DSX Options History — October 2024

In October 2024, DSX traded between $2.19 and $2.54. ATM implied volatility averaged 55.0%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 23.5% (HV 20d: 31.4%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.11.

Notable Days

  • 2024-10-23: Highest Volume — 1,673 contracts
  • 2024-10-04: Largest IV spike — 134.8% change
  • 2024-10-04: Highest IV Rank — 100.0%
  • 2024-10-31: Largest Expected Move — 18.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.37$2.19$2.54$2.52$2.29
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV55.0%38.1%141.3%47.3%63.4%
Expected Move12.8%10.5%18.2%13.6%18.2%
HV 20d31.4%27.8%37.7%34.1%28.3%
HV 60d33.6%31.8%34.4%32.8%31.8%
IV Rank33.3%18.6%100.0%34.9%38.6%
IV Percentile74.1%47.6%100.0%78.6%92.1%
Term Structure-2.7%-20.3%19.7%-17.1%-11.6%
VWIV64.7%38.9%171.9%51.2%171.9%
Skew 25d4.9%-13.3%119.2%7.4%1.8%
Skew 10d6.0%-22.5%135.3%12.1%10.3%
Call IV 25d45.1%31.0%63.6%48.0%63.2%
Put IV 25d50.1%37.3%165.0%55.4%65.0%
Bid-Ask Spread %76.3742.02122.5865.7642.02
Gamma HHI0.760.700.820.820.77
Net GEX30.5K16.2K36.8K35.7K33.8K
Net DEX-712.3K-854.3K-379.9K-736.0K-710.2K
Net VEX-5.7K-6.4K-3.4K-6.0K-6.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.001.000.020.13
Total Volume342.08721,67344818
Total OI19,251.21716,48723,25316,48723,253

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$2.52$2.0047.3%13.6%34.1%34.9%51.2%7.4%-17.1%35.7K-736.0K-6.0K0.0265.76N/AN/A440815,553934
2024-10-02$2.54$2.0050.2%14.4%34.1%38.0%57.0%119.2%-17.6%36.8K-849.6K-6.2K0.2580.89N/AN/A24615,970941
2024-10-03$2.41$2.0060.2%13.2%37.7%48.6%48.9%8.4%-7.0%30.0K-710.5K-5.8K0.0096.08N/AN/A137015,993946
2024-10-04$2.46$2.00141.3%12.4%36.6%100.0%0.0%13.2%-4.7%33.4K-718.3K-5.7K0.2694.38N/AN/A1112916,129945
2024-10-07$2.49$2.00121.0%10.5%35.5%84.0%0.0%14.4%19.7%34.5K-818.6K-6.1K0.0192.86N/AN/A132116,183930
2024-10-08$2.48$2.0075.1%10.9%34.2%47.8%39.3%4.9%-4.4%34.6K-795.3K-6.0K0.00114.76N/AN/A570016,255931
2024-10-09$2.42$2.0049.0%14.0%32.6%27.2%49.9%8.2%-8.7%32.3K-768.4K-6.0K0.05106.73N/AN/A97516,690931
2024-10-10$2.44$2.0042.2%12.1%31.5%21.9%0.0%3.4%14.2%33.2K-834.3K-6.3K0.00122.58N/AN/A625216,786936
2024-10-11$2.42$2.0050.4%14.4%31.3%28.3%0.0%8.3%-9.6%33.0K-854.3K-6.4K0.0095.64N/AN/A2017,287937
2024-10-14$2.40$2.0041.7%11.9%31.5%21.5%0.0%-0.1%14.4%32.3K-773.0K-5.9K0.0096.35N/AN/A189017,287937
2024-10-15$2.41$2.0041.6%11.9%31.2%21.4%0.0%-1.1%-17.0%32.9K-749.7K-5.7K0.0163.26N/AN/A390217,455937
2024-10-16$2.38$2.0044.5%12.8%31.2%23.7%52.6%-3.6%13.1%33.2K-808.0K-6.1K0.1076.74N/AN/A1021017,842938
2024-10-17$2.37$2.0046.0%13.2%30.2%24.8%89.4%5.5%-20.3%26.5K-608.9K-4.8K0.0871.41N/AN/A48417,914945
2024-10-18$2.38$2.0046.1%13.2%30.0%24.9%0.0%-3.8%12.3%33.4K-819.9K-6.1K0.0061.29N/AN/A219017,952946
2024-10-21$2.33$2.0045.9%13.1%30.6%24.8%0.0%1.5%1.8%31.3K-733.7K-5.5K0.0864.52N/AN/A5034118,083915
2024-10-22$2.31$2.0041.5%11.9%28.5%21.4%0.0%-7.5%-2.4%18.6K-550.4K-4.3K1.0060.26N/AN/A101018,585936
2024-10-23$2.24$2.0040.6%11.6%29.9%20.6%48.1%-12.9%-12.0%16.2K-379.9K-3.4K0.0162.94N/AN/A1,6522118,592946
2024-10-24$2.29$2.0044.9%12.9%29.7%24.0%0.0%-9.3%5.9%31.7K-697.0K-5.9K0.0162.22N/AN/A1,2921320,240972
2024-10-25$2.27$2.0040.3%11.6%29.6%20.4%0.0%-9.5%-10.9%21.5K-635.7K-5.4K0.0060.17N/AN/A655321,497985
2024-10-28$2.24$2.0038.1%10.9%28.7%18.6%38.9%-13.3%11.2%30.7K-658.4K-6.0K0.0360.20N/AN/A4101221,856988
2024-10-29$2.23$2.0040.1%11.5%28.0%20.2%0.0%-12.9%-4.7%30.1K-621.5K-5.9K0.3360.81N/AN/A3122,249999
2024-10-30$2.19$2.0052.6%15.1%27.8%30.1%0.0%-9.0%-7.4%27.0K-550.2K-5.6K0.0944.57N/AN/A65622,2521,000
2024-10-31$2.29$2.0063.4%18.2%28.3%38.6%171.9%1.8%-11.6%33.8K-710.2K-6.4K0.1342.02N/AN/A16222,2481,005