DSX Options History — February 2020 In February 2020, DSX traded between $2.11 and $2.78. ATM implied volatility averaged 49.0%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 17.4% (HV 20d: 31.6%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 7.88.
Notable Days 2020-02-12 : Highest Volume — 872 contracts2020-02-24 : Largest IV spike — 163.5% change2020-02-24 : Highest IV Rank — 45.1%2020-02-24 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $2.58 $2.11 $2.78 $2.66 $2.19 Max Pain $3.00 $3.00 $3.00 $3.00 $3.00 ATM IV 49.0% 32.3% 87.2% 57.8% 83.2% Expected Move 14.1% 9.3% 25.0% 16.6% 23.9% HV 20d 31.6% 22.4% 55.3% 22.4% 55.3% HV 60d 29.0% 25.0% 37.3% 28.5% 36.5% IV Rank 19.0% 7.6% 45.1% 25.0% 42.4% IV Percentile 67.3% 26.2% 97.2% 93.3% 96.8% Term Structure -0.6% -40.0% 20.3% -17.4% -40.0% VWIV 57.3% 30.4% 105.8% 48.9% 105.8% Skew 25d 16.3% -25.3% 102.2% 102.2% -12.1% Skew 10d 21.4% -18.8% 113.0% 110.5% -7.5% Call IV 25d 46.4% 30.3% 70.5% 46.6% 70.5% Put IV 25d 62.7% 30.4% 148.8% 148.8% 58.5% Bid-Ask Spread % 54.15 25.46 97.97 74.11 70.49 Gamma HHI 0.40 0.28 0.56 0.41 0.32 Net GEX 371 -2.8K 2.8K -982 2.3K Net DEX 166.8K 27.7K 227.9K 215.5K 167.9K Net VEX -1.5K -2.0K -901 -1.5K -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.88 0.00 60.00 60.00 0.01 Total Volume 155 0 872 10 119 Total OI 7,376.632 6,844 7,916 6,848 7,916
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2020-02-03 $2.66 $3.00 57.8% 16.6% 22.4% 25.0% 0.0% 102.2% -17.4% -982 215.5K -1.5K 0.00 74.11 N/A N/A 0 10 4,815 2,033 2020-02-04 $2.68 $3.00 43.7% 12.5% 23.0% 15.4% 0.0% 31.9% 14.6% -848 212.2K -1.6K 60.00 59.84 N/A N/A 1 60 4,811 2,033 2020-02-05 $2.71 $3.00 33.7% 9.6% 23.6% 8.5% 0.0% 41.9% 2.0% -855 200.7K -1.5K 0.00 34.38 N/A N/A 130 0 4,812 2,033 2020-02-06 $2.71 $3.00 47.9% 12.0% 23.5% 18.2% 48.9% 8.0% 5.5% -2.2K 214.0K -1.3K 0.00 26.79 N/A N/A 0 10 4,902 2,033 2020-02-07 $2.68 $3.00 48.1% 14.2% 23.6% 18.4% 62.4% 10.6% -12.3% -1.6K 206.5K -1.5K 0.00 43.32 N/A N/A 0 34 4,902 2,023 2020-02-10 $2.68 $3.00 46.3% 14.7% 23.7% 17.2% 0.0% 11.0% 4.2% -2.1K 227.9K -1.3K 0.00 60.78 N/A N/A 2 0 4,903 2,049 2020-02-11 $2.78 $3.00 39.3% 12.6% 27.9% 12.4% 47.2% -8.4% -6.0% -2.8K 197.5K -1.4K 0.10 54.12 N/A N/A 108 11 4,905 2,049 2020-02-12 $2.77 $3.00 44.6% 12.8% 25.1% 16.0% 42.4% -8.9% -6.2% -2.4K 183.0K -1.4K 0.00 52.07 N/A N/A 869 3 4,931 2,059 2020-02-13 $2.77 $3.00 46.2% 13.3% 25.1% 17.1% 0.0% 19.6% 16.0% 2.3K 27.7K -2.0K 0.00 54.45 N/A N/A 0 0 5,678 1,928 2020-02-14 $2.75 $3.00 32.3% 9.3% 25.1% 7.6% 0.0% 14.1% 20.3% 7 90.4K -1.9K 2.50 31.71 N/A N/A 4 10 5,678 1,928 2020-02-18 $2.73 $3.00 43.1% 12.4% 24.9% 15.0% 31.0% 16.8% 15.0% 1.8K 97.7K -1.8K 0.25 25.46 N/A N/A 20 5 5,678 1,938 2020-02-19 $2.72 $3.00 34.2% 9.8% 24.7% 8.9% 0.0% 10.6% 16.7% 853 125.8K -1.8K 0.00 65.53 N/A N/A 57 0 5,686 1,943 2020-02-20 $2.75 $3.00 54.8% 15.7% 22.5% 22.9% 57.9% 82.7% -6.6% 2.1K 71.9K -2.0K 0.01 30.29 N/A N/A 240 2 5,705 1,943 2020-02-21 $2.66 $3.00 33.1% 9.5% 23.8% 8.2% 0.0% 14.9% 20.1% 2.5K 146.3K -1.6K 0.08 61.06 N/A N/A 106 8 5,922 1,943 2020-02-24 $2.36 $3.00 87.2% 25.0% 47.9% 45.1% 30.4% -25.3% 0.0% 2.8K 170.4K -1.2K 0.03 97.97 N/A N/A 579 18 5,990 1,706 2020-02-25 $2.20 $3.00 42.6% 12.2% 52.7% 14.6% 84.3% -3.9% -5.2% 2.3K 210.2K -901 0.09 62.82 N/A N/A 335 30 6,020 1,710 2020-02-26 $2.14 $3.00 46.0% 13.2% 52.8% 17.0% 0.0% -10.0% -12.7% 2.1K 204.0K -919 50.00 44.59 N/A N/A 1 50 6,055 1,700 2020-02-27 $2.11 $3.00 67.7% 19.4% 52.8% 31.8% 62.9% 13.4% -19.5% 2.0K 200.2K -985 5.15 79.02 N/A N/A 20 103 6,056 1,740 2020-02-28 $2.19 $3.00 83.2% 23.9% 55.3% 42.4% 105.8% -12.1% -40.0% 2.3K 167.9K -1.3K 0.01 70.49 N/A N/A 118 1 6,076 1,840
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