DSX Options History — August 2020

In August 2020, DSX traded between $1.38 and $1.54. ATM implied volatility averaged 109.3%, placing in the 52.4% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded above realized volatility by 64.9% (HV 20d: 44.4%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.21.

Notable Days

  • 2020-08-05: Highest Volume — 203 contracts
  • 2020-08-17: Largest IV spike — 106.1% change
  • 2020-08-07: Highest IV Rank — 94.3%
  • 2020-08-05: Largest Expected Move — 48.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.45$1.38$1.54$1.41$1.46
Max Pain$1.86$1.00$2.00$1.00$2.00
ATM IV109.3%53.0%179.9%121.5%94.5%
Expected Move27.9%14.2%48.5%34.8%27.1%
HV 20d44.4%24.3%52.5%30.1%52.5%
HV 60d62.3%49.6%70.6%70.6%49.6%
IV Rank52.4%18.9%94.3%59.6%43.5%
IV Percentile80.3%49.8%99.6%90.2%74.7%
Term Structure-1.4%-126.3%120.4%120.4%-12.8%
VWIV100.2%59.3%173.9%173.9%128.6%
Skew 25d-10.4%-89.6%78.8%-34.2%-19.7%
Skew 10d-4.9%-91.4%87.2%-11.6%-10.6%
Call IV 25d95.5%60.6%182.7%87.4%77.9%
Put IV 25d85.1%52.9%194.3%53.2%58.1%
Bid-Ask Spread %64.6526.40111.6631.6847.84
Gamma HHI0.740.590.870.590.62
Net GEX2.3K8483.5K8481.3K
Net DEX-59.7K-116.6K-12.8K-22.2K-47.0K
Net VEX-514-715-332-337-442
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.001.180.000.00
Total Volume41.0480203750
Total OI4,518.0484,1524,6994,1524,614

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$1.41$1.00121.5%34.8%30.1%59.6%0.0%-34.2%120.4%848-22.2K-3370.0031.68N/AN/A7503,799353
2020-08-04$1.42$1.00133.5%38.3%28.5%66.7%173.9%-89.6%-126.3%1.4K-25.4K-3840.0042.58N/AN/A2403,859353
2020-08-05$1.49$1.00169.1%48.5%33.7%87.9%99.3%-45.9%60.8%3.1K-106.9K-7150.1751.01N/AN/A173303,868353
2020-08-06$1.49$2.00142.4%45.4%24.3%72.0%65.5%78.8%53.2%3.1K-69.6K-5950.7279.57N/AN/A43314,043344
2020-08-07$1.38$2.00179.9%16.2%37.0%94.3%0.0%-53.0%16.3%1.1K-12.8K-3320.8339.39N/AN/A654,064354
2020-08-10$1.43$2.00165.9%17.8%38.4%86.0%0.0%-24.9%86.8%1.1K-21.5K-3690.0088.24N/AN/A3604,070359
2020-08-11$1.52$2.0090.0%14.2%43.8%40.9%143.1%2.9%30.2%3.3K-57.0K-5470.0038.12N/AN/A3804,086359
2020-08-12$1.52$2.0058.0%16.6%43.7%21.9%64.0%-19.4%14.2%3.3K-51.4K-5180.0066.21N/AN/A2404,121359
2020-08-13$1.49$2.0094.0%27.0%44.0%43.3%0.0%13.7%-22.3%3.1K-68.0K-5710.0070.99N/AN/A10504,143359
2020-08-14$1.54$2.0053.0%15.2%45.2%18.9%101.1%0.6%24.2%3.5K-67.4K-5230.0093.54N/AN/A304,198359
2020-08-17$1.50$2.00109.3%31.3%46.6%52.4%0.0%22.6%-59.0%3.1K-68.7K-5580.0186.90N/AN/A11714,200359
2020-08-18$1.42$2.0087.9%25.2%50.9%39.7%0.0%-0.2%13.8%2.6K-56.3K-4840.0069.57N/AN/A2104,319359
2020-08-19$1.43$2.00122.6%35.1%50.9%60.2%72.4%-26.7%-64.1%2.8K-115.1K-6991.0077.48N/AN/A28284,340359
2020-08-20$1.42$2.0078.0%22.3%50.9%33.7%59.3%0.0%0.0%2.1K-71.1K-5640.00100.40N/AN/A404,323367
2020-08-21$1.42$2.00116.9%33.5%50.9%56.9%0.0%24.6%0.0%2.7K-116.6K-6990.00111.66N/AN/A404,323367
2020-08-24$1.47$2.00103.3%29.6%51.9%48.8%97.9%-38.8%-18.1%1.3K-50.2K-4580.0057.81N/AN/A604,285343
2020-08-25$1.45$2.0095.0%27.2%52.2%43.9%0.0%8.2%-17.7%2.9K-65.4K-5410.0071.41N/AN/A004,288343
2020-08-26$1.42$2.0088.8%25.5%52.3%40.2%97.6%4.4%-36.4%2.5K-53.9K-4920.0026.40N/AN/A504,288343
2020-08-27$1.42$2.0090.8%26.0%52.3%41.4%128.6%18.3%-33.6%2.6K-55.1K-4971.1847.99N/AN/A17204,286343
2020-08-28$1.45$2.00101.5%29.1%52.5%47.7%0.0%-29.9%-56.5%1.2K-52.0K-4620.0058.93N/AN/A1804,274353
2020-08-31$1.46$2.0094.5%27.1%52.5%43.5%0.0%-19.7%-12.8%1.3K-47.0K-4420.0047.84N/AN/A004,266348