DSX Options History — August 2024

In August 2024, DSX traded between $2.37 and $2.60. ATM implied volatility averaged 63.0%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 26.9% (HV 20d: 36.0%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.12.

Notable Days

  • 2024-08-21: Highest Volume — 1,730 contracts
  • 2024-08-14: Largest IV drop — 65.4% change
  • 2024-08-12: Highest IV Rank — 55.7%
  • 2024-08-01: Largest Expected Move — 25.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.48$2.37$2.60$2.50$2.50
Max Pain$2.91$2.00$3.00$2.00$3.00
ATM IV63.0%34.3%108.6%88.8%57.4%
Expected Move14.3%8.9%25.5%25.5%16.5%
HV 20d36.0%27.4%40.1%27.5%36.7%
HV 60d27.9%24.8%29.1%25.0%29.0%
IV Rank28.7%11.7%55.7%44.0%25.4%
IV Percentile85.1%48.0%99.6%99.6%90.5%
Term Structure-9.4%-64.7%19.2%-64.7%-23.5%
VWIV47.3%33.5%60.0%51.7%33.7%
Skew 25d78.2%-82.0%269.1%224.3%6.6%
Skew 10d119.8%-82.9%362.0%300.8%9.9%
Call IV 25d57.9%28.7%265.8%57.6%44.8%
Put IV 25d136.2%34.4%330.7%281.8%51.4%
Bid-Ask Spread %57.4717.63100.80100.8017.63
Gamma HHI0.740.610.870.700.80
Net GEX28.0K17.4K37.5K24.4K37.5K
Net DEX-361.0K-650.8K-63.7K-248.4K-554.6K
Net VEX-4.5K-5.3K-2.4K-3.8K-5.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.000.860.020.01
Total Volume344.136261,730486189
Total OI17,777.54516,36618,70216,36618,560

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$2.50$2.0088.8%25.5%27.5%44.0%0.0%224.3%-64.7%24.4K-248.4K-3.8K0.02100.80N/AN/A4751114,9551,411
2024-08-02$2.45$2.0079.2%22.7%27.4%38.3%0.0%-82.0%-58.0%17.4K-63.7K-2.4K0.0383.76N/AN/A243715,2521,424
2024-08-05$2.37$3.0079.5%16.4%28.0%38.5%51.7%31.1%18.0%21.8K-250.7K-3.7K0.5198.39N/AN/A1226215,4641,430
2024-08-06$2.42$3.0066.2%22.8%29.6%30.6%0.0%73.2%0.6%24.4K-650.8K-5.3K0.0489.18N/AN/A7572715,5551,491
2024-08-07$2.55$3.0079.4%10.6%34.8%38.4%37.5%220.6%19.2%30.0K-324.9K-4.4K0.0452.16N/AN/A5372016,2891,516
2024-08-08$2.48$3.0090.7%14.2%35.0%45.1%56.4%230.9%-16.2%26.5K-276.5K-4.1K0.0157.04N/AN/A163216,3221,532
2024-08-09$2.49$3.0095.3%14.3%34.4%47.8%43.8%239.0%-15.4%26.2K-302.8K-4.2K0.6557.58N/AN/A684416,3221,534
2024-08-12$2.58$3.00108.6%8.9%37.3%55.7%33.5%197.3%14.2%29.8K-322.1K-4.3K0.0664.11N/AN/A2011216,3851,578
2024-08-13$2.60$3.00101.9%9.3%37.5%51.7%0.0%256.4%14.7%32.8K-359.0K-4.5K0.0052.92N/AN/A30016,5381,588
2024-08-14$2.55$3.0035.3%10.1%37.3%12.3%60.0%269.1%16.4%30.1K-345.5K-4.4K0.0043.65N/AN/A124016,5561,588
2024-08-15$2.46$3.0040.7%11.7%38.8%15.5%0.0%6.6%-12.8%25.3K-186.6K-4.0K0.0153.16N/AN/A145116,1411,588
2024-08-16$2.46$3.0047.1%13.5%38.9%19.3%0.0%-3.2%-24.9%27.8K-247.8K-4.2K0.0584.78N/AN/A147816,2521,449
2024-08-19$2.49$3.0047.1%13.5%39.4%19.3%53.6%6.9%-15.6%29.9K-316.0K-4.4K0.0570.42N/AN/A2271115,6181,336
2024-08-20$2.48$3.0048.7%14.0%39.3%20.2%0.0%5.5%-16.6%30.8K-406.6K-4.9K0.0067.75N/AN/A1,085015,7981,337
2024-08-21$2.48$3.0049.5%14.2%39.3%20.7%0.0%2.9%-17.2%31.4K-444.1K-5.3K0.0046.76N/AN/A1,730016,2271,337
2024-08-22$2.42$3.0034.3%9.8%39.5%11.7%0.0%7.3%11.0%22.9K-363.9K-4.9K0.0070.97N/AN/A851016,7651,337
2024-08-23$2.41$3.0043.8%12.6%39.0%17.4%48.3%1.6%-6.1%25.6K-320.2K-4.6K0.0161.89N/AN/A68117,3651,337
2024-08-26$2.46$3.0049.1%14.1%40.1%20.5%54.0%19.0%-8.4%34.1K-548.2K-5.3K0.0627.93N/AN/A107617,440955
2024-08-27$2.46$3.0050.1%14.4%40.0%21.1%0.0%1.9%-9.1%33.2K-481.6K-4.9K0.1622.54N/AN/A32517,527961
2024-08-28$2.42$3.0038.7%11.1%36.5%14.4%33.7%4.9%9.4%23.6K-448.3K-4.7K0.0020.84N/AN/A27017,557966
2024-08-29$2.44$3.0054.2%15.5%36.4%23.5%0.0%1.1%-22.1%31.4K-479.6K-4.9K0.8620.07N/AN/A141217,557966
2024-08-30$2.50$3.0057.4%16.5%36.7%25.4%0.0%6.6%-23.5%37.5K-554.6K-5.2K0.0117.63N/AN/A188117,594966