DSGN Options History — May 2023 In May 2023, DSGN traded between $5.67 and $7.68. ATM implied volatility averaged 100.3%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 28.1%. IV traded above realized volatility by 21.1% (HV 20d: 79.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.40.
Notable Days 2023-05-19 : Highest Volume — 522 contracts2023-05-25 : Largest IV spike — 15.8% change2023-05-05 : Highest IV Rank — 13.1%2023-05-01 : Largest Expected Move — 31.5%Monthly Statistics Metric Avg Min Max Open Close Price $6.96 $5.67 $7.68 $7.12 $5.67 Max Pain $7.05 $5.00 $7.50 $5.00 $7.50 ATM IV 100.3% 85.2% 120.3% 109.9% 100.0% Expected Move 28.1% 23.1% 31.5% 31.5% 28.7% HV 20d 79.2% 58.7% 101.9% 68.1% 96.3% HV 60d 69.4% 64.6% 77.7% 65.3% 77.7% IV Rank 7.6% 3.4% 13.1% 10.7% 7.5% IV Percentile 31.6% 6.0% 62.3% 50.8% 31.0% Term Structure 1.4% -20.0% 35.4% -2.8% 35.4% VWIV 100.8% 96.7% 109.0% 109.0% 96.7% Skew 25d 12.7% -76.4% 114.9% 16.2% -17.2% Skew 10d 39.1% -7.2% 161.4% 27.9% 67.7% Call IV 25d 92.4% 67.2% 166.4% 87.0% 143.2% Put IV 25d 105.1% 78.7% 199.5% 103.2% 126.0% Bid-Ask Spread % 95.90 80.19 118.70 85.40 118.70 Gamma HHI 0.59 0.40 0.81 0.68 0.58 Net GEX 707 146 1.6K 1.2K 325 Net DEX -31.5K -61.3K 2.9K -49.3K -8.7K Net VEX -212 -267 -155 -242 -175 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.00 3.28 0.11 0.42 Total Volume 35.364 0 522 10 1 Total OI 343.409 211 444 358 242
Daily Data (22 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 2023-05-01 $7.12 $5.00 109.9% 31.5% 68.1% 10.7% 109.0% 16.2% -2.8% 1.2K -49.3K -242 0.11 85.40 N/A N/A 9 1 302 56 2023-05-02 $6.86 $5.00 104.7% 30.0% 69.0% 9.3% 0.0% -1.4% -2.4% 1.0K -38.8K -219 0.00 86.35 N/A N/A 0 0 304 57 2023-05-03 $7.20 $5.00 108.4% 31.1% 62.7% 9.8% 0.0% 9.0% -9.5% 1.3K -49.5K -240 0.00 85.22 N/A N/A 0 30 304 57 2023-05-04 $7.62 $7.50 104.4% 31.4% 63.5% 8.7% 0.0% 21.0% -20.0% 1.5K -61.3K -262 0.00 86.55 N/A N/A 3 0 305 62 2023-05-05 $7.68 $7.50 120.3% 23.1% 63.0% 13.1% 0.0% 114.9% 17.2% 1.5K -61.1K -267 0.00 100.27 N/A N/A 9 0 305 62 2023-05-08 $7.63 $7.50 114.0% 29.1% 59.8% 11.4% 0.0% -11.3% -2.8% 1.6K -59.3K -257 0.00 80.19 N/A N/A 0 0 312 62 2023-05-09 $7.58 $5.00 108.0% 29.3% 58.7% 9.7% 101.7% -7.9% -1.8% 1.4K -56.7K -243 0.00 86.97 N/A N/A 0 12 316 62 2023-05-10 $6.70 $7.50 99.1% 28.4% 76.7% 7.2% 0.0% 60.1% 2.7% 686 -34.8K -221 0.00 94.95 N/A N/A 0 15 316 74 2023-05-11 $6.38 $7.50 94.6% 27.1% 78.5% 6.0% 0.0% 9.6% 1.4% 146 -18.7K -170 0.00 101.25 N/A N/A 12 0 316 89 2023-05-12 $6.68 $7.50 96.0% 27.5% 79.2% 6.4% 0.0% -1.9% 10.3% 528 -29.3K -204 0.00 100.57 N/A N/A 39 0 321 89 2023-05-15 $6.80 $7.50 96.9% 27.8% 79.1% 6.6% 0.0% -16.4% 8.6% 673 -33.3K -202 0.00 102.08 N/A N/A 13 0 335 89 2023-05-16 $6.28 $7.50 100.5% 28.8% 85.6% 7.6% 98.4% -15.3% -2.7% 154 -18.5K -163 0.92 93.20 N/A N/A 12 11 347 89 2023-05-17 $6.82 $7.50 95.2% 27.3% 89.5% 6.2% 0.0% 1.0% 4.4% 174 -24.3K -181 0.00 100.20 N/A N/A 10 0 344 90 2023-05-18 $7.03 $7.50 95.3% 27.3% 88.6% 6.2% 0.0% 6.6% 3.9% 1.1K -37.7K -212 0.00 99.25 N/A N/A 0 0 354 90 2023-05-19 $7.21 $7.50 93.2% 26.7% 85.3% 5.6% 0.0% 36.8% 5.3% 249 -35.2K -211 3.28 99.04 N/A N/A 122 400 353 90 2023-05-22 $7.51 $7.50 101.0% 29.0% 85.8% 7.8% 101.0% 33.8% -1.6% 290 -18.0K -218 0.07 98.73 N/A N/A 15 1 143 68 2023-05-23 $7.55 $7.50 94.8% 27.2% 85.8% 6.1% 0.0% 40.2% 4.9% 433 -24.5K -228 0.00 86.52 N/A N/A 1 0 157 69 2023-05-24 $7.56 $7.50 85.2% 24.4% 83.5% 3.4% 0.0% 38.0% 10.4% 430 -26.5K -225 0.00 87.38 N/A N/A 0 0 156 69 2023-05-25 $7.06 $7.50 98.6% 28.3% 86.8% 7.1% 98.6% 35.4% 2.1% 362 -12.4K -200 0.00 93.44 N/A N/A 0 9 156 69 2023-05-26 $6.10 $7.50 90.2% 25.9% 101.9% 4.8% 100.2% -76.4% -12.4% 239 2.9K -155 0.42 117.87 N/A N/A 19 8 156 70 2023-05-30 $6.01 $7.50 96.9% 27.8% 95.2% 6.7% 96.7% 4.1% -20.0% 249 2.6K -171 0.00 105.70 N/A N/A 0 26 172 76 2023-05-31 $5.67 $7.50 100.0% 28.7% 96.3% 7.5% 0.0% -17.2% 35.4% 325 -8.7K -175 0.00 118.70 N/A N/A 0 1 172 70
« Apr 2023 | All History | Jun 2023 » Home DSGN History May 2023