DSS Options History — April 2015

In April 2015, DSS traded between $557.10 and $958.22. ATM implied volatility averaged 159.4%, placing in the 69.8% IV rank vs the trailing year. IV traded above realized volatility by 55.0% (HV 20d: 104.5%). Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 12.28.

Notable Days

  • 2015-04-21: Largest IV drop — 100.0% change
  • 2015-04-17: Highest IV Rank — 96.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$751.29$557.10$958.22$958.22$557.10
ATM IV159.4%134.2%194.7%142.0%170.1%
HV 20d104.5%84.2%121.3%96.5%84.2%
HV 60d88.6%83.7%113.5%113.5%90.0%
IV Rank69.8%51.0%96.2%56.8%77.8%
IV Percentile68.2%39.6%96.0%55.6%74.4%
Bid-Ask Spread %151.9883.27175.49172.6783.27
Net GEX00000
Net DEX7.9K5.9K10.1K10.1K5.9K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.2812.2712.3612.2712.36
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$958.22$0.00142.0%0.0%96.5%56.8%0.0%0.0%0.0%010.1K012.27172.67N/AN/A0000
2015-04-02$913.65$0.00147.0%0.0%98.2%60.5%0.0%0.0%0.0%09.6K012.27173.27N/AN/A0000
2015-04-06$935.93$0.00148.8%0.0%96.7%61.8%0.0%0.0%0.0%09.9K012.27146.54N/AN/A0000
2015-04-07$913.65$0.00152.0%0.0%96.6%64.3%0.0%0.0%0.0%09.6K012.27107.37N/AN/A0000
2015-04-08$913.65$0.00153.0%0.0%95.9%65.0%0.0%0.0%0.0%09.6K00.00175.27N/AN/A0000
2015-04-09$869.08$0.00158.7%0.0%97.3%69.3%0.0%0.0%0.0%09.2K012.27156.02N/AN/A0000
2015-04-10$846.80$0.00162.3%0.0%96.0%71.9%0.0%0.0%0.0%08.9K012.27172.67N/AN/A0000
2015-04-13$846.80$0.00166.1%0.0%95.5%74.8%0.0%0.0%0.0%08.9K012.27145.35N/AN/A0000
2015-04-14$869.08$0.00165.8%0.0%95.5%74.6%0.0%0.0%0.0%09.0K012.27175.49N/AN/A0000
2015-04-15$802.23$0.00173.2%0.0%99.2%80.1%0.0%0.0%0.0%08.5K012.27101.21N/AN/A0000
2015-04-16$779.94$0.00177.8%0.0%99.3%83.5%0.0%0.0%0.0%08.2K012.27151.83N/AN/A0000
2015-04-17$668.52$0.00194.7%0.0%112.6%96.2%0.0%0.0%0.0%07.1K012.27174.09N/AN/A0000
2015-04-20$601.67$0.00169.9%0.0%117.4%77.6%0.0%0.0%0.0%06.4K012.27173.27N/AN/A0000
2015-04-21$646.24$0.000.0%0.0%121.3%0.0%0.0%0.0%0.0%06.9K012.27174.26N/AN/A0000
2015-04-22$601.67$0.000.0%0.0%118.1%0.0%0.0%0.0%0.0%06.3K012.27148.52N/AN/A0000
2015-04-23$601.67$0.00135.4%0.0%117.2%51.9%0.0%0.0%0.0%06.3K012.27174.26N/AN/A0000
2015-04-24$623.96$0.00134.2%0.0%117.8%51.0%0.0%0.0%0.0%06.5K012.27173.27N/AN/A0000
2015-04-27$623.96$0.00170.1%0.0%116.0%77.8%0.0%0.0%0.0%06.6K012.27146.43N/AN/A0000
2015-04-28$601.67$0.000.0%0.0%113.5%0.0%0.0%0.0%0.0%06.4K012.27146.43N/AN/A0000
2015-04-29$601.67$0.000.0%0.0%109.0%0.0%0.0%0.0%0.0%06.3K012.27120.01N/AN/A0000
2015-04-30$557.10$0.000.0%0.0%84.2%0.0%0.0%0.0%0.0%05.9K012.3683.27N/AN/A0000