DSX Options History — October 2008 In October 2008, DSX traded between $13.98 and $20.07. ATM implied volatility averaged 119.8%, placing in the 76.6% IV rank vs the trailing year. The 30-day expected move averaged 31.8%. IV traded above realized volatility by 21.1% (HV 20d: 98.7%). Max pain ranged from $17.50 to $25.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.99.
Notable Days 2008-10-16 : Highest Volume — 8,512 contracts2008-10-06 : Largest IV spike — 42.5% change2008-10-07 : Highest IV Rank — 100.0%2008-10-27 : Largest Expected Move — 36.0%Monthly Statistics Metric Avg Min Max Open Close Price $15.97 $13.98 $20.07 $20.07 $16.63 Max Pain $20.00 $17.50 $25.00 $25.00 $17.50 ATM IV 119.8% 81.9% 150.7% 81.9% 103.1% Expected Move 31.8% 23.5% 36.0% 23.5% 29.5% HV 20d 98.7% 76.4% 118.0% 76.4% 118.0% HV 60d 73.8% 58.4% 84.1% 58.4% 84.1% IV Rank 76.6% 48.2% 100.0% 48.2% 61.8% IV Percentile 96.1% 91.7% 100.0% 92.1% 91.7% Term Structure -9.0% -17.6% 4.0% 2.3% -9.1% VWIV 109.0% 82.9% 124.8% 82.9% 107.8% Skew 25d 16.1% 6.6% 27.2% 6.6% 24.8% Skew 10d 27.3% 0.9% 47.0% 13.7% 36.8% Call IV 25d 102.7% 81.8% 123.3% 81.8% 94.4% Put IV 25d 118.9% 88.4% 133.8% 88.4% 119.2% Bid-Ask Spread % 27.38 15.11 45.20 20.91 25.35 Gamma HHI 0.15 0.12 0.19 0.17 0.17 Net GEX 9.2K -31.3K 68.8K 11.4K 68.3K Net DEX 24.6M 17.0M 29.5M 24.2M 19.4M Net VEX -98.2K -138.9K -73.9K -138.9K -101.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.16 2.41 2.41 0.71 Total Volume 2,963.957 1,167 8,512 1,697 3,022 Total OI 71,669.174 66,393 80,644 68,307 73,796
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 2008-10-01 $20.07 $25.00 81.9% 23.5% 76.4% 48.2% 82.9% 6.6% 2.3% 11.4K 24.2M -138.9K 2.41 20.91 N/A N/A 497 1,200 40,609 27,698 2008-10-02 $18.82 $25.00 93.2% 26.7% 76.5% 57.9% 92.9% 7.7% -6.6% -6.3K 26.1M -130.0K 1.46 20.25 N/A N/A 661 966 40,743 27,900 2008-10-03 $18.87 $25.00 87.9% 25.2% 76.7% 53.3% 94.1% 9.5% -1.1% -13.5K 26.5M -126.1K 0.73 15.11 N/A N/A 1,019 745 41,017 28,007 2008-10-06 $18.00 $22.50 125.2% 29.4% 77.7% 85.4% 103.4% 17.7% -6.5% -26.1K 28.9M -113.7K 0.99 37.95 N/A N/A 2,331 2,314 41,291 28,334 2008-10-07 $15.20 $22.50 142.2% 33.2% 91.4% 100.0% 105.9% 9.1% -16.3% -31.3K 29.5M -81.0K 0.89 23.44 N/A N/A 1,743 1,546 41,652 28,663 2008-10-08 $15.50 $22.50 144.6% 33.3% 87.7% 100.0% 109.3% 13.0% -10.9% -25.2K 29.3M -87.9K 1.17 31.26 N/A N/A 1,700 1,981 42,644 29,319 2008-10-09 $14.56 $22.50 148.5% 35.4% 85.1% 100.0% 115.7% 19.3% -17.6% -7.4K 28.3M -81.5K 1.11 35.17 N/A N/A 1,940 2,155 43,604 29,452 2008-10-10 $14.00 $20.00 150.7% 35.0% 84.0% 100.0% 120.0% 6.7% -8.2% 5.2K 26.0M -84.5K 1.36 45.20 N/A N/A 1,635 2,231 44,442 29,499 2008-10-13 $15.37 $20.00 145.2% 33.0% 93.2% 95.6% 111.3% 10.9% -7.2% 2.5K 26.3M -93.8K 0.57 27.33 N/A N/A 2,314 1,330 44,096 29,542 2008-10-14 $16.46 $20.00 120.4% 30.0% 97.6% 75.7% 105.3% 13.5% 2.1% 14.1K 25.5M -98.6K 0.27 25.58 N/A N/A 1,770 472 44,290 29,402 2008-10-15 $14.71 $20.00 150.4% 34.7% 103.0% 99.8% 119.3% 12.0% -15.8% 16.5K 27.5M -79.1K 2.07 43.13 N/A N/A 917 1,897 44,936 29,401 2008-10-16 $14.78 $20.00 123.4% 35.4% 102.1% 78.1% 121.9% 16.0% -14.0% -4.2K 28.4M -81.9K 1.45 25.23 N/A N/A 3,479 5,033 45,256 30,864 2008-10-17 $15.61 $20.00 116.1% 33.3% 103.1% 72.3% 111.9% 23.6% -2.7% 17.6K 26.5M -103.8K 0.87 23.80 N/A N/A 2,228 1,937 47,228 33,416 2008-10-20 $17.38 $17.50 93.9% 26.9% 112.6% 54.5% 89.7% 27.2% 4.0% 36.0K 18.5M -120.5K 0.16 32.07 N/A N/A 3,443 562 39,405 26,988 2008-10-21 $17.56 $17.50 96.9% 27.8% 109.3% 56.9% 92.6% 18.1% -0.9% 68.8K 17.0M -123.5K 0.51 22.07 N/A N/A 1,022 523 41,149 27,156 2008-10-22 $16.13 $17.50 114.3% 32.8% 112.3% 70.8% 109.8% 19.8% -11.1% 28.0K 21.2M -99.9K 1.69 32.32 N/A N/A 472 798 41,669 27,463 2008-10-23 $15.64 $17.50 120.6% 34.6% 112.4% 75.9% 119.3% 22.3% -17.3% 24.9K 21.3M -100.3K 1.33 24.49 N/A N/A 1,095 1,452 41,857 27,842 2008-10-24 $14.80 $17.50 118.9% 34.1% 113.3% 74.6% 119.5% 24.4% -12.0% 12.4K 22.3M -91.2K 0.86 28.50 N/A N/A 629 538 42,375 28,348 2008-10-27 $14.26 $17.50 125.6% 36.0% 109.6% 79.9% 124.8% 9.9% -16.2% 2.9K 22.8M -83.4K 0.87 20.46 N/A N/A 1,142 996 42,453 28,470 2008-10-28 $14.06 $17.50 120.2% 34.5% 108.6% 75.6% 118.9% 20.2% -13.9% 2.4K 23.1M -79.2K 0.53 22.63 N/A N/A 1,092 577 42,842 28,609 2008-10-29 $13.98 $17.50 118.3% 33.9% 107.9% 74.1% 119.2% 18.3% -16.1% -4.3K 23.9M -73.9K 0.40 29.91 N/A N/A 2,065 831 43,038 28,754 2008-10-30 $15.00 $17.50 114.3% 32.8% 110.8% 70.9% 110.8% 20.8% -11.8% 18.5K 23.1M -83.8K 0.40 17.54 N/A N/A 1,338 533 43,881 28,991 2008-10-31 $16.63 $17.50 103.1% 29.5% 118.0% 61.8% 107.8% 24.8% -9.1% 68.3K 19.4M -101.4K 0.71 25.35 N/A N/A 1,768 1,254 44,625 29,171
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