DSX Options History — November 2020

In November 2020, DSX traded between $1.38 and $1.79. ATM implied volatility averaged 102.3%, placing in the 47.7% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 66.4% (HV 20d: 35.8%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.05.

Notable Days

  • 2020-11-12: Highest Volume — 1,179 contracts
  • 2020-11-12: Largest IV spike — 79.3% change
  • 2020-11-09: Highest IV Rank — 100.0%
  • 2020-11-03: Largest Expected Move — 45.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.57$1.38$1.79$1.38$1.72
Max Pain$1.15$1.00$2.00$2.00$1.00
ATM IV102.3%46.0%192.5%152.6%67.8%
Expected Move25.4%13.2%45.0%43.8%19.4%
HV 20d35.8%21.3%61.6%22.4%61.6%
HV 60d37.8%34.1%46.6%37.9%46.6%
IV Rank47.7%14.5%100.0%78.1%27.2%
IV Percentile59.0%21.6%100.0%94.3%34.7%
Term Structure-14.0%-129.4%50.5%-105.7%-13.3%
VWIV87.0%63.5%115.2%66.3%69.8%
Skew 25d-0.1%-68.7%105.6%-66.8%0.5%
Skew 10d1.1%-68.3%93.2%-66.4%-8.5%
Call IV 25d88.1%39.3%190.4%185.0%70.8%
Put IV 25d87.9%44.0%156.4%118.2%71.3%
Bid-Ask Spread %69.1432.78131.3935.7369.19
Gamma HHI0.720.540.800.720.80
Net GEX3.4K6396.9K1.7K5.9K
Net DEX-184.1K-313.0K-53.5K-70.1K-272.5K
Net VEX-559-813-219-354-715
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.000.230.000.23
Total Volume169.6501,1790333
Total OI3,063.752,2953,8142,2953,814

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$1.38$2.00152.6%43.8%22.4%78.1%0.0%-66.8%-105.7%1.7K-70.1K-3540.0035.73N/AN/A002,160135
2020-11-03$1.38$2.00157.0%45.0%22.4%80.7%0.0%-68.7%-129.4%1.8K-74.9K-3740.0033.58N/AN/A5002,160135
2020-11-04$1.38$2.00147.1%42.2%22.4%74.8%0.0%-24.7%-74.1%1.5K-64.9K-3030.0042.83N/AN/A102,220135
2020-11-05$1.38$1.00129.5%25.7%21.6%64.4%0.0%0.0%-3.0%1.8K-72.4K-3440.0090.97N/AN/A002,220135
2020-11-06$1.38$1.00140.7%24.4%21.3%71.0%0.0%0.0%29.1%639-53.5K-2190.0099.75N/AN/A2002,220135
2020-11-09$1.46$1.00192.5%0.0%29.8%100.0%66.3%0.0%0.4%2.1K-110.5K-4580.10131.39N/AN/A193202,227135
2020-11-10$1.50$1.00175.8%28.8%29.3%90.3%63.5%18.1%-36.8%2.5K-94.1K-3880.0089.75N/AN/A302,365135
2020-11-11$1.50$1.0079.9%22.9%29.3%34.3%0.0%0.0%-19.3%2.5K-106.1K-4430.0275.31N/AN/A10822,366135
2020-11-12$1.54$1.00143.3%41.1%30.5%71.3%109.8%2.2%-21.1%2.5K-123.7K-4690.00102.70N/AN/A1,17902,312135
2020-11-13$1.54$1.0060.2%17.3%29.7%22.8%0.0%7.1%45.5%3.1K-224.0K-6850.0175.55N/AN/A18413,322135
2020-11-16$1.64$1.0046.8%13.4%35.3%14.9%115.2%37.6%40.7%3.9K-254.0K-7020.2351.60N/AN/A146343,454136
2020-11-17$1.63$1.0083.4%23.9%35.5%36.3%96.2%-23.6%-19.0%3.9K-268.2K-7540.0059.95N/AN/A5003,333141
2020-11-18$1.71$1.0077.0%22.1%38.0%32.6%88.8%1.5%-21.5%4.5K-286.8K-7460.0085.11N/AN/A22603,363141
2020-11-19$1.69$1.0078.6%22.5%38.7%33.6%92.2%13.6%0.0%4.4K-291.5K-8130.0076.58N/AN/A2203,449141
2020-11-20$1.75$1.0086.1%24.7%38.1%37.9%86.8%-0.4%50.5%4.9K-300.2K-7810.0659.31N/AN/A278183,438141
2020-11-23$1.62$1.0059.7%17.1%49.2%22.5%72.5%13.6%7.9%4.0K-216.8K-6280.1049.15N/AN/A197193,449141
2020-11-24$1.70$1.0057.2%16.4%51.1%21.0%0.0%4.1%8.2%5.6K-264.5K-6670.0464.28N/AN/A2513,583141
2020-11-25$1.64$1.0046.0%13.2%51.8%14.5%0.0%-21.9%-3.8%3.6K-220.8K-6050.1257.27N/AN/A4153,595142
2020-11-27$1.79$1.0064.1%18.4%58.6%25.1%96.1%105.6%-1.7%6.9K-313.0K-7330.0132.78N/AN/A23433,604147
2020-11-30$1.72$1.0067.8%19.4%61.6%27.2%69.8%0.5%-13.3%5.9K-272.5K-7150.2369.19N/AN/A270633,670144