DISV Options History — June 2024 In June 2024, DISV traded between $26.73 and $28.54. ATM implied volatility averaged 32.8%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 17.8% (HV 20d: 15.0%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 46.6% change2024-06-11 : Highest IV Rank — 40.0%2024-06-05 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $27.46 $26.73 $28.54 $28.54 $26.84 ATM IV 32.8% 25.0% 46.8% 35.2% 32.5% Expected Move 8.5% 6.8% 10.7% 10.1% 9.3% HV 20d 15.0% 12.2% 16.8% 12.2% 14.8% HV 60d 12.9% 11.7% 13.8% 11.7% 13.5% IV Rank 21.2% 10.7% 40.0% 24.4% 20.8% IV Percentile 61.0% 23.6% 92.8% 77.8% 66.3% Term Structure -7.9% -12.5% -5.7% -11.2% -7.8% Skew 25d 1.1% 0.6% 2.0% 0.8% 1.2% Skew 10d 2.0% 1.6% 2.5% 2.0% 1.8% Call IV 25d 34.9% 27.6% 43.9% 41.0% 40.2% Put IV 25d 36.1% 28.8% 44.5% 41.8% 41.4% Bid-Ask Spread % 159.44 140.43 164.05 141.27 162.52 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 (19 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 2024-06-03 $28.54 $0.00 35.2% 10.1% 12.2% 24.4% 0.0% 0.8% -11.2% 0 0 0 0.00 141.27 N/A N/A 0 0 0 0 2024-06-04 $28.26 $0.00 36.0% 10.3% 12.7% 25.5% 0.0% 0.7% -12.4% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0 2024-06-05 $28.19 $0.00 37.2% 10.7% 12.8% 27.1% 0.0% 0.6% -12.5% 0 0 0 0.00 141.47 N/A N/A 0 0 0 0 2024-06-06 $28.29 $0.00 38.9% 7.2% 12.8% 29.3% 0.0% 1.3% -6.5% 0 0 0 0.00 164.03 N/A N/A 0 0 0 0 2024-06-07 $27.84 $0.00 36.6% 6.8% 13.8% 26.3% 0.0% 1.0% -5.7% 0 0 0 0.00 163.58 N/A N/A 0 0 0 0 2024-06-10 $27.94 $0.00 40.0% 7.0% 13.8% 30.8% 0.0% 1.4% -5.7% 0 0 0 0.00 163.62 N/A N/A 0 0 0 0 2024-06-11 $27.55 $0.00 46.8% 7.6% 14.7% 40.0% 0.0% 1.1% -6.1% 0 0 0 0.00 163.96 N/A N/A 0 0 0 0 2024-06-12 $27.88 $0.00 25.0% 7.2% 15.2% 10.7% 0.0% 0.7% -7.5% 0 0 0 0.00 163.41 N/A N/A 0 0 0 0 2024-06-13 $27.37 $0.00 28.1% 8.1% 16.1% 14.9% 0.0% 0.9% -8.4% 0 0 0 0.00 164.05 N/A N/A 0 0 0 0 2024-06-14 $27.09 $0.00 26.9% 7.7% 16.3% 13.2% 0.0% 0.9% -6.6% 0 0 0 0.00 163.37 N/A N/A 0 0 0 0 2024-06-17 $27.24 $0.00 30.4% 8.7% 16.3% 17.9% 0.0% 1.3% -9.4% 0 0 0 0.00 163.06 N/A N/A 0 0 0 0 2024-06-18 $27.01 $0.00 27.5% 7.9% 16.4% 14.0% 0.0% 2.0% -7.0% 0 0 0 0.00 161.42 N/A N/A 0 0 0 0 2024-06-20 $27.07 $0.00 28.8% 8.2% 16.4% 15.7% 0.0% 1.7% -5.8% 0 0 0 0.00 162.06 N/A N/A 0 0 0 0 2024-06-21 $26.80 $0.00 29.4% 8.4% 16.1% 16.6% 0.0% 1.2% -6.3% 0 0 0 0.00 162.27 N/A N/A 0 0 0 0 2024-06-24 $27.13 $0.00 30.5% 8.7% 16.8% 18.0% 0.0% 1.0% -7.0% 0 0 0 0.00 162.22 N/A N/A 0 0 0 0 2024-06-25 $27.02 $0.00 30.8% 8.8% 16.0% 18.4% 0.0% 1.4% -8.0% 0 0 0 0.00 162.63 N/A N/A 0 0 0 0 2024-06-26 $26.73 $0.00 31.1% 8.9% 16.0% 18.9% 0.0% 1.1% -7.5% 0 0 0 0.00 161.89 N/A N/A 0 0 0 0 2024-06-27 $26.91 $0.00 31.7% 9.1% 15.7% 19.7% 0.0% 1.3% -8.4% 0 0 0 0.00 162.15 N/A N/A 0 0 0 0 2024-06-28 $26.84 $0.00 32.5% 9.3% 14.8% 20.8% 0.0% 1.2% -7.8% 0 0 0 0.00 162.52 N/A N/A 0 0 0 0
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