DSX Options History — September 2022

In September 2022, DSX traded between $3.61 and $5.00. ATM implied volatility averaged 54.3%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 4.9% (HV 20d: 49.4%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.64.

Notable Days

  • 2022-09-16: Highest Volume — 2,465 contracts
  • 2022-09-06: Largest IV spike — 27.6% change
  • 2022-09-13: Highest IV Rank — 9.3%
  • 2022-09-30: Largest Expected Move — 17.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.51$3.61$5.00$4.78$3.65
Max Pain$5.24$5.00$6.00$6.00$5.00
ATM IV54.3%45.1%61.5%48.2%61.1%
Expected Move15.4%13.5%17.5%13.8%17.5%
HV 20d49.4%40.7%60.2%40.7%58.3%
HV 60d53.4%49.1%58.5%58.5%53.2%
IV Rank6.1%2.2%9.3%3.5%9.1%
IV Percentile24.2%4.0%48.8%8.7%48.8%
Term Structure5.7%0.3%13.3%4.7%5.3%
VWIV53.0%46.3%61.5%48.1%61.5%
Skew 25d1.4%-20.6%16.3%-4.3%-5.8%
Skew 10d14.2%-37.3%94.8%-5.0%-8.7%
Call IV 25d47.9%34.3%73.7%47.3%61.1%
Put IV 25d49.3%33.9%59.9%43.0%55.3%
Bid-Ask Spread %50.9811.5778.4921.7278.49
Gamma HHI0.320.240.450.270.44
Net GEX17.2K10.1K27.7K21.5K11.3K
Net DEX341.2K-515.2K1.4M-11.7K1.2M
Net VEX-12.4K-15.3K-6.7K-14.9K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.003.860.210.53
Total Volume1,213.1431632,4653142,057
Total OI23,054.8117,31027,57526,80819,141

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$4.78$6.0048.2%13.8%40.7%3.5%48.1%-4.3%4.7%21.5K-11.7K-14.9K0.2121.72N/AN/A2595520,1186,690
2022-09-02$4.81$6.0047.3%13.6%41.0%3.1%47.3%-2.7%5.2%21.1K-105.2K-15.3K0.0218.20N/AN/A160320,1606,701
2022-09-06$4.67$5.0060.3%15.5%41.5%8.8%56.3%1.6%3.9%19.7K212.4K-13.7K0.6277.18N/AN/A1,39086620,2076,703
2022-09-07$4.55$5.0056.3%15.5%41.6%7.0%52.8%9.0%6.8%18.5K321.6K-13.3K0.5437.99N/AN/A1,45278020,2356,685
2022-09-08$4.78$5.0045.1%15.1%47.2%2.2%52.4%16.3%5.7%19.9K-80.2K-14.0K0.5151.52N/AN/A20710520,2356,418
2022-09-09$4.92$5.0052.3%14.9%49.0%5.3%47.3%6.3%9.2%21.9K-304.8K-14.7K0.3973.28N/AN/A28811120,3826,471
2022-09-12$4.97$5.0058.7%14.9%49.1%8.1%57.7%6.4%8.3%18.7K-483.0K-15.0K1.5347.35N/AN/A16224820,3476,442
2022-09-13$5.00$6.0061.5%16.2%45.9%9.3%52.3%11.4%1.3%17.4K-515.2K-15.3K0.5174.26N/AN/A1,61783220,3866,665
2022-09-14$4.95$6.0053.3%15.3%45.7%5.8%52.5%3.8%10.1%14.9K-272.5K-14.9K0.5751.84N/AN/A1327520,6516,852
2022-09-15$4.93$6.0056.1%16.1%45.3%6.9%55.2%2.7%0.3%13.2K-264.5K-14.7K0.1438.33N/AN/A3094220,7496,826
2022-09-16$4.67$5.0052.2%15.0%46.1%5.2%51.8%11.7%6.8%22.7K282.6K-13.5K0.4557.89N/AN/A1,70176420,5806,849
2022-09-19$4.60$5.0049.3%14.1%46.0%4.0%49.5%5.9%3.3%21.6K159.0K-12.6K0.1157.13N/AN/A3764111,7305,580
2022-09-20$4.79$5.0048.0%13.8%49.2%3.5%48.1%-1.3%5.6%27.7K-91.8K-13.4K3.8657.69N/AN/A3031,16911,9555,606
2022-09-21$4.62$5.0047.0%13.5%50.3%3.0%48.4%13.3%0.4%14.6K352.0K-13.3K0.0067.70N/AN/A225112,1696,516
2022-09-22$4.57$5.0049.0%14.1%50.3%3.9%49.7%-14.3%4.3%15.3K461.8K-12.8K0.1041.93N/AN/A3393412,0856,516
2022-09-23$4.22$5.0056.1%16.1%56.3%7.0%46.3%-6.1%8.1%13.9K933.8K-10.5K1.4227.92N/AN/A32245712,2806,529
2022-09-26$3.90$5.0060.1%17.2%60.2%8.7%60.0%-20.6%13.3%11.9K1.4M-7.6K0.4250.33N/AN/A1,56966612,4056,503
2022-09-27$3.97$5.0058.2%16.7%60.0%7.9%57.4%6.3%6.6%12.6K1.2M-8.5K0.4860.34N/AN/A1,46569612,5596,650
2022-09-28$3.84$5.0058.8%16.9%55.5%8.1%58.9%0.4%5.0%11.9K1.3M-7.7K0.4911.57N/AN/A1,36967412,6316,604
2022-09-29$3.61$5.0060.2%17.3%57.6%8.7%59.8%-10.2%4.4%10.1K1.4M-6.7K0.5167.94N/AN/A1,42573012,7136,627
2022-09-30$3.65$5.0061.1%17.5%58.3%9.1%61.5%-5.8%5.3%11.3K1.2M-7.1K0.5378.49N/AN/A1,34171612,8366,305