DISV Options History — February 2024 In February 2024, DISV traded between $24.73 and $25.69. ATM implied volatility averaged 30.4%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 17.7% (HV 20d: 12.7%). Max pain ranged from $22.00 to $26.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 60.2% change2024-02-06 : Highest IV Rank — 38.9%2024-02-29 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $25.31 $24.73 $25.69 $25.52 $25.64 Max Pain $24.20 $22.00 $26.00 $22.00 $26.00 ATM IV 30.4% 18.3% 46.0% 40.6% 35.2% Expected Move 7.8% 5.2% 10.1% 7.6% 10.1% HV 20d 12.7% 12.2% 13.2% 12.2% 12.6% HV 60d 12.9% 12.1% 13.5% 13.5% 12.4% IV Rank 18.0% 1.7% 38.9% 31.7% 24.4% IV Percentile 54.1% 1.2% 93.2% 89.3% 81.5% Term Structure 0.6% -10.7% 36.0% -7.7% -4.6% Skew 25d -11.1% -20.1% 1.9% 1.9% -18.4% Skew 10d 2.1% -7.9% 7.1% 2.6% 2.2% Call IV 25d 35.2% 21.4% 48.0% 30.5% 48.0% Put IV 25d 24.1% 16.8% 34.2% 32.4% 29.6% Bid-Ask Spread % 140.91 135.32 143.35 142.93 143.35 Gamma HHI 0.80 0.50 1.00 0.52 1.00 Net GEX 137 103 177 156 113 Net DEX -3.2K -6.0K -805 -6.0K -1.2K Net VEX -4 -6 -2 -6 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.9 1 3 3 1
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 2024-02-01 $25.52 $22.00 40.6% 7.6% 12.2% 31.7% 0.0% 1.9% -7.7% 156 -6.0K -6 0.00 142.93 N/A N/A 0 0 3 0 2024-02-02 $25.24 $22.00 33.6% 6.3% 12.7% 22.2% 0.0% -7.7% 3.3% 168 -5.9K -5 0.00 138.06 N/A N/A 0 0 3 0 2024-02-05 $24.99 $22.00 44.8% 7.9% 13.1% 37.3% 0.0% 1.2% -8.8% 169 -5.5K -6 0.00 142.78 N/A N/A 0 0 3 0 2024-02-06 $25.14 $22.00 46.0% 7.9% 12.8% 38.9% 0.0% 1.7% -8.5% 167 -5.6K -6 0.00 142.02 N/A N/A 0 0 3 0 2024-02-07 $25.19 $22.00 18.3% 5.2% 12.5% 1.7% 0.0% -5.6% 1.3% 171 -5.9K -4 0.00 136.52 N/A N/A 0 0 3 0 2024-02-08 $25.09 $22.00 23.5% 6.7% 12.5% 8.6% 0.0% -8.0% -0.5% 172 -5.7K -5 0.00 139.73 N/A N/A 0 0 3 0 2024-02-09 $25.12 $22.00 18.5% 5.3% 12.4% 1.9% 0.0% 1.0% 1.8% 172 -5.8K -4 0.00 135.32 N/A N/A 0 0 3 0 2024-02-12 $25.30 $22.00 23.8% 6.8% 12.6% 9.1% 0.0% -16.0% 2.9% 168 -5.9K -4 0.00 140.87 N/A N/A 0 0 3 0 2024-02-13 $24.73 $22.00 21.1% 6.1% 13.2% 5.5% 0.0% -5.9% -2.8% 177 -5.4K -4 0.00 138.75 N/A N/A 0 0 3 0 2024-02-14 $24.96 $26.00 19.7% 5.6% 12.9% 3.5% 0.0% -12.6% 0.5% 123 -805 -3 0.00 136.66 N/A N/A 0 0 1 0 2024-02-15 $25.18 $26.00 29.6% 8.5% 13.0% 16.9% 0.0% -14.1% 29.5% 103 -1.0K -3 0.00 141.69 N/A N/A 0 0 1 0 2024-02-16 $25.27 $26.00 26.4% 7.6% 13.0% 12.6% 0.0% -18.1% 36.0% 111 -1.0K -3 0.00 141.25 N/A N/A 0 0 1 0 2024-02-20 $25.31 $26.00 34.4% 9.9% 12.8% 23.3% 0.0% -18.2% -10.7% 105 -1.1K -3 0.00 142.32 N/A N/A 0 0 1 0 2024-02-21 $25.38 $26.00 35.0% 10.0% 12.7% 24.2% 0.0% -20.1% -10.4% 106 -1.1K -3 0.00 142.80 N/A N/A 0 0 1 0 2024-02-22 $25.61 $26.00 29.6% 8.5% 12.7% 16.9% 0.0% -15.7% -0.0% 110 -1.2K -3 0.00 142.64 N/A N/A 0 0 1 0 2024-02-23 $25.59 $26.00 30.3% 8.7% 12.6% 17.8% 0.0% -16.3% -1.1% 111 -1.2K -2 0.00 142.66 N/A N/A 0 0 1 0 2024-02-26 $25.59 $26.00 32.2% 9.2% 12.6% 20.3% 0.0% -17.2% -2.4% 113 -1.2K -2 0.00 142.33 N/A N/A 0 0 1 0 2024-02-27 $25.69 $26.00 32.0% 9.2% 12.6% 20.1% 0.0% -15.5% -2.5% 114 -1.2K -2 0.00 142.44 N/A N/A 0 0 1 0 2024-02-28 $25.59 $26.00 34.1% 9.8% 12.7% 22.9% 0.0% -18.9% -3.5% 113 -1.2K -2 0.00 143.03 N/A N/A 0 0 1 0 2024-02-29 $25.64 $26.00 35.2% 10.1% 12.6% 24.4% 0.0% -18.4% -4.6% 113 -1.2K -2 0.00 143.35 N/A N/A 0 0 1 0
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