4.4%877-12.3K-390.00137.99N/AN/A00121
2023-10-16$23.38$0.0023.0%6.6%16.4%0.0%0.0%2.4%-5.0%887-13.4K-400.00136.83N/AN/A00121
2023-10-17$23.39$0.0029.0%8.3%16.4%0.0%0.0%1.7%-7.8%851-13.6K-390.00136.39N/AN/A00121
2023-10-18$23.04$0.0024.2%6.9%17.0%0.0%0.0%-0.7%-6.6%891-11.7K-370.00138.09N/AN/A02121
2023-10-19$22.95$0.0033.9%9.7%16.9%0.0%0.0%2.0%-6.3%592-10.6K-420.00140.62N/AN/A00122
2023-10-20$22.77$0.0022.7%6.5%17.0%0.0%0.0%0.8%5.6%767-8.7K-370.00136.22N/AN/A00122
2023-10-23$22.70$0.0024.5%7.0%17.0%0.0%0.0%10.0%-5.4%771-10.6K-370.00138.61N/AN/A00121
2023-10-24$22.73$0.0025.0%7.2%16.6%0.0%0.0%0.8%-5.6%788-10.6K-360.00139.11N/AN/A00121
2023-10-25$22.47$0.0041.9%12.0%16.9%0.0%0.0%1.6%-10.3%600-10.8K-380.00139.12N/AN/A00121
2023-10-26$22.39$0.0025.5%7.3%16.4%0.0%0.0%-1.2%6.6%732-9.2K-320.00139.44N/AN/A00121
2023-10-27$22.52$0.0024.3%7.0%16.7%0.0%0.0%-0.3%-7.0%961-12.1K-390.00136.84N/AN/A00141
2023-10-30$22.82$0.0041.2%11.8%16.5%0.0%0.0%1.5%-12.1%738-15.1K-480.00140.72N/AN/A00141
2023-10-31$23.04$0.0027.1%7.8%15.6%0.0%0.0%0.3%-7.6%968-15.2K-440.00136.57N/AN/A00141