DSX Options History — October 2020

In October 2020, DSX traded between $1.34 and $1.50. ATM implied volatility averaged 104.1%, placing in the 49.3% IV rank vs the trailing year. The 30-day expected move averaged 30.8%. IV traded above realized volatility by 67.6% (HV 20d: 36.5%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.05.

Notable Days

  • 2020-10-06: Highest Volume — 251 contracts
  • 2020-10-08: Largest IV spike — 70.9% change
  • 2020-10-02: Highest IV Rank — 72.4%
  • 2020-10-02: Largest Expected Move — 41.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.42$1.34$1.50$1.44$1.38
Max Pain$1.91$1.00$2.00$1.00$2.00
ATM IV104.1%63.4%143.1%101.3%141.4%
Expected Move30.8%18.2%41.0%29.1%40.5%
HV 20d36.5%24.6%46.2%44.4%27.5%
HV 60d41.4%40.5%42.5%42.5%41.0%
IV Rank49.3%25.1%72.4%47.6%71.4%
IV Percentile71.1%40.8%92.7%73.1%91.8%
Term Structure-8.1%-102.1%57.9%-4.9%-59.8%
VWIV72.7%66.2%80.8%71.2%80.8%
Skew 25d12.7%-27.7%72.5%67.4%50.7%
Skew 10d6.9%-50.3%96.6%73.9%53.8%
Call IV 25d84.7%56.2%106.3%64.4%103.0%
Put IV 25d97.4%50.8%153.7%131.8%153.7%
Bid-Ask Spread %94.4129.69144.6971.2065.45
Gamma HHI0.690.620.720.640.71
Net GEX1.7K1.4K1.9K1.5K1.5K
Net DEX-89.5K-114.5K-60.2K-94.1K-63.9K
Net VEX-450-541-311-486-322
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.000.910.000.00
Total Volume25.22702513111
Total OI2,183.4551,9402,2961,9402,296

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$1.44$1.00101.3%29.1%44.4%47.6%0.0%67.4%-4.9%1.5K-94.1K-4860.0071.20N/AN/A3101,814126
2020-10-02$1.44$1.00143.1%41.0%44.0%72.4%0.0%72.5%-102.1%1.6K-89.1K-4660.0064.17N/AN/A001,814126
2020-10-05$1.50$2.00125.5%23.5%45.7%62.0%0.0%13.2%11.3%1.8K-88.6K-4480.0081.67N/AN/A201,814126
2020-10-06$1.50$2.0086.5%0.0%45.3%38.8%71.2%71.9%36.6%1.7K-101.6K-4900.00144.69N/AN/A25101,814126
2020-10-07$1.50$2.0065.5%0.0%44.4%26.4%0.0%-17.3%31.9%1.8K-114.5K-5410.00130.93N/AN/A302,032126
2020-10-08$1.47$2.00112.0%0.0%45.0%54.0%0.0%0.0%26.2%1.8K-106.6K-5210.00122.00N/AN/A702,033126
2020-10-09$1.45$2.00120.2%34.5%45.0%58.8%0.0%0.0%57.9%1.9K-91.8K-4800.00120.28N/AN/A1702,034126
2020-10-12$1.46$2.00102.2%29.3%45.0%48.1%66.2%0.0%-13.4%1.7K-108.7K-5240.13107.31N/AN/A812,052126
2020-10-13$1.42$2.0083.8%0.0%46.2%37.2%0.0%0.0%2.4%1.6K-104.4K-5140.00122.56N/AN/A2202,052126
2020-10-14$1.42$2.0090.4%25.9%45.6%41.2%0.0%-19.2%-44.0%1.8K-93.7K-4830.0072.55N/AN/A6302,063126
2020-10-15$1.42$2.00119.4%34.2%41.9%58.4%0.0%0.0%-45.0%1.8K-96.1K-4910.00104.11N/AN/A502,110126
2020-10-16$1.40$2.0063.4%18.2%41.6%25.1%0.0%-19.0%19.3%1.9K-84.4K-4530.0098.09N/AN/A2002,115126
2020-10-19$1.38$2.0083.8%0.0%30.1%37.2%0.0%-27.7%5.5%1.8K-89.8K-4680.00111.72N/AN/A2102,112125
2020-10-20$1.38$2.00120.8%34.6%29.6%59.2%0.0%-4.9%-2.0%1.8K-73.4K-3760.00123.62N/AN/A2302,133125
2020-10-21$1.41$2.00121.8%0.0%27.8%59.8%80.8%0.0%47.4%1.8K-104.8K-4950.91122.42N/AN/A11102,130125
2020-10-22$1.42$2.00133.0%38.1%24.6%66.5%0.0%0.0%-71.0%1.9K-92.1K-4480.00125.34N/AN/A2102,136135
2020-10-23$1.39$2.0085.8%0.0%25.4%38.4%0.0%-22.3%1.6%1.9K-92.7K-4730.0084.56N/AN/A202,157135
2020-10-26$1.38$2.00105.6%0.0%25.5%50.2%0.0%0.0%-16.3%1.8K-87.3K-4320.0098.53N/AN/A402,157135
2020-10-27$1.38$2.0080.5%23.1%24.9%35.2%0.0%-1.8%-9.8%1.7K-66.0K-3380.0032.17N/AN/A202,156135
2020-10-28$1.34$2.00102.9%29.5%26.8%48.6%0.0%5.5%-34.6%1.4K-60.2K-3110.0044.03N/AN/A1702,157135
2020-10-29$1.36$2.00102.0%29.2%26.8%48.0%0.0%8.6%-15.7%1.6K-64.8K-3370.0029.69N/AN/A302,158135
2020-10-30$1.38$2.00141.4%40.5%27.5%71.4%0.0%50.7%-59.8%1.5K-63.9K-3220.0065.45N/AN/A1102,161135