DSGN Options History — January 2024

In January 2024, DSGN traded between $2.33 and $2.63. ATM implied volatility averaged 71.0%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 27.5% (HV 20d: 43.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.04.

Notable Days

2024-01-04: Highest Volume — 92 contracts
2024-01-29: Largest IV spike — 88.5% change
2024-01-30: Highest IV Rank — 22.7%
2024-01-30: Largest Expected Move — 31.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.44	$2.33	$2.63	$2.54	$2.37
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	71.0%	44.4%	108.0%	72.0%	82.0%
Expected Move	19.9%	12.7%	31.0%	20.7%	23.5%
HV 20d	43.5%	40.5%	46.4%	43.2%	44.3%
HV 60d	49.0%	47.3%	51.5%	48.6%	51.4%
IV Rank	10.1%	1.1%	22.7%	10.5%	13.8%
IV Percentile	18.4%	0.4%	61.1%	15.9%	28.6%
Term Structure	-2.5%	-94.6%	22.8%	-23.1%	1.1%
VWIV	73.7%	56.3%	96.5%	68.4%	96.5%
Skew 25d	-43.3%	-65.8%	-20.8%	-65.8%	-20.8%
Skew 10d	-49.2%	-66.3%	-32.2%	-66.3%	-32.2%
Call IV 25d	99.3%	93.1%	105.5%	105.5%	93.1%
Put IV 25d	56.0%	39.7%	72.3%	39.7%	72.3%
Bid-Ask Spread %	64.00	26.06	94.22	60.99	84.29
Gamma HHI	0.89	0.77	0.97	0.91	0.79
Net GEX	-473	-2.3K	367	-751	315
Net DEX	5.2K	-284.8K	278.7K	-30.0K	-16.2K
Net VEX	-247	-573	-70	-573	-78
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.00	0.50	0.00	0.00
Total Volume	6.238	0	92	5	0
Total OI	1,617.762	187	2,498	2,479	210

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
2024-01-02	$2.54	$2.50	72.0%	20.7%	43.2%	10.5%	0.0%	-65.8%	-23.1%	-751	-30.0K	-573	0.00	60.99	N/A	N/A	5	0	1,201	1,278
2024-01-03	$2.50	$2.50	72.1%	20.7%	43.5%	10.5%	0.0%	-20.8%	-0.5%	-1.2K	-2.9K	-557	0.00	79.59	N/A	N/A	0	0	1,207	1,278
2024-01-04	$2.54	$2.50	72.7%	19.6%	43.4%	10.7%	68.4%	0.0%	22.8%	-1.2K	-34.7K	-543	0.00	35.20	N/A	N/A	92	0	1,207	1,278
2024-01-05	$2.54	$2.50	62.5%	18.0%	43.4%	7.2%	0.0%	0.0%	13.7%	-1.4K	-41.0K	-526	0.00	36.24	N/A	N/A	0	0	1,219	1,278
2024-01-08	$2.60	$2.50	90.4%	23.5%	43.7%	16.7%	0.0%	0.0%	-17.4%	242	-284.8K	-85	0.00	58.89	N/A	N/A	0	0	1,219	1,278
2024-01-09	$2.63	$2.50	80.1%	16.4%	43.6%	13.2%	0.0%	0.0%	15.6%	-1.1K	-106.2K	-437	0.00	79.86	N/A	N/A	1	0	1,219	1,278
2024-01-10	$2.54	$2.50	62.3%	17.9%	43.3%	7.1%	0.0%	0.0%	3.7%	-1.4K	-38.6K	-436	0.00	50.08	N/A	N/A	0	0	1,220	1,278
2024-01-11	$2.45	$2.50	68.6%	19.7%	43.1%	9.3%	0.0%	0.0%	4.5%	-1.1K	24.2K	-412	0.00	68.87	N/A	N/A	3	0	1,220	1,278
2024-01-12	$2.46	$2.50	56.9%	16.3%	40.5%	5.3%	0.0%	0.0%	19.7%	-1.4K	-4.5K	-391	0.00	54.29	N/A	N/A	1	0	1,217	1,278
2024-01-16	$2.37	$2.50	82.9%	23.8%	42.0%	14.1%	0.0%	0.0%	-11.8%	-1.2K	89.3K	-259	0.00	58.70	N/A	N/A	1	0	1,217	1,278
2024-01-17	$2.44	$2.50	74.8%	21.4%	42.9%	11.4%	0.0%	0.0%	-0.6%	-2.3K	74.2K	-237	0.00	73.56	N/A	N/A	1	0	1,216	1,278
2024-01-18	$2.33	$2.50	75.3%	21.6%	45.3%	11.6%	0.0%	0.0%	-1.5%	234	278.0K	-76	0.00	85.92	N/A	N/A	0	0	1,215	1,278
2024-01-19	$2.33	$2.50	76.7%	22.0%	44.7%	12.0%	0.0%	0.0%	0.0%	221	278.7K	-77	0.00	61.57	N/A	N/A	0	0	1,215	1,278
2024-01-22	$2.40	$2.50	53.3%	15.3%	46.4%	4.1%	0.0%	0.0%	7.0%	280	-9.6K	-72	0.00	67.01	N/A	N/A	0	0	150	37
2024-01-23	$2.40	$2.50	54.4%	15.6%	45.8%	4.5%	0.0%	0.0%	3.1%	277	-10.8K	-74	0.00	67.97	N/A	N/A	0	0	150	37
2024-01-24	$2.33	$2.50	54.1%	15.5%	40.8%	4.4%	56.3%	0.0%	11.1%	281	-9.2K	-70	0.00	64.55	N/A	N/A	8	0	150	37
2024-01-25	$2.35	$2.50	44.4%	12.7%	40.9%	1.1%	0.0%	0.0%	19.8%	367	-10.1K	-72	0.00	26.06	N/A	N/A	2	0	158	37
2024-01-26	$2.34	$2.50	51.2%	14.7%	40.9%	3.4%	0.0%	0.0%	2.1%	340	-9.8K	-70	0.00	48.12	N/A	N/A	6	0	158	37
2024-01-29	$2.48	$2.50	96.5%	27.7%	46.0%	18.8%	96.5%	0.0%	-25.7%	301	-15.0K	-77	0.50	94.22	N/A	N/A	4	2	164	37
2024-01-30	$2.38	$2.50	108.0%	31.0%	46.4%	22.7%	0.0%	0.0%	-94.6%	296	-11.8K	-74	0.00	88.00	N/A	N/A	5	0	166	39
2024-01-31	$2.37	$2.50	82.0%	23.5%	44.3%	13.8%	0.0%	0.0%	1.1%	315	-16.2K	-78	0.00	84.29	N/A	N/A	0	0	171	39