DSGN Options History — September 2023

In September 2023, DSGN traded between $2.38 and $2.71. ATM implied volatility averaged 80.8%, placing in the 5.2% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded below realized volatility by 102.6% (HV 20d: 183.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.02.

Notable Days

  • 2023-09-06: Highest Volume — 123 contracts
  • 2023-09-14: Largest IV spike — 56.4% change
  • 2023-09-11: Highest IV Rank — 14.8%
  • 2023-09-18: Largest Expected Move — 28.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.53$2.38$2.71$2.50$2.38
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV80.8%57.6%122.7%95.9%61.8%
Expected Move22.7%16.5%28.3%27.5%17.7%
HV 20d183.5%31.6%444.6%443.3%31.6%
HV 60d259.8%258.1%261.3%261.3%258.1%
IV Rank5.2%0.0%14.8%7.4%1.1%
IV Percentile10.9%0.0%59.1%17.1%0.8%
Term Structure6.9%-62.2%139.8%-9.9%-5.4%
VWIV84.0%66.6%96.5%95.9%66.6%
Skew 25d-5.7%-113.0%21.0%14.0%-27.0%
Skew 10d-8.1%-156.2%26.2%20.3%-38.1%
Call IV 25d85.1%63.9%230.4%72.5%83.2%
Put IV 25d79.4%56.2%117.4%86.5%56.2%
Bid-Ask Spread %81.1362.3494.8389.8392.85
Gamma HHI0.790.500.970.700.96
Net GEX1.1K4162.5K1.7K667
Net DEX-109.9K-196.9K-18.0K-124.3K-18.0K
Net VEX-1.4K-1.5K-1.3K-1.5K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.180.000.00
Total Volume27.750123390
Total OI3,345.953,2023,5243,4193,210

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$2.50$2.5095.9%27.5%443.3%7.4%95.9%14.0%-9.9%1.7K-124.3K-1.5K0.0089.83N/AN/A3902,1141,305
2023-09-05$2.54$2.50111.6%27.8%444.0%11.7%96.5%17.9%-7.0%1.9K-119.3K-1.5K0.0268.08N/AN/A9922,1071,305
2023-09-06$2.62$2.5069.0%22.3%444.5%0.1%75.9%9.5%-1.2%546-170.5K-1.5K0.0062.34N/AN/A12302,1761,307
2023-09-07$2.60$2.5073.0%22.8%444.5%1.2%0.0%10.7%-2.3%2.1K-127.4K-1.5K0.0488.22N/AN/A9042,1371,306
2023-09-08$2.66$2.5093.5%21.4%444.3%6.8%0.0%21.0%13.2%2.4K-152.6K-1.5K0.0077.07N/AN/A1702,2221,302
2023-09-11$2.67$2.50122.7%27.7%444.0%14.8%0.0%17.1%-13.5%2.5K-146.4K-1.5K0.0069.18N/AN/A402,2191,302
2023-09-12$2.71$2.5080.0%26.4%444.6%3.1%93.0%-113.0%-15.6%2.2K-194.3K-1.4K0.0272.61N/AN/A10722,2191,302
2023-09-13$2.67$2.5057.6%16.5%42.7%0.0%0.0%-6.4%9.8%2.2K-187.3K-1.4K0.0068.90N/AN/A902,2171,300
2023-09-14$2.70$2.5090.0%25.8%42.5%8.6%89.5%13.5%139.8%513-196.9K-1.5K0.1875.41N/AN/A1122,2171,300
2023-09-15$2.56$2.5064.9%18.6%48.2%1.9%0.0%-8.9%-62.2%521-179.6K-1.4K0.0093.23N/AN/A1602,2111,302
2023-09-18$2.54$2.5098.7%28.3%47.5%10.9%0.0%14.3%-29.0%589-89.2K-1.4K0.0085.56N/AN/A001,9261,278
2023-09-19$2.49$2.5097.4%27.9%46.1%10.6%0.0%8.2%-32.9%571-89.9K-1.4K0.0087.80N/AN/A101,9261,278
2023-09-20$2.46$2.5070.4%20.2%46.2%3.4%70.5%-6.4%-0.1%602-80.7K-1.4K0.0093.60N/AN/A1301,9261,278
2023-09-21$2.42$2.5066.3%19.0%47.0%2.3%0.0%-16.7%-3.7%518-60.3K-1.3K0.0083.35N/AN/A501,9261,278
2023-09-22$2.42$2.5077.5%22.2%45.6%5.3%0.0%-5.1%-2.9%420-53.0K-1.3K0.0078.31N/AN/A001,9241,278
2023-09-25$2.38$2.5087.0%24.9%46.2%7.8%0.0%-3.4%-24.0%416-68.1K-1.3K0.0066.73N/AN/A001,9241,278
2023-09-26$2.44$2.5071.7%20.5%40.5%3.7%0.0%-22.2%81.5%492-48.8K-1.3K0.0094.39N/AN/A801,9241,278
2023-09-27$2.46$2.5067.0%19.2%37.8%2.5%66.6%-13.4%98.7%680-55.4K-1.3K0.0094.83N/AN/A301,9291,278
2023-09-28$2.42$2.5061.0%17.5%38.4%0.9%0.0%-18.2%4.1%823-36.2K-1.3K0.0080.37N/AN/A001,9321,278
2023-09-29$2.38$2.5061.8%17.7%31.6%1.1%0.0%-27.0%-5.4%667-18.0K-1.3K0.0092.85N/AN/A001,9321,278