DSGN Options History — March 2023

In March 2023, DSGN traded between $5.54 and $7.11. ATM implied volatility averaged 120.7%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 33.0%. IV traded above realized volatility by 58.3% (HV 20d: 62.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.04.

Notable Days

  • 2023-03-24: Highest Volume — 685 contracts
  • 2023-03-10: Largest IV spike — 58.2% change
  • 2023-03-14: Highest IV Rank — 25.8%
  • 2023-03-17: Largest Expected Move — 43.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.51$5.54$7.11$7.06$5.74
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV120.7%78.2%164.9%97.0%146.3%
Expected Move33.0%22.4%43.7%27.8%41.9%
HV 20d62.3%55.5%73.5%65.2%62.7%
HV 60d73.1%57.8%111.4%111.4%58.6%
IV Rank13.7%2.0%25.8%7.2%20.7%
IV Percentile57.2%2.2%88.9%29.8%80.6%
Term Structure6.7%-33.6%158.1%3.0%-21.9%
VWIV134.0%82.5%182.0%97.3%148.2%
Skew 25d1.5%-32.4%153.3%5.5%-9.1%
Skew 10d42.3%-19.1%207.1%12.2%-19.1%
Call IV 25d127.1%89.6%160.1%89.6%160.1%
Put IV 25d128.6%80.3%251.7%95.1%151.0%
Bid-Ask Spread %95.3783.08112.80102.2690.79
Gamma HHI0.720.660.780.780.69
Net GEX10.8K4.8K16.3K15.8K6.2K
Net DEX-188.7K-380.1K45.6K-329.6K-8.1K
Net VEX-2.0K-2.9K-990-2.8K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.330.000.00
Total Volume127.1740685311
Total OI3,949.5653,4844,2544,2503,717

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$7.06$7.5097.0%27.8%65.2%7.2%97.3%5.5%3.0%15.8K-329.6K-2.8K0.00102.26N/AN/A303,773477
2023-03-02$7.07$7.5087.8%25.2%63.2%4.6%0.0%153.3%5.3%15.8K-340.0K-2.9K0.00100.43N/AN/A4103,776477
2023-03-03$7.11$7.50109.4%31.4%63.1%10.6%108.9%81.1%-5.4%15.3K-362.6K-2.9K0.00112.80N/AN/A703,764477
2023-03-06$6.99$7.50102.1%27.7%63.1%8.5%111.6%-28.3%-3.9%14.6K-265.8K-2.5K0.2593.49N/AN/A413,766477
2023-03-07$7.07$7.50132.9%23.5%63.3%17.0%102.1%-20.8%29.9%16.3K-202.1K-2.4K0.0097.61N/AN/A1103,765478
2023-03-08$6.94$7.5088.9%22.4%63.3%4.9%102.4%-4.6%15.2%15.5K-301.0K-2.4K0.0090.19N/AN/A3603,776478
2023-03-09$6.72$7.5078.2%27.5%56.9%2.0%102.0%-18.3%-18.4%13.4K-342.3K-2.6K0.0099.77N/AN/A4203,740478
2023-03-10$6.39$7.50123.7%33.4%58.2%14.5%136.5%0.2%-33.6%7.9K-139.6K-2.0K0.0093.13N/AN/A27803,731478
2023-03-13$7.06$7.50111.5%31.7%68.9%11.1%82.5%-13.2%-10.7%12.8K-262.5K-2.3K0.00107.43N/AN/A303,674478
2023-03-14$7.00$7.50164.9%27.9%68.5%25.8%0.0%-25.1%34.0%13.3K-208.8K-2.0K0.00100.53N/AN/A003,677478
2023-03-15$7.05$7.50103.6%29.7%68.1%9.0%119.5%-32.4%0.4%12.4K-213.9K-2.1K0.0095.34N/AN/A303,677478
2023-03-16$7.09$7.50100.8%28.9%68.1%8.2%84.4%-30.5%158.1%11.6K-192.7K-2.1K0.0095.86N/AN/A103,679478
2023-03-17$6.57$7.50152.4%43.7%73.5%22.4%148.4%-0.4%-18.1%9.5K-318.8K-2.1K0.0192.78N/AN/A51673,680478
2023-03-20$6.58$7.50147.4%42.2%61.6%21.0%140.3%10.3%-10.8%11.9K-380.1K-2.3K0.3394.53N/AN/A45153,003481
2023-03-21$6.25$7.50110.8%31.8%56.5%10.9%158.9%-23.0%37.9%9.5K-217.0K-2.0K0.0095.57N/AN/A2203,020487
2023-03-22$6.30$7.50134.4%38.5%55.5%17.4%162.9%-18.6%-12.1%9.1K-136.1K-1.7K0.0089.37N/AN/A6603,018487
2023-03-23$6.13$7.50108.9%31.2%56.0%10.4%153.5%-5.1%51.0%9.7K-186.2K-1.8K0.0091.35N/AN/A38803,067487
2023-03-24$5.80$7.50137.3%39.4%58.2%18.2%176.8%-0.7%-21.5%6.3K-17.0K-1.3K0.0096.07N/AN/A68503,089487
2023-03-27$5.76$7.50140.2%40.2%57.6%19.0%182.0%1.5%-19.7%6.3K-12.6K-1.2K0.0089.67N/AN/A7403,204487
2023-03-28$5.54$7.50140.3%40.2%58.4%19.1%180.5%9.5%-21.8%4.8K45.6K-1.0K0.0393.77N/AN/A636223,200487
2023-03-29$5.81$7.50140.2%40.2%61.7%19.0%0.0%-2.4%-12.2%5.9K13.0K-1.1K0.0083.08N/AN/A103,206509
2023-03-30$5.63$7.50116.1%33.3%62.0%12.4%181.5%4.8%30.2%5.2K37.7K-9900.1787.67N/AN/A613,207509
2023-03-31$5.74$7.50146.3%41.9%62.7%20.7%148.2%-9.1%-21.9%6.2K-8.1K-1.2K0.0090.79N/AN/A1103,207510