DSX Options History — July 2018

In July 2018, DSX traded between $4.38 and $5.01. ATM implied volatility averaged 46.7%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 8.4% (HV 20d: 38.2%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.97.

Notable Days

  • 2018-07-26: Highest Volume — 2,438 contracts
  • 2018-07-27: Largest IV drop — 34.0% change
  • 2018-07-20: Highest IV Rank — 62.4%
  • 2018-07-20: Largest Expected Move — 17.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.63$4.38$5.01$4.84$4.50
Max Pain$4.43$4.00$5.00$4.00$4.00
ATM IV46.7%32.4%61.5%45.8%38.5%
Expected Move13.5%9.3%17.6%13.1%11.0%
HV 20d38.2%31.9%42.2%40.1%37.7%
HV 60d39.4%37.7%41.3%38.7%41.3%
IV Rank36.1%10.9%62.4%34.7%21.7%
IV Percentile38.7%2.4%91.3%29.0%8.3%
Term Structure1.3%-6.2%18.4%-0.1%13.6%
VWIV49.7%28.9%63.4%45.1%44.8%
Skew 25d6.1%-8.3%26.9%-2.7%12.6%
Skew 10d14.8%-12.9%62.4%-2.2%11.0%
Call IV 25d41.8%26.1%52.6%43.7%27.5%
Put IV 25d47.9%32.2%62.2%41.0%40.1%
Bid-Ask Spread %14.968.7719.8914.0311.34
Gamma HHI0.460.340.550.490.51
Net GEX33.3K19.5K53.9K43.0K23.8K
Net DEX-1.0M-1.7M-611.2K-1.4M-715.4K
Net VEX-6.3K-7.0K-5.4K-6.4K-6.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.391.980.411.98
Total Volume1,550.5249822,4381,9361,229
Total OI11,088.6199,85313,1119,85313,111

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$4.84$4.0045.8%13.1%40.1%34.7%45.1%-2.7%-0.1%43.0K-1.4M-6.4K0.4114.03N/AN/A1,3765607,3702,483
2018-07-03$4.91$4.0045.8%13.1%38.8%34.5%46.8%0.5%0.9%44.6K-1.5M-6.5K0.4817.14N/AN/A1,1785667,3692,493
2018-07-05$4.89$5.0045.0%13.5%38.9%33.2%46.5%-8.3%-1.5%45.2K-1.4M-6.4K0.4513.38N/AN/A1,0344667,3692,522
2018-07-06$5.01$5.0038.3%12.7%38.9%21.3%42.4%5.6%1.9%53.9K-1.7M-6.4K0.3915.30N/AN/A1,1844667,4122,525
2018-07-09$4.97$5.0046.9%13.2%38.4%36.5%46.9%8.2%-2.1%52.3K-1.6M-6.5K0.3912.62N/AN/A1,2244737,5252,525
2018-07-10$4.81$5.0047.6%13.1%40.1%37.7%45.9%-0.4%-1.2%46.4K-1.3M-6.1K0.8715.00N/AN/A5314607,4852,535
2018-07-11$4.76$5.0046.4%13.3%40.0%35.6%44.2%4.1%-0.4%44.5K-1.2M-6.1K0.9817.33N/AN/A5195117,5832,570
2018-07-12$4.65$5.0048.3%13.8%40.8%39.0%46.7%-4.5%-3.5%42.2K-1.1M-5.8K1.4715.12N/AN/A4726957,5802,613
2018-07-13$4.66$5.0046.0%13.2%38.8%34.9%57.0%16.1%-0.1%35.1K-919.3K-5.8K1.4619.56N/AN/A4967267,5802,814
2018-07-16$4.44$5.0052.0%14.9%41.8%45.5%51.7%-0.4%1.5%19.5K-615.3K-5.4K1.0817.26N/AN/A5986457,5382,864
2018-07-17$4.51$5.0037.9%10.9%40.4%20.6%57.7%26.9%18.4%27.4K-782.8K-5.7K1.0419.55N/AN/A7587897,7612,934
2018-07-18$4.60$4.0048.9%14.0%41.1%40.0%60.5%14.8%0.6%22.2K-927.0K-6.1K0.7419.89N/AN/A9477008,0783,132
2018-07-19$4.56$4.0053.9%15.5%40.9%49.0%63.4%13.7%-6.2%24.7K-955.0K-6.7K0.7619.05N/AN/A9277008,6873,153
2018-07-20$4.41$4.0061.5%17.6%42.2%62.4%58.9%8.9%-2.5%21.8K-731.3K-6.3K0.5419.04N/AN/A1,0425608,6893,153
2018-07-23$4.43$4.0058.5%16.8%31.9%57.0%52.6%6.7%-0.9%24.0K-815.5K-6.0K0.7018.65N/AN/A1,2578777,6343,117
2018-07-24$4.51$4.0048.4%13.9%31.9%39.2%54.8%7.8%-2.0%28.9K-963.4K-6.6K1.008.77N/AN/A8118138,2803,515
2018-07-25$4.59$4.0046.4%13.3%32.4%35.6%53.7%12.8%-5.4%30.9K-1.1M-7.0K1.8110.68N/AN/A3506328,6383,804
2018-07-26$4.38$4.0049.1%14.1%35.7%40.5%46.3%-0.7%2.5%27.4K-791.2K-6.6K1.009.44N/AN/A1,2181,2208,7413,823
2018-07-27$4.46$4.0032.4%9.3%35.9%10.9%28.9%6.1%16.6%20.1K-689.9K-6.6K1.159.43N/AN/A1,0331,1918,4664,414
2018-07-30$4.38$4.0042.8%12.3%36.2%29.3%49.1%-0.1%-2.7%21.3K-611.2K-6.9K1.7811.58N/AN/A4788498,5674,409
2018-07-31$4.50$4.0038.5%11.0%37.7%21.7%44.8%12.6%13.6%23.8K-715.4K-6.7K1.9811.34N/AN/A4138168,6204,491