DSI Implied Volatility
DSI options trade at a 30-day at-the-money implied volatility of 14.5%, an IV rank of 100 out of 100 over the past year. This page breaks down DSI's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Oct 9, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
DSI 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 14.5% |
| IV rank (1 year) | 100 / 100 |
| IV percentile (1 year) | 91% |
| Expected move (front expiration) | ±$3.00 (±2.0%) |
| Historical volatility — 10 day | 8.5% |
| Historical volatility — 21 day | 11.2% |
| Historical volatility — 30 day | 11.8% |
| Historical volatility — 60 day | 13.6% |
| IV / HV ratio | 1.23 |
An IV rank of 100 places current implied volatility near the top of its 52-week range. With an IV/HV ratio of 1.23, options currently price in more movement than the stock has recently realized.
DSI IV Rank History
DSI IV rank (0–100), past year.
IV rank is little changed from 100 in Mar '26 to 100 today. An IV percentile of 91% means implied volatility was lower than today on 91% of trading days in the past year.
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DSI Options FAQ
What is the implied volatility of DSI options?
DSI options trade at a 30-day at-the-money implied volatility of 14.5% as of Oct 9, 2026. That is an IV rank of 100 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is DSI implied volatility high or low right now?
By its own 52-week standards, DSI implied volatility is currently high: IV rank is 100 out of 100 as of Oct 9, 2026. Compared with realized movement, the IV/HV ratio of 1.23 shows options pricing more movement than the stock has recently delivered.
What move do DSI options imply before the next expiration?
Front-expiration DSI options imply a one-standard-deviation move of ±$3.00 (±2.0%) as of Oct 9, 2026, derived from at-the-money option prices.
What is the difference between DSI's IV rank and IV percentile?
IV rank (currently 100) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 91%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.