DISV Options History — January 2024

In January 2024, DISV traded between $24.70 and $25.69. ATM implied volatility averaged 27.8%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 15.1% (HV 20d: 12.7%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-01-09: Highest Volume — 1 contracts
  • 2024-01-26: Largest IV spike — 166.3% change
  • 2024-01-26: Highest IV Rank — 57.5%
  • 2024-01-26: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.29$24.70$25.69$25.52$25.33
ATM IV27.8%17.1%59.8%26.2%26.3%
Expected Move7.4%4.9%17.1%7.5%7.5%
HV 20d12.7%11.7%13.3%12.7%12.3%
HV 60d14.5%13.8%14.9%14.9%13.8%
IV Rank14.1%0.0%57.5%11.5%12.4%
IV Percentile38.5%0.0%98.7%35.5%38.6%
Term Structure-9.2%-72.3%7.7%-8.5%-15.3%
Skew 25d0.5%-12.7%20.4%0.6%-1.8%
Skew 10d1.5%-8.3%21.3%1.5%2.2%
Call IV 25d29.2%18.6%49.5%30.0%45.6%
Put IV 25d29.7%14.1%69.9%30.6%43.8%
Bid-Ask Spread %138.31134.29143.79136.65140.84
Gamma HHI0.550.390.700.520.51
Net GEX170157187162161
Net DEX-10.4K-11.5K-5.8K-11.2K-5.8K
Net VEX-6-9-4-7-6
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0480100
Total OI4.813553

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$25.52$0.0026.2%7.5%12.7%11.5%0.0%0.6%-8.5%162-11.2K-70.00136.65N/AN/A0050
2024-01-03$25.29$0.0041.5%11.9%12.5%32.3%0.0%0.9%-15.1%174-10.7K-90.00142.03N/AN/A0050
2024-01-04$25.41$0.0026.6%6.8%12.2%12.0%0.0%1.0%-14.3%164-11.2K-60.00139.71N/AN/A0050
2024-01-05$25.45$0.0036.4%5.5%12.2%25.4%0.0%2.5%7.7%167-11.0K-80.00136.37N/AN/A0050
2024-01-08$25.69$0.0032.0%6.7%12.5%19.3%0.0%2.2%-10.8%157-11.5K-60.00138.62N/AN/A0050
2024-01-09$25.45$0.0032.5%5.4%13.1%20.0%0.0%1.3%-3.9%164-11.2K-60.00138.89N/AN/A1050
2024-01-10$25.52$0.0023.6%6.8%13.0%8.0%0.0%-5.7%-12.2%162-11.2K-60.00139.18N/AN/A0050
2024-01-11$25.39$0.0029.9%8.6%13.1%16.6%0.0%1.0%-5.1%171-10.8K-80.00142.88N/AN/A0050
2024-01-12$25.49$0.0019.6%5.6%11.7%2.6%0.0%0.9%-4.5%164-11.3K-50.00135.89N/AN/A0050
2024-01-16$24.98$0.0029.7%8.5%12.7%16.3%0.0%-12.7%-6.2%186-10.4K-90.00141.74N/AN/A0050
2024-01-17$24.70$0.0017.1%4.9%12.9%0.0%0.0%1.2%6.7%187-10.3K-60.00138.95N/AN/A0050
2024-01-18$24.91$0.0021.3%6.1%13.3%5.7%0.0%8.0%3.9%178-10.6K-60.00137.31N/AN/A0050
2024-01-19$24.91$0.0020.8%6.0%13.1%5.1%0.0%-12.6%-4.5%176-10.6K-50.00136.75N/AN/A0050
2024-01-22$25.09$0.0021.4%6.1%13.3%5.9%0.0%0.5%-5.0%172-10.8K-50.00134.61N/AN/A0050
2024-01-23$25.01$0.0024.9%7.1%12.4%10.6%0.0%0.2%-6.2%178-10.7K-60.00139.71N/AN/A0050
2024-01-24$25.26$0.0022.2%6.4%12.8%6.9%0.0%0.3%-6.0%170-11.0K-50.00134.42N/AN/A0050
2024-01-25$25.38$0.0022.5%6.4%12.8%7.3%0.0%0.9%-5.9%168-11.1K-50.00134.29N/AN/A0050
2024-01-26$25.41$0.0059.8%17.1%12.7%57.5%0.0%20.4%-72.3%174-10.7K-90.00143.79N/AN/A0050
2024-01-29$25.46$0.0024.1%6.9%12.8%9.5%0.0%0.6%-7.2%167-11.2K-40.00136.75N/AN/A0050
2024-01-30$25.44$0.0024.9%7.1%12.8%10.5%0.0%0.8%-7.8%165-6.1K-50.00135.13N/AN/A0030
2024-01-31$25.33$0.0026.3%7.5%12.3%12.4%0.0%-1.8%-15.3%161-5.8K-60.00140.84N/AN/A0030