DSGN Options History — April 2022

In April 2022, DSGN traded between $12.23 and $16.14. ATM implied volatility averaged 112.9%. The 30-day expected move averaged 26.5%. IV traded above realized volatility by 54.1% (HV 20d: 58.8%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 0 of 17 trading days. Term structure was in contango for 8 of 17 days. Put/call ratio averaged 6.29.

Notable Days

  • 2022-04-08: Highest Volume — 16 contracts
  • 2022-04-13: Largest IV drop — 67.5% change
  • 2022-04-28: Largest Expected Move — 32.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.31$12.23$16.14$16.14$12.23
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV112.9%70.9%233.4%120.4%70.9%
Expected Move26.5%20.3%32.9%25.1%20.3%
HV 20d58.8%57.9%59.7%59.7%57.9%
Term Structure-6.1%-41.3%20.2%4.1%8.8%
VWIV97.9%72.3%123.5%123.5%72.3%
Skew 25d4.0%-14.8%22.9%-0.6%-14.8%
Skew 10d21.0%-21.6%50.7%-1.8%34.0%
Call IV 25d101.0%61.1%120.8%116.1%110.3%
Put IV 25d104.9%78.9%133.9%115.4%95.5%
Bid-Ask Spread %108.1593.47127.11102.69116.63
Gamma HHI0.900.591.000.771.00
Net GEX-144-412-34-218-194
Net DEX3.8K2.0K8.3K4.0K7.2K
Net VEX-17-27-7-9-27
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.294.507.004.507.00
Total Volume9.7060161114
Total OI9.1765161114

Daily Data (17 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-06$16.14$0.00120.4%25.1%0.0%0.0%0.0%-0.6%4.1%-2184.0K-94.50102.69N/AN/A2929
2022-04-07$15.86$0.00124.9%24.9%0.0%0.0%0.0%-5.8%-3.7%-2104.6K-94.50108.94N/AN/A2929
2022-04-08$15.81$0.00123.9%26.9%0.0%0.0%0.0%3.5%20.2%-3434.5K-77.00110.50N/AN/A21429
2022-04-11$15.13$0.00176.0%24.7%0.0%0.0%0.0%-5.7%0.6%-3948.2K-237.00111.26N/AN/A214214
2022-04-12$14.70$0.00233.4%21.5%0.0%0.0%0.0%1.2%6.7%-2878.3K-227.00120.12N/AN/A214214
2022-04-13$15.80$0.0075.9%21.8%0.0%0.0%0.0%-1.1%14.4%-4126.7K-207.00118.24N/AN/A214214
2022-04-14$15.28$0.0093.5%26.8%0.0%0.0%0.0%22.9%0.3%-472.1K-187.00127.11N/AN/A214214
2022-04-18$14.21$0.00106.9%30.7%0.0%0.0%0.0%11.5%-2.0%-362.0K-170.00116.35N/AN/A0505
2022-04-19$14.67$0.0094.5%27.1%0.0%0.0%0.0%-1.5%2.9%-372.0K-170.0097.24N/AN/A0505
2022-04-20$14.68$0.0098.3%28.2%0.0%0.0%0.0%6.1%-9.1%-402.1K-180.0093.47N/AN/A0505
2022-04-21$13.62$0.00100.2%28.7%0.0%0.0%0.0%6.8%-26.8%-402.2K-170.0096.82N/AN/A0505
2022-04-22$13.70$0.0099.0%28.4%0.0%0.0%0.0%10.7%-18.8%-342.1K-170.00104.20N/AN/A0505
2022-04-25$13.36$0.0093.6%26.8%0.0%0.0%0.0%-5.7%-1.0%-402.2K-170.0099.50N/AN/A0505
2022-04-26$12.83$0.0099.2%28.4%0.0%0.0%0.0%11.4%-41.3%-402.3K-170.00100.47N/AN/A0505
2022-04-27$12.60$0.0094.5%27.1%0.0%0.0%0.0%17.8%-33.8%-442.4K-170.00108.09N/AN/A0005
2022-04-28$12.59$0.00114.6%32.9%59.7%0.0%123.5%10.7%-25.8%-382.3K-170.00106.91N/AN/A01405
2022-04-29$12.23$12.5070.9%20.3%57.9%0.0%72.3%-14.8%8.8%-1947.2K-270.00116.63N/AN/A014014