DSX Options History — December 2024

In December 2024, DSX traded between $1.83 and $1.94. ATM implied volatility averaged 37.7%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 17.7% (HV 20d: 55.4%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.56.

Notable Days

  • 2024-12-17: Highest Volume — 442 contracts
  • 2024-12-17: Largest IV spike — 53.9% change
  • 2024-12-17: Highest IV Rank — 32.4%
  • 2024-12-17: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.88$1.83$1.94$1.92$1.93
Max Pain$2.00$2.00$2.00$2.00$2.00
ATM IV37.7%29.1%55.6%33.6%36.0%
Expected Move10.9%7.9%15.9%9.6%10.3%
HV 20d55.4%26.3%62.4%62.2%26.3%
HV 60d43.2%41.7%44.7%44.7%42.0%
IV Rank18.3%11.5%32.4%15.1%17.0%
IV Percentile43.3%22.2%85.3%34.5%37.7%
Term Structure14.8%-15.5%156.4%14.9%-1.7%
VWIV43.4%33.5%58.0%42.4%48.7%
Skew 25d66.6%8.8%198.4%36.7%22.4%
Skew 10d34.4%-84.0%215.0%-2.9%-71.6%
Call IV 25d43.7%24.7%101.9%59.9%101.9%
Put IV 25d110.3%67.4%226.7%96.5%124.3%
Bid-Ask Spread %74.5512.62106.9013.5773.14
Gamma HHI0.540.500.630.500.58
Net GEX15.2K12.3K20.2K12.9K18.5K
Net DEX-213.2K-516.2K-42.5K-83.2K-503.2K
Net VEX-3.2K-5.0K-2.0K-2.6K-3.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.003.450.280.06
Total Volume138.04833442262183
Total OI23,683.38116,01926,93326,30016,229

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$1.92$2.0033.6%9.6%62.2%15.1%42.4%36.7%14.9%12.9K-83.2K-2.6K0.2813.57N/AN/A2055724,6921,608
2024-12-03$1.94$2.0037.6%10.8%62.0%18.3%52.1%52.9%0.1%13.5K-54.1K-2.2K0.0712.62N/AN/A99724,8041,568
2024-12-04$1.92$2.0035.5%10.2%61.9%16.6%44.7%59.8%-1.2%17.3K-242.7K-3.6K0.4040.20N/AN/A1345324,8871,573
2024-12-05$1.92$2.0036.6%7.9%61.8%17.5%0.0%43.7%20.3%17.4K-234.7K-3.8K1.1574.25N/AN/A8710024,9941,625
2024-12-06$1.87$2.0037.1%11.1%61.6%17.9%58.0%51.6%29.5%14.7K-81.5K-3.0K0.0466.47N/AN/A53225,0741,725
2024-12-09$1.90$2.0043.4%12.2%61.9%22.8%46.7%30.5%2.7%15.6K-97.9K-3.0K0.3892.77N/AN/A692625,0981,725
2024-12-10$1.88$2.0033.1%14.1%61.9%14.7%47.5%31.9%-0.7%16.6K-176.6K-3.8K1.4692.29N/AN/A395725,1451,738
2024-12-11$1.83$2.0039.0%11.2%61.5%19.3%35.1%8.8%7.3%12.6K-42.5K-2.8K0.3691.10N/AN/A1605825,1541,779
2024-12-12$1.85$2.0039.8%11.4%61.7%20.0%33.5%35.5%6.4%12.9K-60.4K-2.3K0.0993.90N/AN/A46425,2341,423
2024-12-13$1.85$2.0038.8%11.1%61.7%19.2%43.6%33.1%-0.5%17.2K-231.2K-3.6K3.4570.15N/AN/A2910025,2801,427
2024-12-16$1.85$2.0036.1%10.4%61.7%17.1%48.8%53.8%10.6%18.6K-448.7K-4.8K1.7091.87N/AN/A274625,2891,527
2024-12-17$1.85$2.0055.6%15.9%61.8%32.4%36.2%38.1%-15.5%18.1K-437.8K-4.6K0.0071.89N/AN/A442025,3081,489
2024-12-18$1.88$2.0038.1%10.9%62.3%18.6%33.8%171.3%-1.4%20.2K-516.2K-5.0K0.60106.14N/AN/A583525,3191,489
2024-12-19$1.85$2.0044.9%12.9%62.4%24.0%0.0%173.6%156.4%16.1K-236.0K-3.8K0.0383.08N/AN/A34125,3691,479
2024-12-20$1.87$2.0032.9%9.4%62.0%14.6%0.0%198.4%32.6%12.9K-121.9K-2.6K0.21106.90N/AN/A1853825,4021,222
2024-12-23$1.92$2.0049.1%14.1%61.8%27.3%0.0%50.6%0.6%13.2K-227.0K-2.4K0.0270.92N/AN/A56115,215804
2024-12-24$1.88$2.0029.1%8.3%39.7%11.5%0.0%78.8%22.8%12.4K-143.7K-2.1K0.0091.57N/AN/A108015,255805
2024-12-26$1.89$2.0030.8%8.8%37.1%12.9%0.0%65.1%15.8%14.1K-209.9K-2.5K0.0074.37N/AN/A75015,360805
2024-12-27$1.86$2.0030.3%8.7%35.3%12.5%0.0%75.6%14.5%13.0K-177.6K-2.3K0.0073.84N/AN/A192015,431805
2024-12-30$1.87$2.0033.2%9.5%34.6%14.8%37.1%86.1%-3.5%12.3K-150.5K-2.0K1.5474.53N/AN/A132015,391805
2024-12-31$1.93$2.0036.0%10.3%26.3%17.0%48.7%22.4%-1.7%18.5K-503.2K-3.7K0.0673.14N/AN/A1731015,404825