DSX Options History — June 2021

In June 2021, DSX traded between $4.65 and $5.41. ATM implied volatility averaged 79.1%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 1.1% (HV 20d: 77.9%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.19.

Notable Days

  • 2021-06-15: Highest Volume — 7,919 contracts
  • 2021-06-04: Largest IV spike — 21.9% change
  • 2021-06-04: Highest IV Rank — 42.4%
  • 2021-06-04: Largest Expected Move — 24.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.10$4.65$5.41$4.72$5.26
Max Pain$4.45$4.00$5.00$4.00$5.00
ATM IV79.1%64.4%99.7%76.3%68.4%
Expected Move22.1%18.5%24.7%21.9%19.6%
HV 20d77.9%47.7%96.2%96.2%51.4%
HV 60d72.0%69.0%76.8%76.8%69.6%
IV Rank29.6%20.5%42.4%27.9%22.9%
IV Percentile37.1%14.7%64.7%33.1%20.2%
Term Structure0.2%-10.2%11.3%1.3%2.9%
VWIV79.4%63.4%92.3%63.4%67.2%
Skew 25d-7.0%-21.4%14.1%14.1%-2.9%
Skew 10d0.7%-43.6%39.0%27.2%-6.1%
Call IV 25d84.1%63.5%99.6%69.6%66.7%
Put IV 25d77.1%55.3%88.6%83.7%63.7%
Bid-Ask Spread %38.1110.9764.3547.8919.43
Gamma HHI0.460.210.910.720.21
Net GEX99.4K32.2K410.4K106.4K35.0K
Net DEX-6.4M-11.0M-2.9M-6.2M-3.2M
Net VEX-21.3K-23.8K-17.9K-18.9K-23.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.039.650.110.07
Total Volume2,691.1823717,9191,139371
Total OI37,764.72727,70150,25838,14331,592

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$4.72$4.0076.3%21.9%96.2%27.9%63.4%14.1%1.3%106.4K-6.2M-18.9K0.1147.89N/AN/A1,02611327,33610,807
2021-06-02$4.74$4.0082.2%23.6%95.9%31.5%85.9%-8.3%-2.8%102.3K-6.4M-19.9K0.1244.16N/AN/A5,74568127,38910,884
2021-06-03$4.65$4.0081.8%23.2%95.0%31.3%80.3%-8.9%-0.8%92.8K-5.8M-20.1K0.1055.32N/AN/A6396627,79911,529
2021-06-04$4.74$4.0099.7%24.7%93.5%42.4%84.8%-16.1%-4.7%98.1K-6.7M-20.5K0.0561.93N/AN/A2,46011527,99011,564
2021-06-07$4.87$4.0097.7%24.5%89.6%41.1%86.3%-5.6%-5.4%110.6K-7.2M-19.8K0.0356.59N/AN/A8552628,06211,609
2021-06-08$4.83$4.0098.7%23.0%89.8%41.8%81.3%-7.7%7.4%111.9K-7.2M-19.3K0.1452.95N/AN/A4396028,17511,626
2021-06-09$5.04$4.0080.5%23.1%90.4%30.5%81.7%-5.5%2.4%122.1K-8.2M-19.5K0.2938.39N/AN/A1,00328728,30311,686
2021-06-10$5.16$4.0083.9%24.1%86.3%32.6%86.8%-9.3%-5.9%119.3K-9.1M-19.5K0.0664.35N/AN/A3,32419228,51211,921
2021-06-11$5.41$4.0085.8%24.6%86.0%33.7%92.2%-7.7%-3.0%140.7K-10.9M-19.5K0.0359.31N/AN/A5,24613729,89612,007
2021-06-14$5.07$4.0086.2%24.7%90.4%34.0%90.2%-21.4%-6.2%139.0K-8.6M-19.8K0.3836.41N/AN/A3,0311,15431,86512,102
2021-06-15$5.34$4.0082.7%23.7%90.9%31.8%92.3%-8.8%-10.2%37.7K-11.0M-17.9K3.0522.05N/AN/A1,9565,96331,73512,753
2021-06-16$5.37$4.0082.2%23.6%88.7%31.5%88.2%-9.8%-1.1%133.8K-10.0M-23.5K0.5738.16N/AN/A1,39680032,64216,763
2021-06-17$5.13$5.0080.8%23.1%88.7%30.6%90.4%-13.7%-2.1%169.3K-7.7M-23.8K0.0330.09N/AN/A2,0356332,74517,513
2021-06-18$5.06$5.0074.2%21.3%82.8%26.6%86.4%-13.2%4.5%410.4K-7.5M-22.1K0.0450.70N/AN/A3,23614232,03317,590
2021-06-21$5.18$5.0071.3%20.4%80.9%24.8%77.7%-4.0%2.0%32.2K-3.4M-22.6K0.3740.10N/AN/A60222217,26810,433
2021-06-22$5.27$5.0066.6%19.1%70.7%21.9%67.9%6.0%11.3%36.6K-3.5M-22.7K0.7528.57N/AN/A50738017,58110,610
2021-06-23$5.33$5.0070.2%20.1%48.6%24.1%74.9%0.1%5.2%36.5K-3.8M-23.1K7.5111.08N/AN/A6725,05017,90810,946
2021-06-24$5.41$5.0073.9%21.2%47.7%26.4%69.7%4.9%-1.6%38.5K-4.0M-23.5K0.0829.79N/AN/A4263618,16110,941
2021-06-25$5.35$5.0064.4%18.5%48.0%20.5%64.5%-3.8%7.7%42.3K-3.9M-22.7K0.3928.69N/AN/A1,05040918,16410,918
2021-06-28$5.08$5.0066.8%19.2%52.4%22.0%69.5%-17.9%0.1%37.5K-2.9M-22.5K2.2611.48N/AN/A5151,16318,76411,243
2021-06-29$5.09$5.0065.0%18.6%50.3%20.9%65.5%-13.9%4.3%33.0K-2.9M-23.1K9.6510.97N/AN/A5275,08619,06512,394
2021-06-30$5.26$5.0068.4%19.6%51.4%22.9%67.2%-2.9%2.9%35.0K-3.2M-23.7K0.0719.43N/AN/A3472419,08212,510