DSX Options History — October 2018

In October 2018, DSX traded between $3.55 and $4.16. ATM implied volatility averaged 50.0%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 14.5% (HV 20d: 35.5%). Max pain ranged from $4.00 to $4.00. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 1.15.

Notable Days

  • 2018-10-31: Highest Volume — 1,099 contracts
  • 2018-10-26: Largest IV spike — 32.8% change
  • 2018-10-26: Highest IV Rank — 61.0%
  • 2018-10-26: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.91$3.55$4.16$4.15$3.83
Max Pain$4.00$4.00$4.00$4.00$4.00
ATM IV50.0%39.9%60.7%39.9%49.5%
Expected Move14.2%11.4%17.4%11.4%14.2%
HV 20d35.5%25.8%49.5%32.4%49.5%
HV 60d34.1%31.6%37.6%33.8%37.6%
IV Rank42.0%24.1%61.0%24.1%41.1%
IV Percentile64.6%16.7%90.9%16.7%65.1%
Term Structure-3.7%-17.5%4.2%4.2%-1.1%
VWIV49.8%40.2%61.7%40.4%49.8%
Skew 25d4.7%-21.3%84.9%5.8%-15.8%
Skew 10d8.5%-36.0%113.8%16.9%-36.0%
Call IV 25d45.9%31.1%67.6%37.6%67.6%
Put IV 25d50.5%38.0%134.2%43.4%51.9%
Bid-Ask Spread %24.7915.6942.1525.3533.49
Gamma HHI0.400.300.570.390.35
Net GEX-3.5K-14.2K1.4K-7931.4K
Net DEX186.2K-180.9K635.8K-176.5K189.8K
Net VEX-4.8K-5.6K-3.9K-5.5K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.771.661.030.98
Total Volume967.9138001,0991,0561,099
Total OI10,832.17410,10411,41610,37010,788

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$4.15$4.0039.9%11.4%32.4%24.1%40.4%5.8%4.2%-793-176.5K-5.5K1.0325.35N/AN/A5215356,0104,360
2018-10-02$4.11$4.0041.1%11.8%31.5%26.2%41.1%0.5%2.5%-615-93.4K-5.6K1.0324.75N/AN/A5185356,1344,334
2018-10-03$4.13$4.0040.2%11.5%30.7%24.7%40.2%4.9%3.5%-1.4K-123.0K-5.6K1.0116.14N/AN/A4154206,1344,434
2018-10-04$4.16$4.0049.3%13.8%26.2%40.7%48.1%10.0%-2.2%631-180.9K-5.6K0.7720.90N/AN/A4813686,1894,449
2018-10-05$4.16$4.0047.6%13.1%26.2%37.9%45.8%12.9%-2.8%-1.7K-139.5K-5.5K0.8518.86N/AN/A4734006,2684,499
2018-10-08$4.16$4.0051.0%13.6%25.8%43.8%47.5%13.4%-1.7%-671-163.2K-5.5K1.2318.50N/AN/A4695766,2724,546
2018-10-09$4.11$4.0047.1%13.3%25.9%37.0%46.4%17.1%-2.8%-3.2K-118.5K-5.4K1.2219.73N/AN/A4725766,2784,747
2018-10-10$3.85$4.0053.9%15.5%35.4%48.9%53.9%4.8%-8.6%-5.7K303.5K-4.9K1.2023.56N/AN/A4815766,3484,749
2018-10-11$3.85$4.0051.3%14.7%35.3%44.3%51.4%-0.4%-1.3%-5.8K359.0K-5.1K0.9742.15N/AN/A5465326,3624,933
2018-10-12$3.92$4.0050.9%14.6%34.9%43.6%50.9%10.0%-4.0%-9.2K327.1K-5.0K1.0631.31N/AN/A4975286,4154,982
2018-10-15$3.88$4.0052.9%15.2%33.2%47.2%52.9%7.8%-3.0%-8.4K266.3K-5.1K1.3224.27N/AN/A3995286,4214,982
2018-10-16$3.95$4.0048.6%13.9%32.5%39.5%48.6%9.7%-2.2%-14.2K266.3K-5.0K1.4223.03N/AN/A3725286,4234,982
2018-10-17$3.97$4.0052.1%14.9%32.5%45.7%52.1%11.4%-3.5%-11.8K245.0K-4.9K1.4220.05N/AN/A3725276,4024,982
2018-10-18$3.91$4.0047.2%13.5%32.9%37.0%47.2%2.8%-0.1%-13.9K349.6K-4.8K1.2531.07N/AN/A4235276,4024,972
2018-10-19$3.79$4.0054.8%15.7%34.0%50.5%54.8%-4.1%-10.0%-1.6K635.8K-4.3K1.6623.96N/AN/A3856386,4444,972
2018-10-22$3.87$4.0050.1%14.4%34.3%42.2%50.2%0.5%-3.5%-1.1K213.0K-4.5K1.0727.55N/AN/A5265625,8924,212
2018-10-23$3.84$4.0049.9%14.3%34.1%41.8%49.8%-1.6%-1.0%1.1K193.0K-4.5K1.0522.85N/AN/A4184406,0694,223
2018-10-24$3.55$4.0052.8%15.1%43.8%47.0%57.2%-21.3%-8.3%-1.0K456.0K-3.9K1.1619.94N/AN/A4204886,1494,247
2018-10-25$3.74$4.0045.7%13.1%48.2%34.4%47.9%84.9%3.6%-204380.7K-4.2K1.3718.71N/AN/A3554886,1524,341
2018-10-26$3.74$4.0060.7%17.4%45.6%61.0%61.7%-11.3%-9.3%-291319.7K-4.3K1.2632.92N/AN/A3544466,1534,341
2018-10-29$3.69$4.0055.7%16.0%45.2%52.2%54.3%-15.2%-16.5%-1.9K380.6K-3.9K1.1135.35N/AN/A4615126,1834,323
2018-10-30$3.64$4.0057.8%16.6%45.3%55.9%52.5%-19.4%-17.5%-698392.4K-4.0K0.9515.69N/AN/A5505256,2604,382
2018-10-31$3.83$4.0049.5%14.2%49.5%41.1%49.8%-15.8%-1.1%1.4K189.8K-4.3K0.9833.49N/AN/A5545456,3864,402