DSGN Options History — April 2023

In April 2023, DSGN traded between $4.98 and $6.70. ATM implied volatility averaged 127.1%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 34.9%. IV traded above realized volatility by 65.9% (HV 20d: 61.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 2.54.

Notable Days

  • 2023-04-19: Highest Volume — 480 contracts
  • 2023-04-26: Largest IV spike — 34.9% change
  • 2023-04-03: Highest IV Rank — 29.3%
  • 2023-04-03: Largest Expected Move — 51.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.66$4.98$6.70$5.99$6.48
Max Pain$5.39$5.00$7.50$7.50$5.00
ATM IV127.1%82.1%177.8%177.8%101.8%
Expected Move34.9%23.5%51.0%51.0%29.2%
HV 20d61.2%53.7%69.6%65.4%60.7%
HV 60d60.3%58.7%62.8%58.8%62.2%
IV Rank15.4%3.1%29.3%29.3%8.5%
IV Percentile61.6%3.6%91.5%91.5%36.5%
Term Structure-14.4%-81.2%23.2%-81.2%16.1%
VWIV127.3%87.8%196.9%196.9%101.9%
Skew 25d9.9%-18.5%50.4%-6.4%-12.6%
Skew 10d29.3%-52.4%84.6%39.3%14.2%
Call IV 25d112.1%69.6%165.6%165.6%96.2%
Put IV 25d122.0%77.7%159.2%159.2%83.5%
Bid-Ask Spread %81.6166.05102.4382.1387.75
Gamma HHI0.520.350.730.730.56
Net GEX1.3K-9098.6K8.6K842
Net DEX90.0K-125.1K224.0K-125.1K-29.9K
Net VEX-371-1.3K-174-1.3K-205
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.540.0012.6710.000.00
Total Volume49.9470480112
Total OI2,986.5263394,3373,718356

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$5.99$7.50177.8%51.0%65.4%29.3%196.9%-6.4%-81.2%8.6K-125.1K-1.3K10.0082.13N/AN/A1103,208510
2023-04-04$5.54$7.50156.1%44.7%69.6%23.4%195.9%-2.6%-28.9%3.8K91.4K-7533.3379.10N/AN/A3103,207520
2023-04-05$5.45$7.50144.5%41.4%69.5%20.2%142.7%42.0%-46.4%2.6K128.7K-5675.0079.68N/AN/A10503,210530
2023-04-06$5.41$5.00145.0%34.7%69.1%20.3%0.0%-0.5%-12.6%1.9K147.1K-5503.0869.95N/AN/A12373,218582
2023-04-10$5.19$5.00164.0%33.7%68.5%25.6%0.0%24.4%-3.1%946173.7K-3790.43102.43N/AN/A1463,229619
2023-04-11$5.08$5.00154.2%35.6%54.8%22.9%125.0%12.7%-13.6%-118207.3K-2690.7487.67N/AN/A31233,243625
2023-04-12$4.98$5.00123.5%35.4%54.8%14.4%0.0%5.3%-12.3%357187.4K-3310.4086.24N/AN/A523,274648
2023-04-13$5.25$5.00128.4%36.8%59.6%15.8%0.0%7.0%-15.5%1.4K159.5K-4150.0071.50N/AN/A003,278650
2023-04-14$5.21$5.00127.0%36.4%59.2%15.4%0.0%10.0%-15.5%630181.8K-33812.6775.45N/AN/A3383,278650
2023-04-17$5.21$5.00132.8%38.1%54.9%17.0%0.0%10.4%-20.9%440186.7K-3010.0075.45N/AN/A2603,281670
2023-04-18$5.20$5.00135.1%38.7%54.8%17.6%0.0%15.1%-23.6%-688215.7K-2260.1475.62N/AN/A713,278670
2023-04-19$5.30$5.00110.7%31.7%53.7%10.9%0.0%46.7%-3.8%-909224.0K-1910.3682.66N/AN/A3531273,285671
2023-04-20$5.58$5.00110.6%31.7%57.5%10.9%110.6%50.4%-30.1%52542.1K-1742.5070.23N/AN/A4103,601722
2023-04-21$6.03$5.00102.6%29.4%64.1%8.7%102.4%1.4%6.0%57835.6K-2064.1579.48N/AN/A13543,605732
2023-04-24$6.19$5.00104.1%29.8%61.3%9.1%98.0%6.8%0.4%585-20.9K-1850.1466.05N/AN/A14227663
2023-04-25$6.30$5.0082.1%23.5%61.4%3.1%87.8%10.8%23.2%596-25.2K-1990.18102.11N/AN/A601129063
2023-04-26$6.70$5.00110.8%31.8%62.3%10.9%111.8%-13.5%-10.1%931-36.8K-2250.0089.88N/AN/A10029056
2023-04-27$6.50$5.00103.7%29.7%62.2%9.0%0.0%-18.5%-2.0%886-33.3K-2120.0087.14N/AN/A0030056
2023-04-28$6.48$5.00101.8%29.2%60.7%8.5%101.9%-12.6%16.1%842-29.9K-2050.0087.75N/AN/A2030056