DSX Options History — November 2022

In November 2022, DSX traded between $3.58 and $4.50. ATM implied volatility averaged 56.4%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 14.2% (HV 20d: 42.2%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-11-18: Highest Volume — 2,342 contracts
  • 2022-11-25: Largest IV spike — 45.6% change
  • 2022-11-08: Highest IV Rank — 18.8%
  • 2022-11-01: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.24$3.58$4.50$4.39$3.58
Max Pain$4.80$4.00$5.00$4.00$4.00
ATM IV56.4%33.8%83.6%79.3%33.8%
Expected Move15.6%9.7%22.7%22.7%9.7%
HV 20d42.2%32.3%67.1%33.2%67.0%
HV 60d51.8%49.7%57.8%49.7%57.8%
IV Rank7.5%0.0%18.8%17.0%0.0%
IV Percentile39.5%0.0%94.0%92.5%0.0%
Term Structure-3.5%-45.6%24.7%-45.6%24.7%
VWIV59.7%31.7%111.9%103.5%37.6%
Skew 25d25.9%-45.9%109.7%29.3%15.0%
Skew 10d82.6%-12.9%291.6%102.4%20.2%
Call IV 25d66.1%30.8%203.7%56.2%36.3%
Put IV 25d92.1%35.1%270.1%85.5%51.3%
Bid-Ask Spread %52.3212.04107.7164.7779.16
Gamma HHI0.500.390.580.530.39
Net GEX16.2K-1.0K32.1K23.6K2.0K
Net DEX337.5K-74.0K837.7K207.6K-69.2K
Net VEX-6.3K-8.0K-999-7.6K-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.121.510.270.12
Total Volume1,091.0502,3421,49767
Total OI18,109.051,23421,23919,0301,863

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$4.39$4.0079.3%22.7%33.2%17.0%103.5%29.3%-45.6%23.6K207.6K-7.6K0.2764.77N/AN/A1,18131613,1185,912
2022-11-02$4.25$4.0067.8%19.4%35.0%12.0%111.9%66.5%-43.3%19.5K309.3K-7.3K0.3823.15N/AN/A80330713,2645,924
2022-11-03$4.21$5.0061.9%17.7%34.6%9.5%68.8%62.0%-5.1%17.5K450.5K-6.0K0.6029.25N/AN/A52631513,3265,951
2022-11-04$4.31$5.0066.2%17.2%34.3%11.3%71.9%109.7%-4.9%23.5K303.1K-6.3K1.0421.11N/AN/A53555613,4475,976
2022-11-07$4.50$5.0066.5%16.2%32.3%11.4%55.4%3.2%-1.9%32.1K38.7K-7.9K0.7623.31N/AN/A98274213,4415,947
2022-11-08$4.46$5.0083.6%17.3%32.6%18.8%56.0%44.6%-11.2%30.1K74.8K-8.0K1.3861.67N/AN/A53874513,6616,438
2022-11-09$4.32$5.0058.4%16.7%34.8%7.9%62.8%89.2%-4.7%19.8K496.1K-6.8K1.2661.57N/AN/A56571413,6456,449
2022-11-10$4.41$5.0058.4%16.7%34.5%7.9%62.0%76.1%-7.7%21.1K311.0K-7.5K1.5152.17N/AN/A47271513,5456,457
2022-11-11$4.47$5.0064.8%18.6%34.7%10.7%65.0%9.2%-16.3%26.3K222.9K-7.0K1.1560.75N/AN/A38444313,5596,467
2022-11-14$4.35$5.0061.9%17.8%36.0%9.5%62.7%-3.1%-12.2%25.0K357.3K-7.4K0.7155.83N/AN/A68948613,5226,492
2022-11-15$4.26$5.0065.5%18.8%36.0%11.0%65.6%-4.5%-17.5%20.0K416.6K-6.7K0.7458.40N/AN/A76056513,6956,569
2022-11-16$4.06$5.0064.5%18.5%39.2%10.5%68.0%-2.9%-8.8%14.0K837.7K-6.2K1.4063.71N/AN/A68495813,9146,707
2022-11-17$4.41$5.0041.9%12.0%48.5%0.8%53.1%-9.2%16.3%22.5K207.2K-7.7K0.5550.81N/AN/A85347114,1037,136
2022-11-18$4.32$5.0042.1%12.1%47.9%0.9%36.9%-45.9%19.4%17.2K239.8K-5.9K0.5162.77N/AN/A1,54679614,0877,125
2022-11-21$4.33$5.0039.2%11.2%47.9%0.0%31.7%15.5%15.0%-1.0K495.8K-6.1K0.4812.04N/AN/A78037413,0426,711
2022-11-22$4.30$5.0044.5%12.8%47.9%2.3%46.2%12.4%4.0%1.5K621.6K-6.2K0.4051.63N/AN/A38415413,1876,713
2022-11-23$4.32$5.0036.9%10.6%47.9%0.0%37.9%15.3%19.6%-336478.9K-5.8K0.3753.66N/AN/A56721013,2766,759
2022-11-25$4.05$5.0053.7%15.4%53.2%7.2%0.0%13.4%-4.9%6.7K823.6K-7.0K0.0052.93N/AN/A0012,7376,782
2022-11-29$3.58$4.0037.9%10.9%67.1%0.4%36.6%23.3%15.0%2.0K-74.0K-9991.08107.71N/AN/A306332926308
2022-11-30$3.58$4.0033.8%9.7%67.0%0.0%37.6%15.0%24.7%2.0K-69.2K-1.3K0.1279.16N/AN/A6071,223640