DSX Options History — March 2021 In March 2021, DSX traded between $2.77 and $3.52. ATM implied volatility averaged 87.4%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded below realized volatility by 10.0% (HV 20d: 97.4%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 1.43.
Notable Days 2021-03-17 : Highest Volume — 8,965 contracts2021-03-04 : Largest IV spike — 26.6% change2021-03-04 : Highest IV Rank — 51.6%2021-03-04 : Largest Expected Move — 30.4%Monthly Statistics Metric Avg Min Max Open Close Price $3.13 $2.77 $3.52 $2.86 $3.06 Max Pain $3.00 $3.00 $3.00 $3.00 $3.00 ATM IV 87.4% 65.6% 114.1% 100.2% 73.0% Expected Move 25.1% 18.8% 30.4% 28.7% 20.9% HV 20d 97.4% 79.3% 123.6% 123.6% 79.3% HV 60d 90.3% 87.9% 93.5% 88.1% 93.5% IV Rank 35.0% 21.6% 51.6% 43.0% 26.2% IV Percentile 40.3% 15.0% 69.8% 56.7% 22.4% Term Structure 5.7% -20.6% 68.9% 19.3% 1.8% VWIV 92.2% 66.6% 124.6% 108.2% 73.0% Skew 25d -6.2% -42.6% 61.8% -22.5% 16.8% Skew 10d -10.9% -63.6% 102.2% -42.2% 26.7% Call IV 25d 95.4% 60.7% 119.8% 116.9% 61.3% Put IV 25d 89.2% 67.1% 122.5% 94.4% 78.0% Bid-Ask Spread % 55.76 11.83 83.44 77.02 38.83 Gamma HHI 0.53 0.31 0.84 0.51 0.41 Net GEX -8.1K -67.7K 29.8K -21.7K 4.9K Net DEX -770.4K -2.4M 63.6K -339.4K -101.3K Net VEX -7.7K -10.7K -5.2K -6.4K -9.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.43 0.03 12.24 0.81 0.52 Total Volume 1,087.348 117 8,965 820 359 Total OI 23,450.826 17,174 31,310 21,628 24,419
Daily Data (23 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 2021-03-01 $2.86 $3.00 100.2% 28.7% 123.6% 43.0% 108.2% -22.5% 19.3% -21.7K -339.4K -6.4K 0.81 77.02 N/A N/A 454 366 9,192 12,436 2021-03-02 $2.86 $3.00 102.5% 29.4% 116.0% 44.4% 109.1% -42.6% 2.1% -24.1K -162.9K -6.3K 0.30 73.84 N/A N/A 90 27 9,382 12,789 2021-03-03 $2.99 $3.00 90.1% 25.8% 114.3% 36.7% 89.0% 7.2% 1.2% -26.5K -418.0K -6.4K 0.10 81.52 N/A N/A 552 56 9,384 12,814 2021-03-04 $2.79 $3.00 114.1% 30.4% 117.2% 51.6% 106.4% 0.8% 5.2% -21.8K -146.7K -6.1K 0.85 83.44 N/A N/A 73 62 9,375 12,772 2021-03-05 $2.77 $3.00 112.8% 28.4% 116.7% 50.8% 124.6% -17.6% 32.6% -24.8K 63.6K -5.8K 11.58 72.00 N/A N/A 98 1,135 9,358 12,805 2021-03-08 $2.96 $3.00 96.5% 29.6% 118.7% 40.7% 113.8% -28.4% 11.9% -32.4K -131.4K -6.2K 0.15 63.19 N/A N/A 194 30 9,384 13,923 2021-03-09 $2.91 $3.00 81.6% 29.3% 118.9% 31.4% 102.7% -14.7% 5.3% -41.8K -171.2K -6.1K 1.86 42.42 N/A N/A 65 121 9,559 13,893 2021-03-10 $3.18 $3.00 97.1% 27.8% 111.4% 41.0% 103.8% -20.1% -20.6% -30.7K -712.7K -6.4K 0.07 75.74 N/A N/A 497 34 9,564 13,987 2021-03-11 $3.25 $3.00 89.7% 25.7% 111.0% 36.5% 92.4% -16.4% -3.8% 5.8K -1.6M -5.2K 1.39 57.63 N/A N/A 114 159 9,693 13,990 2021-03-12 $3.30 $3.00 100.4% 28.8% 111.1% 43.0% 98.2% -3.6% -7.7% -20.5K -976.6K -6.7K 0.53 41.61 N/A N/A 86 46 9,769 14,101 2021-03-15 $3.31 $3.00 101.6% 29.1% 85.2% 43.8% 103.2% -11.1% -9.5% -27.2K -1.1M -6.1K 0.11 63.45 N/A N/A 281 30 9,793 14,099 2021-03-16 $3.16 $3.00 92.7% 26.6% 85.8% 38.3% 99.2% -6.9% 3.2% -67.7K -865.3K -5.7K 0.06 59.82 N/A N/A 224 13 9,782 14,112 2021-03-17 $3.52 $3.00 83.1% 23.8% 83.9% 32.4% 89.8% -2.6% 13.6% 8.4K -1.7M -5.2K 0.03 63.42 N/A N/A 8,738 227 9,612 14,113 2021-03-18 $3.37 $3.00 73.2% 21.0% 85.0% 26.3% 95.0% -28.3% 68.9% 25.5K -2.3M -9.5K 0.08 80.08 N/A N/A 591 46 16,964 14,285 2021-03-19 $3.50 $3.00 82.2% 23.6% 83.4% 31.8% 95.7% -13.6% -2.8% 27.4K -2.4M -9.9K 0.29 68.92 N/A N/A 787 229 16,991 14,319 2021-03-22 $3.51 $3.00 80.5% 23.1% 80.4% 30.8% 78.1% 2.0% 3.2% 29.8K -2.1M -9.8K 0.16 49.48 N/A N/A 741 117 14,653 2,521 2021-03-23 $3.20 $3.00 76.6% 22.0% 84.6% 28.4% 73.3% -13.3% -9.0% 24.3K -1.5M -8.8K 12.24 37.39 N/A N/A 422 5,166 14,947 2,647 2021-03-24 $3.12 $3.00 65.6% 18.8% 84.6% 21.6% 66.6% -21.3% 8.4% 4.9K -267.1K -10.3K 0.19 18.89 N/A N/A 389 73 15,131 7,711 2021-03-25 $3.18 $3.00 75.8% 21.7% 83.7% 27.9% 75.2% 12.0% 3.5% 5.8K -208.1K -10.2K 0.65 60.42 N/A N/A 574 371 15,370 7,780 2021-03-26 $3.16 $3.00 78.3% 22.4% 83.7% 29.4% 80.3% 13.0% -0.1% 6.6K -298.6K -10.7K 0.22 30.88 N/A N/A 265 57 15,732 8,039 2021-03-29 $3.01 $3.00 75.1% 21.5% 80.7% 27.5% 77.6% 7.2% -4.7% 5.7K -170.6K -10.2K 0.65 11.83 N/A N/A 354 230 15,840 8,021 2021-03-30 $3.01 $3.00 67.6% 19.4% 80.7% 22.8% 66.6% 61.8% 8.6% 4.6K -86.7K -9.9K 0.05 30.55 N/A N/A 445 21 16,125 8,193 2021-03-31 $3.06 $3.00 73.0% 20.9% 79.3% 26.2% 73.0% 16.8% 1.8% 4.9K -101.3K -9.5K 0.52 38.83 N/A N/A 236 123 16,207 8,212
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