DISV Options History — January 2025 In January 2025, DISV traded between $26.05 and $27.56. ATM implied volatility averaged 38.7%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 26.6% (HV 20d: 12.1%). Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2025-01-15 : Largest IV drop — 67.8% change2025-01-14 : Highest IV Rank — 96.4%2025-01-03 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $26.88 $26.05 $27.56 $26.55 $27.41 ATM IV 38.7% 26.4% 81.8% 39.7% 33.9% Expected Move 8.4% 6.9% 11.6% 11.4% 9.7% HV 20d 12.1% 11.1% 13.9% 11.2% 12.3% HV 60d 18.7% 18.3% 19.1% 18.3% 18.9% IV Rank 31.5% 13.9% 96.4% 33.7% 23.7% IV Percentile 55.4% 11.1% 99.2% 79.8% 60.3% Term Structure -4.3% -14.5% 10.1% -13.4% -9.4% Skew 25d 0.9% -0.2% 2.1% -0.2% 0.7% Skew 10d 2.2% 1.7% 2.9% 2.6% 2.2% Call IV 25d 34.8% 28.5% 49.1% 47.8% 39.3% Put IV 25d 35.7% 29.6% 49.1% 47.6% 40.0% Bid-Ask Spread % 162.36 160.29 163.94 162.14 160.29 Gamma HHI 0.51 0.50 0.52 0.50 0.52 Net GEX -4 -22 25 9 -22 Net DEX -1.6K -2.1K -1.1K -1.3K -2.0K Net VEX -8 -9 -6 -9 -6 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 (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 2025-01-02 $26.55 $0.00 39.7% 11.4% 11.2% 33.7% 0.0% -0.2% -13.4% 9 -1.3K -9 0.00 162.14 N/A N/A 0 0 1 1 2025-01-03 $26.65 $0.00 40.5% 11.6% 11.1% 34.8% 0.0% -0.1% -14.5% 2 -1.4K -9 0.00 163.30 N/A N/A 0 0 1 1 2025-01-06 $26.84 $0.00 42.2% 7.0% 11.5% 37.4% 0.0% 1.2% 0.3% 6 -1.5K -9 0.00 162.07 N/A N/A 0 0 1 1 2025-01-07 $26.69 $0.00 42.9% 6.9% 11.5% 38.5% 0.0% 0.6% 10.1% 25 -1.5K -8 0.00 161.91 N/A N/A 0 0 1 1 2025-01-08 $26.52 $0.00 50.4% 7.3% 11.3% 49.7% 0.0% 1.1% 1.0% 7 -1.3K -9 0.00 162.31 N/A N/A 0 0 1 1 2025-01-10 $26.13 $0.00 52.9% 7.4% 12.2% 53.3% 0.0% 0.6% 0.8% 12 -1.2K -9 0.00 161.09 N/A N/A 0 0 1 1 2025-01-13 $26.05 $0.00 68.9% 7.8% 12.1% 77.2% 0.0% 2.0% -0.2% 8 -1.1K -9 0.00 161.43 N/A N/A 0 0 1 1 2025-01-14 $26.21 $0.00 81.8% 8.1% 12.3% 96.4% 0.0% 1.5% -1.1% 7 -1.2K -9 0.00 161.84 N/A N/A 0 0 1 1 2025-01-15 $26.64 $0.00 26.4% 7.6% 13.9% 13.9% 0.0% 2.1% -1.2% 19 -1.4K -8 0.00 162.28 N/A N/A 0 0 1 1 2025-01-16 $26.61 $0.00 26.4% 7.6% 13.9% 13.9% 0.0% 0.7% -0.7% 9 -1.4K -8 0.00 162.72 N/A N/A 0 0 1 1 2025-01-17 $26.73 $0.00 26.7% 7.7% 13.1% 14.4% 0.0% 0.9% -0.2% 9 -1.5K -8 0.00 162.50 N/A N/A 0 0 1 1 2025-01-21 $27.22 $0.00 29.3% 8.4% 11.7% 16.7% 0.0% 1.8% -7.0% -19 -1.9K -6 0.00 162.66 N/A N/A 0 0 1 1 2025-01-22 $27.08 $0.00 27.5% 7.9% 11.9% 13.9% 0.0% 1.3% -4.5% -20 -1.9K -7 0.00 162.60 N/A N/A 0 0 1 1 2025-01-23 $27.19 $0.00 29.5% 8.5% 11.9% 17.0% 0.0% 0.7% -6.3% -20 -1.9K -7 0.00 163.94 N/A N/A 0 0 1 1 2025-01-24 $27.33 $0.00 29.4% 8.4% 12.0% 16.9% 0.0% 0.6% -5.9% -20 -2.0K -6 0.00 162.24 N/A N/A 0 0 1 1 2025-01-27 $27.38 $0.00 32.0% 9.2% 12.0% 20.8% 0.0% 0.8% -8.4% -20 -2.0K -6 0.00 163.79 N/A N/A 0 0 1 1 2025-01-28 $27.34 $0.00 31.3% 9.0% 11.9% 19.8% 0.0% 0.6% -9.0% -20 -2.0K -6 0.00 162.94 N/A N/A 0 0 1 1 2025-01-29 $27.37 $0.00 32.5% 9.3% 11.9% 21.5% 0.0% 0.7% -8.4% -21 -2.0K -6 0.00 163.07 N/A N/A 0 0 1 1 2025-01-30 $27.56 $0.00 29.3% 8.4% 12.0% 16.6% 0.0% 0.8% -7.8% -21 -2.1K -6 0.00 162.15 N/A N/A 0 0 1 1 2025-01-31 $27.41 $0.00 33.9% 9.7% 12.3% 23.7% 0.0% 0.7% -9.4% -22 -2.0K -6 0.00 160.29 N/A N/A 0 0 1 1
« Dec 2024 | All History | Feb 2025 » Home DISV History January 2025