DSX Options History — November 2024

In November 2024, DSX traded between $1.75 and $2.29. ATM implied volatility averaged 53.7%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 18.0% (HV 20d: 35.7%). Max pain ranged from $2.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.15.

Notable Days

  • 2024-11-25: Highest Volume — 2,451 contracts
  • 2024-11-21: Largest IV spike — 99.0% change
  • 2024-11-12: Highest IV Rank — 60.9%
  • 2024-11-25: Largest Expected Move — 18.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.13$1.75$2.29$2.21$1.79
Max Pain$2.90$2.00$3.00$2.00$2.00
ATM IV53.7%23.9%91.7%54.8%41.7%
Expected Move13.5%6.8%18.4%15.7%12.0%
HV 20d35.7%28.7%58.1%29.2%55.7%
HV 60d33.4%30.8%42.4%32.1%42.4%
IV Rank30.9%7.4%60.9%31.8%21.5%
IV Percentile71.7%9.5%98.0%87.7%55.2%
Term Structure-0.2%-31.8%54.3%-0.9%-2.2%
VWIV50.0%29.8%80.0%59.2%47.6%
Skew 25d37.8%-37.1%265.2%-6.2%46.0%
Skew 10d110.2%-33.6%321.8%23.9%35.1%
Call IV 25d61.7%35.2%123.9%65.7%47.0%
Put IV 25d99.5%50.9%389.1%59.5%93.1%
Bid-Ask Spread %29.589.9347.7641.5312.73
Gamma HHI0.700.510.780.770.51
Net GEX23.6K8.8K35.1K29.5K9.5K
Net DEX-452.9K-737.6K62.0K-632.2K62.0K
Net VEX-4.7K-6.5K-1.9K-5.9K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.000.590.120.51
Total Volume244.6512,45110959
Total OI24,103.4523,26526,24723,26526,247

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$2.21$2.0054.8%15.7%29.2%31.8%0.0%-6.2%-0.9%29.5K-632.2K-5.9K0.1241.53N/AN/A971222,2581,007
2024-11-04$2.24$3.0069.1%17.2%29.3%43.0%59.2%35.1%-4.2%32.0K-727.2K-6.5K0.0047.76N/AN/A294022,3471,022
2024-11-05$2.25$3.0060.8%15.2%29.5%36.5%0.0%12.8%-0.3%31.7K-660.7K-6.1K0.0039.45N/AN/A49022,4671,022
2024-11-06$2.26$3.0062.6%13.3%28.7%38.0%0.0%15.6%11.0%32.3K-630.1K-5.8K0.0842.56N/AN/A13122,5161,022
2024-11-07$2.29$3.0062.9%14.7%29.0%38.2%44.5%16.2%1.7%35.1K-737.6K-6.3K0.0040.17N/AN/A25022,5291,023
2024-11-08$2.23$3.0062.8%15.5%30.2%38.1%80.0%15.2%-2.9%30.5K-628.1K-5.8K0.0336.83N/AN/A116322,5231,023
2024-11-11$2.21$3.0086.4%12.9%30.2%56.7%37.2%23.1%18.0%28.6K-611.3K-5.6K0.0039.62N/AN/A219022,6351,026
2024-11-12$2.25$3.0091.7%14.8%31.1%60.9%0.0%165.6%2.2%23.5K-586.5K-5.2K0.0037.59N/AN/A1022,8311,026
2024-11-13$2.20$3.0057.1%16.4%31.7%33.6%0.0%45.9%-2.9%29.5K-578.2K-5.5K0.0044.53N/AN/A14022,8311,026
2024-11-14$2.20$3.0048.3%13.8%31.7%26.7%46.2%3.3%-0.6%26.1K-511.9K-5.0K0.0038.01N/AN/A32022,8331,026
2024-11-15$2.20$3.0048.9%14.0%31.6%27.1%50.9%3.5%54.3%26.0K-509.5K-5.0K0.0937.14N/AN/A1091022,8411,026
2024-11-18$2.17$3.0028.4%8.1%31.1%11.0%48.6%-5.5%-10.6%20.7K-477.4K-4.6K0.1814.34N/AN/A891622,761998
2024-11-19$2.17$3.0028.9%8.3%31.1%11.4%38.3%-5.7%-11.0%20.7K-449.7K-4.4K0.2914.62N/AN/A24722,8321,014
2024-11-20$2.16$3.0023.9%6.8%29.4%7.4%29.8%265.2%1.2%20.0K-458.0K-4.5K0.3038.64N/AN/A2698122,8521,021
2024-11-21$2.09$3.0047.5%13.6%29.9%26.0%47.4%13.4%-7.3%20.9K-340.0K-4.2K0.2317.59N/AN/A35823,0811,102
2024-11-22$2.15$3.0047.8%13.7%32.0%26.3%47.2%-37.1%-31.8%20.8K-355.6K-4.0K0.1512.17N/AN/A1362023,1041,113
2024-11-25$1.88$3.0064.1%18.4%56.6%39.1%70.9%34.0%-25.3%14.3K-178.7K-3.2K0.289.93N/AN/A1,91953223,2111,126
2024-11-26$1.81$3.0040.3%11.6%57.5%20.4%48.8%72.8%20.8%11.5K-57.1K-2.9K0.5912.09N/AN/A804724,2291,613
2024-11-27$1.75$3.0045.6%13.1%58.1%24.6%53.7%41.9%-12.9%8.8K10.3K-2.4K0.1014.29N/AN/A5265024,2981,607
2024-11-29$1.79$2.0041.7%12.0%55.7%21.5%47.6%46.0%-2.2%9.5K62.0K-1.9K0.5112.73N/AN/A392024,6591,588