DSX Options History — January 2007

Name: DSX Options Analytics - January 2007
Creator: Options Analysis Suite

In January 2007, DSX traded between $15.79 and $16.96. ATM implied volatility averaged 24.7%. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 3.6% (HV 20d: 28.3%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 1.12.

Notable Days

2007-01-25: Highest Volume — 622 contracts
2007-01-25: Largest IV spike — 38.9% change
2007-01-16: Largest Expected Move — 8.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.39	$15.79	$16.96	$16.16	$15.79
Max Pain	$16.50	$15.00	$17.50	$15.00	$17.50
ATM IV	24.7%	19.6%	31.2%	20.8%	20.9%
Expected Move	7.2%	5.6%	8.9%	6.0%	6.0%
HV 20d	28.3%	27.0%	29.9%	29.9%	27.0%
Term Structure	3.0%	-4.3%	15.0%	-2.3%	8.1%
VWIV	23.2%	15.2%	31.0%	22.0%	22.0%
Skew 25d	6.6%	3.0%	13.7%	3.7%	13.2%
Skew 10d	5.1%	-2.1%	17.6%	-2.1%	17.6%
Call IV 25d	24.9%	18.3%	28.7%	25.1%	19.8%
Put IV 25d	31.5%	28.9%	34.0%	28.9%	33.0%
Bid-Ask Spread %	75.98	57.58	111.85	66.44	61.94
Gamma HHI	0.62	0.57	0.78	0.59	0.60
Net GEX	82.8K	62.3K	125.0K	74.4K	125.0K
Net DEX	-3.5M	-3.9M	-3.1M	-3.3M	-3.1M
Net VEX	-12.7K	-15.2K	-11.3K	-12.1K	-14.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.12	0.00	5.43	0.14	3.44
Total Volume	180.5	4	622	135	111
Total OI	5,516.25	4,832	6,494	4,848	6,494

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
2007-01-03	$16.16	$15.00	20.8%	6.0%	0.0%	0.0%	22.0%	3.7%	-2.3%	74.4K	-3.3M	-12.1K	0.14	66.44	N/A	N/A	118	17	3,422	1,426
2007-01-04	$16.49	$15.00	20.1%	5.8%	0.0%	0.0%	23.2%	6.7%	5.1%	74.4K	-3.6M	-11.3K	0.28	65.13	N/A	N/A	150	42	3,391	1,441
2007-01-05	$16.28	$15.00	21.7%	6.9%	0.0%	0.0%	0.0%	5.0%	1.8%	73.9K	-3.4M	-12.0K	0.18	76.28	N/A	N/A	133	24	3,395	1,481
2007-01-08	$16.28	$15.00	21.2%	7.1%	0.0%	0.0%	15.9%	4.7%	0.8%	74.2K	-3.5M	-11.5K	0.95	77.72	N/A	N/A	37	35	3,405	1,497
2007-01-09	$16.40	$15.00	24.2%	6.2%	0.0%	0.0%	0.0%	6.2%	3.0%	76.4K	-3.5M	-11.6K	0.89	73.09	N/A	N/A	44	39	3,422	1,520
2007-01-10	$16.69	$15.00	20.9%	8.0%	0.0%	0.0%	27.9%	4.4%	-2.2%	73.6K	-3.7M	-11.6K	0.07	71.81	N/A	N/A	91	6	3,444	1,555
2007-01-11	$16.47	$15.00	25.0%	7.2%	0.0%	0.0%	20.6%	5.3%	0.8%	77.8K	-3.6M	-11.5K	1.03	70.36	N/A	N/A	68	70	3,496	1,554
2007-01-12	$16.75	$15.00	27.9%	8.0%	0.0%	0.0%	27.9%	7.9%	-2.4%	78.4K	-3.9M	-11.4K	3.10	96.55	N/A	N/A	107	332	3,532	1,574
2007-01-16	$16.75	$17.50	31.2%	8.9%	0.0%	0.0%	31.0%	6.0%	-4.3%	62.3K	-3.6M	-12.0K	0.14	89.84	N/A	N/A	37	5	3,588	1,884
2007-01-17	$16.75	$17.50	30.4%	8.7%	0.0%	0.0%	29.9%	0.0%	-2.4%	62.8K	-3.6M	-11.9K	5.43	93.77	N/A	N/A	7	38	3,617	1,874
2007-01-18	$16.50	$17.50	30.3%	8.7%	0.0%	0.0%	0.0%	5.3%	3.3%	66.2K	-3.4M	-12.2K	0.01	76.06	N/A	N/A	343	4	3,623	1,874
2007-01-19	$16.73	$17.50	29.6%	8.5%	0.0%	0.0%	29.3%	3.0%	-1.1%	74.2K	-3.7M	-13.0K	0.18	83.27	N/A	N/A	62	11	3,929	1,878
2007-01-22	$16.59	$17.50	28.9%	8.3%	0.0%	0.0%	15.2%	5.7%	10.3%	82.8K	-3.5M	-13.1K	0.05	111.85	N/A	N/A	64	3	3,868	1,769
2007-01-23	$16.96	$17.50	25.3%	7.2%	0.0%	0.0%	0.0%	8.1%	-0.7%	71.6K	-3.8M	-12.4K	0.94	91.55	N/A	N/A	18	17	3,907	1,762
2007-01-24	$16.12	$17.50	21.7%	6.2%	0.0%	0.0%	20.4%	13.7%	15.0%	83.0K	-3.1M	-12.9K	0.47	64.38	N/A	N/A	380	179	3,924	1,765
2007-01-25	$16.07	$17.50	30.1%	8.6%	29.9%	0.0%	19.6%	0.0%	2.4%	92.4K	-3.1M	-13.3K	0.36	57.58	N/A	N/A	458	164	4,049	1,815
2007-01-26	$15.96	$17.50	19.6%	5.6%	29.0%	0.0%	21.7%	0.0%	7.4%	110.3K	-3.3M	-14.7K	0.53	63.15	N/A	N/A	229	122	4,394	1,830
2007-01-29	$16.07	$17.50	22.1%	6.3%	28.2%	0.0%	20.8%	13.2%	11.4%	110.0K	-3.4M	-15.2K	0.00	64.77	N/A	N/A	4	0	4,532	1,930
2007-01-30	$15.97	$17.50	22.8%	6.5%	27.5%	0.0%	0.0%	0.0%	6.2%	113.4K	-3.5M	-14.9K	4.13	64.07	N/A	N/A	8	33	4,534	1,930
2007-01-31	$15.79	$17.50	20.9%	6.0%	27.0%	0.0%	22.0%	0.0%	8.1%	125.0K	-3.1M	-14.7K	3.44	61.94	N/A	N/A	25	86	4,534	1,960