DISV Options History — August 2024 In August 2024, DISV traded between $25.99 and $28.71. ATM implied volatility averaged 42.8%, placing in the 34.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 20.9% (HV 20d: 21.9%). Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-06 : Highest Volume — 1 contracts2024-08-05 : Largest IV spike — 67.7% change2024-08-06 : Highest IV Rank — 90.3%2024-08-06 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $27.60 $25.99 $28.71 $27.46 $28.49 ATM IV 42.8% 25.7% 84.2% 41.2% 34.0% Expected Move 8.9% 7.4% 13.2% 11.8% 9.7% HV 20d 21.9% 17.0% 24.1% 17.0% 18.5% HV 60d 17.2% 15.0% 17.7% 15.0% 17.5% IV Rank 34.6% 11.6% 90.3% 32.5% 22.8% IV Percentile 63.6% 22.2% 99.6% 86.1% 69.4% Term Structure -6.9% -16.4% 29.8% -16.4% -10.4% Skew 25d 3.9% 0.0% 8.8% 0.0% 6.6% Skew 10d 2.9% 1.9% 7.0% 2.5% 2.5% Call IV 25d 33.7% 24.8% 55.7% 45.2% 31.9% Put IV 25d 37.6% 32.1% 57.4% 45.3% 38.5% Bid-Ask Spread % 145.98 141.85 162.39 158.50 142.07 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 27 0 49 0 26 Net DEX -2.1K -2.7K 0 0 -2.7K Net VEX -3 -6 0 0 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.045 0 1 0 0 Total OI 0.818 0 1 0 1
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 2024-08-01 $27.46 $0.00 41.2% 11.8% 17.0% 32.5% 0.0% 0.0% -16.4% 0 0 0 0.00 158.50 N/A N/A 0 0 0 0 2024-08-02 $26.91 $0.00 38.6% 11.1% 18.3% 28.9% 0.0% 0.7% -14.8% 0 0 0 0.00 162.39 N/A N/A 0 0 0 0 2024-08-05 $25.99 $0.00 64.7% 10.8% 21.8% 64.0% 0.0% 1.8% -10.3% 0 0 0 0.00 153.22 N/A N/A 0 0 0 0 2024-08-06 $26.22 $0.00 84.2% 13.2% 22.2% 90.3% 0.0% 1.7% -14.0% 0 0 0 0.00 157.53 N/A N/A 1 0 0 0 2024-08-07 $26.23 $0.00 52.6% 8.1% 21.7% 47.8% 0.0% 1.9% -7.1% 49 -2.1K -6 0.00 142.65 N/A N/A 0 0 1 0 2024-08-08 $26.52 $0.00 74.2% 10.1% 21.5% 76.8% 0.0% 2.1% -10.1% 42 -2.1K -6 0.00 153.28 N/A N/A 0 0 1 0 2024-08-09 $26.70 $0.00 55.5% 7.5% 21.4% 51.6% 0.0% 3.0% -7.4% 45 -2.2K -5 0.00 142.43 N/A N/A 0 0 1 0 2024-08-12 $26.80 $0.00 71.0% 7.8% 21.5% 72.6% 0.0% 1.8% -7.8% 44 -2.3K -5 0.00 142.80 N/A N/A 0 0 1 0 2024-08-13 $27.23 $0.00 81.3% 8.0% 22.3% 86.4% 0.0% 2.4% -9.8% 40 -2.4K -4 0.00 142.34 N/A N/A 0 0 1 0 2024-08-14 $27.38 $0.00 28.4% 8.2% 22.4% 15.3% 0.0% 2.3% -9.0% 38 -2.4K -4 0.00 142.71 N/A N/A 0 0 1 0 2024-08-15 $27.66 $0.00 25.8% 7.4% 22.7% 11.7% 0.0% 1.6% 29.8% 34 -2.5K -4 0.00 142.54 N/A N/A 0 0 1 0 2024-08-16 $27.84 $0.00 25.7% 7.4% 22.8% 11.6% 0.0% 1.8% -4.2% 32 -2.6K -3 0.00 147.15 N/A N/A 0 0 1 0 2024-08-19 $28.23 $0.00 27.4% 7.9% 23.2% 13.9% 0.0% 7.9% -5.4% 28 -2.6K -3 0.00 142.36 N/A N/A 0 0 1 0 2024-08-20 $28.15 $0.00 26.7% 7.7% 23.1% 13.0% 0.0% 8.8% -5.0% 33 -2.5K -4 0.00 142.87 N/A N/A 0 0 1 0 2024-08-21 $28.37 $0.00 28.9% 8.3% 23.1% 16.0% 0.0% 6.4% -6.3% 26 -2.7K -2 0.00 142.44 N/A N/A 0 0 1 0 2024-08-22 $28.14 $0.00 28.5% 8.2% 23.2% 15.3% 0.0% 8.8% -5.8% 29 -2.6K -3 0.00 142.42 N/A N/A 0 0 1 0 2024-08-23 $28.71 $0.00 26.6% 7.6% 24.0% 12.9% 0.0% 4.2% -5.3% 23 -2.7K -2 0.00 141.85 N/A N/A 0 0 1 0 2024-08-26 $28.62 $0.00 29.9% 8.6% 24.1% 17.2% 0.0% 4.3% -5.9% 24 -2.7K -2 0.00 142.74 N/A N/A 0 0 1 0 2024-08-27 $28.71 $0.00 30.0% 8.6% 24.0% 17.4% 0.0% 3.9% -6.6% 23 -2.7K -2 0.00 142.04 N/A N/A 0 0 1 0 2024-08-28 $28.45 $0.00 32.5% 9.3% 23.7% 20.8% 0.0% 6.2% -9.4% 26 -2.7K -2 0.00 142.60 N/A N/A 0 0 1 0 2024-08-29 $28.42 $0.00 33.8% 9.7% 20.2% 22.4% 0.0% 6.9% -10.0% 27 -2.7K -3 0.00 142.72 N/A N/A 0 0 1 0 2024-08-30 $28.49 $0.00 34.0% 9.7% 18.5% 22.8% 0.0% 6.6% -10.4% 26 -2.7K -2 0.00 142.07 N/A N/A 0 0 1 0
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