DSX Options History — October 2007 In October 2007, DSX traded between $29.68 and $44.82. ATM implied volatility averaged 65.3%, placing in the 78.6% IV rank vs the trailing year. The 30-day expected move averaged 19.1%. IV traded above realized volatility by 5.4% (HV 20d: 59.9%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.23.
Notable Days 2007-10-30 : Highest Volume — 19,914 contracts2007-10-30 : Largest IV spike — 28.3% change2007-10-19 : Highest IV Rank — 100.0%2007-10-30 : Largest Expected Move — 27.9%Monthly Statistics Metric Avg Min Max Open Close Price $35.59 $29.68 $44.82 $30.56 $42.80 Max Pain $30.65 $25.00 $35.00 $25.00 $35.00 ATM IV 65.3% 46.8% 97.4% 47.0% 87.6% Expected Move 19.1% 13.5% 27.9% 13.5% 25.1% HV 20d 59.9% 49.4% 85.6% 54.4% 85.6% HV 60d 62.9% 60.3% 71.5% 61.6% 71.5% IV Rank 78.6% 50.4% 100.0% 50.8% 87.5% IV Percentile 94.5% 82.7% 100.0% 85.0% 99.5% Term Structure -3.1% -13.6% 7.8% 5.2% -6.8% VWIV 67.2% 47.6% 97.8% 47.6% 87.1% Skew 25d -0.8% -13.4% 4.0% -13.4% 1.5% Skew 10d -0.1% -23.6% 10.9% -23.6% 4.2% Call IV 25d 68.2% 52.7% 96.4% 52.7% 86.4% Put IV 25d 67.4% 39.4% 100.4% 39.4% 87.8% Bid-Ask Spread % 18.70 4.03 37.57 9.50 15.84 Gamma HHI 0.38 0.24 0.66 0.66 0.24 Net GEX 1.1M 766.6K 1.5M 766.6K 1.5M Net DEX -79.7M -152.0M -36.1M -39.9M -133.7M Net VEX -208.0K -345.9K -119.1K -119.1K -345.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.23 0.11 0.64 0.21 0.21 Total Volume 9,128.87 1,882 19,914 11,218 15,664 Total OI 49,026.348 29,928 72,361 29,928 72,361
Daily Data (23 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 2007-10-01 $30.56 $25.00 47.0% 13.5% 54.4% 50.8% 47.6% -13.4% 5.2% 766.6K -39.9M -119.1K 0.21 9.50 N/A N/A 9,235 1,983 21,653 8,275 2007-10-02 $30.80 $25.00 48.5% 13.9% 52.5% 53.4% 49.7% -12.8% 6.8% 776.0K -41.8M -129.7K 0.20 7.88 N/A N/A 5,985 1,215 23,624 9,322 2007-10-03 $29.68 $25.00 52.4% 15.0% 54.6% 60.4% 52.9% -5.3% 5.0% 792.3K -36.1M -140.9K 0.28 21.77 N/A N/A 3,719 1,034 25,519 9,802 2007-10-04 $30.42 $25.00 49.6% 14.2% 55.2% 55.5% 50.2% -1.9% 7.8% 855.7K -40.6M -145.7K 0.22 25.55 N/A N/A 1,544 338 26,615 10,318 2007-10-05 $30.80 $30.00 46.8% 15.8% 51.8% 50.4% 57.6% -3.9% -4.7% 898.0K -43.5M -146.5K 0.11 25.27 N/A N/A 2,876 321 26,896 10,479 2007-10-08 $31.52 $30.00 49.0% 16.0% 51.6% 54.3% 56.2% 0.4% -4.2% 980.9K -49.8M -142.4K 0.23 25.11 N/A N/A 2,478 560 27,706 10,633 2007-10-09 $32.81 $30.00 50.6% 16.0% 52.7% 57.3% 55.8% 1.5% -3.2% 991.1K -58.1M -145.8K 0.12 17.49 N/A N/A 5,069 584 28,222 11,011 2007-10-10 $34.54 $30.00 52.7% 16.8% 49.4% 61.1% 59.0% 1.9% -6.8% 878.1K -68.5M -142.8K 0.11 16.65 N/A N/A 10,185 1,095 28,131 11,308 2007-10-11 $32.55 $30.00 66.0% 18.9% 55.9% 84.8% 68.4% -3.5% -5.0% 977.7K -58.4M -169.2K 0.22 22.72 N/A N/A 8,550 1,839 31,194 11,968 2007-10-12 $33.00 $30.00 66.2% 19.0% 55.2% 85.1% 66.9% -0.8% -3.9% 1.0M -61.5M -177.1K 0.14 34.29 N/A N/A 5,691 781 32,506 12,724 2007-10-15 $33.75 $30.00 70.8% 20.3% 55.2% 93.3% 71.7% 2.7% -4.9% 1.1M -70.0M -195.2K 0.14 22.69 N/A N/A 4,179 575 35,094 13,050 2007-10-16 $33.53 $30.00 74.3% 21.3% 55.5% 99.6% 74.6% -0.1% -6.1% 1.1M -70.2M -201.3K 0.18 31.54 N/A N/A 6,302 1,120 36,310 13,336 2007-10-17 $34.46 $30.00 69.1% 19.8% 54.3% 90.2% 69.3% 0.9% -4.8% 1.4M -78.5M -213.6K 0.64 15.31 N/A N/A 2,752 1,749 38,486 14,130 2007-10-18 $38.18 $30.00 70.8% 20.3% 61.6% 93.3% 70.6% 0.3% -5.1% 989.4K -108.2M -214.8K 0.28 4.03 N/A N/A 13,329 3,689 39,290 14,737 2007-10-19 $37.42 $30.00 77.9% 22.3% 61.2% 100.0% 77.4% 1.6% -7.1% 917.9K -100.9M -237.6K 0.17 32.56 N/A N/A 12,016 2,036 40,918 16,655 2007-10-22 $36.52 $30.00 74.6% 21.4% 62.8% 94.4% 75.0% 2.6% -3.5% 1.0M -76.2M -258.2K 0.35 37.57 N/A N/A 5,488 1,937 38,108 13,953 2007-10-23 $39.86 $35.00 65.5% 18.8% 67.5% 79.1% 66.1% 3.0% -0.7% 1.2M -104.1M -254.0K 0.18 14.54 N/A N/A 8,176 1,479 39,673 15,236 2007-10-24 $39.38 $35.00 73.5% 21.1% 64.7% 92.6% 74.3% 3.5% -4.1% 1.2M -101.5M -272.1K 0.20 10.14 N/A N/A 9,367 1,843 41,429 15,839 2007-10-25 $39.91 $35.00 70.5% 20.2% 63.9% 87.5% 71.8% 2.1% -2.0% 1.3M -110.6M -288.4K 0.22 10.86 N/A N/A 3,325 726 44,346 16,746 2007-10-26 $42.12 $35.00 65.9% 18.9% 64.8% 79.8% 68.0% -1.5% -0.6% 1.5M -130.5M -271.3K 0.25 9.56 N/A N/A 8,579 2,109 44,718 17,096 2007-10-29 $44.82 $35.00 75.9% 21.8% 64.0% 96.7% 76.9% -0.7% -9.0% 1.4M -152.0M -254.9K 0.29 8.28 N/A N/A 14,339 4,189 44,718 17,096 2007-10-30 $39.25 $35.00 97.4% 27.9% 83.7% 100.0% 97.8% 4.0% -13.6% 1.2M -97.7M -316.5K 0.40 10.94 N/A N/A 14,217 5,697 47,157 19,218 2007-10-31 $42.80 $35.00 87.6% 25.1% 85.6% 87.5% 87.1% 1.5% -6.8% 1.5M -133.7M -345.9K 0.21 15.84 N/A N/A 12,910 2,754 51,206 21,155
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