DSGN Options History — October 2024

In October 2024, DSGN traded between $4.50 and $5.91. ATM implied volatility averaged 118.7%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 33.9%. IV traded above realized volatility by 33.3% (HV 20d: 85.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 3.72.

Notable Days

  • 2024-10-15: Highest Volume — 223 contracts
  • 2024-10-29: Largest IV spike — 70.8% change
  • 2024-10-29: Highest IV Rank — 34.3%
  • 2024-10-29: Largest Expected Move — 51.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.24$4.50$5.91$5.12$5.35
Max Pain$5.87$5.00$7.50$5.00$5.00
ATM IV118.7%75.8%179.4%95.5%144.3%
Expected Move33.9%19.8%51.4%27.4%41.4%
HV 20d85.4%76.4%104.2%94.8%76.4%
HV 60d83.6%77.9%88.1%85.5%78.0%
IV Rank19.2%8.6%34.3%13.5%25.6%
IV Percentile59.2%26.6%89.7%48.0%77.0%
Term Structure3.5%-163.5%304.8%-21.9%-41.1%
VWIV72.0%53.0%96.7%74.4%61.5%
Skew 25d6.4%-61.7%56.1%-21.5%15.9%
Skew 10d26.8%-19.6%75.6%-7.8%36.1%
Call IV 25d91.2%60.3%171.4%111.8%68.9%
Put IV 25d97.6%64.9%136.0%90.3%84.8%
Bid-Ask Spread %131.10100.41155.75119.40135.31
Gamma HHI0.690.480.900.800.69
Net GEX298-2.0K1.7K-9371.2K
Net DEX-94.8K-191.7K-21.7K-55.7K-110.5K
Net VEX-424-589-257-300-542
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.720.0030.000.801.67
Total Volume20.1740223932
Total OI655.783503912650581

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$5.12$5.0095.5%27.4%94.8%13.5%0.0%-21.5%-21.9%-937-55.7K-3000.80119.40N/AN/A54318332
2024-10-02$4.92$5.00103.5%29.7%95.8%15.4%74.4%-4.4%-56.9%-539-43.9K-3001.11117.60N/AN/A910321335
2024-10-03$4.68$7.50136.0%36.9%97.5%23.5%0.0%-53.3%-61.8%-274-36.6K-3013.00137.31N/AN/A13330341
2024-10-04$4.94$7.5084.0%26.0%99.4%10.6%0.0%25.1%-10.3%-1.1K-49.7K-2990.00136.62N/AN/A10331339
2024-10-07$4.50$7.50101.7%35.1%104.2%15.0%0.0%-42.1%-2.9%-661-21.7K-2640.00130.75N/AN/A110331339
2024-10-08$4.92$7.5096.3%19.8%94.7%13.7%0.0%56.1%42.0%-609-51.2K-2870.00138.71N/AN/A00340339
2024-10-09$4.64$7.5092.7%26.6%92.7%12.8%0.0%-5.4%-17.4%-1.0K-24.8K-2620.00129.83N/AN/A00340339
2024-10-10$4.62$7.5086.4%24.8%79.7%11.2%0.0%-61.7%8.0%-470-30.1K-2630.00113.64N/AN/A00340339
2024-10-11$4.97$7.5075.8%21.7%82.1%8.6%0.0%54.7%37.4%-2.0K-41.0K-2740.00147.81N/AN/A100318339
2024-10-14$5.16$7.5097.6%28.0%83.1%14.0%96.7%5.2%-7.6%-1.0K-56.0K-2580.09100.41N/AN/A232318339
2024-10-15$5.41$5.00115.4%33.1%83.5%18.4%0.0%-5.3%5.6%-996-85.4K-2570.00138.42N/AN/A2230338338
2024-10-16$5.68$5.00155.7%44.6%85.2%28.4%0.0%4.6%-64.8%1.7K-180.8K-5620.00151.89N/AN/A120559338
2024-10-17$5.91$5.00168.8%48.4%85.8%31.7%74.6%23.5%163.8%1.6K-191.7K-5890.91155.75N/AN/A1110556338
2024-10-18$5.60$5.00168.9%48.4%87.1%31.7%0.0%0.2%195.3%1.7K-165.8K-5620.67136.53N/AN/A64565347
2024-10-21$5.62$5.0080.8%23.1%76.7%9.8%0.0%25.7%304.8%1.3K-170.8K-5538.00121.23N/AN/A21646736
2024-10-22$5.66$5.00113.9%32.6%76.8%18.0%53.0%25.7%-47.1%1.6K-145.4K-56717.00118.73N/AN/A23446852
2024-10-23$5.62$5.00143.5%41.1%76.8%25.4%0.0%34.0%-100.2%1.5K-130.9K-5590.00111.13N/AN/A0046686
2024-10-24$5.37$5.0098.4%28.2%78.6%14.2%61.5%-3.3%-8.1%1.5K-111.8K-53330.00133.43N/AN/A13046686
2024-10-25$5.40$5.00113.2%32.5%78.6%17.9%0.0%36.7%36.4%1.0K-122.3K-5800.00141.37N/AN/A10466116
2024-10-28$5.55$5.00105.0%30.1%79.1%15.8%0.0%40.2%23.3%1.1K-120.7K-5400.00142.28N/AN/A00466116
2024-10-29$5.38$5.00179.4%51.4%78.8%34.3%0.0%-0.3%-163.5%1.1K-113.9K-5360.00133.05N/AN/A00466116
2024-10-30$5.54$5.00173.8%49.8%77.6%32.9%0.0%-3.3%-133.3%1.3K-120.5K-5550.00124.06N/AN/A10466116
2024-10-31$5.35$5.00144.3%41.4%76.4%25.6%0.0%15.9%-41.1%1.2K-110.5K-5421.67135.31N/AN/A1220465116