DISV Options History — September 2024 In September 2024, DISV traded between $27.42 and $29.13. ATM implied volatility averaged 37.3%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 20.7% (HV 20d: 16.6%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 109.8% change2024-09-10 : Highest IV Rank — 58.5%2024-09-18 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $28.24 $27.42 $29.13 $27.87 $28.89 ATM IV 37.3% 26.5% 60.5% 34.3% 34.1% Expected Move 9.4% 7.2% 16.8% 9.8% 9.8% HV 20d 16.6% 15.2% 17.4% 15.3% 17.4% HV 60d 17.7% 17.4% 18.1% 18.0% 18.0% IV Rank 27.3% 12.7% 58.5% 23.2% 22.9% IV Percentile 63.9% 23.8% 96.0% 69.8% 68.7% Term Structure -8.1% -27.3% 6.6% -10.5% -8.6% Skew 25d 2.7% 0.4% 14.1% 13.6% 1.2% Skew 10d 5.9% 1.6% 20.2% 1.6% 5.9% Call IV 25d 35.6% 28.9% 60.0% 30.6% 40.6% Put IV 25d 38.3% 30.3% 61.5% 44.1% 41.8% Bid-Ask Spread % 164.60 142.44 179.63 142.47 162.03 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 30 20 39 33 22 Net DEX -2.6K -2.8K -2.4K -2.6K -2.8K Net VEX -3 -5 -2 -3 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
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 2024-09-03 $27.87 $0.00 34.3% 9.8% 15.3% 23.2% 0.0% 13.6% -10.5% 33 -2.6K -3 0.00 142.47 N/A N/A 0 0 1 0 2024-09-04 $27.86 $0.00 35.9% 10.3% 15.2% 25.3% 0.0% 14.1% -11.3% 33 -2.5K -3 0.00 142.44 N/A N/A 0 0 1 0 2024-09-05 $28.03 $0.00 37.0% 7.2% 15.2% 26.8% 0.0% 1.4% -5.7% 31 -2.6K -3 0.00 162.21 N/A N/A 0 0 1 0 2024-09-06 $27.42 $0.00 53.4% 11.3% 17.4% 48.8% 0.0% 1.6% -27.3% 39 -2.4K -4 0.00 170.12 N/A N/A 0 0 1 0 2024-09-09 $27.59 $0.00 58.4% 7.5% 17.4% 55.6% 0.0% 1.7% -5.7% 38 -2.4K -4 0.00 170.62 N/A N/A 0 0 1 0 2024-09-10 $27.53 $0.00 60.5% 8.4% 17.4% 58.5% 0.0% 2.2% -7.6% 38 -2.4K -4 0.00 171.19 N/A N/A 0 0 1 0 2024-09-11 $27.57 $0.00 35.8% 10.3% 16.5% 25.2% 0.0% 2.2% -18.3% 38 -2.4K -4 0.00 169.19 N/A N/A 0 0 1 0 2024-09-12 $27.88 $0.00 35.1% 10.1% 16.9% 24.2% 0.0% 1.0% -17.9% 35 -2.5K -4 0.00 169.74 N/A N/A 0 0 1 0 2024-09-13 $28.09 $0.00 28.1% 8.1% 16.7% 14.9% 0.0% 1.4% -7.1% 33 -2.5K -4 0.00 169.64 N/A N/A 0 0 1 0 2024-09-16 $28.35 $0.00 29.2% 8.4% 16.8% 16.3% 0.0% 1.5% -8.4% 29 -2.6K -3 0.00 165.76 N/A N/A 0 0 1 0 2024-09-17 $28.16 $0.00 27.9% 8.0% 16.3% 14.6% 0.0% 2.4% -7.8% 31 -2.6K -3 0.00 163.73 N/A N/A 0 0 1 0 2024-09-18 $28.25 $0.00 58.5% 16.8% 16.3% 55.8% 0.0% 1.4% -16.9% 34 -2.4K -5 0.00 179.63 N/A N/A 0 0 1 0 2024-09-19 $28.76 $0.00 26.5% 7.6% 17.3% 12.7% 0.0% 1.1% -4.8% 24 -2.7K -2 0.00 161.81 N/A N/A 0 0 1 0 2024-09-20 $28.51 $0.00 28.2% 8.1% 17.4% 15.0% 0.0% 1.4% -4.4% 26 -2.7K -2 0.00 162.00 N/A N/A 0 0 1 0 2024-09-23 $28.57 $0.00 29.9% 8.6% 15.8% 17.2% 0.0% 1.3% -6.9% 25 -2.7K -2 0.00 162.69 N/A N/A 0 0 1 0 2024-09-24 $28.72 $0.00 28.7% 8.2% 15.9% 15.7% 0.0% 1.7% -5.7% 26 -2.7K -2 0.00 163.16 N/A N/A 0 0 1 0 2024-09-25 $28.54 $0.00 31.6% 9.1% 16.0% 19.5% 0.0% 0.4% 6.6% 26 -2.7K -2 0.00 164.06 N/A N/A 0 0 1 0 2024-09-26 $29.13 $0.00 42.2% 12.1% 17.2% 33.8% 0.0% 0.8% 2.9% 27 -2.7K -3 0.00 175.17 N/A N/A 0 0 1 0 2024-09-27 $29.06 $0.00 31.5% 9.0% 17.3% 19.4% 0.0% 1.0% 2.9% 20 -2.8K -2 0.00 164.29 N/A N/A 0 0 1 0 2024-09-30 $28.89 $0.00 34.1% 9.8% 17.4% 22.9% 0.0% 1.2% -8.6% 22 -2.8K -2 0.00 162.03 N/A N/A 0 0 1 0
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