DSGN Options History — February 2023

In February 2023, DSGN traded between $6.75 and $8.16. ATM implied volatility averaged 143.2%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 41.7%. IV traded above realized volatility by 86.7% (HV 20d: 56.5%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.24.

Notable Days

2023-02-10: Highest Volume — 1,581 contracts
2023-02-02: Largest IV drop — 37.2% change
2023-02-16: Highest IV Rank — 41.0%
2023-02-16: Largest Expected Move — 63.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.27	$6.75	$8.16	$8.10	$7.00
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	143.2%	95.6%	220.3%	167.7%	113.8%
Expected Move	41.7%	28.8%	63.2%	48.1%	32.6%
HV 20d	56.5%	45.0%	68.2%	52.8%	65.4%
HV 60d	112.7%	109.2%	115.2%	115.2%	111.3%
IV Rank	19.8%	6.8%	41.0%	26.6%	11.8%
IV Percentile	69.9%	28.2%	95.9%	89.8%	59.8%
Term Structure	-29.1%	-63.5%	11.3%	-56.8%	-7.4%
VWIV	117.7%	81.2%	156.2%	156.2%	108.3%
Skew 25d	42.2%	-10.4%	191.1%	33.7%	3.4%
Skew 10d	25.7%	-75.1%	106.8%	18.4%	9.9%
Call IV 25d	91.0%	73.0%	123.3%	82.7%	96.6%
Put IV 25d	133.2%	93.1%	276.2%	116.4%	100.0%
Bid-Ask Spread %	124.80	98.00	153.38	148.68	107.75
Gamma HHI	0.74	0.59	0.80	0.69	0.80
Net GEX	16.2K	8.8K	27.3K	27.3K	17.1K
Net DEX	-547.5K	-917.2K	-212.6K	-917.2K	-386.6K
Net VEX	-3.5K	-4.3K	-2.7K	-4.3K	-3.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.24	0.00	2.50	0.00	0.09
Total Volume	162.368	0	1,581	34	0
Total OI	4,359.105	4,225	4,483	4,405	4,250

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-02-01	$8.10	$7.50	167.7%	48.1%	52.8%	26.6%	0.0%	33.7%	-56.8%	27.3K	-917.2K	-4.3K	0.00	148.68	N/A	N/A	0	34	3,949	456
2023-02-02	$8.16	$0.00	105.3%	29.1%	52.0%	9.4%	0.0%	17.8%	-9.4%	23.9K	-663.0K	-4.1K	0.00	105.18	N/A	N/A	0	0	3,952	456
2023-02-03	$8.02	$0.00	100.1%	28.8%	49.8%	8.0%	0.0%	31.8%	-14.5%	20.1K	-839.0K	-4.1K	0.00	125.40	N/A	N/A	0	0	3,952	456
2023-02-06	$7.87	$0.00	95.6%	45.7%	45.8%	6.8%	0.0%	59.4%	-38.4%	18.4K	-554.6K	-3.7K	0.00	118.02	N/A	N/A	0	0	3,952	456
2023-02-07	$7.90	$0.00	120.2%	29.0%	45.0%	13.5%	0.0%	30.0%	-38.6%	25.0K	-784.1K	-3.7K	0.00	112.13	N/A	N/A	50	0	3,952	456
2023-02-08	$7.25	$0.00	136.7%	39.2%	52.8%	18.1%	0.0%	11.9%	-55.7%	12.1K	-431.1K	-3.2K	2.50	111.12	N/A	N/A	4	10	3,952	456
2023-02-09	$6.99	$0.00	161.7%	46.3%	51.6%	24.9%	0.0%	16.7%	-46.5%	12.6K	-821.9K	-3.5K	0.00	150.40	N/A	N/A	50	0	3,956	466
2023-02-10	$7.04	$0.00	198.4%	56.9%	52.1%	35.0%	0.0%	60.8%	-33.2%	12.3K	-212.6K	-2.7K	0.00	152.84	N/A	N/A	1,580	1	3,906	466
2023-02-13	$6.89	$0.00	212.3%	60.9%	52.1%	38.8%	0.0%	105.6%	-63.5%	12.3K	-507.7K	-3.5K	0.00	147.97	N/A	N/A	56	0	4,016	467
2023-02-14	$6.75	$0.00	214.2%	61.4%	51.5%	39.4%	0.0%	63.9%	-41.5%	8.8K	-740.8K	-3.7K	0.00	146.69	N/A	N/A	15	0	3,961	467
2023-02-15	$6.81	$0.00	161.2%	46.2%	51.8%	24.8%	156.2%	27.7%	11.3%	11.3K	-309.9K	-3.0K	0.00	151.81	N/A	N/A	75	0	3,946	467
2023-02-16	$6.79	$7.50	220.3%	63.2%	51.2%	41.0%	0.0%	191.1%	-48.6%	8.9K	-718.4K	-3.6K	0.00	153.38	N/A	N/A	0	0	3,921	467
2023-02-17	$7.55	$7.50	139.8%	40.1%	62.1%	18.9%	81.2%	73.5%	-12.3%	13.3K	-548.5K	-3.6K	0.03	110.79	N/A	N/A	1,035	30	3,921	453
2023-02-21	$6.92	$7.50	145.1%	41.6%	67.6%	20.4%	146.6%	8.1%	-46.2%	16.7K	-474.4K	-3.6K	0.00	111.69	N/A	N/A	26	0	3,773	476
2023-02-22	$7.11	$7.50	110.0%	31.5%	68.2%	10.7%	96.1%	7.1%	-8.2%	19.2K	-493.8K	-3.6K	0.00	110.87	N/A	N/A	97	0	3,749	476
2023-02-23	$7.08	$7.50	104.0%	29.8%	68.0%	9.1%	0.0%	65.7%	-15.4%	16.3K	-357.1K	-3.2K	0.00	98.00	N/A	N/A	0	10	3,782	476
2023-02-24	$6.90	$7.50	106.5%	30.5%	66.9%	9.8%	0.0%	-10.4%	-5.0%	16.0K	-380.0K	-3.1K	0.00	100.29	N/A	N/A	0	0	3,782	476
2023-02-27	$7.00	$7.50	108.3%	31.0%	67.3%	10.3%	108.3%	3.5%	-22.2%	15.7K	-262.2K	-2.8K	0.09	108.11	N/A	N/A	11	1	3,782	476
2023-02-28	$7.00	$7.50	113.8%	32.6%	65.4%	11.8%	0.0%	3.4%	-7.4%	17.1K	-386.6K	-3.0K	0.00	107.75	N/A	N/A	0	0	3,773	477