DISV Options History — December 2024 In December 2024, DISV traded between $26.20 and $27.73. ATM implied volatility averaged 34.7%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 13.2% (HV 20d: 21.5%). Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2024-12-03 : Largest IV spike — 69.8% change2024-12-03 : Highest IV Rank — 62.9%2024-12-03 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.02 $26.20 $27.73 $27.46 $26.62 ATM IV 34.7% 18.7% 63.9% 37.6% 36.7% Expected Move 9.0% 5.4% 18.3% 10.8% 10.5% HV 20d 21.5% 11.2% 28.6% 28.6% 11.2% HV 60d 18.8% 18.4% 19.1% 19.1% 18.4% IV Rank 25.0% 2.2% 62.9% 27.7% 29.3% IV Percentile 55.6% 1.6% 96.0% 76.2% 73.0% Term Structure -6.2% -21.4% 9.7% -12.9% -11.8% Skew 25d 2.4% 0.6% 8.4% 4.9% 1.1% Skew 10d 4.2% 1.9% 26.8% 10.7% 2.3% Call IV 25d 36.8% 28.5% 80.5% 41.7% 44.8% Put IV 25d 39.1% 30.1% 82.8% 46.5% 45.9% Bid-Ask Spread % 163.77 157.62 180.21 163.69 162.51 Gamma HHI 0.51 0.50 0.54 0.52 0.50 Net GEX 5 -18 39 24 10 Net DEX -1.4K -1.7K -898 -1.7K -1.4K Net VEX -10 -11 -8 -9 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
Daily Data (21 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 2024-12-02 $27.46 $0.00 37.6% 10.8% 28.6% 27.7% 0.0% 4.9% -12.9% 24 -1.7K -9 0.00 163.69 N/A N/A 0 0 1 1 2024-12-03 $27.51 $0.00 63.9% 18.3% 28.5% 62.9% 0.0% 2.3% -21.4% 39 -1.7K -8 0.00 180.21 N/A N/A 0 0 1 1 2024-12-04 $27.65 $0.00 38.6% 11.1% 28.5% 29.0% 0.0% 2.3% -10.5% -18 -1.6K -10 0.00 162.88 N/A N/A 0 0 1 1 2024-12-05 $27.69 $0.00 37.1% 6.8% 28.2% 27.0% 0.0% 1.6% -1.2% 10 -1.7K -9 0.00 163.95 N/A N/A 0 0 1 1 2024-12-06 $27.58 $0.00 39.0% 6.9% 27.4% 29.5% 0.0% 1.3% -4.0% -15 -1.4K -10 0.00 164.35 N/A N/A 0 0 1 1 2024-12-09 $27.73 $0.00 43.3% 7.4% 23.5% 35.3% 0.0% 1.7% -0.7% 15 -1.7K -9 0.00 163.66 N/A N/A 0 0 1 1 2024-12-10 $27.60 $0.00 46.1% 5.8% 23.4% 39.1% 0.0% 0.6% 9.7% 17 -1.7K -9 0.00 163.91 N/A N/A 0 0 1 1 2024-12-11 $27.63 $0.00 18.7% 5.4% 23.1% 2.2% 0.0% 1.4% 9.2% 4 -1.7K -9 0.00 163.72 N/A N/A 0 0 1 1 2024-12-12 $27.41 $0.00 27.4% 7.8% 23.2% 13.9% 0.0% 1.4% -2.0% 17 -1.6K -9 0.00 164.97 N/A N/A 0 0 1 1 2024-12-13 $27.30 $0.00 27.5% 7.9% 22.8% 15.5% 0.0% 0.9% -2.0% 18 -1.6K -9 0.00 164.44 N/A N/A 0 0 1 1 2024-12-16 $27.20 $0.00 27.3% 7.8% 22.8% 15.2% 0.0% 1.4% -7.8% -12 -1.3K -11 0.00 164.08 N/A N/A 0 0 1 1 2024-12-17 $26.80 $0.00 28.0% 8.0% 20.5% 16.2% 0.0% 2.5% -8.1% -10 -1.2K -11 0.00 163.43 N/A N/A 0 0 1 1 2024-12-18 $26.20 $0.00 30.9% 8.9% 20.5% 20.7% 0.0% 6.2% -9.7% -7 -898 -11 0.00 157.62 N/A N/A 0 0 1 1 2024-12-19 $26.20 $0.00 31.5% 9.0% 19.9% 21.5% 0.0% 7.5% -8.0% 5 -1.0K -11 0.00 161.99 N/A N/A 0 0 1 1 2024-12-20 $26.34 $0.00 28.8% 8.3% 20.0% 17.5% 0.0% 8.4% -5.4% 2 -1.1K -11 0.00 159.73 N/A N/A 0 0 1 1 2024-12-23 $26.38 $0.00 30.9% 8.9% 18.6% 20.7% 0.0% 1.1% -6.9% -5 -1.0K -11 0.00 161.35 N/A N/A 0 0 1 1 2024-12-24 $26.46 $0.00 33.7% 9.7% 18.7% 24.8% 0.0% 0.7% -8.4% -12 -1.1K -11 0.00 163.94 N/A N/A 0 0 1 1 2024-12-26 $26.60 $0.00 32.8% 9.4% 16.8% 23.4% 0.0% 1.0% -8.7% 13 -1.3K -9 0.00 162.91 N/A N/A 0 0 1 1 2024-12-27 $26.55 $0.00 33.5% 9.6% 14.4% 24.5% 0.0% 0.9% -8.3% 9 -1.3K -10 0.00 162.93 N/A N/A 0 0 1 1 2024-12-30 $26.61 $0.00 36.2% 10.4% 11.3% 28.6% 0.0% 1.1% -12.1% -6 -1.5K -9 0.00 162.80 N/A N/A 0 0 1 1 2024-12-31 $26.62 $0.00 36.7% 10.5% 11.2% 29.3% 0.0% 1.1% -11.8% 10 -1.4K -9 0.00 162.51 N/A N/A 0 0 1 1
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