DISV Options History — March 2024 In March 2024, DISV traded between $25.87 and $27.21. ATM implied volatility averaged 36.1%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 24.7% (HV 20d: 11.4%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 67.9% change2024-03-12 : Highest IV Rank — 89.1%2024-03-28 : Largest Expected Move — 9.2%Monthly Statistics Metric Avg Min Max Open Close Price $26.62 $25.87 $27.21 $25.95 $27.20 Max Pain $26.00 $26.00 $26.00 $26.00 $26.00 ATM IV 36.1% 26.8% 83.3% 31.4% 31.9% Expected Move 7.9% 6.9% 9.2% 9.0% 9.2% HV 20d 11.4% 10.0% 13.8% 13.0% 10.7% HV 60d 12.3% 11.9% 13.0% 12.4% 11.9% IV Rank 25.6% 13.1% 89.1% 19.3% 20.0% IV Percentile 63.1% 38.7% 99.5% 63.7% 65.7% Term Structure -5.8% -8.7% -1.1% -1.1% -8.7% Skew 25d -3.2% -13.3% 1.5% -8.6% -7.0% Skew 10d 0.0% -7.1% 2.9% -7.1% -5.9% Call IV 25d 33.4% 29.1% 48.1% 48.1% 38.3% Put IV 25d 30.2% 21.4% 39.4% 39.4% 31.3% Bid-Ask Spread % 142.37 140.60 143.83 141.06 141.12 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 65 0 161 124 0 Net DEX -907 -2.7K 0 -1.3K 0 Net VEX -1 -2 0 -2 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.55 0 1 1 0
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 2024-03-01 $25.95 $26.00 31.4% 9.0% 13.0% 19.3% 0.0% -8.6% -1.1% 124 -1.3K -2 0.00 141.06 N/A N/A 0 0 1 0 2024-03-04 $25.87 $0.00 35.5% 6.9% 12.4% 24.8% 0.0% 1.2% -5.2% 124 -1.3K -2 0.00 142.94 N/A N/A 0 0 1 0 2024-03-05 $25.89 $0.00 36.5% 7.1% 11.6% 26.2% 0.0% 0.9% -5.6% 127 -1.3K -2 0.00 143.20 N/A N/A 0 0 1 0 2024-03-06 $26.32 $0.00 36.4% 7.6% 12.7% 26.0% 0.0% 1.4% -6.2% 139 -1.5K -2 0.00 143.55 N/A N/A 0 0 1 0 2024-03-07 $26.63 $0.00 50.5% 7.3% 13.1% 44.9% 0.0% 1.4% -5.5% 161 -1.8K -1 0.00 142.95 N/A N/A 0 0 1 0 2024-03-08 $26.69 $0.00 54.8% 7.1% 12.9% 50.7% 0.0% 1.5% -6.0% 127 -1.7K -1 0.00 143.36 N/A N/A 0 0 1 0 2024-03-11 $26.41 $0.00 53.0% 7.9% 13.8% 48.3% 0.0% 1.0% -7.2% 131 -1.6K -1 0.00 142.97 N/A N/A 0 0 1 0 2024-03-12 $26.56 $0.00 83.3% 7.8% 13.7% 89.1% 0.0% 1.1% -6.9% 131 -1.7K -1 0.00 143.68 N/A N/A 0 0 1 0 2024-03-13 $26.59 $0.00 26.8% 7.7% 10.0% 13.1% 0.0% 1.3% -6.2% 115 -1.6K -1 0.00 143.83 N/A N/A 0 0 1 0 2024-03-14 $26.43 $0.00 27.6% 7.9% 10.3% 14.2% 0.0% 0.3% -4.2% 121 -1.6K -1 0.00 143.28 N/A N/A 0 0 1 0 2024-03-15 $26.59 $0.00 27.5% 7.9% 10.1% 14.1% 0.0% 0.6% -4.2% 0 -2.7K 0 0.00 142.78 N/A N/A 0 0 1 0 2024-03-18 $26.66 $0.00 28.8% 8.2% 10.1% 15.7% 0.0% 0.8% -5.5% 0 0 0 0.00 143.05 N/A N/A 0 0 0 0 2024-03-19 $26.66 $0.00 26.8% 7.7% 10.2% 13.1% 0.0% 0.9% -5.6% 0 0 0 0.00 142.79 N/A N/A 0 0 0 0 2024-03-20 $26.95 $0.00 27.1% 7.8% 10.6% 13.6% 0.0% -9.0% -5.9% 0 0 0 0.00 141.04 N/A N/A 0 0 0 0 2024-03-21 $27.02 $0.00 27.6% 7.9% 10.3% 14.1% 0.0% -8.3% -6.2% 0 0 0 0.00 142.42 N/A N/A 0 0 0 0 2024-03-22 $26.87 $0.00 27.7% 7.9% 10.7% 14.3% 0.0% -12.9% -5.8% 0 0 0 0.00 140.60 N/A N/A 0 0 0 0 2024-03-25 $26.89 $0.00 28.9% 8.3% 10.7% 15.9% 0.0% -13.3% -5.9% 0 0 0 0.00 140.81 N/A N/A 0 0 0 0 2024-03-26 $26.98 $0.00 29.4% 8.4% 10.7% 16.6% 0.0% -11.7% -6.9% 0 0 0 0.00 140.98 N/A N/A 0 0 0 0 2024-03-27 $27.21 $0.00 30.8% 8.8% 10.6% 18.4% 0.0% -6.3% -7.2% 0 0 0 0.00 141.06 N/A N/A 0 0 0 0 2024-03-28 $27.20 $0.00 31.9% 9.2% 10.7% 20.0% 0.0% -7.0% -8.7% 0 0 0 0.00 141.12 N/A N/A 0 0 0 0
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