DISV Options History — December 2023 In December 2023, DISV traded between $24.52 and $25.84. ATM implied volatility averaged 37.0%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 23.4% (HV 20d: 13.6%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-06 : Highest Volume — 2 contracts2023-12-13 : Largest IV drop — 80.7% change2023-12-29 : Highest IV Rank — 19.7%2023-12-29 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $25.13 $24.52 $25.84 $24.94 $25.79 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 37.0% 17.7% 91.4% 28.2% 32.3% Expected Move 7.1% 5.1% 9.2% 8.1% 9.2% HV 20d 13.6% 12.2% 16.2% 16.2% 12.5% HV 60d 15.8% 14.9% 16.2% 15.9% 14.9% IV Rank 13.0% 0.0% 19.7% 0.0% 19.7% IV Percentile 41.8% 0.0% 67.9% 0.0% 67.9% Term Structure 0.1% -14.8% 10.8% -14.8% -8.6% Skew 25d 0.3% -13.6% 2.1% -13.6% 0.2% Skew 10d -4.3% -8.6% 8.6% -3.6% 0.5% Call IV 25d 32.4% 23.3% 41.5% 30.7% 41.5% Put IV 25d 32.7% 17.1% 41.7% 17.1% 41.7% Bid-Ask Spread % 142.39 136.68 149.53 149.53 142.59 Gamma HHI 0.62 0.40 0.84 0.81 0.48 Net GEX 722 152 1.7K 1.1K 155 Net DEX -19.7K -27.8K -11.4K -26.9K -11.4K Net VEX -15 -26 -6 -22 -8 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 0.2 0 2 0 0 Total OI 10.8 5 15 15 5
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 2023-12-01 $24.94 $24.00 28.2% 8.1% 16.2% 0.0% 0.0% -13.6% -14.8% 1.1K -26.9K -22 0.00 149.53 N/A N/A 0 0 14 1 2023-12-04 $24.68 $0.00 47.1% 5.5% 16.2% 0.0% 0.0% 2.0% 9.9% 1.2K -24.3K -26 0.00 142.86 N/A N/A 0 0 14 1 2023-12-05 $24.52 $0.00 39.3% 5.6% 15.7% 0.0% 0.0% 1.4% 8.7% 1.5K -23.7K -26 0.00 143.29 N/A N/A 0 0 14 1 2023-12-06 $24.59 $0.00 33.4% 5.5% 15.2% 0.0% 0.0% 1.6% 9.7% 1.7K -24.7K -24 0.00 142.49 N/A N/A 2 0 14 1 2023-12-07 $24.70 $0.00 54.4% 5.6% 14.6% 0.0% 0.0% 2.1% 9.9% 1.3K -24.6K -23 0.00 142.84 N/A N/A 0 0 14 1 2023-12-08 $24.68 $0.00 57.2% 5.6% 14.6% 0.0% 0.0% 2.1% 8.3% 1.3K -24.5K -22 0.00 142.53 N/A N/A 0 0 14 1 2023-12-11 $24.64 $0.00 62.3% 6.0% 14.7% 0.0% 0.0% 2.0% 8.1% 1.6K -25.0K -19 0.00 143.07 N/A N/A 0 0 14 1 2023-12-12 $24.52 $0.00 91.4% 6.0% 14.9% 0.0% 0.0% 1.9% 6.9% 1.6K -23.7K -19 0.00 143.59 N/A N/A 0 0 14 1 2023-12-13 $24.95 $0.00 17.7% 5.1% 12.4% 0.0% 0.0% 1.8% 10.8% 630 -24.0K -18 0.00 142.99 N/A N/A 0 0 14 1 2023-12-14 $25.34 $0.00 29.2% 8.4% 13.2% 15.6% 0.0% 1.3% -6.4% 863 -27.8K -14 0.00 143.41 N/A N/A 0 1 14 1 2023-12-15 $25.11 $0.00 27.4% 7.9% 13.1% 13.2% 0.0% 1.3% -4.5% 177 -25.6K -11 0.00 142.72 N/A N/A 0 0 12 1 2023-12-18 $25.18 $0.00 29.9% 8.6% 12.2% 16.5% 0.0% 1.3% -7.6% 175 -13.1K -10 0.00 143.23 N/A N/A 0 0 6 0 2023-12-19 $25.30 $0.00 30.2% 8.7% 12.2% 17.0% 0.0% 0.5% -6.6% 171 -13.3K -10 0.00 142.38 N/A N/A 0 0 6 0 2023-12-20 $25.16 $0.00 30.4% 8.7% 12.2% 17.3% 0.0% 0.4% -9.1% 176 -13.1K -11 0.00 141.38 N/A N/A 0 0 6 0 2023-12-21 $25.48 $0.00 20.3% 5.8% 12.7% 3.5% 0.0% 1.3% 6.9% 165 -13.5K -9 0.00 137.97 N/A N/A 0 0 6 0 2023-12-22 $25.62 $0.00 30.2% 8.7% 12.5% 17.0% 0.0% 0.9% -5.0% 161 -13.7K -9 0.00 141.90 N/A N/A 0 0 6 0 2023-12-26 $25.76 $0.00 22.6% 6.5% 12.6% 6.7% 0.0% 1.5% 1.6% 157 -13.8K -9 0.00 136.68 N/A N/A 0 0 6 0 2023-12-27 $25.84 $0.00 30.3% 8.7% 12.5% 17.1% 0.0% 1.3% -7.4% 154 -13.9K -9 0.00 142.48 N/A N/A 0 0 6 0 2023-12-28 $25.81 $0.00 27.1% 7.8% 12.6% 12.7% 0.0% -5.2% -8.0% 152 -14.2K -6 0.00 139.92 N/A N/A 1 0 6 0 2023-12-29 $25.79 $0.00 32.3% 9.2% 12.5% 19.7% 0.0% 0.2% -8.6% 155 -11.4K -8 0.00 142.59 N/A N/A 0 0 5 0
« Nov 2023 | All History | Jan 2024 » Home DISV History December 2023