DISV Options History — May 2024 In May 2024, DISV traded between $26.87 and $28.44. ATM implied volatility averaged 36.9%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 25.1% (HV 20d: 11.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 63.1% change2024-05-14 : Highest IV Rank — 74.7%2024-05-02 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.92 $26.87 $28.44 $26.87 $28.41 ATM IV 36.9% 26.1% 72.6% 36.6% 33.2% Expected Move 8.1% 6.6% 10.8% 10.5% 9.5% HV 20d 11.8% 10.0% 13.3% 12.6% 12.2% HV 60d 11.5% 10.8% 12.2% 11.9% 11.9% IV Rank 26.6% 12.2% 74.7% 26.3% 21.7% IV Percentile 64.0% 28.4% 99.1% 83.3% 68.6% Term Structure -6.4% -16.3% 24.0% -11.8% -10.1% Skew 25d -1.6% -27.3% 1.8% -24.4% 0.6% Skew 10d 0.6% -21.1% 2.3% -3.2% 1.9% Call IV 25d 32.9% 27.7% 44.9% 43.9% 38.3% Put IV 25d 31.3% 17.7% 39.0% 19.5% 39.0% Bid-Ask Spread % 144.07 140.61 163.86 163.17 141.69 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2024-05-01 $26.87 $0.00 36.6% 10.5% 12.6% 26.3% 0.0% -24.4% -11.8% 0 0 0 0.00 163.17 N/A N/A 0 0 0 0 2024-05-02 $27.16 $0.00 37.8% 10.8% 13.2% 27.9% 0.0% 0.0% 0.0% 0 0 0 0.00 161.41 N/A N/A 0 0 0 0 2024-05-03 $27.32 $0.00 28.6% 8.2% 13.3% 15.5% 0.0% -27.3% -16.3% 0 0 0 0.00 163.86 N/A N/A 0 0 0 0 2024-05-06 $27.52 $0.00 42.7% 6.9% 13.3% 34.4% 0.0% 1.0% -6.4% 0 0 0 0.00 141.33 N/A N/A 0 0 0 0 2024-05-07 $27.56 $0.00 45.5% 7.1% 13.3% 38.2% 0.0% 1.7% -7.2% 0 0 0 0.00 141.84 N/A N/A 0 0 0 0 2024-05-08 $27.57 $0.00 46.5% 7.0% 12.7% 39.5% 0.0% 1.2% -6.4% 0 0 0 0.00 141.18 N/A N/A 0 0 0 0 2024-05-09 $27.84 $0.00 46.2% 6.6% 13.0% 39.1% 0.0% 1.8% -5.7% 0 0 0 0.00 141.00 N/A N/A 0 0 0 0 2024-05-10 $27.86 $0.00 47.7% 6.8% 11.6% 41.2% 0.0% 1.1% -6.5% 0 0 0 0.00 140.97 N/A N/A 0 0 0 0 2024-05-13 $27.88 $0.00 62.0% 7.1% 11.4% 60.4% 0.0% 1.1% -7.9% 0 0 0 0.00 140.70 N/A N/A 0 0 0 0 2024-05-14 $28.06 $0.00 72.6% 7.1% 10.0% 74.7% 0.0% 0.8% -7.5% 0 0 0 0.00 140.74 N/A N/A 0 0 0 0 2024-05-15 $28.31 $0.00 26.8% 7.7% 10.1% 13.1% 0.0% 1.4% -10.0% 0 0 0 0.00 141.20 N/A N/A 0 0 0 0 2024-05-16 $28.20 $0.00 26.2% 7.5% 10.5% 12.3% 0.0% 0.7% 24.0% 0 0 0 0.00 140.86 N/A N/A 0 0 0 0 2024-05-17 $28.38 $0.00 26.8% 7.7% 10.4% 13.1% 0.0% 0.9% -5.4% 0 0 0 0.00 141.16 N/A N/A 0 0 0 0 2024-05-20 $28.44 $0.00 27.9% 8.0% 10.3% 14.6% 0.0% 0.3% -6.4% 0 0 0 0.00 140.72 N/A N/A 0 0 0 0 2024-05-21 $28.41 $0.00 28.4% 8.1% 10.0% 15.3% 0.0% 0.3% -6.5% 0 0 0 0.00 141.10 N/A N/A 0 0 0 0 2024-05-22 $28.01 $0.00 26.1% 7.5% 11.3% 12.2% 0.0% 1.1% -5.0% 0 0 0 0.00 140.79 N/A N/A 0 0 0 0 2024-05-23 $27.82 $0.00 27.5% 7.9% 11.7% 14.0% 0.0% 0.9% -6.0% 0 0 0 0.00 141.21 N/A N/A 0 0 0 0 2024-05-24 $28.18 $0.00 28.9% 8.3% 12.0% 16.0% 0.0% 1.3% -8.8% 0 0 0 0.00 141.13 N/A N/A 0 0 0 0 2024-05-28 $28.31 $0.00 30.2% 8.7% 11.7% 17.7% 0.0% 0.5% -7.7% 0 0 0 0.00 141.39 N/A N/A 0 0 0 0 2024-05-29 $27.88 $0.00 30.4% 8.7% 12.0% 17.9% 0.0% 1.1% -8.3% 0 0 0 0.00 141.38 N/A N/A 0 0 0 0 2024-05-30 $28.21 $0.00 32.6% 9.3% 12.5% 20.9% 0.0% 0.8% -9.6% 0 0 0 0.00 140.61 N/A N/A 0 0 0 0 2024-05-31 $28.41 $0.00 33.2% 9.5% 12.2% 21.7% 0.0% 0.6% -10.1% 0 0 0 0.00 141.69 N/A N/A 0 0 0 0
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