DSGN Options History — June 2022 In June 2022, DSGN traded between $12.58 and $16.16. ATM implied volatility averaged 96.1%. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 5.3% (HV 20d: 90.8%). Max pain ranged from $7.50 to $15.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 2.40.
Notable Days 2022-06-09 : Highest Volume — 2,964 contracts2022-06-08 : Largest IV drop — 31.5% change2022-06-01 : Largest Expected Move — 32.6%Monthly Statistics Metric Avg Min Max Open Close Price $14.18 $12.58 $16.16 $12.58 $14.00 Max Pain $13.21 $7.50 $15.00 $15.00 $15.00 ATM IV 96.1% 72.8% 129.5% 113.6% 110.4% Expected Move 26.8% 20.9% 32.6% 32.6% 31.7% HV 20d 90.8% 77.9% 102.0% 96.3% 79.6% HV 60d 81.2% 79.5% 82.4% 82.3% 79.5% Term Structure -6.5% -33.6% 32.5% -33.6% -25.3% VWIV 106.0% 85.0% 183.1% 107.5% 107.4% Skew 25d 13.3% -6.4% 43.4% 10.7% 43.4% Skew 10d 16.4% -14.7% 38.7% 38.7% 22.3% Call IV 25d 92.5% 78.3% 115.0% 107.1% 79.8% Put IV 25d 105.8% 79.7% 128.9% 117.8% 123.2% Bid-Ask Spread % 107.80 90.86 117.73 108.90 117.73 Gamma HHI 0.47 0.41 0.72 0.49 0.43 Net GEX 14.1K -172 26.0K -101 22.1K Net DEX -775.8K -1.6M 6.3K 4.2K -954.5K Net VEX -6.7K -12.0K -19 -21 -8.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.40 0.01 8.50 8.50 0.23 Total Volume 321.476 19 2,964 19 114 Total OI 1,784.905 19 2,671 19 2,661
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 2022-06-01 $12.58 $15.00 113.6% 32.6% 96.3% 0.0% 107.5% 10.7% -33.6% -101 4.2K -21 8.50 108.90 N/A N/A 2 17 1 18 2022-06-02 $13.67 $7.50 92.6% 26.7% 100.6% 0.0% 183.1% 20.5% 6.5% -96 3.3K -21 8.50 106.55 N/A N/A 2 17 1 18 2022-06-03 $14.64 $7.50 106.5% 28.3% 102.0% 0.0% 148.5% -3.4% -19.0% -80 2.6K -20 8.50 94.28 N/A N/A 2 17 1 18 2022-06-06 $13.73 $7.50 101.6% 27.5% 99.9% 0.0% 110.0% 10.5% -16.6% -90 3.2K -20 8.50 93.56 N/A N/A 2 17 1 18 2022-06-07 $14.69 $7.50 129.5% 25.4% 101.8% 0.0% 99.8% 5.2% -2.3% -81 2.6K -19 5.67 90.86 N/A N/A 3 17 1 18 2022-06-08 $14.62 $7.50 88.7% 25.4% 101.7% 0.0% 93.6% 27.0% -1.8% -57 1.6K -21 8.00 92.56 N/A N/A 3 24 2 18 2022-06-09 $14.01 $15.00 92.7% 26.6% 93.8% 0.0% 91.5% 31.8% -15.4% -172 6.3K -34 0.01 114.86 N/A N/A 2,940 24 2 25 2022-06-10 $13.44 $15.00 72.8% 20.9% 94.6% 0.0% 85.0% -3.3% -1.9% 18.4K -1.0M -9.6K 0.07 109.69 N/A N/A 366 24 2,646 25 2022-06-13 $12.83 $15.00 73.2% 21.0% 96.3% 0.0% 103.8% -6.4% 13.2% 17.1K -1.0M -9.3K 0.07 106.48 N/A N/A 327 24 2,646 25 2022-06-14 $13.60 $15.00 89.8% 25.8% 94.4% 0.0% 93.3% 12.4% -15.3% 18.8K -1.2M -10.2K 0.03 98.94 N/A N/A 895 24 2,645 25 2022-06-15 $13.58 $15.00 103.7% 29.7% 94.3% 0.0% 113.2% 34.4% 4.8% 18.5K -996.4K -9.0K 0.06 112.19 N/A N/A 382 24 2,646 25 2022-06-16 $13.23 $15.00 108.6% 31.1% 88.1% 0.0% 127.2% 24.6% -4.4% 17.7K -500.5K -6.1K 0.06 110.62 N/A N/A 382 24 2,646 24 2022-06-17 $14.06 $15.00 89.1% 25.5% 90.0% 0.0% 90.9% -3.0% 32.5% 20.6K -1.3M -10.5K 0.07 112.49 N/A N/A 320 24 2,646 24 2022-06-21 $15.05 $15.00 91.1% 26.1% 92.1% 0.0% 89.2% 5.9% -15.4% 22.2K -1.4M -11.1K 0.72 113.94 N/A N/A 29 21 2,645 21 2022-06-22 $15.46 $15.00 80.4% 23.1% 81.4% 0.0% 87.6% 9.9% 14.1% 22.9K -1.6M -11.8K 0.23 111.70 N/A N/A 93 21 2,645 21 2022-06-23 $16.16 $15.00 91.6% 26.3% 77.9% 0.0% 106.5% -5.8% 8.0% 25.9K -1.6M -12.0K 0.23 111.12 N/A N/A 93 21 2,645 21 2022-06-24 $15.71 $15.00 83.5% 23.9% 78.2% 0.0% 92.2% 2.6% -4.7% 26.0K -1.5M -11.5K 0.23 112.96 N/A N/A 93 21 2,645 21 2022-06-27 $14.82 $15.00 97.7% 28.0% 82.3% 0.0% 99.6% 33.0% -12.6% 24.9K -1.2M -10.5K 0.23 114.81 N/A N/A 93 21 2,645 21 2022-06-28 $14.06 $15.00 104.7% 30.0% 82.2% 0.0% 103.7% 13.9% -27.5% 21.0K -1.1M -9.7K 0.23 115.46 N/A N/A 93 21 2,645 21 2022-06-29 $13.86 $15.00 96.5% 27.7% 79.9% 0.0% 92.7% 16.5% -20.5% 20.2K -1.1M -9.6K 0.23 114.16 N/A N/A 93 21 2,645 16 2022-06-30 $14.00 $15.00 110.4% 31.7% 79.6% 0.0% 107.4% 43.4% -25.3% 22.1K -954.5K -8.9K 0.23 117.73 N/A N/A 93 21 2,645 16
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