DSX Options History — June 2019

In June 2019, DSX traded between $2.92 and $3.33. ATM implied volatility averaged 38.7%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 2.3% (HV 20d: 41.0%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 1.13.

Notable Days

  • 2019-06-21: Highest Volume — 379 contracts
  • 2019-06-10: Largest IV drop — 28.4% change
  • 2019-06-07: Highest IV Rank — 22.3%
  • 2019-06-05: Largest Expected Move — 12.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.11$2.92$3.33$2.92$3.33
Max Pain$3.77$3.00$4.00$3.00$4.00
ATM IV38.7%28.0%56.3%41.0%39.0%
Expected Move10.3%8.0%12.8%11.8%11.2%
HV 20d41.0%29.0%49.8%45.0%34.8%
HV 60d38.0%36.7%39.5%37.3%37.5%
IV Rank10.1%2.6%22.3%11.7%10.3%
IV Percentile27.3%2.4%81.0%32.9%27.4%
Term Structure-0.6%-17.9%14.7%0.1%-11.8%
VWIV69.3%41.2%148.2%41.2%148.2%
Skew 25d6.2%-55.6%54.8%-7.8%0.5%
Skew 10d24.1%-12.4%93.1%-12.4%11.3%
Call IV 25d41.1%25.7%78.4%48.7%27.7%
Put IV 25d47.2%22.9%100.9%40.9%28.3%
Bid-Ask Spread %80.9023.98156.4790.8836.69
Gamma HHI0.470.400.670.430.48
Net GEX3.6K-4677.5K1.5K6.8K
Net DEX-222.2K-419.9K-94.3K-106.3K-266.9K
Net VEX-1.4K-1.7K-1.1K-1.3K-1.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.005.565.562.14
Total Volume166.62537959185
Total OI3,988.852,9804,5863,9793,468

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$2.92$3.0041.0%11.8%45.0%11.7%41.2%-7.8%0.1%1.5K-106.3K-1.3K5.5690.88N/AN/A9502,9411,038
2019-06-04$3.03$3.0043.1%12.4%47.4%13.2%43.1%-6.9%-15.8%1.7K-143.7K-1.4K2.6370.15N/AN/A19502,9411,088
2019-06-05$2.95$3.0044.6%12.8%48.1%14.2%44.7%48.8%-17.9%1.4K-99.2K-1.3K2.6369.94N/AN/A19502,9461,088
2019-06-06$3.01$0.0051.3%9.7%48.9%18.9%0.0%27.3%11.4%2.2K-128.5K-1.3K1.13109.67N/AN/A48542,9461,088
2019-06-07$3.05$0.0056.3%12.0%49.0%22.3%0.0%54.8%1.7%3.3K-175.0K-1.4K1.0285.95N/AN/A53542,9851,084
2019-06-10$2.97$0.0040.3%8.3%49.8%11.2%0.0%4.4%14.7%725-94.3K-1.3K0.08156.47N/AN/A2422,9901,084
2019-06-11$2.99$0.0050.5%11.1%45.9%18.3%0.0%19.7%0.8%1.7K-121.4K-1.3K0.0373.74N/AN/A11533,0141,086
2019-06-12$2.96$0.0039.3%11.3%29.0%10.5%0.0%2.3%5.1%731-96.3K-1.4K0.0338.58N/AN/A11533,1021,087
2019-06-13$2.97$0.0032.5%9.3%29.2%5.8%0.0%19.7%12.0%-467-101.9K-1.3K0.0651.85N/AN/A4933,1021,087
2019-06-14$3.17$0.0028.0%8.0%38.4%2.6%148.2%-55.6%0.7%4.0K-309.8K-1.1K0.05110.51N/AN/A278133,1271,087
2019-06-17$3.10$4.0033.2%9.5%39.0%6.3%0.0%15.5%2.7%1.4K-283.7K-1.4K0.0489.52N/AN/A2413,2791,098
2019-06-18$3.12$4.0030.9%8.8%39.2%4.6%0.0%10.4%9.6%1.9K-299.7K-1.3K0.00106.94N/AN/A21913,2741,098
2019-06-19$3.17$4.0030.3%8.7%39.7%4.2%0.0%-8.3%3.8%4.7K-359.6K-1.3K0.09102.46N/AN/A158153,3791,084
2019-06-20$3.17$4.0030.8%8.8%39.7%4.6%0.0%-11.8%3.4%4.3K-367.4K-1.5K0.0894.30N/AN/A186153,5021,084
2019-06-21$3.22$4.0033.9%9.7%40.0%6.8%0.0%9.0%6.2%7.5K-419.9K-1.4K0.7992.07N/AN/A2121673,5071,061
2019-06-24$3.23$4.0035.5%10.2%39.8%7.9%0.0%-2.5%-15.4%7.1K-282.3K-1.4K2.8223.98N/AN/A712002,484496
2019-06-25$3.28$4.0038.9%11.1%40.1%10.2%0.0%0.3%-5.0%7.2K-250.7K-1.5K1.4683.51N/AN/A1402052,539696
2019-06-26$3.29$4.0039.3%11.3%40.1%10.5%0.0%2.0%-3.0%7.5K-280.3K-1.6K1.0174.26N/AN/A1251262,653696
2019-06-27$3.30$4.0034.8%10.0%36.2%7.4%0.0%1.7%-15.2%6.8K-256.7K-1.7K0.8756.54N/AN/A1451262,653815
2019-06-28$3.33$4.0039.0%11.2%34.8%10.3%0.0%0.5%-11.8%6.8K-266.9K-1.7K2.1436.69N/AN/A591262,653815