DSX Options History — October 2019

In October 2019, DSX traded between $3.43 and $3.95. ATM implied volatility averaged 45.1%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 21.7% (HV 20d: 23.3%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.08.

Notable Days

  • 2019-10-24: Highest Volume — 607 contracts
  • 2019-10-09: Largest IV drop — 65.9% change
  • 2019-10-08: Highest IV Rank — 45.1%
  • 2019-10-28: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.61$3.43$3.95$3.44$3.66
Max Pain$3.91$3.00$4.00$3.00$4.00
ATM IV45.1%29.6%88.6%54.0%47.3%
Expected Move11.5%8.5%16.6%15.5%13.6%
HV 20d23.3%14.2%43.4%22.6%43.4%
HV 60d31.8%30.0%34.0%32.5%34.0%
IV Rank14.8%4.1%45.1%21.1%16.4%
IV Percentile48.6%9.1%98.0%75.8%61.5%
Term Structure-3.5%-23.6%16.4%-23.6%9.5%
VWIV42.0%27.1%57.9%52.9%37.2%
Skew 25d4.6%-15.7%24.1%10.3%11.9%
Skew 10d2.0%-48.9%28.3%11.5%-0.1%
Call IV 25d37.1%26.0%57.3%41.3%38.6%
Put IV 25d41.7%32.5%57.9%51.5%50.5%
Bid-Ask Spread %89.2529.13129.1378.0680.24
Gamma HHI0.860.780.930.870.78
Net GEX10.5K7.5K16.3K8.0K13.7K
Net DEX-327.1K-609.3K-168.1K-222.5K-405.7K
Net VEX-2.2K-2.7K-1.7K-2.2K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.000.930.000.00
Total Volume89.348060774188
Total OI3,917.9133,6774,6353,7394,635

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$3.44$3.0054.0%15.5%22.6%21.1%0.0%10.3%-23.6%8.0K-222.5K-2.2K0.0078.06N/AN/A7402,7161,023
2019-10-02$3.43$3.0044.6%12.8%21.4%14.5%52.9%-0.3%-6.8%7.6K-206.2K-2.2K0.0070.18N/AN/A402,6541,023
2019-10-03$3.44$4.0045.3%8.7%16.3%15.0%0.0%2.8%-3.2%7.8K-209.0K-2.2K0.00112.52N/AN/A002,6541,023
2019-10-04$3.48$4.0056.1%11.3%14.6%22.5%0.0%1.4%-22.6%8.2K-221.8K-2.2K0.33100.96N/AN/A30102,6541,023
2019-10-07$3.48$4.0064.4%10.8%14.2%28.3%0.0%1.3%-5.9%8.3K-221.1K-2.1K0.0098.91N/AN/A002,6641,023
2019-10-08$3.44$4.0088.6%10.3%14.7%45.1%0.0%5.9%-11.5%7.5K-168.1K-1.7K0.00112.90N/AN/A002,6641,023
2019-10-09$3.51$4.0030.2%8.7%16.4%4.5%29.1%-0.3%-3.8%8.1K-255.8K-2.2K0.00111.38N/AN/A2502,6641,023
2019-10-10$3.50$4.0034.6%9.9%16.2%7.6%0.0%-15.7%12.8%8.4K-241.1K-2.1K0.00117.28N/AN/A002,6891,023
2019-10-11$3.46$4.0036.8%10.6%16.6%9.1%0.0%8.1%-11.9%8.2K-215.1K-2.0K0.00111.54N/AN/A3402,6891,023
2019-10-14$3.43$4.0047.4%13.6%15.6%16.5%0.0%21.9%-4.0%7.9K-179.3K-1.7K0.00120.33N/AN/A11202,7331,023
2019-10-15$3.58$4.0040.9%11.7%19.9%11.9%36.9%24.1%16.1%8.9K-292.8K-2.2K0.10129.13N/AN/A104102,7531,023
2019-10-16$3.62$4.0029.6%8.5%20.0%4.1%27.9%9.9%-4.5%10.5K-305.6K-2.2K0.0038.69N/AN/A8102,7821,033
2019-10-17$3.59$4.0032.7%9.4%20.2%6.2%0.0%-0.1%14.6%10.3K-313.6K-2.2K0.03117.93N/AN/A3012,8631,033
2019-10-18$3.61$4.0029.9%8.6%20.0%4.3%0.0%8.7%16.4%11.0K-311.0K-2.2K0.0076.13N/AN/A002,8681,034
2019-10-21$3.58$4.0030.8%8.8%20.5%4.9%0.0%6.7%-3.2%10.4K-293.9K-2.1K0.0029.13N/AN/A102,8311,004
2019-10-22$3.55$4.0030.3%8.7%21.0%4.6%0.0%3.2%1.1%10.4K-253.0K-2.0K0.0078.64N/AN/A502,8321,004
2019-10-23$3.72$4.0032.4%9.3%26.1%6.0%27.1%11.3%14.6%12.1K-368.4K-2.1K0.0079.64N/AN/A8102,8371,004
2019-10-24$3.95$4.0044.4%12.7%32.6%14.3%44.4%5.9%-4.6%13.2K-566.0K-2.2K0.0361.47N/AN/A587202,8431,004
2019-10-25$3.83$4.0046.7%13.4%35.1%15.9%50.2%-11.1%-9.2%14.1K-507.2K-2.4K0.9360.49N/AN/A1091013,1501,024
2019-10-28$3.95$4.0057.9%16.6%36.1%23.7%57.9%5.0%-16.3%14.7K-594.3K-2.5K0.0476.03N/AN/A226103,2281,125
2019-10-29$3.94$4.0053.9%15.5%36.2%21.0%56.5%-1.5%-13.2%15.3K-609.3K-2.7K0.01110.82N/AN/A16323,4241,135
2019-10-30$3.88$4.0057.4%16.4%36.9%23.4%0.0%-3.3%-21.1%16.3K-563.2K-2.6K0.0080.22N/AN/A4703,4971,135
2019-10-31$3.66$4.0047.3%13.6%43.4%16.4%37.2%11.9%9.5%13.7K-405.7K-2.5K0.0080.24N/AN/A18803,5001,135