DSGN Options History — August 2022

In August 2022, DSGN traded between $18.73 and $25.56. ATM implied volatility averaged 100.7%. The 30-day expected move averaged 27.7%. IV traded above realized volatility by 38.7% (HV 20d: 62.0%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.23.

Notable Days

  • 2022-08-31: Highest Volume — 769 contracts
  • 2022-08-10: Largest IV drop — 28.9% change
  • 2022-08-01: Largest Expected Move — 32.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.66$18.73$25.56$18.73$20.47
Max Pain$22.13$20.00$22.50$20.00$22.50
ATM IV100.7%79.3%126.3%112.9%109.3%
Expected Move27.7%22.7%32.4%32.4%31.3%
HV 20d62.0%53.5%68.2%66.5%65.8%
HV 60d73.4%66.7%80.8%80.8%66.7%
Term Structure1.7%-25.3%23.2%10.1%23.2%
VWIV95.8%77.3%133.7%86.0%79.0%
Skew 25d9.2%-32.6%72.6%34.6%72.6%
Skew 10d1.8%-72.9%120.5%36.0%-7.0%
Call IV 25d103.9%79.2%145.9%110.5%88.1%
Put IV 25d113.2%78.6%160.9%145.2%160.7%
Bid-Ask Spread %109.0996.95119.31116.34119.31
Gamma HHI0.480.440.550.450.55
Net GEX42.7K33.3K58.1K34.4K58.1K
Net DEX-3.4M-4.7M-2.4M-2.4M-3.1M
Net VEX-14.8K-16.0K-13.3K-13.3K-14.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.230.009.000.090.03
Total Volume103.0870769161769
Total OI2,876.1742,6653,2512,6653,251

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$18.73$20.00112.9%32.4%66.5%0.0%86.0%34.6%10.1%34.4K-2.4M-13.3K0.09116.34N/AN/A148132,65213
2022-08-02$18.97$20.0095.2%27.3%66.5%0.0%98.7%36.2%-6.8%33.6K-2.4M-13.8K0.09116.07N/AN/A148132,65213
2022-08-03$20.18$20.00112.9%32.4%68.2%0.0%133.7%-7.1%-5.8%33.3K-2.9M-14.4K0.09117.28N/AN/A148142,65213
2022-08-04$20.76$0.00126.3%26.0%53.5%0.0%0.0%-13.5%11.1%34.4K-3.0M-14.5K0.09119.02N/AN/A148142,65214
2022-08-05$21.86$0.00123.4%26.1%55.5%0.0%0.0%10.6%12.9%37.7K-3.1M-14.7K0.5099.40N/AN/A28142,65214
2022-08-08$21.70$0.00102.8%27.2%55.9%0.0%79.9%-32.6%10.4%36.9K-3.3M-15.0K0.38102.21N/AN/A39152,65214
2022-08-09$22.24$22.50118.8%29.5%55.5%0.0%0.0%1.6%-5.2%38.9K-3.5M-15.2K0.0096.95N/AN/A102,65815
2022-08-10$23.38$22.5084.5%24.2%57.0%0.0%0.0%9.9%15.0%37.1K-3.7M-15.3K0.00109.19N/AN/A072,65915
2022-08-11$23.26$22.5097.7%28.0%57.4%0.0%98.4%12.2%-0.1%36.4K-3.9M-15.5K7.00111.58N/AN/A172,65922
2022-08-12$24.80$22.5087.0%24.9%57.6%0.0%0.0%-14.3%3.5%40.8K-4.2M-16.0K0.03107.87N/AN/A8022,65929
2022-08-15$25.56$22.50102.1%29.3%57.1%0.0%104.0%-10.9%-23.2%40.4K-4.7M-15.6K0.0097.69N/AN/A16202,65931
2022-08-16$23.37$22.5096.6%27.7%63.0%0.0%104.3%9.3%16.2%39.5K-3.8M-15.4K0.00101.85N/AN/A0192,66131
2022-08-17$23.39$22.50101.1%29.0%61.8%0.0%0.0%-14.4%-25.3%36.6K-3.8M-15.3K0.00101.53N/AN/A002,66138
2022-08-18$22.53$22.5093.9%26.9%63.5%0.0%0.0%10.8%-4.9%36.4K-3.5M-15.0K0.00104.10N/AN/A012,66138
2022-08-19$21.91$22.5096.1%27.6%62.3%0.0%96.6%3.0%-5.2%37.6K-3.4M-14.7K0.00105.66N/AN/A54502,66139
2022-08-22$20.96$22.5095.3%27.3%63.4%0.0%77.3%-0.4%13.9%52.4K-3.3M-15.0K0.00109.33N/AN/A403,20631
2022-08-23$21.44$22.5095.0%27.2%63.6%0.0%0.0%29.6%-9.2%56.1K-3.5M-15.5K0.00112.57N/AN/A503,21031
2022-08-24$20.86$22.5079.3%22.7%64.0%0.0%0.0%20.0%22.9%53.9K-3.3M-14.9K0.00108.61N/AN/A053,21531
2022-08-25$21.66$22.5093.2%26.7%65.1%0.0%0.0%5.4%-2.6%56.3K-3.7M-15.5K0.00109.56N/AN/A003,21535
2022-08-26$20.51$22.5087.3%25.0%68.1%0.0%92.9%2.3%2.2%55.1K-3.0M-14.6K9.00114.72N/AN/A193,21535
2022-08-29$19.99$22.50101.4%29.1%67.1%0.0%99.3%43.5%-15.4%49.1K-2.9M-13.9K2.00110.63N/AN/A123,21530
2022-08-30$19.57$22.50103.9%29.8%67.5%0.0%0.0%4.3%1.2%46.9K-2.7M-13.4K1.67117.70N/AN/A353,21528
2022-08-31$20.47$22.50109.3%31.3%65.8%0.0%79.0%72.6%23.2%58.1K-3.1M-14.2K0.03119.31N/AN/A749203,21833