DISV Options History — November 2024 In November 2024, DISV traded between $26.75 and $28.46. ATM implied volatility averaged 40.7%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 21.3% (HV 20d: 19.5%). Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2024-11-18 : Highest Volume — 1 contracts2024-11-13 : Largest IV drop — 65.9% change2024-11-12 : Highest IV Rank — 82.6%2024-11-01 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.32 $26.75 $28.46 $27.35 $27.39 ATM IV 40.7% 26.7% 78.5% 53.4% 35.3% Expected Move 8.7% 7.4% 15.3% 15.3% 10.1% HV 20d 19.5% 9.6% 28.6% 9.8% 28.6% HV 60d 16.7% 14.0% 19.6% 14.2% 19.6% IV Rank 31.9% 12.9% 82.6% 48.9% 24.5% IV Percentile 61.9% 18.3% 98.4% 92.1% 69.0% Term Structure -8.0% -31.3% 2.3% -31.3% -10.3% Skew 25d 2.7% 0.8% 9.0% 1.9% 1.8% Skew 10d 7.7% 2.5% 24.4% 2.5% 5.6% Call IV 25d 33.6% 23.0% 51.4% 51.4% 40.0% Put IV 25d 36.2% 31.1% 53.3% 53.3% 41.9% Bid-Ask Spread % 164.39 162.09 174.79 174.79 165.11 Gamma HHI 0.81 0.50 1.00 1.00 0.51 Net GEX 21 -47 71 42 14 Net DEX -2.0K -2.7K -1.2K -2.4K -1.6K Net VEX -7 -12 -2 -4 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 1.4 1 2 1 2
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 2024-11-01 $27.35 $0.00 53.4% 15.3% 9.8% 48.9% 0.0% 1.9% -31.3% 42 -2.4K -4 0.00 174.79 N/A N/A 0 0 1 0 2024-11-04 $27.47 $0.00 50.1% 8.1% 9.6% 44.5% 0.0% 2.1% -8.2% 39 -2.5K -3 0.00 162.09 N/A N/A 0 0 1 0 2024-11-05 $27.63 $0.00 46.1% 7.5% 9.7% 39.1% 0.0% 3.1% -7.1% 38 -2.5K -3 0.00 162.22 N/A N/A 0 0 1 0 2024-11-06 $27.95 $0.00 49.9% 7.4% 10.7% 44.2% 0.0% 9.0% -5.5% 33 -2.6K -2 0.00 163.78 N/A N/A 0 0 1 0 2024-11-07 $28.46 $0.00 45.3% 9.0% 12.6% 38.0% 0.0% 3.2% -19.2% 26 -2.7K -2 0.00 168.75 N/A N/A 0 0 1 0 2024-11-08 $27.36 $0.00 55.5% 8.0% 18.7% 51.7% 0.0% 0.8% 2.3% 56 -2.2K -4 0.00 164.12 N/A N/A 0 0 1 0 2024-11-11 $27.59 $0.00 73.9% 7.8% 19.0% 76.5% 0.0% 1.2% -3.5% 65 -2.3K -4 0.00 163.43 N/A N/A 0 0 1 0 2024-11-12 $27.31 $0.00 78.5% 7.8% 19.2% 82.6% 0.0% 3.1% -6.3% 38 -2.1K -5 0.00 163.62 N/A N/A 0 0 1 0 2024-11-13 $27.20 $0.00 26.8% 7.7% 19.0% 13.1% 0.0% 3.5% -6.0% 39 -2.1K -5 0.00 163.63 N/A N/A 0 0 1 0 2024-11-14 $26.88 $0.00 26.7% 7.6% 19.4% 12.9% 0.0% 1.8% -4.0% 71 -2.1K -4 0.00 163.40 N/A N/A 0 0 1 0 2024-11-15 $26.77 $0.00 27.8% 8.0% 19.0% 14.5% 0.0% 1.7% -5.2% 60 -2.0K -5 0.00 164.07 N/A N/A 0 0 1 0 2024-11-18 $27.60 $0.00 30.8% 8.8% 22.1% 18.5% 0.0% 2.2% -5.4% 38 -2.2K -5 0.00 163.95 N/A N/A 0 1 1 0 2024-11-19 $26.98 $0.00 29.1% 8.3% 23.4% 16.2% 0.0% 1.5% -6.7% 2 -1.4K -11 0.00 163.53 N/A N/A 0 0 1 1 2024-11-20 $27.30 $0.00 28.9% 8.3% 23.4% 15.9% 0.0% 3.6% -5.0% -47 -1.4K -10 0.00 163.72 N/A N/A 0 0 1 1 2024-11-21 $27.40 $0.00 29.3% 8.4% 23.4% 16.4% 0.0% 2.9% -4.6% -40 -1.4K -10 0.00 163.27 N/A N/A 0 0 1 1 2024-11-22 $26.81 $0.00 30.3% 8.7% 24.6% 17.8% 0.0% 3.5% -7.5% -11 -1.2K -12 0.00 162.84 N/A N/A 0 0 1 1 2024-11-25 $26.82 $0.00 31.6% 9.1% 24.4% 19.5% 0.0% 1.9% -8.7% -6 -1.4K -11 0.00 163.15 N/A N/A 0 0 1 1 2024-11-26 $27.42 $0.00 32.6% 9.3% 25.8% 20.9% 0.0% 3.2% -7.9% -40 -1.5K -10 0.00 164.20 N/A N/A 0 0 1 1 2024-11-27 $26.75 $0.00 32.9% 9.4% 27.2% 21.4% 0.0% 0.9% -9.5% -6 -1.4K -11 0.00 164.11 N/A N/A 0 0 1 1 2024-11-29 $27.39 $0.00 35.3% 10.1% 28.6% 24.5% 0.0% 1.8% -10.3% 14 -1.6K -9 0.00 165.11 N/A N/A 0 0 1 1
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