DSX Options History — August 2022

In August 2022, DSX traded between $4.79 and $6.18. ATM implied volatility averaged 52.3%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 4.8% (HV 20d: 47.5%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.61.

Notable Days

  • 2022-08-04: Highest Volume — 8,716 contracts
  • 2022-08-19: Largest IV spike — 18.2% change
  • 2022-08-09: Highest IV Rank — 8.5%
  • 2022-08-23: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.61$4.79$6.18$6.09$4.85
Max Pain$5.83$5.00$6.00$5.00$6.00
ATM IV52.3%45.6%59.7%48.1%49.9%
Expected Move14.8%13.1%16.6%13.8%14.3%
HV 20d47.5%34.3%55.5%55.5%40.9%
HV 60d60.8%56.7%67.7%67.7%58.6%
IV Rank5.3%2.4%8.5%3.5%4.3%
IV Percentile14.5%4.0%34.5%7.1%10.7%
Term Structure3.1%-19.0%13.4%-1.5%5.1%
VWIV51.2%45.0%59.5%48.1%50.9%
Skew 25d11.8%-1.7%81.2%7.8%6.0%
Skew 10d28.9%-3.6%156.2%12.3%10.3%
Call IV 25d46.1%36.9%53.1%40.3%45.9%
Put IV 25d57.9%46.7%118.1%48.1%51.9%
Bid-Ask Spread %43.3411.5486.8013.3427.94
Gamma HHI0.440.320.540.470.33
Net GEX79.7K28.8K140.2K140.2K29.7K
Net DEX-2.4M-5.4M-152.6K-5.3M-152.6K
Net VEX-19.9K-22.6K-15.3K-18.1K-15.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.041.770.610.51
Total Volume1,537.0432218,7162,6412,085
Total OI26,487.47824,21728,34524,21726,801

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$6.09$5.0048.1%13.8%55.5%3.5%48.1%7.8%-1.5%140.2K-5.3M-18.1K0.6113.34N/AN/A1,6401,00119,2434,974
2022-08-02$6.01$5.0055.5%15.9%54.0%6.7%54.9%9.7%-1.4%110.8K-4.9M-19.3K1.5413.20N/AN/A9691,49319,5955,545
2022-08-03$6.18$5.0046.9%13.4%50.2%2.9%46.1%7.9%1.0%98.8K-5.4M-19.0K1.7711.54N/AN/A5821,03019,7186,482
2022-08-04$6.17$5.0051.3%13.8%48.3%4.9%47.3%3.5%12.0%111.0K-5.3M-19.8K0.1647.01N/AN/A7,4891,22719,9126,863
2022-08-05$6.02$6.0050.2%14.1%49.9%4.4%53.6%10.4%12.9%84.4K-3.3M-22.4K0.2961.99N/AN/A3,5251,03917,9227,658
2022-08-08$5.97$6.0056.9%14.7%48.6%7.3%52.8%11.6%5.6%81.5K-3.2M-22.6K0.2557.40N/AN/A3,52186918,0287,799
2022-08-09$5.94$6.0059.7%14.9%47.4%8.5%59.5%12.7%13.4%88.9K-3.1M-22.1K0.4169.19N/AN/A2058518,2557,812
2022-08-10$5.91$6.0051.0%14.6%47.9%4.8%50.7%20.8%12.9%85.7K-2.9M-21.4K0.7772.93N/AN/A1259618,3457,845
2022-08-11$5.93$6.0050.1%14.4%47.1%4.4%49.9%6.3%10.7%84.9K-3.2M-22.2K0.0486.80N/AN/A1,1714618,3437,907
2022-08-12$5.78$6.0054.8%15.7%47.5%6.4%54.5%13.4%11.3%82.2K-2.5M-21.3K0.1756.12N/AN/A61010218,8647,917
2022-08-15$5.47$6.0056.0%16.0%51.9%6.9%47.5%12.4%7.4%74.2K-1.3M-19.5K1.3261.55N/AN/A56574819,1887,918
2022-08-16$5.37$6.0057.7%16.5%49.7%7.6%53.9%11.4%3.0%69.6K-1.1M-20.1K0.6068.94N/AN/A31719119,4458,468
2022-08-17$5.43$6.0052.2%15.0%49.7%5.3%48.2%3.3%4.4%66.0K-856.3K-19.0K0.1282.69N/AN/A5666819,6548,558
2022-08-18$5.62$6.0045.6%13.1%50.8%2.4%49.3%16.7%2.5%86.8K-1.9M-21.3K0.1828.05N/AN/A67611919,9047,957
2022-08-19$5.52$6.0053.9%15.5%48.3%6.0%54.1%4.4%3.3%83.3K-1.9M-21.4K0.2228.17N/AN/A3247120,3587,987
2022-08-22$5.51$6.0050.9%14.6%48.1%4.7%50.7%11.0%6.6%86.5K-2.2M-21.2K0.3232.21N/AN/A38412419,3966,470
2022-08-23$5.47$6.0057.8%16.6%48.3%7.7%52.6%7.4%-19.0%84.0K-2.2M-21.2K0.1931.86N/AN/A2835519,6776,568
2022-08-24$5.40$6.0054.1%15.5%47.8%6.1%52.3%3.1%-16.4%80.1K-1.8M-20.3K1.6821.99N/AN/A14324019,7356,569
2022-08-25$5.31$6.0050.3%14.4%43.0%4.5%51.3%-1.7%9.2%73.5K-1.6M-19.7K0.4021.07N/AN/A27511019,7896,581
2022-08-26$5.08$6.0046.3%13.3%41.6%2.7%45.0%81.2%-0.6%42.9K-891.6K-17.8K0.4626.97N/AN/A1667719,8136,463
2022-08-29$5.18$6.0048.5%13.9%34.3%3.7%47.9%10.7%5.9%59.4K-1.0M-17.6K0.3736.40N/AN/A31211519,8296,495
2022-08-30$4.79$6.0055.9%16.0%42.4%6.9%56.0%1.0%-18.1%28.8K-182.0K-15.3K1.7039.38N/AN/A19032319,9936,569
2022-08-31$4.85$6.0049.9%14.3%40.9%4.3%50.9%6.0%5.1%29.7K-152.6K-15.4K0.5127.94N/AN/A1,37770820,0926,709