DSGN Options History — September 2022

In September 2022, DSGN traded between $14.04 and $24.84. ATM implied volatility averaged 106.1%. The 30-day expected move averaged 28.0%. IV traded above realized volatility by 23.2% (HV 20d: 82.9%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 15.38.

Notable Days

  • 2022-09-28: Highest Volume — 1,463 contracts
  • 2022-09-21: Largest IV spike — 54.4% change
  • 2022-09-21: Largest Expected Move — 36.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.83$14.04$24.84$21.48$16.68
Max Pain$21.67$20.00$22.50$22.50$20.00
ATM IV106.1%82.2%148.9%94.3%105.4%
Expected Move28.0%20.5%36.4%27.0%30.2%
HV 20d82.9%62.6%119.7%67.2%117.7%
HV 60d72.5%64.3%88.2%66.1%84.1%
Term Structure2.3%-44.2%30.6%-7.1%-2.6%
VWIV109.5%82.9%163.3%97.0%101.3%
Skew 25d9.3%-31.8%80.3%2.9%8.5%
Skew 10d17.8%-57.7%105.5%-17.1%27.2%
Call IV 25d98.2%71.2%123.1%93.6%98.5%
Put IV 25d107.5%58.9%178.0%96.5%107.0%
Bid-Ask Spread %107.3295.75118.45118.32107.18
Gamma HHI0.540.310.760.570.34
Net GEX57.4K23.1K84.7K69.7K53.3K
Net DEX-2.9M-5.5M-357.6K-3.7M-1.7M
Net VEX-15.2K-18.4K-9.8K-16.0K-14.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio15.380.00201.0010.000.30
Total Volume598.8101,463331,430
Total OI4,438.2863,6595,5733,6595,573

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$21.48$22.5094.3%27.0%67.2%0.0%97.0%2.9%-7.1%69.7K-3.7M-16.0K10.00118.32N/AN/A3303,62732
2022-09-02$21.45$22.5092.2%26.4%64.6%0.0%0.0%-11.3%5.2%70.1K-3.9M-16.0K0.00118.45N/AN/A053,62762
2022-09-06$21.97$22.50101.6%25.8%65.1%0.0%82.9%18.1%3.6%72.2K-4.0M-15.8K0.07108.08N/AN/A748503,62763
2022-09-07$23.21$22.50100.5%24.3%67.5%0.0%88.0%31.8%5.3%84.0K-4.6M-16.5K0.07109.43N/AN/A748503,62763
2022-09-08$23.05$22.5092.8%26.5%65.1%0.0%107.7%22.7%5.6%83.2K-4.5M-16.3K0.00107.67N/AN/A703,62763
2022-09-09$24.75$22.50125.3%20.5%69.9%0.0%0.0%-18.4%30.6%84.7K-5.5M-16.6K201.00112.74N/AN/A24023,63263
2022-09-12$24.84$22.50148.9%26.4%66.1%0.0%0.0%18.8%6.2%79.3K-5.2M-18.4K0.0095.75N/AN/A0853,633463
2022-09-13$23.06$22.50142.7%28.9%70.0%0.0%83.1%-20.9%-8.7%84.5K-4.0M-18.1K0.20100.15N/AN/A6741363,633548
2022-09-14$22.72$22.50100.9%28.9%62.7%0.0%0.0%-22.1%-6.2%41.9K-3.5M-17.2K0.00104.18N/AN/A023,633549
2022-09-15$22.70$22.5086.7%24.8%62.7%0.0%0.0%-8.4%24.8%74.4K-3.7M-17.4K0.00114.64N/AN/A003,633551
2022-09-16$21.90$22.50102.7%29.4%62.6%0.0%95.6%-21.2%20.0%43.9K-3.3M-16.9K0.11106.11N/AN/A1,2241333,633551
2022-09-19$19.51$22.50103.2%29.6%74.2%0.0%0.0%40.6%2.0%43.3K-2.8M-16.6K0.00116.86N/AN/A003,624518
2022-09-20$18.98$22.5082.2%23.6%73.3%0.0%95.0%-31.8%24.3%46.2K-2.3M-15.6K10.00106.40N/AN/A101003,624518
2022-09-21$15.51$22.50127.0%36.4%100.4%0.0%111.7%5.6%-44.2%28.0K-936.3K-11.5K0.3297.79N/AN/A6912243,634618
2022-09-22$15.36$20.0093.1%26.7%100.3%0.0%113.5%0.7%-1.2%34.0K-626.9K-11.1K0.00100.71N/AN/A014,317832
2022-09-23$14.04$20.0094.9%27.2%101.6%0.0%110.6%6.3%16.3%23.1K-357.6K-9.8K7.50115.86N/AN/A2154,321833
2022-09-26$14.85$20.00120.0%34.4%104.4%0.0%162.0%48.5%29.2%34.3K-584.8K-10.7K0.29101.13N/AN/A1,1273294,323839
2022-09-27$15.66$20.00104.0%29.8%107.2%0.0%103.0%4.0%-17.2%44.7K-1.1M-12.8K0.3099.23N/AN/A1,0933294,723839
2022-09-28$17.95$20.00115.7%33.2%119.3%0.0%128.2%40.9%-23.3%53.8K-2.9M-16.7K0.29103.81N/AN/A1,1353284,719839
2022-09-29$16.83$20.0094.0%27.0%119.7%0.0%163.3%80.3%-15.5%56.4K-2.0M-15.0K0.29109.31N/AN/A1,1343284,731839
2022-09-30$16.68$20.00105.4%30.2%117.7%0.0%101.3%8.5%-2.6%53.3K-1.7M-14.4K0.30107.18N/AN/A1,1023284,734839