DSGN Options History — December 2024

In December 2024, DSGN traded between $5.56 and $6.96. ATM implied volatility averaged 108.5%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 30.8%. IV traded above realized volatility by 4.0% (HV 20d: 104.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.09.

Notable Days

  • 2024-12-19: Highest Volume — 142 contracts
  • 2024-12-13: Largest IV spike — 89.4% change
  • 2024-12-16: Highest IV Rank — 34.9%
  • 2024-12-16: Largest Expected Move — 52.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.24$5.56$6.96$6.28$6.16
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV108.5%70.1%181.7%81.3%168.3%
Expected Move30.8%16.0%52.1%23.3%48.3%
HV 20d104.5%84.8%123.9%121.7%90.7%
HV 60d96.0%90.3%99.8%99.3%96.7%
IV Rank16.6%7.2%34.9%9.9%31.0%
IV Percentile46.7%12.7%87.3%28.2%81.7%
Term Structure24.1%-81.9%231.6%5.2%12.8%
VWIV126.7%48.5%291.8%149.6%218.4%
Skew 25d38.5%-29.3%141.9%-7.0%141.9%
Skew 10d53.6%-35.3%156.7%47.2%-28.8%
Call IV 25d87.0%53.4%121.0%81.4%75.5%
Put IV 25d125.5%55.7%217.4%74.4%217.4%
Bid-Ask Spread %124.8190.05145.41124.12104.73
Gamma HHI0.440.390.520.520.39
Net GEX2.5K2.0K3.2K2.2K2.0K
Net DEX-250.8K-321.7K-204.3K-221.0K-250.6K
Net VEX-616-705-562-592-567
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.001.000.000.00
Total Volume18.04801426110
Total OI762.762638948638715

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$6.28$5.0081.3%23.3%121.7%9.9%149.6%-7.0%5.2%2.2K-221.0K-5920.00124.12N/AN/A61057266
2024-12-03$5.96$5.00112.2%32.2%123.2%17.6%90.7%-29.3%-74.0%2.2K-214.9K-5620.20123.86N/AN/A5163166
2024-12-04$6.29$5.00122.2%35.0%123.9%20.1%0.0%13.1%-20.7%2.5K-226.6K-5750.00132.24N/AN/A85063267
2024-12-05$6.15$5.00107.4%16.0%122.1%16.4%0.0%-22.3%12.5%3.2K-239.8K-6260.00131.40N/AN/A0071767
2024-12-06$6.37$5.0071.7%26.0%122.4%7.5%0.0%67.7%-8.1%2.2K-259.1K-7010.00135.79N/AN/A0071767
2024-12-09$6.53$5.0077.3%27.3%122.6%9.0%0.0%-4.5%-17.4%3.1K-278.8K-6450.00115.50N/AN/A2071767
2024-12-10$6.57$5.0097.3%26.8%110.2%13.9%66.4%36.4%-6.0%2.9K-264.9K-7050.00125.07N/AN/A28071967
2024-12-11$6.96$5.0070.2%20.1%112.2%7.2%125.7%28.0%22.3%2.9K-321.7K-7030.00135.21N/AN/A2073767
2024-12-12$6.23$5.0070.1%20.1%114.2%7.2%0.0%17.4%1.8%2.7K-258.0K-6200.00136.98N/AN/A0073767
2024-12-13$5.56$5.00132.8%38.1%84.8%22.7%155.9%107.9%3.7%2.2K-204.3K-6390.00131.60N/AN/A5073767
2024-12-16$6.29$5.00181.7%52.1%95.5%34.9%291.8%78.3%-81.9%2.6K-242.5K-6350.00130.62N/AN/A1073767
2024-12-17$6.15$5.00105.4%30.2%95.7%15.9%105.4%43.8%11.1%2.8K-248.6K-6121.00126.38N/AN/A1173767
2024-12-18$5.78$5.00112.9%32.4%94.6%17.8%108.2%-5.4%-50.3%2.2K-221.9K-6010.00145.41N/AN/A8073567
2024-12-19$5.99$5.0083.7%24.0%95.0%10.5%0.0%-13.2%231.6%2.6K-241.3K-6000.00136.10N/AN/A014273967
2024-12-20$6.23$5.0095.3%27.3%95.9%13.4%105.3%5.3%197.7%2.4K-263.0K-6030.00113.50N/AN/A04739209
2024-12-23$6.23$5.00116.3%33.3%95.8%18.6%48.5%80.9%187.9%2.5K-246.4K-5980.0090.05N/AN/A20064162
2024-12-24$6.31$5.00111.6%32.0%95.8%17.4%0.0%21.7%1.2%2.5K-267.5K-6010.00136.25N/AN/A0065062
2024-12-26$6.51$5.0095.8%27.5%92.3%12.9%0.0%105.4%84.9%2.5K-283.8K-6140.00114.48N/AN/A2065062
2024-12-27$6.24$5.00142.0%40.7%92.5%24.4%0.0%54.0%-51.9%2.5K-266.6K-5740.00140.52N/AN/A0065262
2024-12-30$6.17$5.00122.3%35.1%92.6%19.5%54.9%88.8%44.2%2.5K-245.8K-5630.0091.22N/AN/A1065262
2024-12-31$6.16$5.00168.3%48.3%90.7%31.0%218.4%141.9%12.8%2.0K-250.6K-5670.00104.73N/AN/A01065362