DSX Options History — June 2022

In June 2022, DSX traded between $4.54 and $6.57. ATM implied volatility averaged 62.8%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded below realized volatility by 6.0% (HV 20d: 68.9%). 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 17 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2022-06-02: Highest Volume — 11,431 contracts
  • 2022-06-03: Largest IV spike — 35.6% change
  • 2022-06-24: Highest IV Rank — 12.8%
  • 2022-06-24: Largest Expected Move — 20.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.37$4.54$6.57$6.57$4.75
Max Pain$5.90$4.00$6.00$4.00$6.00
ATM IV62.8%47.4%69.6%47.4%65.8%
Expected Move18.2%13.6%20.0%13.6%18.8%
HV 20d68.9%61.1%72.4%72.3%66.4%
HV 60d69.9%67.5%73.0%69.1%72.6%
IV Rank9.8%3.2%12.8%3.2%11.1%
IV Percentile47.6%4.8%73.8%4.8%57.1%
Term Structure4.3%-3.6%9.9%0.8%-0.6%
VWIV63.6%52.1%74.6%52.1%65.9%
Skew 25d0.8%-11.8%8.0%6.6%0.6%
Skew 10d8.6%-28.1%79.3%22.1%5.9%
Call IV 25d61.4%50.1%74.1%58.3%56.2%
Put IV 25d62.2%47.4%77.1%64.8%56.8%
Bid-Ask Spread %50.3812.6777.6057.1431.32
Gamma HHI0.350.270.500.500.35
Net GEX58.1K29.2K130.3K130.3K42.1K
Net DEX-2.7M-7.0M-758.6K-7.0M-1.2M
Net VEX-21.7K-26.8K-17.3K-20.6K-18.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.021.490.070.64
Total Volume2,106.14354311,4314,254543
Total OI23,588.95221,12124,97222,80423,604

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$6.57$4.0047.4%13.6%72.3%3.2%52.1%6.6%0.8%130.3K-7.0M-20.6K0.0757.14N/AN/A3,96329118,7644,040
2022-06-02$6.48$6.0047.6%17.3%72.4%3.3%58.3%1.2%8.5%122.3K-6.6M-22.1K0.0261.12N/AN/A11,20822318,9764,132
2022-06-03$6.31$6.0064.5%18.8%71.1%10.6%65.1%5.5%7.3%84.1K-4.6M-25.1K0.3044.84N/AN/A1,79453416,9484,173
2022-06-06$6.14$6.0062.3%18.5%72.3%9.6%65.6%3.5%4.2%84.2K-4.7M-25.7K1.0134.85N/AN/A9951,00618,0204,187
2022-06-07$6.22$6.0067.5%18.0%61.1%11.9%65.3%8.0%7.9%84.5K-4.8M-26.8K0.7546.69N/AN/A70052418,4584,986
2022-06-08$5.74$6.0060.8%17.4%68.0%9.0%62.8%2.4%7.6%61.6K-3.4M-25.3K0.8112.67N/AN/A1,6531,33318,7565,231
2022-06-09$5.46$6.0065.1%18.7%70.1%10.8%65.7%7.5%9.2%51.2K-2.7M-24.3K1.0528.81N/AN/A64768218,9545,533
2022-06-10$5.47$6.0062.8%18.0%67.0%9.8%63.6%4.0%5.9%53.2K-2.8M-24.4K0.7074.40N/AN/A99169419,1845,452
2022-06-13$5.14$6.0067.9%19.5%68.2%12.0%69.1%4.0%9.9%44.2K-2.0M-22.1K0.8016.97N/AN/A63250319,2305,343
2022-06-14$5.28$6.0061.9%17.7%67.5%9.4%62.7%-11.8%9.0%52.2K-2.2M-22.5K1.0272.49N/AN/A71573219,0825,415
2022-06-15$5.49$6.0068.9%19.7%67.8%12.5%64.7%-1.7%3.9%54.6K-2.7M-24.0K1.1850.93N/AN/A41248719,3355,630
2022-06-16$5.11$6.0060.9%17.5%71.5%9.0%63.3%-5.3%6.6%35.2K-1.7M-21.7K1.2277.60N/AN/A43553219,3435,629
2022-06-17$5.04$6.0062.7%18.0%68.3%9.8%59.0%-1.9%4.3%29.2K-1.8M-21.1K1.4976.37N/AN/A48471919,4135,029
2022-06-21$5.19$6.0063.4%18.2%69.5%10.1%61.7%1.9%2.6%51.4K-2.1M-21.4K0.8457.90N/AN/A45337917,8514,672
2022-06-22$4.70$6.0068.8%19.7%70.6%12.4%68.4%-4.2%-2.3%39.8K-1.2M-18.9K0.9947.03N/AN/A40540218,1294,684
2022-06-23$4.54$6.0068.0%19.5%67.4%12.1%69.0%-1.0%-1.6%35.3K-758.6K-17.3K0.9054.65N/AN/A44439818,2464,744
2022-06-24$4.59$6.0069.6%20.0%66.9%12.8%74.6%-0.3%-3.6%35.8K-773.1K-17.3K0.4468.54N/AN/A65929118,4244,952
2022-06-27$4.88$6.0061.2%17.6%69.9%9.2%60.2%-2.8%1.3%44.8K-1.3M-19.0K0.1455.05N/AN/A2,38032818,7235,003
2022-06-28$4.87$6.0059.4%17.0%68.9%8.4%56.1%2.6%4.9%43.1K-1.3M-18.8K0.1448.20N/AN/A2,09029118,4955,048
2022-06-29$4.76$6.0062.6%17.9%68.9%9.7%62.3%-2.9%3.8%41.7K-1.2M-18.7K0.1140.36N/AN/A2,05122618,5225,028
2022-06-30$4.75$6.0065.8%18.8%66.4%11.1%65.9%0.6%-0.6%42.1K-1.2M-18.3K0.6431.32N/AN/A33121218,5785,026