DSS Options History — February 2015

In February 2015, DSS traded between $779.94 and $980.50. ATM implied volatility averaged 126.0%, placing in the 44.8% IV rank vs the trailing year. IV traded above realized volatility by 35.7% (HV 20d: 90.3%). Max pain ranged from $5571.03 to $5571.03. Net GEX was positive for 0 of 19 trading days. Put/call ratio averaged 1.51.

Notable Days

  • 2015-02-04: Largest IV spike — 73.4% change
  • 2015-02-04: Highest IV Rank — 100.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$907.78$779.94$980.50$891.36$980.50
Max Pain$5571.03$5571.03$5571.03$5571.03$5571.03
ATM IV126.0%112.5%199.8%194.3%117.7%
HV 20d90.3%70.0%152.5%152.4%81.5%
HV 60d133.8%118.6%152.5%152.4%119.6%
IV Rank44.8%34.7%100.0%95.9%38.6%
IV Percentile36.5%23.4%100.0%96.4%29.8%
Bid-Ask Spread %120.8243.95168.49148.17132.86
Net GEX00000
Net DEX24.7K21.3K26.8K24.3K26.8K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.511.511.511.511.51
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-02-02$891.36$0.00194.3%0.0%152.4%95.9%0.0%0.0%0.0%024.3K00.00148.17N/AN/A0000
2015-02-03$869.08$0.00115.3%0.0%152.5%36.8%0.0%0.0%0.0%023.5K01.51168.49N/AN/A0000
2015-02-04$891.36$0.00199.8%0.0%93.0%100.0%0.0%0.0%0.0%024.1K01.51166.77N/AN/A0000
2015-02-05$891.36$5571.03114.0%0.0%78.9%35.8%0.0%0.0%0.0%024.3K01.51119.60N/AN/A0000
2015-02-06$869.08$5571.03116.0%0.0%73.2%37.3%0.0%0.0%0.0%023.7K01.5143.95N/AN/A0000
2015-02-09$846.80$5571.03119.1%0.0%70.2%39.6%0.0%0.0%0.0%023.1K01.51133.74N/AN/A0000
2015-02-10$824.51$5571.03121.3%0.0%70.0%41.3%0.0%0.0%0.0%022.5K01.51123.56N/AN/A0000
2015-02-11$779.94$5571.03125.7%0.0%73.4%44.6%0.0%0.0%0.0%021.3K01.51121.21N/AN/A0000
2015-02-12$891.36$5571.03117.0%0.0%86.5%38.1%0.0%0.0%0.0%024.3K01.5196.45N/AN/A0000
2015-02-13$958.22$5571.03112.5%0.0%89.0%34.7%0.0%0.0%0.0%026.1K01.51115.66N/AN/A0000
2015-02-17$980.50$5571.03113.1%0.0%88.9%35.2%0.0%0.0%0.0%026.6K01.51149.60N/AN/A0000
2015-02-18$913.65$5571.03118.3%0.0%93.6%39.1%0.0%0.0%0.0%024.8K01.51118.82N/AN/A0000
2015-02-19$891.36$5571.03120.3%0.0%93.3%40.5%0.0%0.0%0.0%024.3K00.0094.81N/AN/A0000
2015-02-20$980.50$5571.03114.6%0.0%85.9%36.3%0.0%0.0%0.0%026.6K00.00116.89N/AN/A0000
2015-02-23$935.93$5571.03119.1%0.0%86.3%39.7%0.0%0.0%0.0%025.4K01.51151.33N/AN/A0000
2015-02-24$913.65$5571.03121.2%0.0%82.6%41.2%0.0%0.0%0.0%024.9K01.51117.49N/AN/A0000
2015-02-25$958.22$5571.03118.2%0.0%82.6%39.0%0.0%0.0%0.0%026.1K01.51116.76N/AN/A0000
2015-02-26$980.50$5571.03117.3%0.0%82.3%38.3%0.0%0.0%0.0%026.7K01.5159.38N/AN/A0000
2015-02-27$980.50$5571.03117.7%0.0%81.5%38.6%0.0%0.0%0.0%026.8K01.51132.86N/AN/A0000