DSX Options History — July 2022

In July 2022, DSX traded between $4.30 and $5.72. ATM implied volatility averaged 60.5%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 17.8%. IV traded below realized volatility by 0.2% (HV 20d: 60.7%). Max pain ranged from $4.00 to $6.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.82.

Notable Days

  • 2022-07-29: Highest Volume — 1,183 contracts
  • 2022-07-11: Largest IV spike — 53.6% change
  • 2022-07-12: Highest IV Rank — 16.8%
  • 2022-07-12: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.78$4.30$5.72$4.61$5.72
Max Pain$5.00$4.00$6.00$6.00$5.00
ATM IV60.5%44.6%79.0%64.0%45.6%
Expected Move17.8%12.8%20.7%18.4%13.1%
HV 20d60.7%48.7%71.6%66.6%54.5%
HV 60d69.3%66.9%73.3%72.3%66.9%
IV Rank8.8%2.0%16.8%10.4%2.4%
IV Percentile38.8%3.2%92.1%52.8%4.0%
Term Structure4.1%-6.3%19.3%1.5%2.2%
VWIV58.0%44.3%69.2%62.9%46.7%
Skew 25d25.0%-5.6%284.1%-3.1%284.1%
Skew 10d38.0%-23.5%380.9%21.1%380.9%
Call IV 25d56.3%35.8%66.3%62.0%54.7%
Put IV 25d81.3%56.2%338.8%58.9%338.8%
Bid-Ask Spread %61.5216.8080.2535.1674.99
Gamma HHI0.360.310.460.350.46
Net GEX52.8K31.2K108.3K36.8K108.3K
Net DEX-1.3M-4.0M-134.6K-689.8K-4.0M
Net VEX-16.1K-17.9K-13.5K-16.4K-17.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.381.340.640.38
Total Volume795.455511,1838291,183
Total OI24,012.222,68424,63223,63324,210

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$4.61$6.0064.0%18.4%66.6%10.4%62.9%-3.1%1.5%36.8K-689.8K-16.4K0.6435.16N/AN/A50432518,6305,003
2022-07-05$4.47$5.0057.8%19.9%66.7%7.7%63.2%12.3%8.7%34.6K-489.8K-15.4K0.7559.06N/AN/A64448118,8335,096
2022-07-06$4.30$5.0059.8%19.6%67.0%8.6%67.1%-3.4%6.4%31.2K-243.8K-14.7K0.7050.28N/AN/A45631718,9625,228
2022-07-07$4.56$5.0047.6%18.1%71.6%3.3%53.3%18.1%3.5%36.4K-562.4K-15.9K0.6947.31N/AN/A38926818,9865,271
2022-07-08$4.54$5.0050.1%18.8%67.5%4.4%44.3%17.8%0.4%35.5K-417.2K-15.1K0.9864.62N/AN/A33933218,9965,308
2022-07-11$4.43$5.0077.0%19.2%66.1%16.0%48.6%9.3%8.5%34.3K-370.9K-15.2K1.2764.05N/AN/A26433619,0135,443
2022-07-12$4.34$5.0079.0%20.7%66.1%16.8%54.5%5.7%1.1%31.4K-134.6K-14.3K1.0180.25N/AN/A37938119,0165,459
2022-07-13$4.39$5.0068.7%19.7%63.7%12.4%63.1%4.7%5.5%34.2K-242.6K-14.7K0.8976.20N/AN/A43738819,1105,500
2022-07-14$4.34$5.0072.2%20.7%62.4%13.9%69.2%7.0%1.3%33.2K-186.7K-13.5K0.5636.99N/AN/A49327719,2685,160
2022-07-15$4.56$4.0060.2%17.3%63.6%8.7%58.2%25.6%6.7%43.2K-690.0K-15.4K1.3465.68N/AN/A40654619,4665,166
2022-07-18$4.74$5.0058.2%16.7%61.2%7.9%60.1%27.3%-0.3%46.3K-1.2M-15.8K0.6557.60N/AN/A66442918,1444,540
2022-07-19$5.00$5.0058.2%16.7%64.3%7.9%59.0%35.5%2.3%57.1K-1.8M-17.0K0.6416.80N/AN/A49431818,4254,715
2022-07-20$5.04$5.0056.6%16.2%63.5%7.2%56.6%7.5%5.1%62.3K-1.9M-17.3K0.5865.50N/AN/A60935618,6004,727
2022-07-21$5.10$5.0059.2%17.0%52.0%8.3%58.3%12.2%6.3%69.8K-2.2M-17.9K1.1666.15N/AN/A30535319,0314,760
2022-07-22$4.88$5.0059.1%16.9%53.0%8.2%59.6%4.2%4.6%60.0K-1.7M-16.9K0.9064.68N/AN/A37633819,0854,750
2022-07-25$4.97$5.0067.2%19.3%53.2%11.7%61.0%31.6%-6.3%64.0K-1.9M-17.2K0.9180.25N/AN/A28826319,2304,754
2022-07-26$4.99$5.0063.6%18.2%48.7%10.2%64.0%9.3%4.4%66.3K-1.9M-17.2K0.7476.43N/AN/A32724319,2584,825
2022-07-27$5.14$5.0060.8%17.4%49.7%9.0%60.2%-5.6%0.1%71.3K-2.2M-17.2K0.8174.98N/AN/A39832219,2544,836
2022-07-28$5.46$5.0044.6%12.8%52.8%2.0%50.4%0.7%19.3%99.2K-3.0M-17.1K0.8573.43N/AN/A36931219,3114,875
2022-07-29$5.72$5.0045.6%13.1%54.5%2.4%46.7%284.1%2.2%108.3K-4.0M-17.3K0.3874.99N/AN/A85632719,3364,874