DSX Options History — October 2021

In October 2021, DSX traded between $4.82 and $6.05. ATM implied volatility averaged 63.9%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded below realized volatility by 5.6% (HV 20d: 69.5%). Max pain ranged from $4.00 to $6.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2021-10-05: Highest Volume — 3,385 contracts
  • 2021-10-11: Largest IV drop — 32.7% change
  • 2021-10-04: Highest IV Rank — 26.1%
  • 2021-10-19: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.43$4.82$6.05$5.92$5.04
Max Pain$4.81$4.00$6.00$6.00$5.00
ATM IV63.9%46.9%73.4%61.4%67.3%
Expected Move18.4%17.0%20.0%17.6%19.3%
HV 20d69.5%57.0%81.1%73.3%63.3%
HV 60d63.6%60.8%64.7%60.8%63.6%
IV Rank20.1%9.6%26.1%18.6%22.3%
IV Percentile30.2%1.6%48.0%22.2%41.7%
Term Structure-0.1%-7.1%5.5%2.9%-2.2%
VWIV64.2%54.4%71.2%60.6%67.3%
Skew 25d1.0%-16.1%40.0%3.5%-14.9%
Skew 10d11.7%-31.5%101.8%4.6%-24.0%
Call IV 25d71.3%57.4%172.8%72.3%73.0%
Put IV 25d72.3%54.5%206.4%75.9%58.2%
Bid-Ask Spread %46.189.2298.0241.9698.02
Gamma HHI0.240.210.330.310.23
Net GEX82.5K62.4K95.4K84.5K80.5K
Net DEX-5.6M-7.5M-2.2M-6.9M-4.2M
Net VEX-20.6K-22.7K-14.9K-22.7K-19.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.011.970.140.40
Total Volume1,183.4294043,3857851,120
Total OI31,476.14328,56933,86128,56933,284

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$5.92$6.0061.4%17.6%73.3%18.6%60.6%3.5%2.9%84.5K-6.9M-22.7K0.1441.96N/AN/A6869921,3537,216
2021-10-04$5.56$4.0073.4%19.2%77.5%26.1%66.4%-8.2%-0.2%73.1K-5.6M-21.2K0.1645.44N/AN/A1,34021521,3987,210
2021-10-05$6.05$4.0065.8%18.3%79.3%21.3%64.4%-0.3%-0.6%90.0K-7.5M-21.7K0.0547.09N/AN/A3,22216321,5377,218
2021-10-06$5.83$4.0072.2%18.3%80.3%25.3%66.0%-5.0%-2.3%93.8K-7.0M-21.8K0.7656.77N/AN/A22917522,5117,355
2021-10-07$5.58$4.0065.2%18.2%81.1%21.0%65.7%-7.6%0.1%94.7K-6.1M-21.4K1.5646.95N/AN/A34954323,3547,319
2021-10-08$5.58$5.0069.7%18.1%81.0%23.8%65.8%-2.3%-1.6%95.4K-6.1M-21.9K0.0139.12N/AN/A1,7391523,4417,451
2021-10-11$5.53$5.0046.9%18.6%77.8%9.6%63.9%-6.9%2.9%83.0K-5.9M-20.6K0.0968.98N/AN/A4694323,5457,631
2021-10-12$5.44$5.0053.9%18.7%76.0%14.0%65.3%-3.8%-0.5%86.3K-6.1M-21.4K0.2044.48N/AN/A1,16523425,1617,633
2021-10-13$5.55$5.0063.5%18.2%76.0%19.9%54.4%-4.5%-1.6%76.6K-6.4M-21.7K0.0738.67N/AN/A1,0136625,1077,631
2021-10-14$5.22$5.0064.6%18.5%78.3%20.6%64.0%-3.5%2.5%93.9K-5.5M-21.3K0.2115.48N/AN/A1,44431025,9647,706
2021-10-15$5.24$4.0060.6%17.4%76.7%18.1%60.5%-4.3%0.4%81.9K-5.7M-21.4K0.4940.63N/AN/A74536626,2017,660
2021-10-18$5.44$5.0061.7%17.7%58.0%18.8%63.9%4.0%5.5%85.9K-6.1M-21.0K1.239.88N/AN/A35543823,6086,910
2021-10-19$5.53$5.0069.8%20.0%58.2%23.8%68.0%0.2%-4.0%85.8K-6.3M-21.0K0.1655.49N/AN/A98115423,6467,256
2021-10-20$5.54$5.0063.7%18.3%57.0%20.0%61.3%-0.5%0.9%82.6K-6.4M-21.2K1.4114.16N/AN/A48368223,9867,437
2021-10-21$5.27$5.0061.1%17.5%60.0%18.4%62.8%-12.5%4.8%81.7K-5.2M-20.6K1.9715.74N/AN/A34167223,9847,586
2021-10-22$5.25$5.0062.6%18.0%59.9%19.4%63.1%-9.7%1.1%77.3K-5.0M-20.3K1.2568.19N/AN/A45256724,0157,840
2021-10-25$5.35$5.0066.0%18.9%58.1%21.5%63.2%39.1%-3.7%73.3K-5.4M-20.3K1.0665.26N/AN/A42845524,1618,085
2021-10-26$5.19$5.0059.2%17.0%58.9%17.2%61.5%40.0%5.3%70.0K-4.7M-19.2K1.0761.86N/AN/A34136524,1318,107
2021-10-27$4.82$5.0066.8%19.1%63.9%21.9%71.2%33.6%-5.4%62.4K-2.2M-14.9K0.489.22N/AN/A83840024,2408,120
2021-10-28$5.02$5.0066.0%18.9%65.1%21.4%68.4%-16.1%-7.1%80.2K-4.0M-18.5K0.4086.40N/AN/A82232824,7988,203
2021-10-29$5.04$5.0067.3%19.3%63.3%22.3%67.3%-14.9%-2.2%80.5K-4.2M-19.0K0.4098.02N/AN/A80231825,0778,207