DSGN Options History — December 2022

In December 2022, DSGN traded between $7.79 and $14.00. ATM implied volatility averaged 197.1%, placing in the 39.0% IV rank vs the trailing year. The 30-day expected move averaged 41.5%. IV traded above realized volatility by 46.1% (HV 20d: 151.0%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 5.85.

Notable Days

  • 2022-12-23: Highest Volume — 2,538 contracts
  • 2022-12-12: Largest IV spike — 263.6% change
  • 2022-12-02: Highest IV Rank — 100.0%
  • 2022-12-02: Largest Expected Move — 103.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.00$7.79$14.00$13.94$10.28
Max Pain$15.83$12.50$17.50$12.50$12.50
ATM IV197.1%87.6%435.1%211.1%115.3%
Expected Move41.5%24.3%103.0%60.5%33.1%
HV 20d151.0%80.7%177.4%81.7%177.4%
HV 60d107.9%81.7%121.8%83.8%113.4%
IV Rank39.0%4.6%100.0%86.3%12.2%
IV Percentile68.4%9.9%100.0%98.8%64.9%
Term Structure-19.9%-165.5%45.0%-41.3%45.0%
VWIV143.6%71.4%384.1%247.6%146.3%
Skew 25d10.3%-83.7%84.6%-20.0%13.5%
Skew 10d8.4%-61.9%117.6%55.7%15.8%
Call IV 25d132.4%50.8%284.3%284.3%114.4%
Put IV 25d142.7%72.7%314.4%264.3%127.9%
Bid-Ask Spread %100.4576.22121.0686.64108.02
Gamma HHI0.370.210.800.290.43
Net GEX13.9K-15.3K46.1K46.1K26.3K
Net DEX-418.2K-3.2M1.3M-2.6M-1.2M
Net VEX-4.5K-10.9K-992-10.8K-6.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.850.0099.000.712.70
Total Volume339.28612,5387672
Total OI7,406.1434,6989,3576,9287,627

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$13.94$12.50211.1%60.5%81.7%86.3%247.6%-20.0%-41.3%46.1K-2.6M-10.8K0.7186.64N/AN/A4483195,985943
2022-12-02$14.00$12.50359.4%103.0%81.8%100.0%384.1%61.7%-165.5%39.4K-3.2M-10.9K0.1276.22N/AN/A150186,2421,169
2022-12-05$13.63$17.50384.0%49.5%82.0%100.0%198.9%-0.0%-36.8%43.7K-2.3M-9.6K1.2988.59N/AN/A14186,3911,187
2022-12-06$13.49$17.50402.6%53.2%80.7%100.0%124.8%28.2%-38.8%42.4K-2.7M-10.0K0.6380.38N/AN/A2081326,4031,203
2022-12-07$12.77$17.50435.1%54.5%80.8%100.0%0.0%43.9%-82.1%38.3K-2.1M-8.4K1.0191.51N/AN/A1491516,5291,333
2022-12-08$8.25$17.50142.4%33.5%170.3%19.6%122.1%-18.6%-6.8%-1.5K897.2K-9921.8494.78N/AN/A5761,0576,6631,483
2022-12-09$7.79$17.5087.7%24.3%164.5%4.6%92.7%-3.0%34.0%-15.3K1.3M-1.3K1.4392.55N/AN/A40576,8882,469
2022-12-12$8.50$17.50319.0%33.5%170.0%68.1%96.0%44.0%31.6%-7.6K951.3K-1.7K0.11109.81N/AN/A4556,8842,201
2022-12-13$9.06$17.50295.5%29.5%173.2%61.7%81.5%7.1%23.7%-8.0K930.3K-1.6K0.00106.43N/AN/A406,8892,200
2022-12-14$8.88$17.50121.4%34.8%172.9%13.9%0.0%84.6%-20.3%1.1K872.2K-1.7K0.00111.24N/AN/A106,8892,200
2022-12-15$8.16$17.50300.7%86.2%173.4%63.1%98.4%63.7%-84.5%6.8K91.9K-4.2K0.17121.06N/AN/A616,8892,200
2022-12-16$8.54$17.50111.1%31.9%174.1%11.0%111.2%63.0%11.4%2.8K761.9K-2.2K2.00117.25N/AN/A246,8892,199
2022-12-19$8.39$17.5088.3%25.3%168.9%4.8%0.0%21.5%-1.7%-2.9K565.6K-1.0K0.00111.28N/AN/A04003,5161,182
2022-12-20$8.06$17.5099.3%28.5%168.9%7.8%147.6%-58.7%-4.5%-2.5K560.9K-1.0K0.0093.48N/AN/A43403,5161,182
2022-12-21$8.50$17.50134.7%38.6%171.4%17.5%167.2%-83.7%-92.3%3.2K355.0K-1.8K0.0999.98N/AN/A117103,8861,182
2022-12-22$9.23$15.0098.9%28.3%175.6%7.7%98.1%-26.7%36.0%4.0K374.0K-1.7K99.00104.67N/AN/A1993,9811,192
2022-12-23$9.53$15.00105.3%30.2%175.6%9.4%110.3%-16.2%-20.4%4.9K341.8K-1.7K0.0095.21N/AN/A2,53443,9821,239
2022-12-27$9.11$12.5087.6%25.1%175.5%4.6%71.4%-3.0%30.7%22.6K-684.3K-5.6K0.00105.36N/AN/A4406,3071,241
2022-12-28$9.52$12.50105.5%30.2%174.7%9.5%0.0%27.4%-1.8%24.1K-938.8K-6.0K0.00109.67N/AN/A106,3431,241
2022-12-29$10.29$12.50133.2%38.2%177.4%17.1%146.3%-12.6%-34.3%24.6K-1.1M-6.4K2.70105.24N/AN/A20546,3431,241
2022-12-30$10.28$12.50115.3%33.1%177.4%12.2%0.0%13.5%45.0%26.3K-1.2M-6.5K0.00108.02N/AN/A026,3361,291