DSGN Options History — May 2022

Name: DSGN Options Analytics - May 2022
Creator: Options Analysis Suite

In May 2022, DSGN traded between $9.90 and $12.95. ATM implied volatility averaged 101.2%. The 30-day expected move averaged 28.4%. IV traded above realized volatility by 28.5% (HV 20d: 72.7%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 3.22.

Notable Days

2022-05-13: Highest Volume — 38 contracts
2022-05-31: Largest IV drop — 25.4% change
2022-05-27: Largest Expected Move — 35.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.70	$9.90	$12.95	$12.45	$12.29
Max Pain	$12.14	$10.00	$15.00	$12.50	$15.00
ATM IV	101.2%	86.8%	130.4%	96.2%	91.5%
Expected Move	28.4%	24.9%	35.1%	27.6%	26.2%
HV 20d	72.7%	54.3%	95.9%	57.7%	95.9%
Term Structure	-14.4%	-47.3%	47.7%	-20.6%	13.7%
VWIV	102.2%	74.2%	124.4%	88.3%	105.9%
Skew 25d	8.9%	-39.6%	46.0%	29.9%	-6.0%
Skew 10d	31.4%	-6.0%	103.5%	18.9%	17.4%
Call IV 25d	104.4%	83.9%	140.1%	83.9%	129.9%
Put IV 25d	113.3%	77.0%	146.3%	113.8%	123.9%
Bid-Ask Spread %	111.92	100.85	129.07	106.79	115.98
Gamma HHI	0.49	0.36	1.00	1.00	0.44
Net GEX	-89	-282	25	-247	-113
Net DEX	6.6K	2.8K	13.8K	7.3K	4.2K
Net VEX	-26	-38	-18	-26	-23
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.22	0.93	8.50	0.93	8.50
Total Volume	28.619	17	38	29	19
Total OI	27.286	14	38	14	19

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
2022-05-02	$12.45	$12.50	96.2%	27.6%	57.7%	0.0%	88.3%	29.9%	-20.6%	-247	7.3K	-26	0.93	106.79	N/A	N/A	15	14	0	14
2022-05-03	$12.37	$12.50	104.2%	29.9%	56.1%	0.0%	119.5%	14.7%	-7.1%	17	3.3K	-38	0.93	120.24	N/A	N/A	15	14	15	14
2022-05-04	$12.52	$12.50	91.1%	26.1%	55.4%	0.0%	117.8%	-39.6%	-6.3%	25	2.8K	-37	0.93	117.94	N/A	N/A	15	14	15	14
2022-05-05	$12.12	$0.00	96.4%	26.1%	54.3%	0.0%	0.0%	-11.3%	3.6%	-30	5.1K	-34	0.93	107.03	N/A	N/A	15	14	15	14
2022-05-06	$11.15	$0.00	113.0%	26.1%	59.6%	0.0%	0.0%	21.6%	5.7%	-92	6.3K	-30	0.93	100.85	N/A	N/A	15	14	15	14
2022-05-09	$11.10	$0.00	111.0%	35.0%	59.6%	0.0%	0.0%	37.4%	47.7%	-101	8.4K	-24	0.93	108.25	N/A	N/A	15	14	15	14
2022-05-10	$11.02	$0.00	130.4%	29.2%	58.8%	0.0%	0.0%	25.0%	-32.8%	-99	8.4K	-24	0.93	105.85	N/A	N/A	15	14	15	14
2022-05-11	$9.90	$0.00	109.5%	31.4%	67.1%	0.0%	0.0%	27.8%	-47.3%	-80	8.6K	-18	0.93	113.89	N/A	N/A	15	14	15	14
2022-05-12	$10.50	$0.00	91.0%	26.1%	64.8%	0.0%	0.0%	12.4%	-11.4%	-64	7.1K	-23	0.93	103.68	N/A	N/A	15	14	15	14
2022-05-13	$10.92	$0.00	92.3%	26.5%	67.9%	0.0%	86.6%	1.3%	-33.4%	-23	5.7K	-25	1.53	101.21	N/A	N/A	15	23	15	14
2022-05-16	$11.83	$10.00	90.5%	26.0%	72.8%	0.0%	95.5%	-30.1%	-17.5%	-20	3.3K	-31	1.53	127.33	N/A	N/A	15	23	15	23
2022-05-17	$12.06	$10.00	88.8%	25.5%	71.9%	0.0%	85.1%	-18.8%	-14.3%	-282	8.0K	-27	1.53	115.26	N/A	N/A	15	23	15	23
2022-05-18	$11.01	$10.00	102.8%	29.5%	77.3%	0.0%	117.1%	19.0%	-20.9%	-102	13.5K	-21	1.53	116.96	N/A	N/A	15	23	15	23
2022-05-19	$11.11	$10.00	98.9%	28.3%	74.3%	0.0%	110.8%	9.3%	-15.5%	-95	13.8K	-22	1.53	111.96	N/A	N/A	15	23	15	23
2022-05-20	$11.36	$10.00	86.8%	24.9%	75.0%	0.0%	74.2%	-14.1%	-6.9%	-92	13.7K	-21	1.53	110.96	N/A	N/A	15	23	15	23
2022-05-23	$12.95	$10.00	105.7%	30.3%	89.7%	0.0%	108.2%	-2.0%	-12.2%	-78	3.0K	-21	7.50	102.07	N/A	N/A	2	15	0	14
2022-05-24	$12.18	$12.50	104.2%	29.9%	91.2%	0.0%	96.4%	26.9%	-46.8%	-55	2.8K	-22	8.50	105.07	N/A	N/A	2	17	2	16
2022-05-25	$11.90	$15.00	99.1%	28.4%	91.3%	0.0%	101.3%	46.0%	-16.2%	-111	4.7K	-24	8.50	107.35	N/A	N/A	2	17	1	18
2022-05-26	$12.09	$15.00	100.1%	28.7%	91.6%	0.0%	102.3%	0.2%	-20.0%	-110	4.4K	-22	8.50	122.62	N/A	N/A	2	17	1	18
2022-05-27	$12.94	$15.00	122.6%	35.1%	94.2%	0.0%	124.4%	38.3%	-44.1%	-107	4.6K	-26	8.50	129.07	N/A	N/A	2	17	1	18
2022-05-31	$12.29	$15.00	91.5%	26.2%	95.9%	0.0%	105.9%	-6.0%	13.7%	-113	4.2K	-23	8.50	115.98	N/A	N/A	2	17	1	18