DSGN Options History — September 2024

In September 2024, DSGN traded between $4.69 and $6.04. ATM implied volatility averaged 101.9%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 17.2% (HV 20d: 84.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.55.

Notable Days

2024-09-10: Highest Volume — 1,632 contracts
2024-09-04: Largest IV spike — 72.5% change
2024-09-12: Highest IV Rank — 28.9%
2024-09-12: Largest Expected Move — 45.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.36	$4.69	$6.04	$4.69	$5.31
Max Pain	$4.50	$2.50	$5.00	$5.00	$5.00
ATM IV	101.9%	66.6%	157.9%	80.0%	90.2%
Expected Move	27.0%	19.1%	45.3%	22.9%	25.9%
HV 20d	84.7%	58.7%	99.6%	68.8%	93.6%
HV 60d	81.7%	73.5%	86.3%	76.7%	85.1%
IV Rank	15.1%	6.3%	28.9%	9.6%	12.2%
IV Percentile	50.5%	17.1%	84.5%	37.7%	44.0%
Term Structure	25.6%	-80.9%	292.0%	-24.9%	-24.1%
VWIV	115.1%	79.7%	164.3%	101.4%	141.0%
Skew 25d	-25.9%	-84.5%	47.5%	15.6%	-42.2%
Skew 10d	-26.4%	-79.6%	66.5%	-17.8%	-48.7%
Call IV 25d	115.7%	69.5%	192.6%	104.6%	137.4%
Put IV 25d	89.8%	69.1%	160.8%	120.2%	95.2%
Bid-Ask Spread %	116.68	84.48	151.55	119.06	127.48
Gamma HHI	0.68	0.49	0.95	0.94	0.70
Net GEX	187	-894	1.1K	1.1K	-878
Net DEX	-91.8K	-140.9K	-60.8K	-67.7K	-71.6K
Net VEX	-280	-410	-160	-176	-313
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.55	0.00	11.00	0.00	0.36
Total Volume	106.3	0	1,632	1	15
Total OI	734.3	463	1,021	464	649

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
2024-09-03	$4.69	$5.00	80.0%	22.9%	68.8%	9.6%	0.0%	0.0%	-24.9%	1.1K	-67.7K	-176	0.00	119.06	N/A	N/A	1	0	259	205
2024-09-04	$4.79	$5.00	138.1%	39.6%	60.0%	24.0%	101.4%	0.0%	-31.5%	880	-75.3K	-174	0.00	105.40	N/A	N/A	2	0	258	205
2024-09-05	$4.74	$2.50	117.8%	22.7%	58.7%	19.0%	0.0%	0.0%	-19.5%	772	-72.0K	-180	0.00	140.46	N/A	N/A	0	0	258	205
2024-09-06	$4.71	$2.50	125.3%	23.7%	58.8%	20.9%	0.0%	0.0%	13.9%	740	-71.4K	-176	0.00	151.55	N/A	N/A	0	0	258	205
2024-09-09	$4.87	$2.50	132.3%	20.2%	59.2%	22.6%	0.0%	0.0%	5.0%	967	-77.2K	-162	0.00	135.30	N/A	N/A	0	0	258	205
2024-09-10	$5.64	$2.50	106.6%	26.4%	77.2%	16.2%	96.1%	0.0%	27.7%	965	-110.1K	-160	2.68	103.81	N/A	N/A	443	1,189	258	205
2024-09-11	$5.20	$5.00	111.4%	31.9%	84.2%	17.4%	126.8%	15.6%	53.9%	423	-60.8K	-410	0.65	123.35	N/A	N/A	82	53	542	458
2024-09-12	$5.87	$5.00	157.9%	45.3%	91.8%	28.9%	114.9%	47.5%	-48.3%	1.1K	-115.6K	-372	0.55	108.47	N/A	N/A	29	16	558	434
2024-09-13	$5.48	$5.00	106.5%	30.5%	96.7%	16.2%	121.9%	-66.4%	-4.2%	224	-89.7K	-387	0.83	110.02	N/A	N/A	24	20	560	446
2024-09-16	$5.59	$5.00	103.5%	29.7%	96.2%	15.4%	125.1%	-84.5%	-1.3%	948	-132.4K	-223	1.89	84.48	N/A	N/A	18	34	576	445
2024-09-17	$5.83	$5.00	66.6%	19.1%	94.5%	6.3%	107.1%	-37.9%	28.7%	-200	-122.0K	-339	0.67	98.05	N/A	N/A	15	10	575	423
2024-09-18	$5.70	$5.00	87.7%	25.2%	94.5%	11.5%	0.0%	-30.8%	-4.7%	-261	-116.2K	-344	0.00	97.59	N/A	N/A	5	0	584	426
2024-09-19	$5.85	$5.00	70.7%	20.3%	93.0%	7.3%	87.4%	-8.4%	292.0%	-320	-128.1K	-340	0.00	129.95	N/A	N/A	7	0	589	426
2024-09-20	$6.04	$5.00	77.1%	22.1%	89.3%	8.9%	79.7%	3.4%	257.6%	-190	-140.9K	-317	0.24	114.98	N/A	N/A	42	10	588	426
2024-09-23	$5.39	$5.00	70.3%	20.2%	99.6%	7.2%	0.0%	-0.4%	96.8%	-894	-66.2K	-306	0.40	107.07	N/A	N/A	10	4	305	331
2024-09-24	$5.38	$5.00	81.2%	23.3%	97.3%	9.9%	0.0%	-24.1%	49.7%	-663	-74.3K	-320	0.00	107.25	N/A	N/A	0	0	312	327
2024-09-25	$5.42	$5.00	87.8%	25.2%	94.4%	11.6%	0.0%	-21.5%	-32.9%	-556	-75.0K	-321	4.00	127.89	N/A	N/A	5	20	312	327
2024-09-26	$5.38	$5.00	111.5%	32.0%	93.5%	17.4%	0.0%	-57.9%	-80.9%	-286	-74.2K	-332	0.00	125.72	N/A	N/A	0	60	317	327
2024-09-27	$5.34	$5.00	115.7%	33.2%	93.5%	18.5%	164.3%	-55.1%	-40.2%	-94	-94.6K	-248	11.00	115.78	N/A	N/A	1	11	317	327
2024-09-30	$5.31	$5.00	90.2%	25.9%	93.6%	12.2%	141.0%	-42.2%	-24.1%	-878	-71.6K	-313	0.36	127.48	N/A	N/A	11	4	317	332