DISV Options History — July 2024 In July 2024, DISV traded between $26.95 and $28.38. ATM implied volatility averaged 31.7%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 18.5% (HV 20d: 13.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 44.4% change2024-07-09 : Highest IV Rank — 38.6%2024-07-03 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $27.81 $26.95 $28.38 $26.95 $28.38 ATM IV 31.7% 24.9% 45.8% 33.0% 37.0% Expected Move 8.4% 6.8% 10.8% 9.4% 10.6% HV 20d 13.2% 11.2% 15.6% 14.6% 12.4% HV 60d 13.5% 13.1% 13.8% 13.5% 13.4% IV Rank 19.7% 10.6% 38.6% 21.4% 26.8% IV Percentile 54.7% 23.4% 90.1% 67.9% 79.8% Term Structure -7.8% -13.2% -4.2% -9.9% -13.2% Skew 25d 0.8% -0.2% 1.4% 0.5% 0.8% Skew 10d 1.9% 1.3% 2.7% 1.8% 2.6% Call IV 25d 35.6% 28.2% 44.4% 42.5% 43.2% Put IV 25d 36.4% 29.4% 44.3% 43.0% 44.0% Bid-Ask Spread % 161.81 159.16 162.97 160.70 162.12 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 2024-07-01 $26.95 $0.00 33.0% 9.4% 14.6% 21.4% 0.0% 0.5% -9.9% 0 0 0 0.00 160.70 N/A N/A 0 0 0 0 2024-07-02 $27.04 $0.00 33.8% 9.7% 14.6% 22.6% 0.0% 0.7% -10.2% 0 0 0 0.00 161.56 N/A N/A 0 0 0 0 2024-07-03 $27.41 $0.00 37.6% 10.8% 15.4% 27.6% 0.0% -0.2% -12.6% 0 0 0 0.00 162.96 N/A N/A 0 0 0 0 2024-07-05 $27.57 $0.00 38.4% 6.8% 15.6% 28.7% 0.0% 1.3% -4.2% 0 0 0 0.00 162.97 N/A N/A 0 0 0 0 2024-07-08 $27.51 $0.00 43.3% 7.4% 15.5% 35.3% 0.0% 1.1% -5.0% 0 0 0 0.00 162.86 N/A N/A 0 0 0 0 2024-07-09 $27.34 $0.00 45.8% 7.6% 14.6% 38.6% 0.0% 0.9% -4.6% 0 0 0 0.00 162.94 N/A N/A 0 0 0 0 2024-07-10 $27.63 $0.00 25.4% 7.3% 15.1% 11.3% 0.0% 0.6% -5.0% 0 0 0 0.00 161.70 N/A N/A 0 0 0 0 2024-07-11 $27.99 $0.00 24.9% 7.2% 15.0% 10.6% 0.0% 1.4% -5.3% 0 0 0 0.00 161.50 N/A N/A 0 0 0 0 2024-07-12 $28.23 $0.00 26.2% 7.5% 14.7% 12.3% 0.0% 0.7% -5.7% 0 0 0 0.00 162.36 N/A N/A 0 0 0 0 2024-07-15 $28.09 $0.00 26.0% 7.5% 13.0% 12.0% 0.0% 1.1% -5.7% 0 0 0 0.00 162.22 N/A N/A 0 0 0 0 2024-07-16 $28.27 $0.00 27.4% 7.9% 12.4% 13.9% 0.0% 1.3% -5.7% 0 0 0 0.00 162.70 N/A N/A 0 0 0 0 2024-07-17 $28.26 $0.00 27.9% 8.0% 12.4% 14.5% 0.0% 0.4% -6.8% 0 0 0 0.00 161.76 N/A N/A 0 0 0 0 2024-07-18 $28.11 $0.00 27.3% 7.8% 12.1% 13.8% 0.0% -0.2% -7.3% 0 0 0 0.00 159.16 N/A N/A 0 0 0 0 2024-07-19 $27.91 $0.00 27.9% 8.0% 12.5% 14.6% 0.0% 1.1% -6.9% 0 0 0 0.00 162.20 N/A N/A 0 0 0 0 2024-07-22 $28.11 $0.00 29.0% 8.3% 11.8% 16.0% 0.0% 1.4% -6.8% 0 0 0 0.00 162.07 N/A N/A 0 0 0 0 2024-07-23 $27.98 $0.00 28.8% 8.3% 11.5% 15.8% 0.0% 0.9% -7.9% 0 0 0 0.00 162.29 N/A N/A 0 0 0 0 2024-07-24 $27.77 $0.00 29.5% 8.5% 11.8% 16.7% 0.0% 0.2% -9.3% 0 0 0 0.00 160.18 N/A N/A 0 0 0 0 2024-07-25 $27.63 $0.00 30.2% 8.7% 11.2% 17.7% 0.0% 1.3% -8.1% 0 0 0 0.00 160.54 N/A N/A 0 0 0 0 2024-07-26 $27.89 $0.00 30.8% 8.8% 11.4% 18.5% 0.0% 1.3% -9.4% 0 0 0 0.00 162.07 N/A N/A 0 0 0 0 2024-07-29 $27.84 $0.00 32.8% 9.4% 11.3% 21.2% 0.0% 0.5% -10.7% 0 0 0 0.00 160.71 N/A N/A 0 0 0 0 2024-07-30 $27.93 $0.00 34.8% 10.0% 11.3% 23.8% 0.0% 0.8% -11.9% 0 0 0 0.00 162.24 N/A N/A 0 0 0 0 2024-07-31 $28.38 $0.00 37.0% 10.6% 12.4% 26.8% 0.0% 0.8% -13.2% 0 0 0 0.00 162.12 N/A N/A 0 0 0 0
« Jun 2024 | All History | Aug 2024 » Home DISV History July 2024