DSGN Options History — July 2022 In July 2022, DSGN traded between $14.01 and $20.67. ATM implied volatility averaged 108.2%. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 37.8% (HV 20d: 70.3%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.11.
Notable Days 2022-07-11 : Highest Volume — 703 contracts2022-07-22 : Largest IV drop — 27.3% change2022-07-13 : Largest Expected Move — 33.9%Monthly Statistics Metric Avg Min Max Open Close Price $17.95 $14.01 $20.67 $14.01 $19.49 Max Pain $19.44 $15.00 $20.00 $15.00 $20.00 ATM IV 108.2% 78.7% 162.0% 116.5% 103.8% Expected Move 27.5% 22.6% 33.9% 33.4% 29.8% HV 20d 70.3% 62.6% 77.9% 74.1% 63.6% HV 60d 80.3% 78.2% 83.1% 78.8% 80.3% Term Structure -10.4% -48.5% 11.7% -35.5% -14.5% VWIV 104.4% 75.8% 123.6% 116.6% 108.5% Skew 25d 17.9% -2.3% 49.6% 38.9% 49.6% Skew 10d 42.7% 4.4% 99.9% 21.8% 99.9% Call IV 25d 100.1% 77.0% 124.9% 119.0% 121.1% Put IV 25d 118.0% 84.9% 170.6% 158.0% 170.6% Bid-Ask Spread % 113.19 103.98 130.25 120.77 124.77 Gamma HHI 0.44 0.43 0.45 0.44 0.45 Net GEX 30.2K 20.5K 36.9K 20.5K 31.6K Net DEX -2.1M -2.9M -1.2M -1.3M -2.7M Net VEX -13.1K -15.1K -9.8K -10.2K -14.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.03 0.34 0.23 0.09 Total Volume 227 83 703 114 161 Total OI 2,658.5 2,649 2,661 2,661 2,659
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 2022-07-01 $14.01 $15.00 116.5% 33.4% 74.1% 0.0% 116.6% 38.9% -35.5% 20.5K -1.3M -10.2K 0.23 120.77 N/A N/A 93 21 2,645 16 2022-07-05 $14.19 $0.00 99.7% 23.9% 70.0% 0.0% 0.0% 6.5% 2.8% 21.6K -1.2M -9.8K 0.23 105.22 N/A N/A 93 21 2,645 16 2022-07-06 $14.72 $0.00 121.5% 25.0% 67.1% 0.0% 0.0% 3.4% 4.1% 22.5K -1.2M -10.4K 0.23 108.41 N/A N/A 93 21 2,645 16 2022-07-07 $16.77 $0.00 150.8% 28.4% 77.9% 0.0% 0.0% 34.2% -18.7% 25.5K -1.9M -12.7K 0.06 104.60 N/A N/A 362 21 2,645 16 2022-07-08 $17.00 $0.00 123.2% 27.2% 77.8% 0.0% 0.0% 10.8% 2.2% 27.5K -1.9M -12.6K 0.34 110.52 N/A N/A 62 21 2,645 16 2022-07-11 $17.10 $0.00 129.9% 24.5% 75.5% 0.0% 0.0% -0.4% 0.0% 28.4K -1.9M -12.6K 0.03 103.98 N/A N/A 682 21 2,645 16 2022-07-12 $16.97 $0.00 162.0% 25.6% 73.4% 0.0% 0.0% 10.0% 5.7% 28.5K -1.8M -12.5K 0.06 108.17 N/A N/A 363 21 2,645 16 2022-07-13 $17.12 $0.00 118.3% 33.9% 70.1% 0.0% 0.0% 31.7% -31.1% 27.1K -2.0M -12.9K 0.06 116.76 N/A N/A 363 21 2,644 16 2022-07-14 $17.27 $0.00 96.2% 27.6% 68.2% 0.0% 0.0% 40.4% -12.2% 27.1K -2.2M -13.2K 0.17 130.25 N/A N/A 122 21 2,644 16 2022-07-15 $18.39 $0.00 82.5% 23.7% 70.3% 0.0% 0.0% 11.3% 11.7% 36.9K -1.8M -13.0K 0.12 114.47 N/A N/A 182 21 2,644 16 2022-07-18 $18.24 $0.00 87.9% 25.2% 69.2% 0.0% 0.0% 7.4% -18.6% 31.5K -2.3M -13.5K 0.03 110.99 N/A N/A 182 6 2,643 6 2022-07-19 $19.84 $0.00 101.7% 29.2% 71.6% 0.0% 123.6% 1.4% 8.8% 33.1K -2.6M -14.4K 0.07 113.51 N/A N/A 182 12 2,644 6 2022-07-20 $20.67 $20.00 92.5% 26.5% 69.7% 0.0% 103.1% 32.3% 3.6% 32.2K -2.9M -15.1K 0.07 120.67 N/A N/A 184 12 2,644 12 2022-07-21 $20.44 $20.00 116.2% 33.3% 70.2% 0.0% 123.4% 18.2% -45.9% 34.7K -2.9M -15.1K 0.07 105.69 N/A N/A 184 12 2,646 12 2022-07-22 $19.61 $20.00 84.5% 24.2% 71.9% 0.0% 87.2% 21.2% -11.1% 36.5K -2.5M -14.5K 0.07 109.52 N/A N/A 184 12 2,646 12 2022-07-25 $18.97 $20.00 78.7% 22.6% 72.2% 0.0% 75.8% 4.7% -2.3% 33.1K -2.4M -14.1K 0.07 120.10 N/A N/A 184 12 2,646 12 2022-07-26 $18.94 $20.00 91.0% 26.1% 67.9% 0.0% 95.0% -2.3% -5.8% 34.2K -2.3M -14.0K 0.07 108.49 N/A N/A 184 12 2,646 12 2022-07-27 $19.52 $20.00 108.0% 31.0% 63.6% 0.0% 112.0% 39.7% -48.5% 35.9K -2.3M -13.8K 0.07 121.68 N/A N/A 184 12 2,646 12 2022-07-28 $19.80 $20.00 99.0% 28.4% 62.6% 0.0% 98.9% -1.4% -2.1% 35.9K -2.6M -14.2K 0.07 105.31 N/A N/A 184 12 2,647 12 2022-07-29 $19.49 $20.00 103.8% 29.8% 63.6% 0.0% 108.5% 49.6% -14.5% 31.6K -2.7M -14.2K 0.09 124.77 N/A N/A 148 13 2,647 12
« Jun 2022 | All History | Aug 2022 » Home DSGN History July 2022