DSGN Options History — October 2023

In October 2023, DSGN traded between $2.04 and $2.34. ATM implied volatility averaged 83.0%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded above realized volatility by 46.7% (HV 20d: 36.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-10-04: Highest Volume — 333 contracts
  • 2023-10-23: Largest IV spike — 120.2% change
  • 2023-10-23: Highest IV Rank — 29.4%
  • 2023-10-23: Largest Expected Move — 46.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.17$2.04$2.34$2.27$2.04
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV83.0%49.4%162.8%70.3%68.3%
Expected Move24.7%14.6%46.7%20.1%19.6%
HV 20d36.3%32.3%38.1%35.2%34.7%
HV 60d257.3%256.0%258.2%258.2%256.0%
IV Rank8.5%0.0%29.4%3.4%4.9%
IV Percentile18.4%0.0%86.5%3.2%5.2%
Term Structure-5.1%-69.9%199.2%-14.7%11.4%
VWIV73.9%50.2%114.4%65.9%59.2%
Skew 25d-23.7%-59.0%64.3%-32.9%-31.4%
Skew 10d-49.2%-87.5%45.3%-46.5%-65.5%
Call IV 25d102.0%69.8%147.5%92.7%112.4%
Put IV 25d78.3%46.0%210.9%59.8%81.0%
Bid-Ask Spread %74.5220.83103.8470.8220.83
Gamma HHI0.970.831.000.960.97
Net GEX184-7772.3K463-432
Net DEX48.0K-2.1K85.1K10.5K66.2K
Net VEX-1.0K-1.3K-858-1.2K-871
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume20.1820333010
Total OI3,078.1362,3623,4833,2102,366

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$2.27$2.5070.3%20.1%35.2%3.4%0.0%-32.9%-14.7%46310.5K-1.2K0.0070.82N/AN/A001,9321,278
2023-10-03$2.29$2.5071.5%20.5%34.8%3.7%65.9%-21.3%-34.0%5395.8K-1.2K0.0073.78N/AN/A0541,9321,278
2023-10-04$2.25$2.5051.0%14.6%32.3%0.0%50.2%-13.2%199.2%27056.9K-1.1K0.0087.07N/AN/A33301,9321,332
2023-10-05$2.34$0.0062.0%25.9%36.3%2.9%0.0%-32.9%-28.4%1.9K1.6K-1.3K0.0092.06N/AN/A0172,1511,332
2023-10-06$2.31$0.0049.4%22.3%34.8%0.0%0.0%-32.3%-11.5%2.3K2.1K-1.2K0.0075.85N/AN/A002,1511,315
2023-10-09$2.23$0.0060.2%20.9%35.9%2.8%79.5%-31.5%1.6%1.4K37.6K-1.2K0.0083.19N/AN/A022,1511,315
2023-10-10$2.29$2.5057.5%16.3%37.2%2.1%0.0%-34.8%-0.2%2.0K11.6K-1.2K0.0057.80N/AN/A002,1511,317
2023-10-11$2.24$2.5072.0%20.6%37.4%5.9%0.0%-4.0%-14.9%1.5K31.3K-1.2K0.0058.19N/AN/A1502,1511,317
2023-10-12$2.17$2.5074.5%21.4%37.5%6.5%0.0%-18.8%-16.2%-51567.8K-1.0K0.0083.12N/AN/A012,1361,317
2023-10-13$2.15$2.50108.8%31.2%34.0%15.4%0.0%-33.7%-25.4%-44185.1K-9840.0099.16N/AN/A002,1361,318
2023-10-16$2.19$2.5090.9%26.1%35.4%10.8%0.0%-40.2%-45.8%-77773.0K-1.0K0.0068.53N/AN/A002,1361,318
2023-10-17$2.21$2.5095.2%27.3%35.5%11.9%0.0%-34.9%-34.9%-53650.2K-1.1K0.0060.95N/AN/A002,1361,318
2023-10-18$2.13$2.50102.7%29.4%37.1%13.8%0.0%-22.1%-69.9%-49977.3K-1.0K0.0063.80N/AN/A102,1361,318
2023-10-19$2.17$2.50144.2%41.3%38.0%24.6%114.4%-30.2%0.0%-46175.0K-9870.0079.36N/AN/A302,1371,293
2023-10-20$2.15$2.5073.9%21.2%38.0%6.4%0.0%64.3%-34.6%-219-2.1K-1.0K0.00101.22N/AN/A102,1401,293
2023-10-23$2.16$2.50162.8%46.7%37.9%29.4%0.0%6.1%-63.7%-23063.0K-8580.0085.80N/AN/A001,1141,248
2023-10-24$2.08$2.50110.1%31.6%37.9%15.7%0.0%-59.0%-26.0%-51445.3K-9400.00103.84N/AN/A201,1141,248
2023-10-25$2.04$2.5058.9%16.9%37.7%2.4%59.2%-28.4%19.2%-44379.0K-9080.0095.07N/AN/A501,1161,248
2023-10-26$2.06$2.5086.8%24.9%38.1%9.7%0.0%-30.6%63.6%-42466.5K-9050.0030.26N/AN/A001,1181,248
2023-10-27$2.04$2.5088.3%25.3%38.0%10.1%0.0%-29.7%5.7%-37473.0K-8760.0082.73N/AN/A001,1181,248
2023-10-30$2.04$2.5066.4%19.0%35.1%4.4%0.0%-29.3%12.6%-43978.9K-8830.0066.13N/AN/A001,1181,248
2023-10-31$2.04$2.5068.3%19.6%34.7%4.9%0.0%-31.4%11.4%-43266.2K-8710.0020.83N/AN/A1001,1181,248