DSGN Options History — November 2023 In November 2023, DSGN traded between $2.00 and $2.41. ATM implied volatility averaged 83.7%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 37.5% (HV 20d: 46.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.01.
Notable Days 2023-11-09 : Highest Volume — 226 contracts2023-11-06 : Largest IV spike — 147.3% change2023-11-06 : Highest IV Rank — 44.1%2023-11-08 : Largest Expected Move — 52.3%Monthly Statistics Metric Avg Min Max Open Close Price $2.17 $2.00 $2.41 $2.02 $2.41 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 83.7% 44.9% 219.5% 68.8% 54.5% Expected Move 22.4% 12.9% 52.3% 19.7% 15.6% HV 20d 46.1% 31.2% 63.6% 34.5% 63.6% HV 60d 94.2% 41.1% 256.3% 255.9% 46.5% IV Rank 9.1% 0.0% 44.1% 5.0% 2.5% IV Percentile 19.9% 0.0% 95.6% 6.0% 3.2% Term Structure 2.9% -194.7% 60.0% 14.2% -2.1% VWIV 98.7% 49.9% 286.0% 85.5% 59.6% Skew 25d -11.4% -49.3% 96.8% -8.5% -10.5% Skew 10d -46.1% -101.7% 47.9% -53.2% -18.3% Call IV 25d 98.4% 67.5% 126.5% 121.0% 67.5% Put IV 25d 87.0% 45.3% 219.6% 112.6% 57.0% Bid-Ask Spread % 66.44 29.50 102.31 71.54 85.81 Gamma HHI 0.99 0.92 1.00 0.96 1.00 Net GEX 443 -643 1.8K -263 1.8K Net DEX 70.0K 13.1K 101.3K 101.3K 13.1K Net VEX -845 -1.0K -730 -748 -910 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.01 0.00 0.15 0.00 0.00 Total Volume 28.524 0 226 7 21 Total OI 2,621.762 2,375 2,760 2,376 2,760
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 2023-11-01 $2.02 $2.50 68.8% 19.7% 34.5% 5.0% 0.0% -8.5% 14.2% -263 101.3K -748 0.00 71.54 N/A N/A 7 0 1,128 1,248 2023-11-02 $2.05 $0.00 73.3% 22.3% 31.2% 6.2% 85.5% -35.0% -6.5% -395 90.2K -843 0.00 46.03 N/A N/A 15 0 1,127 1,248 2023-11-03 $2.17 $2.50 88.8% 41.9% 38.4% 10.2% 0.0% -49.3% -40.9% -643 36.0K -945 0.00 70.42 N/A N/A 0 0 1,142 1,248 2023-11-06 $2.16 $2.50 219.5% 20.7% 36.5% 44.1% 0.0% -34.8% -4.8% -442 62.3K -906 0.00 76.68 N/A N/A 0 0 1,142 1,248 2023-11-07 $2.15 $2.50 148.7% 33.6% 34.9% 25.7% 0.0% -36.5% -30.2% -574 79.0K -857 0.00 87.21 N/A N/A 10 0 1,142 1,248 2023-11-08 $2.05 $2.50 182.3% 52.3% 37.8% 34.5% 286.0% -8.3% -194.7% -312 93.6K -784 0.00 67.96 N/A N/A 90 0 1,142 1,248 2023-11-09 $2.00 $2.50 87.7% 25.1% 37.2% 9.9% 71.4% -34.3% 22.8% -113 88.7K -763 0.00 101.66 N/A N/A 226 0 1,232 1,248 2023-11-10 $2.01 $2.50 52.3% 15.0% 37.3% 0.7% 49.9% 74.1% 60.0% 455 93.0K -730 0.15 37.75 N/A N/A 20 3 1,457 1,248 2023-11-13 $2.08 $2.50 51.7% 14.8% 38.9% 0.6% 0.0% 96.8% 56.4% 603 95.2K -751 0.00 29.58 N/A N/A 0 0 1,437 1,251 2023-11-14 $2.30 $2.50 73.4% 21.0% 53.4% 6.2% 78.2% -6.9% -11.4% 545 30.2K -1.0K 0.00 59.87 N/A N/A 92 0 1,437 1,251 2023-11-15 $2.29 $2.50 73.7% 21.1% 51.5% 6.3% 0.0% 17.3% 2.9% 673 43.6K -930 0.00 88.40 N/A N/A 0 0 1,455 1,248 2023-11-16 $2.20 $2.50 82.7% 23.7% 53.4% 8.6% 0.0% 1.0% 47.1% 589 72.3K -847 0.00 102.31 N/A N/A 0 0 1,455 1,249 2023-11-17 $2.23 $2.50 53.9% 15.5% 53.4% 1.2% 60.2% -42.6% 1.7% 784 39.9K -947 0.00 95.00 N/A N/A 102 0 1,455 1,248 2023-11-20 $2.25 $2.50 89.3% 25.6% 53.5% 10.4% 0.0% -38.1% 19.3% 634 46.6K -926 0.00 48.02 N/A N/A 1 0 1,511 1,246 2023-11-21 $2.21 $2.50 51.2% 14.7% 52.0% 0.5% 0.0% -43.3% 35.9% 1.1K 72.3K -861 0.00 29.50 N/A N/A 2 0 1,512 1,246 2023-11-22 $2.21 $2.50 47.2% 13.5% 51.3% 0.0% 0.0% -32.3% 17.5% 1.1K 90.2K -830 0.00 37.58 N/A N/A 0 0 1,514 1,246 2023-11-24 $2.24 $2.50 67.8% 19.4% 51.4% 5.3% 0.0% -43.3% 14.4% 1.0K 76.1K -855 0.00 39.08 N/A N/A 0 0 1,514 1,246 2023-11-27 $2.17 $2.50 70.9% 20.3% 52.8% 6.1% 0.0% -6.6% 29.1% 889 88.1K -764 0.00 75.10 N/A N/A 0 0 1,514 1,246 2023-11-28 $2.17 $2.50 44.9% 12.9% 52.8% 0.0% 0.0% -6.5% 23.4% 617 91.8K -776 0.00 68.26 N/A N/A 0 0 1,514 1,246 2023-11-29 $2.17 $2.50 74.0% 21.2% 52.8% 7.5% 0.0% 7.2% 6.1% 1.3K 66.7K -777 0.00 77.38 N/A N/A 10 0 1,514 1,246 2023-11-30 $2.41 $2.50 54.5% 15.6% 63.6% 2.5% 59.6% -10.5% -2.1% 1.8K 13.1K -910 0.00 85.81 N/A N/A 21 0 1,514 1,246
« Oct 2023 | All History | Dec 2023 » Home DSGN History November 2023