DSGN Options History — June 2023

In June 2023, DSGN traded between $5.34 and $6.34. ATM implied volatility averaged 143.5%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 33.8%. IV traded above realized volatility by 55.2% (HV 20d: 88.3%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.41.

Notable Days

2023-06-21: Highest Volume — 60 contracts
2023-06-08: Largest IV spike — 105.4% change
2023-06-13: Highest IV Rank — 72.9%
2023-06-16: Largest Expected Move — 52.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.67	$5.34	$6.34	$5.43	$6.34
Max Pain	$6.55	$5.00	$7.50	$7.50	$5.00
ATM IV	143.5%	68.6%	335.7%	82.8%	141.2%
Expected Move	33.8%	22.7%	52.2%	23.7%	40.5%
HV 20d	88.3%	74.5%	97.8%	94.5%	79.0%
HV 60d	79.1%	76.4%	80.7%	78.1%	80.7%
IV Rank	20.3%	0.0%	72.9%	2.8%	19.8%
IV Percentile	58.3%	0.0%	98.4%	4.4%	73.8%
Term Structure	-5.9%	-59.9%	44.9%	8.4%	34.9%
VWIV	134.4%	78.8%	183.5%	97.7%	138.4%
Skew 25d	34.5%	-109.3%	129.0%	-34.5%	41.5%
Skew 10d	85.4%	-24.1%	148.1%	112.7%	68.0%
Call IV 25d	94.6%	63.1%	177.1%	105.5%	106.7%
Put IV 25d	129.1%	67.8%	219.8%	71.0%	148.1%
Bid-Ask Spread %	107.10	90.64	121.60	104.79	113.26
Gamma HHI	0.55	0.43	0.74	0.55	0.56
Net GEX	275	92	740	205	740
Net DEX	-3.2K	-31.3K	12.4K	7.4K	-31.3K
Net VEX	-139	-200	-74	-134	-200
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.00	1.50	0.25	0.10
Total Volume	7.857	0	60	2	8
Total OI	282.524	238	352	245	352

Daily Data (21 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
2023-06-01	$5.43	$7.50	82.8%	23.7%	94.5%	2.8%	0.0%	-34.5%	8.4%	205	7.4K	-134	0.00	104.79	N/A	N/A	0	2	172	73
2023-06-02	$5.72	$7.50	79.2%	22.7%	94.1%	1.8%	0.0%	-109.3%	8.0%	211	4.7K	-147	0.25	117.34	N/A	N/A	4	1	172	75
2023-06-05	$5.54	$7.50	68.6%	25.6%	93.9%	0.0%	0.0%	34.9%	18.3%	167	7.9K	-129	0.00	98.33	N/A	N/A	0	0	176	76
2023-06-06	$5.60	$7.50	101.8%	25.6%	94.3%	9.0%	0.0%	27.9%	44.9%	178	6.6K	-131	0.00	98.22	N/A	N/A	0	0	176	76
2023-06-07	$5.93	$7.50	103.3%	26.7%	97.8%	9.5%	0.0%	20.3%	30.9%	236	3.0K	-149	1.00	90.64	N/A	N/A	2	2	176	76
2023-06-08	$5.59	$7.50	212.1%	34.1%	90.5%	39.2%	0.0%	18.9%	1.5%	157	5.1K	-134	0.00	121.60	N/A	N/A	0	0	177	76
2023-06-09	$5.34	$7.50	189.7%	33.7%	90.3%	33.0%	0.0%	5.2%	-42.8%	120	9.7K	-111	0.00	114.97	N/A	N/A	0	0	177	76
2023-06-12	$5.50	$7.50	279.6%	35.6%	89.1%	57.6%	0.0%	38.0%	-0.7%	182	2.9K	-138	0.00	115.62	N/A	N/A	0	0	177	76
2023-06-13	$5.89	$7.50	335.7%	34.3%	93.0%	72.9%	97.7%	18.5%	6.4%	123	3.9K	-130	1.50	111.88	N/A	N/A	2	3	177	76
2023-06-14	$5.43	$7.50	120.8%	34.6%	93.1%	14.2%	0.0%	0.4%	-59.5%	138	12.4K	-97	0.00	109.90	N/A	N/A	0	5	177	73
2023-06-15	$5.49	$7.50	134.8%	38.6%	87.3%	18.0%	0.0%	66.6%	-6.3%	194	-3.5K	-150	0.00	105.79	N/A	N/A	0	0	177	77
2023-06-16	$5.40	$7.50	182.2%	52.2%	85.9%	31.0%	182.1%	129.0%	-59.9%	191	-4.7K	-155	0.00	105.95	N/A	N/A	0	6	177	77
2023-06-20	$5.78	$7.50	145.3%	41.7%	89.7%	20.9%	183.5%	26.4%	-45.1%	92	6.0K	-125	0.04	111.34	N/A	N/A	46	2	161	77
2023-06-21	$5.55	$5.00	116.0%	33.3%	88.1%	12.9%	0.0%	90.9%	3.2%	105	-14.0K	-74	0.00	107.39	N/A	N/A	60	0	197	79
2023-06-22	$5.64	$5.00	105.2%	30.2%	88.5%	10.0%	0.0%	57.7%	20.7%	475	-12.9K	-176	0.00	104.61	N/A	N/A	0	0	257	79
2023-06-23	$5.42	$5.00	102.7%	29.5%	88.7%	9.3%	0.0%	47.7%	4.8%	419	-5.0K	-147	0.00	98.89	N/A	N/A	0	0	257	79
2023-06-26	$5.78	$5.00	131.8%	37.8%	91.0%	17.2%	163.6%	78.1%	-23.0%	485	-13.8K	-169	0.00	99.64	N/A	N/A	0	6	257	79
2023-06-27	$5.85	$5.00	107.0%	30.7%	75.6%	10.5%	0.0%	101.0%	1.3%	309	-16.1K	-97	0.00	101.63	N/A	N/A	0	0	257	85
2023-06-28	$6.02	$5.00	106.9%	30.7%	76.2%	10.5%	96.5%	20.3%	-17.6%	478	-15.0K	-154	0.00	100.80	N/A	N/A	5	0	262	85
2023-06-29	$5.79	$5.00	167.7%	48.1%	74.5%	27.0%	78.8%	44.4%	-52.4%	567	-19.6K	-162	0.10	116.47	N/A	N/A	10	1	267	85
2023-06-30	$6.34	$5.00	141.2%	40.5%	79.0%	19.8%	138.4%	41.5%	34.9%	740	-31.3K	-200	0.00	113.26	N/A	N/A	0	8	267	85