DSX Options History — April 2017

In April 2017, DSX traded between $4.01 and $6.01. ATM implied volatility averaged 73.4%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 2.0% (HV 20d: 71.4%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.74.

Notable Days

  • 2017-04-20: Highest Volume — 21,849 contracts
  • 2017-04-20: Largest IV spike — 33.0% change
  • 2017-04-21: Highest IV Rank — 43.7%
  • 2017-04-21: Largest Expected Move — 27.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.94$4.01$6.01$4.86$4.01
Max Pain$4.95$4.00$5.00$5.00$5.00
ATM IV73.4%55.8%96.0%58.9%81.7%
Expected Move21.3%16.0%27.5%16.9%23.4%
HV 20d71.4%51.9%87.4%52.6%86.7%
HV 60d62.5%53.2%70.0%53.5%70.0%
IV Rank22.7%6.3%43.7%9.2%30.4%
IV Percentile32.2%2.8%76.6%4.8%51.2%
Term Structure-1.9%-16.3%20.2%7.8%-2.8%
VWIV73.7%51.3%90.2%58.9%78.3%
Skew 25d3.6%-13.0%30.1%30.1%-13.0%
Skew 10d10.3%-13.7%47.7%47.7%-11.0%
Call IV 25d72.1%48.4%88.9%48.4%86.1%
Put IV 25d75.7%53.0%95.6%78.5%73.1%
Bid-Ask Spread %43.0314.4091.4917.5214.40
Gamma HHI0.400.250.520.490.39
Net GEX20.2K-9.0K55.7K25.5K-9.0K
Net DEX-443.2K-3.8M10.3M-1.2M771.3K
Net VEX-7.5K-8.6K-5.7K-7.2K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.740.2513.010.451.00
Total Volume4,209.1051,41721,8491,6613,467
Total OI16,828.47413,18743,47713,18715,640

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$4.86$5.0058.9%16.9%52.6%9.2%58.9%30.1%7.8%25.5K-1.2M-7.2K0.4517.52N/AN/A1,1455167,9825,205
2017-04-04$4.87$5.0057.1%16.4%52.1%7.5%61.8%3.8%9.5%29.7K-1.3M-7.3K0.5548.21N/AN/A9135048,3965,219
2017-04-05$4.92$5.0055.8%16.0%51.9%6.3%51.3%0.8%10.2%31.0K-1.4M-7.3K0.5515.93N/AN/A1,0495798,3775,290
2017-04-06$5.29$4.0070.2%19.3%54.6%19.7%67.2%5.9%0.6%29.4K-2.3M-7.7K0.5285.28N/AN/A3,8131,9678,5725,312
2017-04-07$5.94$5.0063.7%20.0%63.8%13.7%68.7%8.0%-3.2%36.3K-3.4M-7.8K0.2526.62N/AN/A2,6966849,1915,933
2017-04-10$6.01$5.0066.1%20.6%60.6%15.9%72.2%0.8%-4.5%55.7K-3.8M-8.6K0.3082.61N/AN/A2,81683410,4445,914
2017-04-11$5.97$5.0063.0%20.0%60.9%13.0%71.5%10.3%-4.5%54.8K-3.3M-8.4K0.6082.80N/AN/A1,6831,0159,5015,770
2017-04-12$5.96$5.0067.5%19.4%61.2%17.2%65.2%5.4%-0.3%55.2K-3.1M-8.5K1.4465.60N/AN/A7191,0359,6406,003
2017-04-13$5.49$5.0068.8%19.7%67.6%18.4%68.8%-1.5%3.0%35.3K-1.9M-8.1K0.9023.30N/AN/A1,3511,2169,4446,186
2017-04-17$5.45$5.0075.3%21.6%67.6%24.5%71.5%3.4%-6.8%31.0K-1.6M-7.4K0.8191.49N/AN/A1,3561,0989,1656,270
2017-04-18$5.11$5.0073.9%21.2%72.2%23.2%72.3%17.2%-4.7%12.8K-908.3K-6.9K1.0032.39N/AN/A1,1971,2009,2936,315
2017-04-19$4.47$5.0067.7%19.4%85.7%17.4%79.2%-9.4%20.2%13.6K323.8K-5.7K6.5430.07N/AN/A1,2027,8679,3406,491
2017-04-20$4.26$5.0090.0%25.8%87.4%38.1%89.6%-3.0%-9.6%7.8K2.2M-6.0K13.0137.59N/AN/A1,56020,2899,61210,954
2017-04-21$4.33$5.0096.0%27.5%86.3%43.7%90.2%20.4%-16.3%-7810.3M-7.4K2.6571.98N/AN/A2,1745,76210,25133,226
2017-04-24$4.21$5.0085.7%24.6%86.6%34.1%84.6%-6.4%-7.0%-4.3K483.8K-7.5K0.9924.46N/AN/A1,3891,3717,5377,062
2017-04-25$4.13$5.0083.1%23.8%86.6%31.7%82.5%-7.2%-6.6%-7.4K611.2K-7.6K0.6020.35N/AN/A1,1867177,7987,516
2017-04-26$4.27$5.0082.6%23.7%87.1%31.3%79.7%4.0%-7.7%-7.0K442.4K-7.9K0.5724.86N/AN/A1,2437117,8207,596
2017-04-27$4.22$5.0087.7%25.1%85.5%35.9%87.5%-0.7%-12.8%-6.7K546.4K-7.7K0.3722.06N/AN/A1,2024477,9317,545
2017-04-28$4.01$5.0081.7%23.4%86.7%30.4%78.3%-13.0%-2.8%-9.0K771.3K-7.1K1.0014.40N/AN/A1,7311,7368,0037,637