DSX Options History — March 2019

In March 2019, DSX traded between $2.47 and $2.85. ATM implied volatility averaged 53.5%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 10.7% (HV 20d: 42.7%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 1.62.

Notable Days

  • 2019-03-28: Highest Volume — 755 contracts
  • 2019-03-12: Largest IV drop — 71.3% change
  • 2019-03-08: Highest IV Rank — 100.0%
  • 2019-03-08: Largest Expected Move — 33.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.68$2.47$2.85$2.64$2.82
Max Pain$2.55$2.00$3.00$3.00$2.00
ATM IV53.5%31.1%127.9%45.6%36.9%
Expected Move16.3%8.0%33.5%13.1%23.1%
HV 20d42.7%31.1%48.9%45.8%32.5%
HV 60d40.3%39.4%41.9%39.7%40.1%
IV Rank29.0%4.7%100.0%23.2%10.4%
IV Percentile46.4%3.2%100.0%42.5%10.3%
Term Structure20.0%-11.1%59.1%12.6%59.1%
VWIV62.0%40.9%129.1%51.8%129.1%
Skew 25d18.6%-11.5%57.9%57.9%30.0%
Skew 10d10.9%-9.5%70.3%70.3%15.6%
Call IV 25d34.4%25.2%57.2%47.2%31.3%
Put IV 25d53.0%36.1%105.1%105.1%61.3%
Bid-Ask Spread %110.9140.09180.0940.09158.98
Gamma HHI0.460.380.820.820.49
Net GEX4.2K1.8K15.3K14.9K4.0K
Net DEX20.7K-34.4K132.3K23.8K-34.4K
Net VEX-1.0K-1.5K-816-1.3K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.620.008.940.790.47
Total Volume209.0956755479755
Total OI5,7192,3918,6808,6333,359

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$2.64$3.0045.6%13.1%45.8%23.2%51.8%57.9%12.6%14.9K23.8K-1.3K0.7940.09N/AN/A2672127,4641,169
2019-03-04$2.65$3.0052.1%14.9%45.4%30.9%60.5%-11.5%-11.1%15.3K22.4K-1.2K0.3496.73N/AN/A150517,4631,169
2019-03-05$2.64$3.0053.9%15.4%45.3%33.1%61.2%11.5%20.2%14.7K10.4K-1.3K0.34100.00N/AN/A150517,4831,197
2019-03-06$2.54$3.0058.2%16.7%46.2%38.3%0.0%-1.5%14.6%2.0K131.2K-8741.0699.56N/AN/A67717,4831,197
2019-03-07$2.54$3.0088.9%25.5%45.6%75.1%0.0%-1.4%14.4%2.0K132.3K-8770.79101.06N/AN/A67537,4811,198
2019-03-08$2.47$3.00116.9%33.5%46.0%100.0%0.0%8.5%0.1%1.8K54.3K-8842.6695.54N/AN/A671787,481917
2019-03-11$2.57$3.00127.9%14.1%48.4%100.0%47.9%10.1%23.5%2.0K53.4K-8162.0098.09N/AN/A20407,502859
2019-03-12$2.60$3.0036.7%13.7%48.9%10.3%0.0%14.8%22.2%2.2K29.9K-9380.0093.78N/AN/A067,522859
2019-03-13$2.70$3.0041.8%15.4%44.5%15.3%53.7%21.8%32.1%2.5K11.4K-1.0K0.6386.17N/AN/A41267,522862
2019-03-14$2.67$3.0039.3%14.3%43.5%12.8%50.0%12.8%17.7%2.3K24.7K-9830.0996.48N/AN/A203197,523862
2019-03-15$2.72$3.0035.9%13.4%44.4%9.5%46.7%23.0%25.4%2.7K16.6K-1.0K0.1588.59N/AN/A230357,528869
2019-03-18$2.73$0.0038.8%8.0%44.4%12.3%57.9%24.0%6.2%2.6K-18.5K-9740.00180.09N/AN/A1701,816575
2019-03-19$2.71$2.0036.7%14.0%44.4%10.2%43.1%25.2%17.7%2.7K-19.9K-9760.00112.33N/AN/A4501,833575
2019-03-20$2.74$2.0051.1%14.2%44.7%24.5%66.1%34.2%27.3%2.8K-30.7K-1.1K0.00145.23N/AN/A7001,859575
2019-03-21$2.74$2.0041.9%14.3%44.5%15.4%48.8%25.5%27.3%3.0K-30.8K-1.0K0.0086.88N/AN/A7001,884575
2019-03-22$2.74$2.0042.6%21.7%44.4%16.1%40.9%25.9%53.6%3.0K-26.2K-9662.86113.40N/AN/A702001,884575
2019-03-25$2.73$2.0043.9%13.0%44.1%17.4%0.0%27.3%20.6%2.0K10.5K-1.1K4.2992.06N/AN/A241031,884775
2019-03-26$2.79$2.0031.1%11.9%31.3%4.7%0.0%26.9%19.6%2.2K38.9K-1.0K6.44144.90N/AN/A161031,902875
2019-03-27$2.75$2.0045.2%13.3%31.1%18.6%0.0%20.0%11.1%2.2K28.5K-1.0K8.94140.10N/AN/A161431,914842
2019-03-28$2.85$2.0057.3%18.0%32.1%30.5%110.0%5.6%6.0%2.4K6.6K-1.1K0.47159.12N/AN/A5152401,914873
2019-03-29$2.82$2.0036.9%23.1%32.5%10.4%129.1%30.0%59.1%4.0K-34.4K-1.5K0.47158.98N/AN/A5152402,417942