DSX Options History — September 2023

In September 2023, DSX traded between $3.40 and $3.63. ATM implied volatility averaged 47.6%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 28.1% (HV 20d: 19.6%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.71.

Notable Days

  • 2023-09-05: Highest Volume — 453 contracts
  • 2023-09-12: Largest IV spike — 129.0% change
  • 2023-09-12: Highest IV Rank — 43.4%
  • 2023-09-13: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.50$3.40$3.63$3.63$3.48
Max Pain$3.95$3.00$4.00$3.00$4.00
ATM IV47.6%21.3%183.5%33.4%46.3%
Expected Move9.6%6.1%18.4%9.6%13.3%
HV 20d19.6%17.9%20.5%20.5%19.1%
HV 60d28.5%27.2%34.7%34.7%27.5%
IV Rank7.8%0.9%43.4%4.0%7.4%
IV Percentile46.0%2.8%99.6%27.8%65.1%
Term Structure-4.6%-74.5%18.3%-8.4%-17.6%
VWIV33.8%13.7%60.8%23.8%60.8%
Skew 25d2.6%-8.0%24.3%12.1%10.1%
Skew 10d4.4%-3.5%28.2%17.9%14.3%
Call IV 25d28.5%21.6%33.4%33.2%33.4%
Put IV 25d31.1%22.1%55.7%45.3%43.6%
Bid-Ask Spread %53.0716.7690.7164.5073.69
Gamma HHI0.590.530.690.690.62
Net GEX6.5K3.7K12.3K12.3K6.5K
Net DEX-77.7K-161.0K-13.5K-146.1K-90.9K
Net VEX-2.1K-2.5K-1.8K-2.2K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.710.0030.000.000.00
Total Volume75.65104535615
Total OI4,362.253,7674,8004,4164,209

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$3.63$3.0033.4%9.6%20.5%4.0%0.0%12.1%-8.4%12.3K-146.1K-2.2K0.0064.50N/AN/A5603,1631,253
2023-09-05$3.58$4.0035.5%6.8%19.6%4.6%23.8%0.4%15.9%9.5K-107.9K-2.1K0.0135.01N/AN/A44853,1501,253
2023-09-06$3.56$4.0043.4%6.7%19.6%6.7%0.0%-0.4%14.5%11.5K-161.0K-2.5K0.1116.76N/AN/A913,5451,255
2023-09-07$3.51$4.0039.4%6.3%19.5%5.6%0.0%3.1%17.1%9.4K-118.2K-2.3K0.4640.75N/AN/A52243,5451,254
2023-09-08$3.56$4.0049.2%6.8%20.4%8.2%0.0%-0.5%11.5%11.1K-129.1K-2.2K0.0089.24N/AN/A1403,5321,251
2023-09-11$3.49$4.0080.1%8.3%19.2%16.3%0.0%0.9%-1.6%4.9K-70.3K-2.1K0.0825.04N/AN/A127103,5401,251
2023-09-12$3.45$4.00183.5%7.9%17.9%43.4%13.7%-2.7%-0.2%3.7K-26.2K-1.9K1.6718.10N/AN/A9153,5061,255
2023-09-13$3.48$4.0064.3%18.4%18.5%12.1%0.0%-8.0%-74.5%4.9K-58.6K-2.0K30.0028.16N/AN/A1303,5121,263
2023-09-14$3.54$4.0021.3%6.1%18.6%0.9%0.0%2.6%14.6%4.8K-66.8K-1.8K0.1483.52N/AN/A2233,5121,265
2023-09-15$3.55$4.0025.6%7.3%18.7%2.0%0.0%-0.8%18.3%5.4K-88.1K-2.0K0.5677.31N/AN/A953,5331,265
2023-09-18$3.46$4.0037.6%10.8%20.3%5.1%36.8%-0.2%-19.8%5.0K-81.9K-2.2K0.7535.89N/AN/A88662,5641,203
2023-09-19$3.42$4.0059.6%17.1%20.3%10.9%60.8%24.3%-12.2%4.5K-27.4K-2.1K0.0090.71N/AN/A9502,6441,263
2023-09-20$3.42$4.0028.2%8.1%20.1%2.7%0.0%0.3%-3.1%4.1K-13.5K-2.0K0.2379.04N/AN/A64152,7171,260
2023-09-21$3.40$4.0029.8%8.5%20.1%3.1%0.0%-2.3%-4.5%4.1K-17.2K-2.0K0.0023.71N/AN/A3802,6991,273
2023-09-22$3.46$4.0031.6%9.1%20.4%3.6%0.0%0.9%-4.8%4.9K-57.3K-2.2K0.0664.67N/AN/A1812,6931,272
2023-09-25$3.46$4.0033.5%9.6%20.4%4.1%0.0%0.8%-6.1%4.7K-37.2K-2.0K0.0079.43N/AN/A7302,7081,273
2023-09-26$3.46$4.0034.3%9.8%19.4%4.3%0.0%2.8%-6.6%5.3K-73.7K-2.2K0.0068.47N/AN/A9002,7721,273
2023-09-27$3.50$4.0037.6%10.8%19.6%5.1%0.0%3.9%-8.4%6.0K-82.4K-2.0K0.0036.25N/AN/A8602,8521,273
2023-09-28$3.50$4.0038.5%11.0%19.1%5.4%0.0%3.8%-15.8%6.8K-100.8K-2.2K0.0931.13N/AN/A2222,9211,273
2023-09-29$3.48$4.0046.3%13.3%19.1%7.4%0.0%10.1%-17.6%6.5K-90.9K-2.2K0.0073.69N/AN/A1502,9341,275