DSX Options History — May 2023 In May 2023, DSX traded between $3.51 and $3.85. ATM implied volatility averaged 53.2%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 16.0% (HV 20d: 37.2%). Max pain ranged from $3.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.63.
Notable Days 2023-05-23 : Highest Volume — 450 contracts2023-05-24 : Largest IV spike — 680.7% change2023-05-24 : Highest IV Rank — 100.0%2023-05-24 : Largest Expected Move — 114.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.70 $3.51 $3.85 $3.85 $3.69 Max Pain $3.77 $3.00 $5.00 $4.00 $3.00 ATM IV 53.2% 24.1% 399.4% 39.1% 41.4% Expected Move 15.4% 6.9% 114.5% 11.2% 11.9% HV 20d 37.2% 29.0% 44.1% 29.0% 42.6% HV 60d 44.2% 41.8% 46.2% 43.4% 44.4% IV Rank 14.1% 1.3% 100.0% 12.3% 5.5% IV Percentile 22.3% 0.4% 100.0% 14.7% 24.6% Term Structure -22.0% -373.9% 17.1% 5.2% -8.1% VWIV 41.4% 23.0% 62.8% 38.2% 30.9% Skew 25d 161.5% -27.0% 333.7% 30.6% 74.1% Skew 10d 218.6% -25.2% 413.1% 44.2% 154.1% Call IV 25d 54.0% 24.9% 104.2% 42.6% 89.9% Put IV 25d 215.5% 26.3% 373.4% 73.3% 164.0% Bid-Ask Spread % 82.06 30.95 170.33 96.94 30.95 Gamma HHI 0.95 0.29 1.00 1.00 0.99 Net GEX 5.5K 178 12.8K 3.5K 12.2K Net DEX -35.6K -139.6K 41.6K -30.9K -87.5K Net VEX -238 -1.2K -74 -85 -476 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.00 10.00 10.00 0.00 Total Volume 126.727 0 450 22 1 Total OI 1,003 236 2,192 236 2,121
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-05-01 $3.85 $4.00 39.1% 11.2% 29.0% 12.3% 38.2% 30.6% 5.2% 3.5K -30.9K -85 10.00 96.94 N/A N/A 2 20 221 15 2023-05-02 $3.73 $4.00 61.2% 17.5% 30.9% 26.9% 61.5% 22.1% -23.7% 2.0K -17.4K -74 0.59 115.94 N/A N/A 44 26 222 28 2023-05-03 $3.63 $4.00 43.5% 12.5% 32.1% 15.2% 48.1% 28.4% -1.9% 2.8K -16.8K -93 0.06 101.17 N/A N/A 112 7 266 52 2023-05-04 $3.51 $4.00 29.0% 14.7% 33.9% 5.6% 57.0% -27.0% -23.7% 2.0K 1.7K -74 0.01 96.30 N/A N/A 152 1 365 59 2023-05-05 $3.75 $4.00 33.4% 7.9% 41.8% 8.5% 23.0% 185.8% 15.0% 6.4K -18.5K -148 0.06 82.80 N/A N/A 85 5 533 59 2023-05-08 $3.71 $4.00 50.1% 10.7% 39.2% 19.6% 37.4% 269.2% -0.7% 5.1K -43.7K -190 0.11 79.20 N/A N/A 119 13 591 64 2023-05-09 $3.71 $4.00 31.7% 10.9% 38.5% 7.4% 0.0% 73.7% -6.9% 6.6K -19.3K -162 0.00 42.25 N/A N/A 16 0 703 67 2023-05-10 $3.75 $4.00 42.0% 12.1% 38.4% 14.3% 42.5% 236.6% -3.2% 7.4K -54.8K -218 0.30 87.67 N/A N/A 10 3 718 67 2023-05-11 $3.70 $4.00 43.7% 12.5% 38.0% 15.4% 44.5% 126.2% -10.1% 7.0K -27.0K -180 0.00 76.53 N/A N/A 7 0 728 70 2023-05-12 $3.65 $4.00 47.9% 13.7% 37.8% 18.2% 47.8% -8.4% -17.9% 6.0K -27.6K -168 0.41 104.92 N/A N/A 69 28 726 70 2023-05-15 $3.67 $4.00 25.6% 7.3% 37.7% 3.4% 29.0% 274.3% 16.4% 5.9K -1.2K -132 0.59 98.07 N/A N/A 22 13 777 98 2023-05-16 $3.69 $4.00 26.7% 7.6% 37.4% 4.1% 31.4% 205.1% 17.1% 6.4K -333 -161 0.05 66.22 N/A N/A 151 8 798 130 2023-05-17 $3.71 $4.00 27.7% 7.9% 37.6% 4.8% 33.8% 221.3% 16.4% 2.6K 11.6K -150 0.16 36.58 N/A N/A 101 16 852 125 2023-05-18 $3.71 $4.00 24.5% 7.0% 36.5% 2.6% 0.0% 220.6% 0.0% 2.9K 11.5K -148 0.00 63.96 N/A N/A 216 0 952 120 2023-05-19 $3.73 $4.00 48.3% 13.8% 35.8% 18.4% 48.0% 258.8% -10.3% 3.4K -18.0K -195 0.01 65.46 N/A N/A 205 2 1,015 120 2023-05-22 $3.67 $3.00 24.1% 6.9% 35.1% 2.4% 62.8% 321.6% -3.8% 2.8K -31.2K -131 0.05 71.55 N/A N/A 113 6 820 98 2023-05-23 $3.76 $3.00 51.2% 14.7% 36.1% 20.3% 51.2% 277.6% -32.3% 6.3K -139.6K -328 0.02 74.83 N/A N/A 440 10 973 104 2023-05-24 $3.71 $5.00 399.4% 114.5% 35.6% 100.0% 0.0% 266.6% -373.9% 178 41.6K -1.2K 0.00 170.33 N/A N/A 0 0 1,299 893 2023-05-25 $3.56 $3.00 28.6% 8.2% 38.1% 2.1% 25.9% 333.7% -6.2% 4.6K -82.6K -199 0.23 91.56 N/A N/A 227 53 1,388 115 2023-05-26 $3.77 $3.00 26.8% 7.7% 44.1% 1.7% 31.6% 160.2% -4.1% 12.4K -122.3K -360 0.14 75.48 N/A N/A 76 11 1,622 176 2023-05-30 $3.79 $3.00 25.6% 7.3% 43.1% 1.3% 30.9% 1.4% -5.6% 12.8K -110.8K -346 0.36 76.67 N/A N/A 293 105 1,660 186 2023-05-31 $3.69 $3.00 41.4% 11.9% 42.6% 5.5% 0.0% 74.1% -8.1% 12.2K -87.5K -476 0.00 30.95 N/A N/A 1 0 1,840 281
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