DSX Options History — February 2024

In February 2024, DSX traded between $2.85 and $3.05. ATM implied volatility averaged 40.9%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 15.9% (HV 20d: 25.0%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.23.

Notable Days

  • 2024-02-16: Highest Volume — 991 contracts
  • 2024-02-20: Largest IV spike — 113.5% change
  • 2024-02-21: Highest IV Rank — 11.1%
  • 2024-02-21: Largest Expected Move — 17.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.93$2.85$3.05$2.96$3.04
Max Pain$2.85$2.00$3.00$3.00$2.00
ATM IV40.9%22.7%60.2%35.6%28.5%
Expected Move12.4%6.5%17.3%12.2%8.2%
HV 20d25.0%23.2%27.0%26.0%24.9%
HV 60d32.7%31.2%34.7%34.7%31.7%
IV Rank6.0%1.2%11.1%4.6%2.7%
IV Percentile62.6%6.0%96.4%52.0%23.8%
Term Structure-3.0%-26.4%22.0%3.4%8.0%
VWIV42.2%20.1%58.6%44.4%22.1%
Skew 25d117.5%-141.7%274.3%145.4%204.7%
Skew 10d166.7%-199.4%370.7%207.1%344.1%
Call IV 25d54.1%33.2%160.0%42.7%43.2%
Put IV 25d171.6%18.2%326.2%188.2%247.9%
Bid-Ask Spread %91.5375.29122.5791.83109.76
Gamma HHI0.830.630.920.790.86
Net GEX23.6K8.3K40.1K21.5K32.6K
Net DEX-219.8K-635.7K63.7K-262.5K-596.8K
Net VEX-1.8K-2.5K-1.2K-2.0K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.001.591.590.00
Total Volume223.654899157200
Total OI5,976.755,0976,5165,8476,516

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$2.96$3.0035.6%12.2%26.0%4.6%44.4%145.4%3.4%21.5K-262.5K-2.0K1.5991.83N/AN/A22354,5541,293
2024-02-02$2.90$3.0025.7%10.4%24.7%2.0%30.6%212.3%16.2%23.1K-92.4K-1.8K0.0291.22N/AN/A5714,5591,321
2024-02-05$2.88$3.0028.4%15.3%23.2%2.7%53.4%198.5%-16.9%21.9K-21.1K-1.4K0.4079.13N/AN/A124504,6071,323
2024-02-06$2.96$3.0041.5%12.3%23.6%6.2%43.7%197.6%0.9%22.7K-238.5K-1.9K0.0188.84N/AN/A10914,6681,352
2024-02-07$2.91$3.0044.1%12.7%24.1%6.9%44.2%246.7%-1.8%23.8K-94.0K-1.6K0.0691.80N/AN/A7244,6041,353
2024-02-08$2.92$3.0047.4%13.6%24.1%7.7%46.3%161.4%0.4%15.7K-235.5K-1.9K0.73122.57N/AN/A48354,6661,356
2024-02-09$2.92$3.0048.0%13.8%23.8%7.9%50.2%191.3%-9.6%27.4K-86.0K-1.6K0.3391.32N/AN/A36124,7031,391
2024-02-12$2.96$3.0041.2%11.8%24.3%6.1%43.7%203.9%-5.0%37.7K-144.3K-1.5K0.0088.46N/AN/A7004,7151,403
2024-02-13$2.87$3.0047.5%13.6%26.6%7.7%47.2%274.3%-26.4%20.0K60.9K-1.2K0.2586.39N/AN/A51134,7501,403
2024-02-14$2.85$3.0048.8%14.0%26.6%8.1%52.5%217.3%-6.9%17.3K-62.1K-1.5K0.0485.98N/AN/A15774,7931,415
2024-02-15$2.90$3.0054.6%15.7%26.9%9.6%54.7%215.7%0.0%28.4K-49.6K-1.3K0.1477.59N/AN/A244354,8931,290
2024-02-16$2.87$3.0025.6%7.3%27.0%2.0%20.1%-52.5%15.6%8.3K63.7K-1.4K0.0280.32N/AN/A967245,1131,290
2024-02-20$2.85$3.0054.7%15.7%24.8%9.6%54.8%-1.3%-8.4%14.6K-168.8K-1.7K0.4188.90N/AN/A76314,413684
2024-02-21$2.91$3.0060.2%17.3%24.8%11.1%58.6%58.9%-15.4%14.6K-251.3K-2.0K0.0085.26N/AN/A32114,483715
2024-02-22$2.91$3.0054.0%15.5%24.8%9.5%54.8%-3.1%-22.2%17.2K-274.6K-2.1K0.4275.29N/AN/A2551074,762716
2024-02-23$2.96$3.0047.9%13.7%25.6%7.8%42.4%33.0%22.0%20.7K-326.3K-2.3K0.11116.46N/AN/A586644,930807
2024-02-26$2.99$3.0032.3%9.3%24.4%3.8%25.4%1.5%-5.1%27.9K-430.6K-2.3K0.1092.08N/AN/A103105,287817
2024-02-27$3.05$2.0029.7%8.5%25.1%3.1%28.8%-14.2%-12.2%40.1K-549.8K-2.2K0.0199.06N/AN/A22735,398823
2024-02-28$3.05$2.0022.7%6.5%25.1%1.2%27.1%-141.7%5.8%36.0K-635.7K-2.5K0.0188.32N/AN/A31325,549820
2024-02-29$3.04$2.0028.5%8.2%24.9%2.7%22.1%204.7%8.0%32.6K-596.8K-2.5K0.00109.76N/AN/A20005,696820