DSX Options History — June 2018

In June 2018, DSX traded between $4.45 and $5.11. ATM implied volatility averaged 40.8%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 2.5% (HV 20d: 38.3%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.58.

Notable Days

  • 2018-06-06: Highest Volume — 2,773 contracts
  • 2018-06-06: Largest IV spike — 86.1% change
  • 2018-06-12: Highest IV Rank — 50.0%
  • 2018-06-27: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.78$4.45$5.11$4.45$4.81
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV40.8%26.3%54.5%30.0%42.4%
Expected Move11.4%8.6%13.6%8.6%12.2%
HV 20d38.3%32.1%44.4%44.2%41.3%
HV 60d40.0%38.4%41.1%40.1%39.4%
IV Rank25.2%0.0%50.0%2.2%28.6%
IV Percentile16.5%0.0%71.0%0.8%17.5%
Term Structure2.8%-1.1%10.6%10.6%5.2%
VWIV40.3%35.9%46.6%35.9%42.2%
Skew 25d4.1%-13.5%16.0%2.5%0.3%
Skew 10d10.3%-24.3%47.6%0.7%-0.4%
Call IV 25d36.8%30.3%47.2%30.3%43.7%
Put IV 25d40.9%30.6%52.1%32.8%44.0%
Bid-Ask Spread %15.4110.3723.5710.9116.41
Gamma HHI0.590.430.900.430.49
Net GEX56.8K23.5K167.1K30.0K43.7K
Net DEX-1.8M-2.8M-1.1M-1.8M-1.4M
Net VEX-5.0K-6.6K-3.2K-3.2K-6.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.231.160.450.38
Total Volume1,596.9528272,7731,2671,976
Total OI11,769.6197,03315,88013,6869,757

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$4.45$4.0030.0%8.6%44.2%2.2%35.9%2.5%10.6%30.0K-1.8M-3.2K0.4510.91N/AN/A87339410,7592,927
2018-06-04$4.59$4.0032.5%10.7%44.4%6.7%38.6%6.4%1.8%65.0K-2.0M-3.8K0.6123.57N/AN/A86152210,7512,914
2018-06-05$4.74$4.0026.3%10.1%43.3%0.0%39.2%16.0%5.5%103.3K-2.2M-4.1K0.3913.01N/AN/A1,33352210,8312,907
2018-06-06$4.76$4.0048.9%11.1%42.9%40.0%37.6%-13.5%2.5%114.0K-2.8M-4.7K0.2310.37N/AN/A2,24652711,3782,917
2018-06-07$4.67$4.0046.0%11.8%42.6%35.0%36.0%11.7%-0.1%106.9K-2.6M-5.6K0.6720.15N/AN/A83255712,3423,075
2018-06-08$4.59$4.0040.4%10.8%43.5%25.0%40.2%7.7%2.6%75.8K-2.2M-5.0K0.5719.07N/AN/A87849812,3173,110
2018-06-11$4.67$4.0043.8%11.6%33.1%31.0%46.6%12.8%2.4%90.0K-2.3M-4.8K0.5211.69N/AN/A96550112,3663,130
2018-06-12$4.61$4.0054.5%11.5%33.3%50.0%36.6%8.8%-0.3%23.5K-2.0M-4.3K0.5218.33N/AN/A96549812,4463,130
2018-06-13$4.66$4.0041.4%11.9%33.3%26.7%38.6%7.1%-0.1%24.1K-2.1M-4.5K0.5213.02N/AN/A95849812,4833,155
2018-06-14$4.82$4.0038.4%11.0%34.8%21.5%38.3%-4.0%2.6%167.1K-2.7M-5.0K0.5916.60N/AN/A96657212,6453,155
2018-06-15$4.72$4.0039.3%11.3%35.7%23.0%39.9%14.7%-1.1%26.7K-2.2M-4.7K0.6214.16N/AN/A84052312,7333,147
2018-06-18$4.87$4.0037.2%10.7%32.8%19.3%37.2%-1.6%5.1%30.6K-1.1M-4.7K1.0615.07N/AN/A4204455,0911,942
2018-06-19$4.90$4.0036.4%10.4%32.1%17.9%36.4%1.1%7.5%32.5K-1.2M-4.8K1.1613.38N/AN/A3854455,2401,952
2018-06-20$4.82$4.0040.3%11.6%32.5%24.9%40.0%-3.0%2.5%30.8K-1.1M-4.8K1.1613.42N/AN/A3824455,3381,962
2018-06-21$4.76$4.0039.8%11.4%32.9%23.9%42.6%-2.1%0.8%30.6K-1.1M-4.7K1.0921.48N/AN/A5616115,3291,962
2018-06-22$5.11$4.0039.6%11.4%38.6%23.7%39.7%7.7%4.1%32.0K-1.4M-4.9K0.2714.27N/AN/A1,9235185,2912,163
2018-06-25$4.96$4.0043.1%12.4%40.8%29.9%43.9%2.2%0.5%39.8K-1.4M-6.0K0.4014.05N/AN/A1,3615476,6482,170
2018-06-26$5.02$4.0043.6%12.5%40.7%30.7%44.9%6.5%-0.4%40.8K-1.5M-6.0K0.3517.23N/AN/A1,5695526,6552,193
2018-06-27$4.99$4.0047.3%13.6%39.3%37.2%46.1%6.1%1.4%41.7K-1.6M-6.5K0.2911.67N/AN/A1,6274787,0362,203
2018-06-28$4.86$4.0044.8%12.9%41.0%32.9%44.8%-2.1%4.8%44.3K-1.5M-6.5K0.4215.74N/AN/A1,3775857,4082,204
2018-06-29$4.81$4.0042.4%12.2%41.3%28.6%42.2%0.3%5.2%43.7K-1.4M-6.6K0.3816.41N/AN/A1,4295477,3962,361