DSX Options History — April 2008 In April 2008, DSX traded between $26.05 and $31.56. ATM implied volatility averaged 55.7%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded below realized volatility by 0.0% (HV 20d: 55.7%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.47.
Notable Days 2008-04-21 : Highest Volume — 8,530 contracts2008-04-10 : Largest IV spike — 26.6% change2008-04-02 : Highest IV Rank — 33.7%2008-04-04 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $28.33 $26.05 $31.56 $27.11 $30.36 Max Pain $29.32 $25.00 $30.00 $25.00 $30.00 ATM IV 55.7% 46.1% 63.9% 62.7% 50.5% Expected Move 16.2% 13.2% 19.0% 18.0% 14.5% HV 20d 55.7% 38.9% 77.6% 77.6% 42.1% HV 60d 63.9% 57.0% 71.5% 71.5% 57.0% IV Rank 26.6% 18.2% 33.7% 33.1% 21.9% IV Percentile 51.1% 31.7% 65.5% 61.9% 41.7% Term Structure -2.9% -9.8% 3.6% 3.1% -9.8% VWIV 55.1% 47.5% 60.3% 59.3% 52.3% Skew 25d 10.8% -1.1% 16.5% 13.8% -1.1% Skew 10d 21.6% 6.8% 33.8% 33.8% 6.8% Call IV 25d 51.0% 37.2% 55.7% 50.1% 54.1% Put IV 25d 61.8% 53.1% 68.4% 63.8% 53.1% Bid-Ask Spread % 19.10 8.64 53.10 13.79 14.86 Gamma HHI 0.45 0.33 0.56 0.37 0.51 Net GEX 918.6K 538.7K 1.4M 611.8K 1.4M Net DEX -25.2M -50.9M -9.4M -14.6M -36.1M Net VEX -227.7K -268.3K -194.9K -220.1K -258.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.17 1.29 0.33 0.95 Total Volume 3,254.864 1,000 8,530 2,837 2,575 Total OI 67,533.455 54,952 74,273 64,273 69,558
Daily Data (22 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 2008-04-01 $27.11 $25.00 62.7% 18.0% 77.6% 33.1% 59.3% 13.8% 3.1% 611.8K -14.6M -220.1K 0.33 13.79 N/A N/A 2,137 700 38,139 26,134 2008-04-02 $26.92 $25.00 63.4% 18.2% 77.6% 33.7% 56.7% 12.4% 2.9% 585.0K -14.1M -223.7K 0.32 16.41 N/A N/A 759 241 39,355 26,619 2008-04-03 $27.34 $25.00 61.3% 17.6% 74.3% 32.0% 58.5% 11.8% 3.6% 704.9K -16.9M -224.8K 0.20 22.55 N/A N/A 2,365 479 39,657 26,684 2008-04-04 $26.99 $30.00 61.1% 19.0% 74.0% 31.8% 59.3% 12.1% -7.6% 673.1K -16.3M -219.0K 0.28 18.46 N/A N/A 1,447 403 40,549 26,895 2008-04-07 $27.44 $30.00 62.6% 18.7% 73.8% 33.0% 57.1% 11.5% -5.8% 823.5K -19.8M -222.1K 0.17 16.94 N/A N/A 2,656 456 40,544 27,052 2008-04-08 $28.01 $30.00 47.3% 15.6% 64.3% 19.4% 55.9% 13.7% -0.9% 1.0M -25.0M -228.2K 0.40 25.46 N/A N/A 1,445 572 42,019 27,209 2008-04-09 $27.56 $30.00 48.6% 15.5% 61.6% 20.5% 57.8% 13.0% -0.8% 952.8K -21.9M -223.3K 0.58 20.18 N/A N/A 1,077 628 42,208 27,474 2008-04-10 $26.97 $30.00 61.5% 17.6% 59.7% 31.4% 60.3% 13.6% -3.7% 787.6K -16.5M -214.2K 0.29 22.63 N/A N/A 1,264 364 42,584 27,854 2008-04-11 $26.05 $30.00 62.5% 17.9% 59.6% 32.3% 59.3% 10.7% -4.0% 538.7K -9.4M -199.4K 0.36 16.21 N/A N/A 1,866 664 42,427 27,976 2008-04-14 $26.22 $30.00 63.9% 18.3% 58.8% 33.5% 55.7% 16.0% -5.3% 575.5K -10.5M -194.9K 0.28 17.31 N/A N/A 1,020 282 42,515 28,046 2008-04-15 $26.18 $30.00 62.4% 17.9% 57.4% 32.3% 55.3% 14.5% -4.8% 598.8K -11.2M -195.0K 0.85 18.35 N/A N/A 1,091 928 43,071 28,176 2008-04-16 $27.96 $30.00 54.3% 15.6% 56.6% 25.4% 58.1% 9.2% -3.1% 1.1M -24.4M -212.6K 0.26 23.21 N/A N/A 2,959 763 43,752 28,427 2008-04-17 $27.51 $30.00 53.3% 15.3% 48.9% 24.2% 57.3% 12.8% -1.3% 715.3K -22.2M -209.0K 0.97 22.58 N/A N/A 1,320 1,283 45,067 28,937 2008-04-18 $28.25 $30.00 48.9% 14.0% 47.7% 20.5% 50.7% 12.5% 2.2% 770.3K -25.3M -214.8K 0.48 23.17 N/A N/A 2,714 1,311 44,850 29,423 2008-04-21 $29.57 $30.00 46.1% 13.2% 42.8% 18.2% 48.8% 16.5% -0.7% 981.9K -29.7M -221.3K 0.23 53.10 N/A N/A 6,922 1,608 37,164 17,803 2008-04-22 $30.25 $30.00 52.3% 15.0% 43.1% 23.4% 53.0% 8.8% -3.9% 956.4K -35.5M -226.6K 0.23 12.41 N/A N/A 4,784 1,092 37,149 17,803 2008-04-23 $29.87 $30.00 55.7% 16.0% 43.4% 26.3% 55.8% 8.5% -6.4% 1.1M -37.0M -251.7K 0.41 15.52 N/A N/A 4,786 1,975 42,522 19,505 2008-04-24 $30.10 $30.00 51.1% 14.7% 42.1% 22.4% 47.5% 8.1% -1.3% 1.3M -39.8M -258.2K 1.29 9.69 N/A N/A 1,986 2,569 44,248 20,768 2008-04-25 $30.84 $30.00 51.1% 14.6% 38.9% 22.4% 52.7% 3.8% -6.4% 1.3M -41.5M -268.3K 0.51 13.19 N/A N/A 1,806 926 44,909 23,018 2008-04-28 $31.56 $30.00 53.8% 15.4% 39.2% 24.7% 48.0% 12.2% -1.8% 1.4M -50.9M -266.9K 0.32 8.64 N/A N/A 2,979 955 45,331 23,190 2008-04-29 $30.27 $30.00 50.9% 14.6% 42.3% 22.3% 52.6% 2.5% -7.2% 1.3M -35.2M -256.6K 0.59 15.60 N/A N/A 2,164 1,286 45,617 23,508 2008-04-30 $30.36 $30.00 50.5% 14.5% 42.1% 21.9% 52.3% -1.1% -9.8% 1.4M -36.1M -258.3K 0.95 14.86 N/A N/A 1,321 1,254 45,960 23,598
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