DSX Options History — April 2024

In April 2024, DSX traded between $2.83 and $2.96. ATM implied volatility averaged 22.8%, placing in the 2.2% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 3.9% (HV 20d: 18.8%). Max pain ranged from $3.00 to $3.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 3.99.

Notable Days

  • 2024-04-01: Highest Volume — 832 contracts
  • 2024-04-29: Largest IV spike — 58.1% change
  • 2024-04-18: Highest IV Rank — 4.3%
  • 2024-04-09: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.91$2.83$2.96$2.88$2.96
Max Pain$3.00$3.00$3.00$3.00$3.00
ATM IV22.8%15.7%31.2%17.0%27.9%
Expected Move6.9%4.5%9.1%4.9%8.0%
HV 20d18.8%15.1%27.8%27.8%15.1%
HV 60d25.0%23.5%26.4%26.4%23.5%
IV Rank2.2%0.3%4.3%0.7%3.5%
IV Percentile13.1%0.4%47.2%0.4%32.5%
Term Structure7.9%-2.8%14.5%6.6%7.7%
VWIV26.0%19.0%31.7%26.8%28.1%
Skew 25d68.1%-25.2%279.6%-25.2%59.0%
Skew 10d59.5%-97.6%260.6%-93.2%100.8%
Call IV 25d34.8%17.5%77.3%40.7%43.1%
Put IV 25d102.9%15.5%321.5%15.5%102.1%
Bid-Ask Spread %66.3147.0988.9586.2466.39
Gamma HHI0.900.810.940.870.89
Net GEX18.4K11.1K25.1K20.0K21.5K
Net DEX-233.1K-490.9K-77.6K-230.8K-490.9K
Net VEX-2.6K-3.6K-1.9K-1.9K-3.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.990.0042.330.0011.90
Total Volume169.57832832271
Total OI6,637.3185,1378,1335,1378,133

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$2.88$3.0017.0%4.9%27.8%0.7%0.0%-25.2%6.6%20.0K-230.8K-1.9K0.0086.24N/AN/A83114,488649
2024-04-02$2.83$3.0026.7%7.7%19.4%3.2%0.0%-11.0%7.7%20.3K-287.4K-2.3K0.0063.70N/AN/A1705,062650
2024-04-03$2.90$3.0021.5%6.2%21.4%1.8%0.0%279.6%8.1%23.4K-332.1K-2.4K0.1775.53N/AN/A615,075650
2024-04-04$2.91$3.0019.6%7.5%21.4%1.3%0.0%15.4%8.6%25.1K-332.6K-2.3K2.6347.09N/AN/A1524005,076651
2024-04-05$2.95$3.0022.4%7.7%19.6%2.1%26.8%46.5%12.2%21.7K-384.2K-2.7K0.0166.79N/AN/A7415,2231,051
2024-04-08$2.94$3.0023.6%9.1%19.6%2.4%31.7%58.8%3.5%24.0K-351.8K-2.6K23.0070.86N/AN/A112535,2261,052
2024-04-09$2.92$3.0024.3%9.1%19.7%2.6%0.0%21.1%-2.8%21.1K-239.5K-2.5K1.5254.30N/AN/A23355,2301,302
2024-04-10$2.87$3.0022.7%6.5%18.8%2.1%0.0%44.8%6.7%16.7K-139.4K-2.3K42.3388.95N/AN/A62545,2301,333
2024-04-11$2.87$3.0024.5%7.0%18.1%2.6%20.5%108.1%9.5%15.7K-77.6K-2.4K0.0777.16N/AN/A2825,2351,586
2024-04-12$2.90$3.0026.9%7.7%18.4%3.2%19.0%103.9%14.5%17.5K-149.8K-2.5K4.4063.21N/AN/A5225,2511,588
2024-04-15$2.88$3.0020.6%5.9%18.4%1.6%0.0%47.7%11.6%15.2K-119.2K-2.5K0.4366.99N/AN/A735,2551,578
2024-04-16$2.90$3.0023.5%6.7%18.7%2.4%0.0%63.5%12.4%17.5K-146.0K-2.5K0.0068.15N/AN/A7005,2611,575
2024-04-17$2.91$3.0025.3%7.3%18.7%2.8%0.0%99.0%11.1%18.8K-163.7K-2.4K0.0570.67N/AN/A1915,2611,575
2024-04-18$2.90$3.0031.2%8.9%18.7%4.3%30.1%92.2%4.9%16.9K-197.3K-2.5K0.7065.46N/AN/A93655,2661,576
2024-04-19$2.90$3.0027.7%7.9%18.5%3.4%28.5%54.1%1.1%11.9K-100.3K-2.3K0.0077.98N/AN/A3605,2801,517
2024-04-22$2.88$3.0018.9%5.4%18.0%1.2%22.4%89.3%13.6%11.1K-87.8K-2.3K0.0847.77N/AN/A2524,7341,445
2024-04-23$2.92$3.0020.5%5.9%17.2%1.6%0.0%76.0%3.1%11.3K-149.3K-2.4K0.1063.15N/AN/A617604,7421,497
2024-04-24$2.90$3.0015.7%4.5%17.0%0.3%0.0%90.5%14.3%14.9K-152.2K-2.7K0.0053.10N/AN/A3205,3361,507
2024-04-25$2.91$3.0016.3%4.7%16.6%0.5%0.0%94.7%2.6%14.4K-176.0K-2.7K0.0049.38N/AN/A805,3381,507
2024-04-26$2.94$3.0017.2%4.9%16.8%0.7%0.0%32.5%8.7%21.9K-364.4K-3.5K0.1869.76N/AN/A146266,4281,507
2024-04-29$2.96$3.0027.1%7.8%16.7%3.3%27.3%57.3%8.2%23.8K-455.2K-3.5K0.3066.15N/AN/A97296,5621,533
2024-04-30$2.96$3.0027.9%8.0%15.1%3.5%28.1%59.0%7.7%21.5K-490.9K-3.6K11.9066.39N/AN/A212506,6151,518