DSGN Options History — December 2023

In December 2023, DSGN traded between $2.35 and $2.75. ATM implied volatility averaged 81.6%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 26.7% (HV 20d: 54.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.58.

Notable Days

2023-12-15: Highest Volume — 175 contracts
2023-12-26: Largest IV spike — 42.6% change
2023-12-11: Highest IV Rank — 25.7%
2023-12-01: Largest Expected Move — 25.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.56	$2.35	$2.75	$2.50	$2.65
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	81.6%	41.3%	136.6%	89.9%	75.4%
Expected Move	19.5%	11.8%	25.8%	25.8%	21.6%
HV 20d	54.9%	41.8%	64.4%	64.4%	41.8%
HV 60d	47.4%	46.2%	48.9%	47.1%	48.4%
IV Rank	11.2%	0.0%	25.7%	11.5%	11.6%
IV Percentile	27.4%	0.0%	77.4%	25.4%	19.0%
Term Structure	19.1%	-22.0%	128.5%	-22.0%	-3.5%
VWIV	66.7%	42.1%	98.9%	98.9%	74.9%
Skew 25d	-6.2%	-54.5%	15.4%	-11.5%	-8.3%
Skew 10d	-11.2%	-81.3%	13.8%	-15.4%	-11.8%
Call IV 25d	76.6%	63.9%	115.7%	74.1%	84.5%
Put IV 25d	70.4%	55.0%	87.7%	62.6%	76.2%
Bid-Ask Spread %	75.80	48.86	97.07	48.86	97.07
Gamma HHI	0.93	0.83	0.99	0.99	0.93
Net GEX	-362	-1.5K	1.1K	261	-1.0K
Net DEX	-60.7K	-164.1K	-9.8K	-9.8K	-81.5K
Net VEX	-739	-916	-512	-901	-599
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.58	0.00	4.00	1.13	0.17
Total Volume	24.45	0	175	113	48
Total OI	2,527.45	2,414	2,673	2,602	2,450

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
2023-12-01	$2.50	$2.50	89.9%	25.8%	64.4%	11.5%	98.9%	-11.5%	-22.0%	261	-9.8K	-901	1.13	48.86	N/A	N/A	53	60	1,356	1,246
2023-12-04	$2.49	$2.50	94.7%	22.5%	62.1%	12.8%	78.6%	-37.3%	-12.0%	446	-41.6K	-916	0.00	84.06	N/A	N/A	22	0	1,365	1,286
2023-12-05	$2.45	$2.50	106.3%	20.8%	62.5%	15.7%	72.5%	-4.9%	-2.8%	401	-15.4K	-906	0.00	73.61	N/A	N/A	2	0	1,387	1,286
2023-12-06	$2.44	$2.50	136.6%	22.1%	62.5%	23.5%	0.0%	4.5%	1.4%	235	-34.5K	-895	0.00	83.13	N/A	N/A	72	0	1,385	1,266
2023-12-07	$2.41	$2.50	119.2%	22.4%	59.6%	19.0%	0.0%	4.6%	-4.2%	265	-23.4K	-828	0.00	77.28	N/A	N/A	0	0	1,315	1,266
2023-12-08	$2.44	$2.50	119.4%	21.9%	58.4%	19.1%	0.0%	-0.3%	0.2%	338	-23.6K	-833	0.00	90.33	N/A	N/A	0	0	1,315	1,266
2023-12-11	$2.35	$2.50	119.7%	21.2%	60.7%	25.7%	0.0%	-3.4%	-5.0%	462	-30.9K	-760	0.00	62.62	N/A	N/A	0	0	1,315	1,266
2023-12-12	$2.45	$2.50	114.1%	23.7%	61.2%	23.8%	0.0%	4.8%	-14.6%	1.1K	-21.1K	-788	0.00	64.01	N/A	N/A	0	0	1,315	1,266
2023-12-13	$2.55	$2.50	78.2%	22.4%	52.2%	11.4%	0.0%	9.0%	6.9%	902	-30.3K	-779	0.00	68.87	N/A	N/A	0	0	1,315	1,266
2023-12-14	$2.58	$2.50	78.4%	22.5%	52.2%	11.5%	0.0%	15.4%	0.0%	650	-42.9K	-764	0.00	73.92	N/A	N/A	10	0	1,315	1,266
2023-12-15	$2.63	$2.50	53.6%	15.4%	49.4%	3.0%	0.0%	-6.8%	0.0%	-1.3K	-96.8K	-745	4.00	69.09	N/A	N/A	35	140	1,325	1,266
2023-12-18	$2.59	$2.50	53.0%	15.2%	50.1%	2.8%	0.0%	-8.8%	128.5%	-1.2K	-55.1K	-721	0.00	71.79	N/A	N/A	4	0	1,148	1,266
2023-12-19	$2.63	$2.50	53.5%	15.3%	50.2%	3.0%	0.0%	-9.6%	24.0%	-1.3K	-61.0K	-698	0.00	66.88	N/A	N/A	1	0	1,152	1,266
2023-12-20	$2.60	$2.50	71.0%	20.4%	49.8%	9.0%	0.0%	2.2%	5.5%	-1.1K	-30.8K	-708	2.50	71.76	N/A	N/A	4	10	1,153	1,266
2023-12-21	$2.54	$2.50	57.9%	16.6%	50.9%	4.5%	0.0%	-12.0%	62.0%	-1.2K	-54.7K	-693	0.00	67.04	N/A	N/A	0	0	1,157	1,276
2023-12-22	$2.69	$2.50	41.3%	11.8%	54.0%	0.0%	0.0%	-54.5%	58.6%	-1.5K	-145.6K	-588	0.00	84.86	N/A	N/A	11	0	1,157	1,276
2023-12-26	$2.71	$2.50	58.8%	16.9%	51.8%	6.0%	42.1%	7.1%	62.9%	-1.2K	-126.5K	-590	0.00	76.37	N/A	N/A	1	0	1,167	1,276
2023-12-27	$2.69	$2.50	55.8%	16.0%	52.1%	4.9%	50.8%	-5.6%	24.6%	-1.3K	-125.2K	-565	0.33	89.51	N/A	N/A	3	1	1,168	1,276
2023-12-28	$2.75	$2.50	54.9%	15.7%	52.1%	4.6%	48.8%	-8.3%	34.1%	-1.2K	-164.1K	-512	0.00	95.04	N/A	N/A	12	0	1,165	1,276
2023-12-29	$2.65	$2.50	75.4%	21.6%	41.8%	11.6%	74.9%	-8.3%	-3.5%	-1.0K	-81.5K	-599	0.17	97.07	N/A	N/A	41	7	1,174	1,276