DSX Options History — June 2024

In June 2024, DSX traded between $2.79 and $3.05. ATM implied volatility averaged 40.9%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 19.6% (HV 20d: 21.2%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.25.

Notable Days

2024-06-20: Highest Volume — 993 contracts
2024-06-12: Largest IV spike — 59.3% change
2024-06-10: Highest IV Rank — 19.4%
2024-06-06: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.90	$2.79	$3.05	$3.05	$2.85
Max Pain	$2.53	$2.00	$3.00	$3.00	$2.00
ATM IV	40.9%	28.6%	47.2%	41.5%	43.4%
Expected Move	12.0%	9.5%	14.0%	11.9%	12.4%
HV 20d	21.2%	16.9%	26.9%	26.2%	17.2%
HV 60d	20.9%	20.2%	21.3%	21.1%	20.2%
IV Rank	15.6%	8.4%	19.4%	16.0%	17.1%
IV Percentile	74.7%	34.1%	88.9%	78.2%	82.1%
Term Structure	-5.2%	-24.5%	20.5%	-6.1%	-4.2%
VWIV	43.2%	35.7%	51.6%	43.0%	45.1%
Skew 25d	88.1%	4.3%	274.5%	51.0%	8.3%
Skew 10d	129.8%	6.8%	373.6%	95.5%	9.8%
Call IV 25d	45.4%	40.4%	52.4%	50.2%	48.9%
Put IV 25d	133.5%	49.6%	321.3%	101.2%	57.2%
Bid-Ask Spread %	78.54	41.55	99.76	51.64	88.87
Gamma HHI	0.91	0.85	0.94	0.93	0.86
Net GEX	138.1K	73.0K	208.4K	163.9K	84.5K
Net DEX	-1.7M	-3.0M	-1.1M	-3.0M	-1.5M
Net VEX	-8.6K	-10.6K	-6.9K	-10.6K	-7.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.00	1.22	0.34	0.02
Total Volume	331.737	51	993	505	87
Total OI	25,112.105	17,519	28,299	26,835	18,452

Daily Data (19 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
2024-06-03	$3.05	$3.00	41.5%	11.9%	26.2%	16.0%	43.0%	51.0%	-6.1%	163.9K	-3.0M	-10.6K	0.34	51.64	N/A	N/A	378	127	23,592	3,243
2024-06-04	$3.00	$3.00	37.1%	10.6%	26.9%	13.4%	37.1%	68.4%	8.0%	172.5K	-2.5M	-10.5K	0.28	41.55	N/A	N/A	181	51	23,836	3,368
2024-06-05	$3.00	$3.00	44.9%	12.9%	25.9%	18.0%	45.0%	67.0%	0.5%	152.1K	-2.5M	-10.3K	0.20	49.14	N/A	N/A	156	31	23,999	3,419
2024-06-06	$2.99	$3.00	40.0%	14.0%	24.7%	15.1%	48.8%	194.6%	-14.2%	175.0K	-2.4M	-10.1K	0.28	98.80	N/A	N/A	40	11	24,025	3,406
2024-06-07	$2.99	$3.00	41.4%	12.3%	23.8%	16.0%	43.1%	53.5%	-4.0%	173.2K	-2.4M	-10.0K	0.00	69.06	N/A	N/A	307	1	24,051	3,414
2024-06-10	$2.98	$3.00	47.2%	11.7%	22.3%	19.4%	40.8%	143.9%	-5.4%	173.1K	-2.3M	-9.7K	1.08	75.43	N/A	N/A	265	286	24,310	3,415
2024-06-11	$2.94	$3.00	28.6%	12.8%	20.7%	8.4%	44.8%	150.5%	-11.1%	208.4K	-1.5M	-8.9K	0.01	84.91	N/A	N/A	301	2	24,564	3,466
2024-06-12	$2.90	$3.00	45.5%	13.0%	21.0%	18.4%	47.6%	152.5%	-5.8%	178.7K	-1.5M	-9.1K	0.04	88.55	N/A	N/A	169	6	23,916	3,476
2024-06-13	$2.88	$3.00	42.6%	12.2%	20.9%	16.7%	42.7%	59.7%	-1.4%	169.2K	-1.5M	-8.9K	0.00	87.10	N/A	N/A	508	0	24,068	3,381
2024-06-14	$2.85	$3.00	41.3%	11.8%	20.0%	15.9%	42.6%	59.7%	-1.0%	151.9K	-1.5M	-9.0K	0.44	85.65	N/A	N/A	68	30	24,570	3,381
2024-06-17	$2.83	$2.00	34.1%	9.8%	20.0%	11.6%	39.2%	61.5%	-2.5%	148.1K	-1.2M	-8.1K	0.06	82.22	N/A	N/A	181	10	24,619	3,350
2024-06-18	$2.81	$2.00	40.6%	11.6%	18.4%	15.5%	40.3%	274.5%	-3.9%	129.1K	-1.1M	-7.8K	0.25	82.39	N/A	N/A	183	45	24,797	3,350
2024-06-20	$2.87	$2.00	38.4%	11.0%	20.8%	14.1%	38.7%	109.2%	-13.9%	149.6K	-1.7M	-8.0K	1.22	71.00	N/A	N/A	448	545	24,947	3,352
2024-06-21	$2.83	$2.00	46.6%	13.4%	20.1%	19.0%	48.0%	194.1%	-21.1%	73.0K	-1.1M	-7.4K	0.35	95.67	N/A	N/A	455	158	25,359	2,062
2024-06-24	$2.79	$2.00	33.3%	9.5%	20.4%	11.1%	35.7%	7.6%	-6.6%	84.9K	-1.4M	-7.3K	0.05	99.76	N/A	N/A	574	30	16,318	1,201
2024-06-25	$2.81	$2.00	40.8%	11.7%	20.1%	15.6%	40.4%	4.7%	20.5%	79.8K	-1.3M	-6.9K	0.09	81.22	N/A	N/A	240	22	16,655	1,249
2024-06-26	$2.83	$2.00	46.4%	13.3%	17.2%	18.9%	46.4%	7.8%	-24.5%	79.2K	-1.4M	-7.1K	0.00	76.89	N/A	N/A	252	0	16,873	1,269
2024-06-27	$2.83	$2.00	42.8%	12.3%	16.9%	16.8%	51.6%	4.3%	-1.2%	78.4K	-1.5M	-7.4K	0.00	82.45	N/A	N/A	155	0	17,108	1,269
2024-06-28	$2.85	$2.00	43.4%	12.4%	17.2%	17.1%	45.1%	8.3%	-4.2%	84.5K	-1.5M	-7.4K	0.02	88.87	N/A	N/A	85	2	17,183	1,269