DISV Options History — October 2024 In October 2024, DISV traded between $27.39 and $28.80. ATM implied volatility averaged 35.8%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 22.6% (HV 20d: 13.3%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 53.3% change2024-10-08 : Highest IV Rank — 58.5%2024-10-31 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $28.12 $27.39 $28.80 $28.80 $27.39 ATM IV 35.8% 28.3% 60.6% 35.1% 43.0% Expected Move 9.2% 7.5% 12.3% 10.1% 12.3% HV 20d 13.3% 10.9% 15.8% 15.3% 11.0% HV 60d 17.3% 14.3% 18.2% 18.0% 14.3% IV Rank 25.3% 15.1% 58.5% 24.3% 34.8% IV Percentile 63.4% 35.3% 96.0% 72.2% 85.3% Term Structure -7.9% -15.3% -4.0% -9.7% -15.3% Skew 25d 1.8% 0.4% 3.0% 1.1% 1.4% Skew 10d 3.9% 2.2% 22.4% 6.5% 2.7% Call IV 25d 36.5% 28.6% 47.8% 42.5% 47.8% Put IV 25d 38.4% 30.5% 49.2% 43.6% 49.2% Bid-Ask Spread % 164.10 161.12 174.05 165.86 162.77 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 32 25 41 25 41 Net DEX -2.6K -2.7K -2.4K -2.7K -2.4K Net VEX -3 -4 -2 -2 -4 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 (23 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 2024-10-01 $28.80 $0.00 35.1% 10.1% 15.3% 24.3% 0.0% 1.1% -9.7% 25 -2.7K -2 0.00 165.86 N/A N/A 0 0 1 0 2024-10-02 $28.63 $0.00 37.8% 10.8% 15.5% 27.9% 0.0% 0.4% -11.2% 26 -2.7K -2 0.00 163.21 N/A N/A 0 0 1 0 2024-10-03 $28.38 $0.00 41.0% 8.0% 15.8% 32.1% 0.0% 2.5% -4.6% 29 -2.6K -3 0.00 163.06 N/A N/A 0 0 1 0 2024-10-04 $28.72 $0.00 41.5% 7.5% 13.9% 32.9% 0.0% 1.9% -4.0% 27 -2.7K -3 0.00 165.46 N/A N/A 0 0 1 0 2024-10-07 $28.43 $0.00 57.4% 8.4% 14.5% 54.3% 0.0% 1.4% -4.9% 28 -2.6K -3 0.00 170.15 N/A N/A 0 0 1 0 2024-10-08 $28.22 $0.00 60.6% 8.6% 14.8% 58.5% 0.0% 1.9% -4.5% 32 -2.6K -3 0.00 174.05 N/A N/A 0 0 1 0 2024-10-09 $28.18 $0.00 28.3% 8.1% 14.8% 15.1% 0.0% 1.8% -5.5% 31 -2.6K -3 0.00 163.50 N/A N/A 0 0 1 0 2024-10-10 $28.23 $0.00 28.3% 8.1% 14.3% 15.1% 0.0% 2.8% -5.6% 30 -2.6K -3 0.00 164.59 N/A N/A 0 0 1 0 2024-10-11 $28.41 $0.00 29.3% 8.4% 14.2% 16.4% 0.0% 2.1% -5.3% 29 -2.6K -3 0.00 164.82 N/A N/A 0 0 1 0 2024-10-14 $28.34 $0.00 31.1% 8.9% 13.9% 18.8% 0.0% 2.6% -7.6% 29 -2.6K -3 0.00 166.71 N/A N/A 0 0 1 0 2024-10-15 $28.13 $0.00 28.7% 8.2% 13.9% 15.6% 0.0% 1.7% -6.8% 31 -2.6K -3 0.00 162.14 N/A N/A 0 0 1 0 2024-10-16 $28.27 $0.00 29.4% 8.4% 14.0% 16.6% 0.0% 1.8% -4.3% 29 -2.6K -3 0.00 162.85 N/A N/A 0 0 1 0 2024-10-17 $28.23 $0.00 29.9% 8.6% 12.3% 17.3% 0.0% 1.7% -5.5% 29 -2.6K -3 0.00 163.12 N/A N/A 0 0 1 0 2024-10-18 $28.43 $0.00 31.1% 8.9% 12.3% 18.9% 0.0% 2.3% -7.4% 27 -2.7K -2 0.00 162.15 N/A N/A 0 0 1 0 2024-10-21 $28.09 $0.00 30.3% 8.7% 12.9% 17.8% 0.0% 0.4% -7.2% 35 -2.4K -4 0.00 161.14 N/A N/A 0 0 1 0 2024-10-22 $28.05 $0.00 30.9% 8.9% 12.7% 18.7% 0.0% 1.9% -7.4% 31 -2.6K -2 0.00 161.82 N/A N/A 0 0 1 0 2024-10-23 $27.63 $0.00 32.2% 9.2% 13.6% 20.4% 0.0% 1.5% -8.5% 38 -2.5K -3 0.00 161.37 N/A N/A 0 0 1 0 2024-10-24 $27.71 $0.00 32.5% 9.3% 10.9% 20.7% 0.0% 2.8% -8.8% 36 -2.5K -3 0.00 163.03 N/A N/A 0 0 1 0 2024-10-25 $27.59 $0.00 35.1% 10.1% 11.0% 24.3% 0.0% 2.5% -10.4% 37 -2.5K -3 0.00 163.91 N/A N/A 0 0 1 0 2024-10-28 $27.75 $0.00 35.9% 10.3% 11.3% 25.3% 0.0% 2.0% -11.8% 35 -2.5K -3 0.00 163.72 N/A N/A 0 0 1 0 2024-10-29 $27.58 $0.00 38.0% 10.9% 11.4% 28.1% 0.0% 3.0% -11.9% 38 -2.5K -3 0.00 163.86 N/A N/A 0 0 1 0 2024-10-30 $27.51 $0.00 37.0% 10.6% 11.3% 26.8% 0.0% 0.9% -13.6% 39 -2.5K -3 0.00 161.12 N/A N/A 0 0 1 0 2024-10-31 $27.39 $0.00 43.0% 12.3% 11.0% 34.8% 0.0% 1.4% -15.3% 41 -2.4K -4 0.00 162.77 N/A N/A 0 0 1 0
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