DSX Options History — September 2024

In September 2024, DSX traded between $2.21 and $2.58. ATM implied volatility averaged 48.1%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 15.5% (HV 20d: 32.6%). Max pain ranged from $1.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.12.

Notable Days

  • 2024-09-11: Highest Volume — 570 contracts
  • 2024-09-25: Largest IV spike — 45.1% change
  • 2024-09-25: Highest IV Rank — 45.2%
  • 2024-09-03: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.41$2.21$2.58$2.46$2.58
Max Pain$1.60$1.00$3.00$3.00$2.00
ATM IV48.1%33.3%63.2%59.7%43.3%
Expected Move12.7%9.4%17.1%17.1%12.4%
HV 20d32.6%27.4%35.1%35.1%33.5%
HV 60d31.8%29.2%33.3%29.2%33.0%
IV Rank28.5%11.1%45.2%26.8%30.7%
IV Percentile75.9%40.5%92.1%91.3%69.4%
Term Structure-8.9%-34.3%15.0%-16.4%-14.7%
VWIV50.9%41.6%68.6%66.1%68.6%
Skew 25d9.6%-14.9%102.6%5.1%12.8%
Skew 10d21.0%-8.8%117.7%5.9%18.9%
Call IV 25d41.9%36.7%51.5%51.5%42.9%
Put IV 25d51.4%27.5%144.2%56.6%55.8%
Bid-Ask Spread %73.8115.99103.7625.0989.06
Gamma HHI0.760.690.820.820.82
Net GEX26.9K12.5K36.3K33.1K36.3K
Net DEX-532.1K-826.8K-107.5K-427.3K-826.8K
Net VEX-5.1K-6.3K-2.5K-4.5K-6.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.001.750.000.07
Total Volume258.92357048159
Total OI18,777.9515,55321,46518,74616,380

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$2.46$3.0059.7%17.1%35.1%26.8%66.1%5.1%-16.4%33.1K-427.3K-4.5K0.0025.09N/AN/A48017,779967
2024-09-04$2.45$3.0053.3%15.3%34.4%23.0%52.3%7.1%-0.4%30.3K-418.6K-4.6K0.0715.99N/AN/A30217,792967
2024-09-05$2.38$2.0063.2%13.1%30.0%28.8%0.0%-4.6%-22.7%26.1K-412.8K-4.4K0.0275.87N/AN/A255617,794926
2024-09-06$2.31$2.0054.6%10.4%30.2%23.8%44.5%-6.2%-12.1%20.3K-374.9K-4.4K0.0189.10N/AN/A382318,040932
2024-09-09$2.26$2.0057.0%10.1%30.8%25.2%0.0%-9.7%11.8%18.3K-339.3K-4.2K0.0696.13N/AN/A2891618,397935
2024-09-10$2.21$2.0054.5%9.4%27.4%23.7%42.1%-14.9%-5.8%12.5K-107.5K-2.5K0.0478.36N/AN/A3261318,676947
2024-09-11$2.31$1.0033.3%9.5%32.7%11.1%0.0%-5.5%-3.5%21.3K-382.4K-4.3K0.0075.23N/AN/A569118,985891
2024-09-12$2.37$1.0047.5%13.6%34.1%19.6%0.0%-6.4%-34.3%26.9K-517.0K-5.0K0.0058.04N/AN/A186019,377895
2024-09-13$2.34$1.0038.1%10.9%32.1%25.1%44.1%-6.5%10.9%24.2K-493.3K-5.1K0.0381.54N/AN/A75219,550895
2024-09-16$2.34$1.0039.9%11.4%32.1%27.0%0.0%-4.5%7.8%23.5K-438.0K-4.7K0.0181.64N/AN/A341519,623896
2024-09-17$2.37$1.0044.4%12.7%32.1%31.8%53.5%-5.1%2.9%25.3K-529.6K-5.2K0.0081.57N/AN/A306019,963901
2024-09-18$2.40$1.0043.1%12.4%32.6%30.4%0.0%-0.2%-23.4%25.9K-596.3K-5.5K0.0081.88N/AN/A88020,069901
2024-09-19$2.45$1.0046.4%13.3%33.5%33.9%0.0%2.8%-18.2%28.6K-727.1K-6.1K1.75103.76N/AN/A15927820,157901
2024-09-20$2.42$1.0049.5%14.2%32.6%37.2%46.2%-2.2%15.0%27.4K-645.8K-5.9K0.2961.14N/AN/A21620,3061,159
2024-09-23$2.44$1.0050.8%14.6%32.7%38.7%0.0%0.9%-19.3%28.0K-587.2K-5.4K0.0260.34N/AN/A300614,640913
2024-09-24$2.51$1.0039.3%11.3%33.5%26.4%41.6%8.0%-12.2%31.6K-655.0K-5.6K0.0380.78N/AN/A4581314,822913
2024-09-25$2.48$2.0057.0%16.4%33.8%45.2%50.1%17.4%-18.2%30.8K-635.2K-5.7K0.0080.79N/AN/A523214,900925
2024-09-26$2.54$2.0042.9%12.3%34.1%30.3%68.6%100.2%-12.8%33.6K-771.3K-6.1K0.0064.93N/AN/A286115,160925
2024-09-27$2.54$2.0043.9%12.6%34.1%31.3%0.0%102.6%-13.4%35.0K-757.4K-6.0K0.0594.97N/AN/A22115,436924
2024-09-30$2.58$2.0043.3%12.4%33.5%30.7%0.0%12.8%-14.7%36.3K-826.8K-6.3K0.0789.06N/AN/A1491015,456924