DSS Options History — March 2015

In March 2015, DSS traded between $802.23 and $980.50. ATM implied volatility averaged 137.4%, placing in the 53.3% IV rank vs the trailing year. IV traded above realized volatility by 65.9% (HV 20d: 71.5%). Max pain ranged from $5571.03 to $5571.03. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 5.54.

Notable Days

  • 2015-03-20: Largest IV spike — 12.3% change
  • 2015-03-31: Highest IV Rank — 67.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$869.08$802.23$980.50$980.50$802.23
Max Pain$5571.03$5571.03$5571.03$5571.03$5571.03
ATM IV137.4%119.4%156.5%119.4%156.5%
HV 20d71.5%50.0%86.6%81.5%74.5%
HV 60d111.7%104.1%117.8%117.8%107.3%
IV Rank53.3%39.9%67.6%39.9%67.6%
IV Percentile51.1%32.1%69.4%32.1%69.4%
Bid-Ask Spread %155.1495.05175.49118.66148.17
Net GEX00000
Net DEX18.4K8.3K26.8K26.7K8.5K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.541.5112.271.5112.27
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-03-02$980.50$5571.03119.4%0.0%81.5%39.9%0.0%0.0%0.0%026.7K01.51118.66N/AN/A0000
2015-03-03$980.50$5571.03119.8%0.0%81.2%40.2%0.0%0.0%0.0%026.8K01.51136.41N/AN/A0000
2015-03-04$913.65$5571.03125.7%0.0%85.0%44.6%0.0%0.0%0.0%024.9K01.5195.05N/AN/A0000
2015-03-05$913.65$0.00126.7%0.0%84.5%45.3%0.0%0.0%0.0%024.7K01.51146.54N/AN/A0000
2015-03-06$869.08$0.00131.4%0.0%86.5%48.9%0.0%0.0%0.0%023.4K01.51173.27N/AN/A0000
2015-03-09$846.80$0.00133.6%0.0%86.5%50.5%0.0%0.0%0.0%023.3K00.00175.27N/AN/A0000
2015-03-10$824.51$0.00136.5%0.0%86.5%52.7%0.0%0.0%0.0%020.9K00.00174.26N/AN/A0000
2015-03-11$802.23$0.00140.0%0.0%86.6%55.3%0.0%0.0%0.0%020.2K00.00131.40N/AN/A0000
2015-03-12$846.80$0.00136.0%0.0%86.2%52.3%0.0%0.0%0.0%021.4K00.00150.54N/AN/A0000
2015-03-13$869.08$0.00134.7%0.0%72.1%51.3%0.0%0.0%0.0%022.0K00.00175.27N/AN/A0000
2015-03-16$891.36$0.00135.9%0.0%67.5%52.2%0.0%0.0%0.0%022.2K00.00148.52N/AN/A0000
2015-03-17$869.08$0.00137.3%0.0%67.2%53.2%0.0%0.0%0.0%022.0K00.00174.26N/AN/A0000
2015-03-18$846.80$0.00141.8%0.0%63.2%56.6%0.0%0.0%0.0%021.0K00.00127.11N/AN/A0000
2015-03-19$824.51$0.00129.7%0.0%63.3%47.6%0.0%0.0%0.0%020.7K00.00175.49N/AN/A0000
2015-03-20$824.51$0.00145.6%0.0%51.4%59.5%0.0%0.0%0.0%020.4K00.00175.27N/AN/A0000
2015-03-23$802.23$0.00150.5%0.0%50.0%63.1%0.0%0.0%0.0%08.3K00.00174.26N/AN/A0000
2015-03-24$869.08$0.00143.6%0.0%58.4%58.0%0.0%0.0%0.0%09.1K00.00165.65N/AN/A0000
2015-03-25$891.36$0.00141.5%0.0%56.4%56.4%0.0%0.0%0.0%09.5K00.00175.27N/AN/A0000
2015-03-26$913.65$0.00140.9%0.0%56.5%55.9%0.0%0.0%0.0%09.6K012.27148.42N/AN/A0000
2015-03-27$846.80$0.00148.5%0.0%62.0%61.7%0.0%0.0%0.0%08.9K00.00174.09N/AN/A0000
2015-03-30$891.36$0.00146.4%0.0%65.4%60.1%0.0%0.0%0.0%09.4K012.27149.85N/AN/A0000
2015-03-31$802.23$0.00156.5%0.0%74.5%67.6%0.0%0.0%0.0%08.5K012.27148.17N/AN/A0000