DSGN Options History — October 2022

In October 2022, DSGN traded between $14.74 and $17.03. ATM implied volatility averaged 124.0%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 35.3%. IV traded above realized volatility by 36.2% (HV 20d: 87.9%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.20.

Notable Days

  • 2022-10-21: Highest Volume — 2,221 contracts
  • 2022-10-19: Largest IV spike — 70.1% change
  • 2022-10-26: Highest IV Rank — 72.2%
  • 2022-10-26: Largest Expected Move — 53.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.92$14.74$17.03$16.45$15.60
Max Pain$16.79$15.00$20.00$20.00$17.50
ATM IV124.0%82.9%188.2%87.1%158.9%
Expected Move35.3%23.8%53.9%25.0%45.6%
HV 20d87.9%37.9%118.1%117.6%39.9%
HV 60d82.2%79.9%85.0%84.1%79.9%
IV Rank36.0%12.4%72.2%12.4%54.2%
IV Percentile71.7%20.6%99.3%20.6%95.1%
Term Structure1.9%-66.5%58.3%-0.9%25.0%
VWIV159.9%99.6%211.0%162.9%175.4%
Skew 25d4.1%-57.0%74.4%64.2%-16.6%
Skew 10d21.7%-97.4%265.7%24.0%9.5%
Call IV 25d143.2%89.7%207.0%98.7%189.1%
Put IV 25d147.4%96.2%242.2%162.9%172.5%
Bid-Ask Spread %96.6881.53114.10114.1091.75
Gamma HHI0.300.250.380.340.25
Net GEX42.0K-3.7K56.1K53.6K51.5K
Net DEX-1.6M-2.3M-797.7K-1.6M-2.2M
Net VEX-12.4K-14.2K-9.4K-13.6K-12.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.070.290.290.19
Total Volume1,294.5718732,2211,4471,371
Total OI5,778.6195,2766,8485,5855,801

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$16.45$20.0087.1%25.0%117.6%0.0%162.9%64.2%-0.9%53.6K-1.6M-13.6K0.29114.10N/AN/A1,1193284,746839
2022-10-04$17.03$20.0082.9%23.8%118.1%0.0%99.6%6.5%4.4%56.1K-1.9M-14.2K0.2297.44N/AN/A1,0952434,730839
2022-10-05$16.77$20.00104.9%30.1%115.4%0.0%105.0%4.7%-1.2%48.3K-1.7M-14.0K0.2398.68N/AN/A1,0952534,730963
2022-10-06$16.53$15.0091.1%29.1%115.3%12.4%133.2%-15.6%-8.8%49.9K-1.6M-13.8K0.23105.00N/AN/A1,0982534,730973
2022-10-07$15.77$15.0092.1%27.1%111.0%13.1%155.5%-15.2%34.8%45.6K-982.5K-11.8K0.17105.09N/AN/A1,0981884,7341,016
2022-10-10$15.68$15.00114.4%27.4%110.7%26.8%131.9%20.4%42.6%37.4K-863.6K-11.4K0.17100.05N/AN/A1,0981884,7331,074
2022-10-11$15.85$15.00101.6%24.4%109.6%18.9%161.5%-49.1%44.7%38.8K-1.8M-13.4K0.23100.17N/AN/A8001884,7331,074
2022-10-12$15.92$15.0093.8%26.9%109.9%14.1%158.0%-11.0%18.8%42.5K-1.4M-12.8K0.2393.40N/AN/A8101884,8631,087
2022-10-13$16.12$15.0096.7%27.7%110.3%15.9%148.4%-14.5%23.9%42.1K-1.1M-11.7K0.2499.21N/AN/A7981884,8761,087
2022-10-14$15.89$15.00100.3%28.8%110.0%18.1%207.8%-32.6%3.9%44.8K-1.8M-12.7K0.2790.46N/AN/A6911884,8771,087
2022-10-17$15.98$15.00115.3%33.0%103.7%27.3%211.0%2.5%-0.3%35.3K-1.5M-11.8K0.2781.53N/AN/A6981884,8821,087
2022-10-18$16.05$15.0093.8%26.9%103.6%14.1%209.5%-57.0%58.3%36.6K-1.6M-11.8K0.2798.95N/AN/A6861874,8901,073
2022-10-19$15.52$17.50159.5%45.7%75.3%54.5%158.5%74.4%-31.4%35.1K-1.2M-11.0K0.24107.95N/AN/A7701874,8961,079
2022-10-20$15.50$17.50137.0%39.3%75.2%40.7%145.3%18.5%-3.5%-3.7K-797.7K-9.4K0.0997.92N/AN/A1,9931874,9821,079
2022-10-21$15.49$17.50134.4%38.5%67.3%39.1%151.1%44.0%0.1%41.8K-2.0M-12.7K0.1295.13N/AN/A1,9892325,7701,078
2022-10-24$14.74$17.50158.0%45.3%67.1%53.6%158.8%24.8%-19.8%40.4K-1.8M-11.4K0.0790.16N/AN/A1,5851174,682594
2022-10-25$15.36$17.50176.1%50.5%65.9%64.7%177.4%32.6%-29.9%41.9K-2.1M-12.4K0.2191.33N/AN/A9521984,701595
2022-10-26$15.76$17.50188.2%53.9%43.0%72.2%161.9%25.8%-66.5%45.3K-2.2M-12.7K0.1994.61N/AN/A1,0271974,718676
2022-10-27$16.02$17.50146.0%41.9%37.9%46.2%179.0%-33.7%-5.5%48.0K-2.3M-13.3K0.1789.69N/AN/A1,1721954,720678
2022-10-28$16.19$17.50172.8%49.5%38.1%62.7%165.1%13.9%-48.2%49.8K-2.2M-12.8K0.1787.60N/AN/A1,1531954,899680
2022-10-31$15.60$17.50158.9%45.6%39.9%54.2%175.4%-16.6%25.0%51.5K-2.2M-12.6K0.1991.75N/AN/A1,1532185,121680