DSGN Options History — January 2023

In January 2023, DSGN traded between $7.79 and $9.79. ATM implied volatility averaged 122.5%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 33.0%. IV traded above realized volatility by 32.3% (HV 20d: 90.2%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.33.

Notable Days

  • 2023-01-12: Highest Volume — 1,400 contracts
  • 2023-01-20: Largest IV spike — 78.4% change
  • 2023-01-31: Highest IV Rank — 30.2%
  • 2023-01-31: Largest Expected Move — 51.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.78$7.79$9.79$9.79$7.79
Max Pain$8.00$7.50$12.50$12.50$7.50
ATM IV122.5%76.1%180.8%139.2%180.8%
Expected Move33.0%21.8%51.8%39.9%51.8%
HV 20d90.2%51.3%179.1%177.6%51.3%
HV 60d114.6%113.6%115.2%113.7%114.8%
IV Rank14.2%1.4%30.2%18.7%30.2%
IV Percentile57.8%2.1%92.7%79.6%92.7%
Term Structure-14.8%-70.4%37.7%5.6%-70.4%
VWIV101.7%65.4%156.0%156.0%65.4%
Skew 25d3.8%-58.2%44.5%3.4%42.2%
Skew 10d23.0%-46.4%123.0%-1.9%66.3%
Call IV 25d91.8%64.7%133.0%133.0%96.3%
Put IV 25d95.6%67.9%138.5%136.4%138.5%
Bid-Ask Spread %126.0879.19154.37113.40154.37
Gamma HHI0.630.500.830.500.60
Net GEX23.3K17.5K30.9K25.0K24.8K
Net DEX-826.5K-1.3M-393.6K-1.0M-961.5K
Net VEX-5.1K-5.8K-4.5K-5.8K-4.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.330.0011.006.500.00
Total Volume132.201,4001571
Total OI6,631.24,3778,0467,6294,406

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$9.79$12.50139.2%39.9%177.6%18.7%156.0%3.4%5.6%25.0K-1.0M-5.8K6.50113.40N/AN/A2136,3361,293
2023-01-04$9.43$12.50101.7%29.2%177.7%8.4%0.0%-58.2%3.5%19.2K-682.6K-5.6K0.0079.19N/AN/A006,3361,381
2023-01-05$8.98$7.50151.8%24.1%178.0%22.2%0.0%42.3%3.9%18.2K-664.7K-5.4K0.00116.95N/AN/A3006,3361,381
2023-01-06$9.42$7.50109.5%28.4%179.1%10.6%0.0%10.5%-22.4%19.3K-825.2K-5.3K0.05102.28N/AN/A2016,3481,381
2023-01-09$9.11$7.50119.7%24.9%86.4%13.4%0.0%32.1%4.8%18.0K-609.7K-5.3K11.00125.34N/AN/A1116,3481,382
2023-01-10$8.89$7.50138.9%28.4%84.0%18.7%0.0%0.4%-8.1%17.5K-447.2K-5.0K0.00101.78N/AN/A006,3491,391
2023-01-11$9.14$7.50109.9%31.5%78.9%10.7%0.0%15.1%-22.4%19.6K-564.6K-5.2K0.03108.14N/AN/A3016,3491,391
2023-01-12$9.04$7.5076.1%21.8%75.8%1.4%70.9%-25.7%10.4%19.0K-646.8K-5.1K0.00139.40N/AN/A1,40006,3261,389
2023-01-13$8.84$7.50101.2%29.0%75.8%8.3%0.0%-22.9%-21.7%25.1K-734.8K-5.6K0.00121.47N/AN/A106,6571,389
2023-01-17$8.54$7.5097.8%28.0%70.4%7.4%0.0%0.7%-41.6%20.2K-623.6K-5.0K0.00129.70N/AN/A206,6571,389
2023-01-18$8.34$7.50137.3%39.4%69.0%18.2%0.0%44.5%-69.3%21.0K-700.6K-4.8K0.75128.56N/AN/A436,6591,387
2023-01-19$8.45$7.5087.6%25.1%68.9%4.6%0.0%-3.1%37.7%21.1K-393.6K-4.9K0.00128.60N/AN/A006,6591,384
2023-01-20$8.92$7.50156.2%44.8%69.6%23.4%114.6%4.5%3.6%24.3K-623.1K-5.1K0.00136.92N/AN/A1,00006,6591,384
2023-01-23$8.61$7.5097.0%27.8%68.6%7.2%65.4%4.9%18.4%29.8K-1.1M-5.1K0.33142.92N/AN/A623,923454
2023-01-24$8.75$7.5079.0%22.7%61.9%2.2%0.0%-15.0%25.8%30.5K-1.3M-5.3K0.00123.34N/AN/A003,924456
2023-01-25$8.80$7.50102.5%29.4%60.6%8.7%0.0%-11.6%-13.4%29.2K-1.0M-5.2K0.00133.38N/AN/A2003,924456
2023-01-26$8.39$7.50148.7%42.6%60.8%21.4%0.0%-6.8%-38.5%30.1K-1.2M-5.1K0.00138.27N/AN/A003,924456
2023-01-27$8.42$7.50152.3%43.7%58.2%22.3%0.0%8.8%-56.2%22.2K-1.3M-5.0K0.00150.05N/AN/A003,924456
2023-01-30$7.99$7.50162.2%46.5%51.3%25.1%0.0%9.8%-44.8%30.9K-1.2M-4.5K0.00147.45N/AN/A2603,924456
2023-01-31$7.79$7.50180.8%51.8%51.3%30.2%0.0%42.2%-70.4%24.8K-961.5K-4.5K0.00154.37N/AN/A7103,950456