DSX Options History — July 2024

In July 2024, DSX traded between $2.54 and $2.94. ATM implied volatility averaged 49.7%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 25.6% (HV 20d: 24.1%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.15.

Notable Days

  • 2024-07-10: Highest Volume — 1,154 contracts
  • 2024-07-10: Largest IV spike — 69.3% change
  • 2024-07-26: Highest IV Rank — 41.6%
  • 2024-07-26: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.80$2.54$2.94$2.94$2.54
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV49.7%31.5%84.8%37.0%59.2%
Expected Move14.9%7.6%24.3%10.6%17.0%
HV 20d24.1%18.9%27.8%20.8%27.8%
HV 60d22.9%21.1%24.8%21.2%24.8%
IV Rank20.9%10.1%41.6%13.4%26.5%
IV Percentile79.0%45.2%99.6%63.1%94.4%
Term Structure-9.9%-60.4%17.4%-2.0%11.6%
VWIV66.2%37.1%165.7%37.1%165.7%
Skew 25d64.7%-26.2%268.4%12.8%38.3%
Skew 10d73.9%-89.6%306.7%16.1%87.5%
Call IV 25d74.9%43.6%105.7%45.9%105.7%
Put IV 25d139.6%50.5%312.1%58.7%143.9%
Bid-Ask Spread %104.0769.99127.2582.0388.67
Gamma HHI0.810.670.900.880.84
Net GEX73.3K26.5K124.4K109.3K26.5K
Net DEX-1.0M-1.9M-348.5K-1.8M-348.5K
Net VEX-5.8K-7.8K-3.6K-7.5K-3.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.001.100.010.01
Total Volume349.545411,154542480
Total OI17,377.95513,80319,37418,43116,037

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$2.94$2.0037.0%10.6%20.8%13.4%37.1%12.8%-2.0%109.3K-1.8M-7.5K0.0182.03N/AN/A537517,1621,269
2024-07-02$2.92$2.0031.8%9.1%19.4%10.2%42.0%4.2%1.7%112.1K-1.7M-7.6K0.0569.99N/AN/A2311117,5231,266
2024-07-03$2.94$2.0037.0%10.6%18.9%13.4%37.7%11.7%17.3%117.9K-1.8M-7.8K0.2288.43N/AN/A1693817,6481,276
2024-07-05$2.88$2.0031.7%15.1%20.1%10.2%52.7%170.8%-10.6%116.0K-1.9M-7.4K0.08109.33N/AN/A1,0168517,7461,301
2024-07-08$2.80$2.0031.5%7.6%22.1%10.1%0.0%268.4%17.4%87.6K-1.1M-6.5K0.75115.26N/AN/A937017,7611,408
2024-07-09$2.81$2.0040.9%20.2%22.3%15.7%106.7%65.8%6.5%98.3K-1.0M-6.2K0.06122.31N/AN/A1851117,8081,478
2024-07-10$2.88$2.0069.3%19.9%24.3%32.4%68.1%220.0%-21.0%106.6K-1.5M-6.8K0.01111.28N/AN/A1,1391517,8851,489
2024-07-11$2.91$2.0040.2%11.5%24.3%15.2%59.3%201.3%-6.9%124.4K-1.4M-6.3K0.00127.25N/AN/A48016,9891,489
2024-07-12$2.83$2.0041.8%12.0%25.8%16.2%53.1%2.9%-17.0%98.5K-1.1M-5.9K1.10117.73N/AN/A404417,0311,489
2024-07-15$2.79$2.0040.4%11.6%26.1%15.3%38.8%78.5%-3.5%84.0K-1.0M-5.6K0.05107.00N/AN/A2521317,0531,533
2024-07-16$2.79$2.0041.3%11.9%25.9%15.9%0.0%22.4%-5.8%83.3K-983.6K-5.5K0.1796.37N/AN/A35617,3221,546
2024-07-17$2.83$2.0044.6%12.8%26.3%17.9%44.5%63.0%5.7%90.7K-1.2M-5.5K0.14112.89N/AN/A5938217,3381,550
2024-07-18$2.83$2.0042.1%12.1%26.2%16.4%0.0%22.5%0.9%42.9K-863.8K-5.4K0.01119.78N/AN/A295217,4231,632
2024-07-19$2.80$2.0051.0%14.6%25.3%21.6%51.5%-26.2%-3.5%41.0K-991.9K-5.7K0.14113.22N/AN/A36517,7131,430
2024-07-22$2.79$2.0054.3%15.6%24.9%23.6%54.8%-1.5%-13.5%42.9K-702.9K-4.9K0.0294.05N/AN/A127212,5031,300
2024-07-23$2.75$2.0044.8%12.8%24.9%17.9%58.2%38.3%-17.3%40.2K-752.7K-5.2K0.18113.93N/AN/A1362512,6011,302
2024-07-24$2.73$2.0044.4%12.7%24.8%17.7%69.1%34.8%-21.1%38.4K-665.8K-4.9K0.01121.38N/AN/A259312,7141,327
2024-07-25$2.67$2.0068.0%19.5%25.6%31.7%66.5%40.0%-32.1%36.6K-558.6K-4.6K0.1587.46N/AN/A4987513,1201,330
2024-07-26$2.70$2.0084.8%24.3%26.1%41.6%80.0%57.0%-28.6%37.9K-587.2K-5.0K0.05110.54N/AN/A2281113,6111,398
2024-07-29$2.70$2.0080.7%23.1%25.9%39.2%82.7%53.9%-35.3%39.2K-623.3K-5.0K0.0086.13N/AN/A483013,7181,410
2024-07-30$2.67$2.0077.3%22.2%22.7%37.2%89.4%45.1%-60.4%38.8K-392.8K-4.4K0.0094.55N/AN/A307013,9761,410
2024-07-31$2.54$2.0059.2%17.0%27.8%26.5%165.7%38.3%11.6%26.5K-348.5K-3.6K0.0188.67N/AN/A477314,6271,410