DSX Options History — April 2009 In April 2009, DSX traded between $11.73 and $15.70. ATM implied volatility averaged 78.3%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded below realized volatility by 6.6% (HV 20d: 85.0%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.58.
Notable Days 2009-04-17 : Highest Volume — 6,854 contracts2009-04-09 : Largest IV spike — 7.1% change2009-04-01 : Highest IV Rank — 44.0%2009-04-07 : Largest Expected Move — 26.3%Monthly Statistics Metric Avg Min Max Open Close Price $14.09 $11.73 $15.70 $11.73 $15.70 Max Pain $12.86 $12.50 $15.00 $12.50 $15.00 ATM IV 78.3% 68.6% 90.1% 90.1% 71.1% Expected Move 22.8% 19.7% 26.3% 25.8% 20.4% HV 20d 85.0% 70.4% 92.2% 85.8% 70.7% HV 60d 100.4% 94.3% 107.9% 106.9% 94.3% IV Rank 35.9% 29.3% 44.0% 44.0% 31.0% IV Percentile 46.8% 41.7% 55.6% 55.6% 42.5% Term Structure 0.2% -3.1% 6.0% 4.4% -1.3% VWIV 79.2% 67.0% 94.5% 94.5% 67.0% Skew 25d 14.8% 8.1% 19.5% 8.1% 14.6% Skew 10d 28.9% -0.2% 40.0% -0.2% 25.5% Call IV 25d 73.6% 60.9% 89.4% 89.4% 64.4% Put IV 25d 88.4% 74.2% 98.8% 97.6% 78.9% Bid-Ask Spread % 17.85 11.54 24.77 15.87 21.28 Gamma HHI 0.34 0.24 0.80 0.24 0.33 Net GEX 323.6K 95.0K 1.5M 95.0K 401.6K Net DEX -8.0M -17.8M 911.9K 911.9K -14.9M Net VEX -84.8K -91.5K -72.5K -72.5K -91.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.15 2.62 2.62 0.83 Total Volume 2,354.381 540 6,854 3,080 2,729 Total OI 51,197.429 46,576 54,168 46,576 53,898
Daily Data (21 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 2009-04-01 $11.73 $12.50 90.1% 25.8% 85.8% 44.0% 94.5% 8.1% 4.4% 95.0K 911.9K -72.5K 2.62 15.87 N/A N/A 851 2,229 26,388 20,188 2009-04-02 $12.78 $12.50 84.8% 24.3% 91.2% 40.3% 85.2% 13.1% 6.0% 149.8K -2.7M -81.3K 0.74 22.00 N/A N/A 3,074 2,282 26,667 21,240 2009-04-03 $13.43 $12.50 82.6% 25.7% 92.2% 38.8% 83.9% 16.6% -1.2% 207.9K -5.8M -87.7K 0.64 15.95 N/A N/A 873 563 27,732 22,633 2009-04-06 $13.23 $12.50 85.1% 25.9% 91.5% 40.6% 91.5% 17.9% -2.9% 200.1K -4.6M -84.4K 0.44 17.88 N/A N/A 376 164 28,076 22,783 2009-04-07 $12.47 $12.50 85.3% 26.3% 88.1% 40.7% 86.9% 13.9% -3.1% 146.5K -1.2M -78.6K 0.50 17.48 N/A N/A 808 406 28,213 22,861 2009-04-08 $12.42 $12.50 81.8% 25.3% 86.7% 38.3% 88.5% 16.4% -1.0% 144.6K -725.3K -77.3K 0.97 20.37 N/A N/A 738 716 28,239 22,880 2009-04-09 $13.19 $12.50 87.6% 25.1% 88.1% 42.3% 79.5% 18.3% -2.2% 221.4K -4.3M -82.5K 0.17 22.30 N/A N/A 1,174 205 28,644 23,244 2009-04-13 $14.05 $12.50 83.2% 23.9% 89.0% 39.3% 82.9% 14.4% -2.1% 320.4K -9.6M -84.8K 0.31 11.54 N/A N/A 2,992 923 29,244 23,271 2009-04-14 $13.97 $12.50 81.1% 23.3% 87.7% 37.8% 83.9% 14.5% 0.4% 333.4K -9.6M -86.3K 0.43 13.98 N/A N/A 1,833 786 30,223 23,413 2009-04-15 $13.89 $12.50 80.2% 23.0% 87.6% 37.2% 84.7% 16.7% 1.6% 320.6K -8.7M -84.2K 0.52 14.56 N/A N/A 481 250 30,609 23,559 2009-04-16 $14.38 $12.50 79.2% 22.7% 88.0% 36.5% 80.2% 13.8% -0.8% 422.7K -11.5M -82.6K 0.19 11.88 N/A N/A 2,014 378 29,988 23,212 2009-04-17 $15.13 $12.50 75.3% 21.6% 88.2% 33.9% 74.3% 9.6% 0.7% 1.5M -17.8M -84.8K 0.15 17.99 N/A N/A 5,980 874 30,580 23,465 2009-04-20 $14.13 $12.50 77.7% 22.3% 84.9% 35.5% 79.3% 12.4% 0.0% 189.6K -5.8M -82.7K 0.88 21.02 N/A N/A 1,354 1,186 25,901 21,176 2009-04-21 $15.11 $12.50 73.9% 21.2% 85.1% 32.9% 73.2% 17.3% 1.9% 256.5K -10.1M -88.8K 0.45 22.79 N/A N/A 1,405 630 26,646 21,877 2009-04-22 $14.99 $12.50 70.9% 20.3% 84.2% 30.9% 72.0% 19.5% 3.1% 267.6K -10.0M -89.5K 0.22 23.75 N/A N/A 1,965 440 27,313 22,219 2009-04-23 $14.85 $12.50 72.6% 20.8% 83.2% 32.0% 72.9% 15.7% 1.6% 266.2K -8.6M -87.7K 0.32 24.77 N/A N/A 1,130 361 27,815 22,166 2009-04-24 $15.68 $12.50 68.6% 19.7% 84.5% 29.3% 68.3% 13.3% 1.6% 341.9K -13.4M -90.7K 0.42 14.22 N/A N/A 1,748 735 28,463 22,417 2009-04-27 $14.91 $12.50 72.3% 20.7% 86.6% 31.8% 71.4% 15.4% -0.1% 331.4K -9.8M -87.7K 0.47 13.50 N/A N/A 1,569 739 29,705 22,381 2009-04-28 $14.74 $15.00 71.8% 20.6% 70.4% 31.4% 72.6% 14.2% -0.6% 312.9K -8.7M -86.5K 0.65 15.40 N/A N/A 850 551 29,625 22,931 2009-04-29 $15.16 $15.00 70.1% 20.1% 70.6% 30.3% 69.8% 14.2% -0.6% 359.4K -10.8M -88.6K 0.25 16.31 N/A N/A 861 219 30,160 23,101 2009-04-30 $15.70 $15.00 71.1% 20.4% 70.7% 31.0% 67.0% 14.6% -1.3% 401.6K -14.9M -91.5K 0.83 21.28 N/A N/A 1,491 1,238 30,723 23,175
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