DSGN Options History — August 2023 In August 2023, DSGN traded between $2.02 and $7.72. ATM implied volatility averaged 109.6%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 30.8%. IV traded below realized volatility by 164.5% (HV 20d: 274.1%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.24.
Notable Days 2023-08-22 : Highest Volume — 1,583 contracts2023-08-03 : Largest IV drop — 32.7% change2023-08-01 : Highest IV Rank — 24.4%2023-08-01 : Largest Expected Move — 45.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.49 $2.02 $7.72 $7.72 $2.49 Max Pain $2.86 $2.50 $5.00 $5.00 $2.50 ATM IV 109.6% 79.5% 158.1% 158.1% 86.8% Expected Move 30.8% 22.8% 45.3% 45.3% 24.9% HV 20d 274.1% 53.9% 443.4% 55.6% 443.4% HV 60d 180.3% 70.0% 262.6% 77.8% 261.7% IV Rank 11.2% 3.0% 24.4% 24.4% 5.0% IV Percentile 39.6% 2.8% 83.3% 83.3% 5.6% Term Structure -0.6% -85.4% 45.9% -85.4% 23.7% VWIV 102.2% 55.0% 140.8% 77.5% 86.8% Skew 25d 12.1% -68.0% 75.1% 19.8% 32.4% Skew 10d 5.6% -176.6% 90.0% 9.5% 46.6% Call IV 25d 91.2% 58.5% 158.6% 91.7% 77.2% Put IV 25d 103.4% 75.0% 149.3% 111.5% 109.7% Bid-Ask Spread % 95.03 45.76 129.06 129.06 86.71 Gamma HHI 0.53 0.44 0.69 0.48 0.60 Net GEX 423 -92 1.9K 667 1.9K Net DEX -16.8K -100.9K 25.0K -27.4K -100.9K Net VEX -535 -1.6K -5 -109 -1.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.24 0.00 1.00 0.00 0.24 Total Volume 249.435 0 1,583 1 57 Total OI 1,390.739 125 3,400 129 3,400
Daily Data (23 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 2023-08-01 $7.72 $5.00 158.1% 45.3% 55.6% 24.4% 77.5% 19.8% -85.4% 667 -27.4K -109 0.00 129.06 N/A N/A 1 0 106 23 2023-08-02 $7.68 $5.00 157.6% 45.2% 55.8% 24.3% 0.0% 8.7% -17.3% 662 -33.3K -114 0.00 118.38 N/A N/A 4 0 107 23 2023-08-03 $7.62 $0.00 106.1% 28.9% 55.7% 10.2% 0.0% 14.6% -1.7% 707 -21.1K -96 0.00 87.01 N/A N/A 0 0 107 23 2023-08-04 $7.68 $0.00 126.6% 29.0% 53.9% 15.8% 0.0% 21.8% 1.3% 719 -23.2K -99 1.00 88.47 N/A N/A 1 1 107 23 2023-08-07 $7.27 $0.00 108.5% 29.1% 57.1% 10.9% 0.0% 15.6% -3.3% 520 -14.6K -79 0.00 82.61 N/A N/A 0 0 108 24 2023-08-08 $7.33 $0.00 111.2% 29.0% 56.9% 11.6% 0.0% 9.9% 11.2% 515 -15.7K -79 0.00 90.19 N/A N/A 0 5 108 24 2023-08-09 $7.30 $0.00 101.5% 29.1% 55.3% 9.0% 0.0% 19.5% -29.2% 493 -17.0K -68 0.00 81.41 N/A N/A 0 1 108 17 2023-08-10 $7.51 $0.00 98.5% 28.2% 55.9% 8.1% 0.0% 30.4% 5.4% 549 -18.4K -68 0.00 121.26 N/A N/A 0 0 108 18 2023-08-11 $7.67 $0.00 105.2% 30.2% 56.2% 10.0% 0.0% 27.0% -6.2% 595 -18.0K -71 0.00 97.10 N/A N/A 0 0 108 18 2023-08-14 $7.32 $0.00 98.9% 28.3% 59.1% 8.3% 0.0% 75.1% 25.4% 404 -15.3K -63 0.00 108.77 N/A N/A 4 0 108 18 2023-08-15 $2.13 $0.00 103.3% 29.6% 442.9% 9.5% 99.7% 8.2% 45.9% 4 3.3K -5 0.30 45.76 N/A N/A 1,048 317 111 18 2023-08-16 $2.13 $2.50 121.3% 34.8% 443.0% 14.4% 122.0% 21.2% 29.7% 193 13.6K -311 0.04 72.27 N/A N/A 710 28 1,152 432 2023-08-17 $2.13 $2.50 127.5% 36.6% 442.4% 16.1% 140.8% -0.5% -27.0% 179 11.2K -295 0.04 105.91 N/A N/A 258 11 1,554 408 2023-08-18 $2.09 $2.50 113.8% 32.6% 441.5% 12.3% 117.3% -0.4% -0.5% 138 15.5K -329 0.86 96.66 N/A N/A 141 121 1,562 409 2023-08-21 $2.02 $2.50 91.4% 26.2% 441.4% 6.2% 102.2% -68.0% 14.0% 60 4.2K -366 0.81 96.58 N/A N/A 277 225 804 433 2023-08-22 $2.08 $2.50 98.7% 28.3% 441.9% 8.2% 96.3% -57.5% 1.6% -92 25.0K -586 0.67 103.09 N/A N/A 947 636 1,047 657 2023-08-23 $2.09 $2.50 79.5% 22.8% 441.9% 3.0% 55.0% 22.4% 12.1% -58 10.4K -1.3K 0.00 105.69 N/A N/A 182 0 1,767 1,292 2023-08-24 $2.04 $2.50 93.3% 26.7% 442.1% 6.7% 74.3% 37.8% 13.4% 54 -13.1K -1.2K 0.00 90.05 N/A N/A 1 0 1,779 1,292 2023-08-25 $2.08 $2.50 83.0% 23.8% 439.2% 3.9% 0.0% 48.9% 11.0% 9 -10.5K -1.2K 0.00 94.30 N/A N/A 2 0 1,780 1,292 2023-08-28 $2.23 $2.50 109.8% 31.5% 439.7% 11.2% 111.4% -6.6% -24.0% 55 -18.2K -1.3K 0.00 102.64 N/A N/A 225 1 1,781 1,292 2023-08-29 $2.33 $2.50 116.1% 33.3% 441.4% 13.0% 119.4% 4.2% -27.4% 153 -38.7K -1.4K 0.04 97.96 N/A N/A 352 14 1,772 1,292 2023-08-30 $2.34 $2.50 124.2% 35.6% 441.6% 15.2% 125.5% -5.1% 13.4% 1.3K -84.6K -1.5K 0.01 83.81 N/A N/A 166 1 2,081 1,294 2023-08-31 $2.49 $2.50 86.8% 24.9% 443.4% 5.0% 86.8% 32.4% 23.7% 1.9K -100.9K -1.6K 0.24 86.71 N/A N/A 46 11 2,106 1,294
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