DSGN Options History — July 2023 In July 2023, DSGN traded between $6.29 and $8.16. ATM implied volatility averaged 111.1%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 31.3%. IV traded above realized volatility by 50.6% (HV 20d: 60.5%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.82.
Notable Days 2023-07-14 : Highest Volume — 11 contracts2023-07-07 : Largest IV spike — 78.9% change2023-07-03 : Highest IV Rank — 25.0%2023-07-03 : Largest Expected Move — 46.0%Monthly Statistics Metric Avg Min Max Open Close Price $7.00 $6.29 $8.16 $6.43 $8.16 Max Pain $8.00 $5.00 $10.00 $5.00 $5.00 ATM IV 111.1% 72.5% 160.4% 160.4% 117.1% Expected Move 31.3% 20.0% 46.0% 46.0% 33.6% HV 20d 60.5% 45.4% 77.3% 77.3% 50.1% HV 60d 79.0% 75.3% 80.6% 80.6% 77.7% IV Rank 11.6% 1.1% 25.0% 25.0% 13.2% IV Percentile 43.4% 0.4% 84.5% 84.5% 57.1% Term Structure 1.9% -42.8% 133.9% 40.5% -42.8% VWIV 106.9% 70.5% 158.9% 158.9% 78.1% Skew 25d 31.5% -15.3% 144.1% 33.9% 37.4% Skew 10d 47.9% -21.6% 191.5% 70.5% 33.8% Call IV 25d 111.7% 72.3% 208.8% 121.7% 87.6% Put IV 25d 143.2% 95.0% 352.9% 155.6% 125.0% Bid-Ask Spread % 114.42 90.84 143.73 109.85 125.86 Gamma HHI 0.61 0.42 0.82 0.66 0.51 Net GEX 611 301 883 644 883 Net DEX -29.5K -46.0K -15.6K -33.3K -32.2K Net VEX -131 -203 -87 -203 -107 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.82 0.00 3.50 2.00 0.00 Total Volume 3.45 0 11 0 1 Total OI 294.4 125 369 360 125
Daily Data (20 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 2023-07-03 $6.43 $5.00 160.4% 46.0% 77.3% 25.0% 0.0% 33.9% 40.5% 644 -33.3K -203 0.00 109.85 N/A N/A 0 0 267 93 2023-07-05 $6.54 $5.00 141.4% 40.5% 76.1% 19.9% 158.9% 42.1% -28.6% 754 -35.5K -197 0.00 116.95 N/A N/A 0 6 267 93 2023-07-06 $6.48 $10.00 72.5% 25.6% 76.3% 1.1% 0.0% 61.5% 26.3% 412 -22.2K -109 0.00 123.47 N/A N/A 0 1 267 99 2023-07-07 $6.29 $10.00 129.8% 20.0% 75.0% 16.7% 0.0% 144.1% -0.5% 301 -15.6K -87 2.00 123.83 N/A N/A 1 2 267 100 2023-07-10 $6.56 $10.00 99.6% 33.1% 72.5% 8.5% 0.0% 35.6% -24.4% 628 -30.6K -161 3.00 131.04 N/A N/A 1 3 267 96 2023-07-11 $6.68 $10.00 110.4% 29.5% 69.7% 11.4% 0.0% 60.4% -10.9% 635 -29.1K -152 1.00 97.98 N/A N/A 1 1 266 94 2023-07-12 $6.96 $10.00 101.5% 29.1% 70.2% 9.0% 0.0% 73.5% -10.3% 792 -39.1K -167 0.29 95.95 N/A N/A 7 2 266 95 2023-07-13 $6.89 $10.00 102.9% 29.5% 67.2% 9.4% 0.0% 8.7% -8.7% 725 -35.8K -153 0.00 99.67 N/A N/A 1 0 264 94 2023-07-14 $6.96 $10.00 99.9% 28.6% 58.4% 8.5% 0.0% 54.1% -8.2% 835 -46.0K -175 0.00 98.94 N/A N/A 0 11 264 94 2023-07-17 $6.98 $10.00 103.0% 29.5% 58.5% 9.4% 0.0% 33.1% -6.4% 344 -30.0K -116 3.50 93.95 N/A N/A 2 7 264 104 2023-07-18 $7.04 $10.00 101.8% 29.2% 57.6% 9.1% 0.0% 8.9% -4.9% 341 -32.4K -115 0.00 90.84 N/A N/A 0 0 264 104 2023-07-19 $6.98 $10.00 101.8% 29.2% 54.2% 9.0% 70.5% 15.6% -4.5% 380 -31.5K -109 0.00 100.44 N/A N/A 3 0 264 104 2023-07-20 $7.17 $10.00 129.8% 37.2% 51.2% 16.7% 0.0% 19.7% 133.9% 681 -41.8K -122 0.00 143.73 N/A N/A 0 0 265 104 2023-07-21 $7.36 $10.00 114.7% 32.9% 51.4% 12.6% 120.0% 6.6% 4.4% 519 -26.4K -106 0.00 126.44 N/A N/A 0 6 265 104 2023-07-24 $7.22 $5.00 115.0% 33.0% 49.0% 12.6% 0.0% -6.0% -25.0% 582 -19.4K -104 0.00 138.79 N/A N/A 1 0 114 19 2023-07-25 $7.27 $5.00 110.2% 31.6% 45.4% 11.4% 0.0% -15.3% -27.9% 656 -20.6K -106 0.00 110.40 N/A N/A 1 0 113 19 2023-07-26 $7.32 $5.00 95.9% 27.5% 45.4% 7.4% 0.0% 9.8% 0.4% 621 -20.6K -104 0.00 112.76 N/A N/A 1 0 114 19 2023-07-27 $7.00 $5.00 122.2% 35.0% 49.0% 14.6% 0.0% 11.0% 20.1% 660 -22.0K -109 0.00 138.14 N/A N/A 0 0 116 19 2023-07-28 $7.72 $5.00 92.1% 26.4% 55.4% 6.4% 0.0% -5.4% 15.5% 817 -25.4K -113 0.00 109.31 N/A N/A 10 0 116 19 2023-07-31 $8.16 $5.00 117.1% 33.6% 50.1% 13.2% 78.1% 37.4% -42.8% 883 -32.2K -107 0.00 125.86 N/A N/A 1 0 106 19
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