DSGN Options History — November 2022

In November 2022, DSGN traded between $13.27 and $15.66. ATM implied volatility averaged 160.0%, placing in the 54.8% IV rank vs the trailing year. The 30-day expected move averaged 46.3%. IV traded above realized volatility by 97.7% (HV 20d: 62.3%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2022-11-04: Highest Volume — 2,436 contracts
  • 2022-11-04: Largest IV drop — 40.3% change
  • 2022-11-29: Highest IV Rank — 96.3%
  • 2022-11-29: Largest Expected Move — 65.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.75$13.27$15.66$15.20$13.97
Max Pain$13.45$12.50$17.50$17.50$12.50
ATM IV160.0%108.0%227.4%171.3%203.9%
Expected Move46.3%36.8%65.2%49.1%58.5%
HV 20d62.3%36.1%82.6%38.2%82.6%
HV 60d81.6%78.3%84.8%80.0%84.8%
IV Rank54.8%22.8%96.3%61.8%81.8%
IV Percentile91.2%66.7%99.4%96.5%98.8%
Term Structure-24.7%-91.1%22.7%-30.6%-12.8%
VWIV177.2%129.3%250.3%165.2%250.3%
Skew 25d12.4%-45.2%77.2%-36.8%52.7%
Skew 10d55.9%-29.1%152.9%33.9%28.3%
Call IV 25d175.7%119.9%233.7%183.7%151.0%
Put IV 25d188.1%137.7%244.1%146.9%203.7%
Bid-Ask Spread %93.6884.61111.1286.9297.65
Gamma HHI0.240.200.300.230.29
Net GEX37.5K3.9K54.4K46.2K46.3K
Net DEX-1.6M-2.7M-580.3K-2.0M-2.3M
Net VEX-10.5K-12.4K-7.4K-12.4K-10.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.000.540.270.20
Total Volume1,483.71402,4361,47318
Total OI6,681.5715,3417,1736,0026,910

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$15.20$17.50171.3%49.1%38.2%61.8%165.2%-36.8%-30.6%46.2K-2.0M-12.4K0.2786.92N/AN/A1,1573165,123879
2022-11-02$15.63$17.50137.2%39.3%39.8%40.8%183.0%-23.0%6.5%48.6K-2.0M-12.4K0.2795.95N/AN/A1,1523165,1321,080
2022-11-03$15.55$17.50180.8%36.8%39.6%67.6%136.8%37.6%-0.0%46.2K-1.9M-12.2K0.2787.10N/AN/A1,1543165,1331,080
2022-11-04$15.66$17.50108.0%40.2%36.1%22.8%129.3%2.9%-20.8%44.0K-1.4M-10.8K0.5287.69N/AN/A1,6048325,1361,080
2022-11-07$14.95$12.50126.4%38.8%39.6%34.1%132.6%-4.2%13.4%48.2K-1.6M-11.4K0.3395.93N/AN/A1,3804545,6951,478
2022-11-08$15.53$12.50110.5%43.6%41.9%24.4%136.4%32.0%-26.4%49.5K-1.6M-11.6K0.3388.40N/AN/A1,3854545,6221,508
2022-11-09$14.13$12.50140.7%40.3%53.4%42.9%193.4%41.2%-34.0%23.3K-894.3K-10.2K0.3494.58N/AN/A1,3824645,6271,508
2022-11-10$15.51$12.50163.3%46.8%63.7%56.9%212.6%77.2%-2.7%30.3K-1.5M-11.3K0.3493.77N/AN/A1,3814645,6291,518
2022-11-11$15.33$12.50141.6%40.6%63.7%43.5%152.0%-15.7%-6.7%39.3K-1.3M-10.6K0.3486.66N/AN/A1,3814645,6301,518
2022-11-14$14.99$12.50143.3%41.1%64.0%44.5%163.7%27.6%-12.8%32.8K-1.2M-9.8K0.3394.66N/AN/A1,3864645,6311,518
2022-11-15$14.26$12.50138.2%39.6%66.0%41.4%153.2%23.3%-38.7%20.9K-682.0K-8.4K0.33100.86N/AN/A1,3964645,6321,518
2022-11-16$13.27$12.50147.9%42.4%69.5%47.4%173.2%34.7%22.7%3.9K-580.3K-8.0K0.3395.98N/AN/A1,3964645,6361,514
2022-11-17$13.69$12.50161.6%46.3%70.8%55.8%183.4%8.7%-46.9%23.8K-580.9K-7.4K0.34111.12N/AN/A1,3964805,6361,514
2022-11-18$14.99$12.50154.0%44.1%78.8%51.1%176.3%26.7%0.6%13.7K-976.8K-8.7K0.26100.05N/AN/A1,8624805,6361,530
2022-11-21$14.69$12.50157.1%45.0%77.1%53.0%208.0%-14.3%-54.6%37.1K-1.9M-10.7K0.5492.89N/AN/A8344494,418923
2022-11-22$14.40$12.50158.8%45.5%75.8%54.1%205.6%17.7%-49.7%34.9K-1.2M-9.2K0.3485.09N/AN/A1,3224494,496928
2022-11-23$14.32$12.50187.0%53.6%75.0%71.5%190.8%4.1%-40.2%39.7K-2.0M-10.9K0.2595.72N/AN/A1,7674434,944928
2022-11-25$14.78$12.50197.9%56.7%75.7%78.2%0.0%9.1%-53.1%54.0K-2.6M-12.1K0.0084.61N/AN/A005,909939
2022-11-28$14.05$12.50203.7%58.4%77.3%81.7%248.6%4.2%-40.1%49.6K-2.0M-10.1K0.0098.54N/AN/A2105,939939
2022-11-29$14.91$12.50227.4%65.2%79.9%96.3%149.2%-45.2%-91.1%54.4K-2.7M-11.6K0.1093.18N/AN/A1015,960939
2022-11-30$13.97$12.50203.9%58.5%82.6%81.8%250.3%52.7%-12.8%46.3K-2.3M-10.3K0.2097.65N/AN/A1535,970940