DSS Options History — January 2015

In January 2015, DSS traded between $713.09 and $1047.35. ATM implied volatility averaged 176.8%, placing in the 82.9% IV rank vs the trailing year. IV traded above realized volatility by 22.0% (HV 20d: 154.8%). Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 1.44.

Notable Days

  • 2015-01-06: Largest IV spike — 21.3% change
  • 2015-01-21: Highest IV Rank — 95.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$825.63$713.09$1047.35$1047.35$869.08
ATM IV176.8%136.3%193.0%136.3%191.9%
HV 20d154.8%111.8%167.1%113.9%153.1%
HV 60d151.1%134.5%156.6%135.1%152.3%
IV Rank82.9%52.5%95.0%52.5%94.2%
IV Percentile85.9%58.7%96.0%58.7%95.2%
Bid-Ask Spread %146.7798.62176.92159.23105.30
Net GEX00000
Net DEX22.6K19.2K29.8K29.8K23.5K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.440.001.670.841.51
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-01-02$1047.35$0.00136.3%0.0%113.9%52.5%0.0%0.0%0.0%029.8K00.84159.23N/AN/A0000
2015-01-05$1025.07$0.00141.8%0.0%111.8%56.7%0.0%0.0%0.0%028.8K00.00176.92N/AN/A0000
2015-01-06$735.38$0.00172.0%0.0%155.8%79.3%0.0%0.0%0.0%020.9K00.00148.31N/AN/A0000
2015-01-07$846.80$0.00159.9%0.0%166.5%70.2%0.0%0.0%0.0%023.1K00.00160.49N/AN/A0000
2015-01-08$779.94$0.00168.7%0.0%166.7%76.8%0.0%0.0%0.0%021.3K01.67107.01N/AN/A0000
2015-01-09$735.38$0.00176.5%0.0%167.1%82.6%0.0%0.0%0.0%019.9K01.67144.19N/AN/A0000
2015-01-12$713.09$0.00184.1%0.0%167.1%88.3%0.0%0.0%0.0%019.2K01.67164.06N/AN/A0000
2015-01-13$713.09$0.00183.6%0.0%164.7%87.9%0.0%0.0%0.0%019.5K01.67144.58N/AN/A0000
2015-01-14$713.09$0.00185.5%0.0%161.8%89.4%0.0%0.0%0.0%019.4K01.67128.14N/AN/A0000
2015-01-15$735.38$0.00184.9%0.0%162.8%88.9%0.0%0.0%0.0%019.8K01.67148.52N/AN/A0000
2015-01-16$735.38$0.00185.5%0.0%162.8%89.4%0.0%0.0%0.0%020.0K00.00146.54N/AN/A0000
2015-01-20$757.66$0.00188.8%0.0%160.5%91.8%0.0%0.0%0.0%020.6K00.00146.43N/AN/A0000
2015-01-21$735.38$0.00193.0%0.0%155.9%95.0%0.0%0.0%0.0%020.1K00.00146.54N/AN/A0000
2015-01-22$846.80$0.00179.3%0.0%156.1%84.7%0.0%0.0%0.0%023.2K01.67146.54N/AN/A0000
2015-01-23$891.36$0.00176.1%0.0%154.0%82.3%0.0%0.0%0.0%024.3K01.67175.06N/AN/A0000
2015-01-26$958.22$0.00173.4%0.0%154.9%80.3%0.0%0.0%0.0%026.1K00.0098.62N/AN/A0000
2015-01-27$913.65$0.00180.1%0.0%153.5%85.3%0.0%0.0%0.0%024.9K00.00166.77N/AN/A0000
2015-01-28$891.36$0.00184.6%0.0%153.1%88.7%0.0%0.0%0.0%024.3K01.51174.09N/AN/A0000
2015-01-29$869.08$0.00189.9%0.0%153.2%92.7%0.0%0.0%0.0%023.5K01.51148.09N/AN/A0000
2015-01-30$869.08$0.00191.9%0.0%153.1%94.2%0.0%0.0%0.0%023.5K01.51105.30N/AN/A0000