DSS Options History — May 2015

In May 2015, DSS traded between $490.25 and $623.96. ATM implied volatility averaged 174.4%, placing in the 81.0% IV rank vs the trailing year. IV traded above realized volatility by 88.8% (HV 20d: 85.6%). Max pain ranged from $5571.03 to $5571.03. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 12.32.

Notable Days

  • 2015-05-22: Largest IV drop — 100.0% change
  • 2015-05-28: Highest IV Rank — 99.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$570.47$490.25$623.96$579.39$623.96
Max Pain$5571.03$5571.03$5571.03$5571.03$5571.03
ATM IV174.4%140.3%199.3%141.1%185.4%
HV 20d85.6%73.3%102.1%87.0%77.7%
HV 60d88.7%86.7%91.8%90.3%88.2%
IV Rank81.0%55.5%99.7%56.1%89.3%
IV Percentile78.1%47.4%99.2%50.2%86.1%
Bid-Ask Spread %121.8723.94172.2324.91103.30
Net GEX00000
Net DEX4.1K06.2K6.1K2.8K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.3212.2712.3612.3612.27
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
2015-05-01$579.39$0.00141.1%0.0%87.0%56.1%0.0%0.0%0.0%06.1K012.3624.91N/AN/A0000
2015-05-04$579.39$5571.03162.8%0.0%85.7%72.3%0.0%0.0%0.0%06.1K00.0024.91N/AN/A0000
2015-05-05$534.82$5571.03148.6%0.0%87.9%61.7%0.0%0.0%0.0%05.7K012.3623.94N/AN/A0000
2015-05-06$534.82$5571.03196.2%0.0%87.9%97.3%0.0%0.0%0.0%05.5K012.36143.37N/AN/A0000
2015-05-07$557.10$5571.03189.8%0.0%90.6%92.5%0.0%0.0%0.0%05.9K012.3624.62N/AN/A0000
2015-05-08$534.82$5571.03187.5%0.0%90.9%90.8%0.0%0.0%0.0%05.6K00.00144.45N/AN/A0000
2015-05-11$490.25$5571.03158.9%0.0%93.2%69.4%0.0%0.0%0.0%05.2K00.00144.45N/AN/A0000
2015-05-12$512.53$5571.03155.8%0.0%94.8%67.1%0.0%0.0%0.0%05.4K012.36144.45N/AN/A0000
2015-05-13$557.10$5571.03194.2%0.0%100.1%95.8%0.0%0.0%0.0%05.9K012.36162.97N/AN/A0000
2015-05-14$579.39$5571.03177.0%0.0%102.1%82.9%0.0%0.0%0.0%06.2K012.36162.97N/AN/A0000
2015-05-15$601.67$5571.03176.3%0.0%89.3%82.4%0.0%0.0%0.0%06.2K012.36159.79N/AN/A0000
2015-05-18$623.96$5571.03184.7%0.0%82.1%88.7%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2015-05-19$623.96$5571.03140.3%0.0%77.8%55.5%0.0%0.0%0.0%0000.00162.97N/AN/A0000
2015-05-20$623.96$5571.03172.1%0.0%73.3%79.3%0.0%0.0%0.0%02.8K012.2779.57N/AN/A0000
2015-05-21$579.39$5571.03194.4%0.0%78.2%96.0%0.0%0.0%0.0%02.6K012.27143.37N/AN/A0000
2015-05-22$557.10$5571.030.0%0.0%77.9%0.0%0.0%0.0%0.0%02.5K012.27143.37N/AN/A0000
2015-05-26$557.10$5571.030.0%0.0%77.9%0.0%0.0%0.0%0.0%02.5K012.27144.45N/AN/A0000
2015-05-27$579.39$5571.030.0%0.0%78.5%0.0%0.0%0.0%0.0%02.6K012.27162.97N/AN/A0000
2015-05-28$579.39$5571.03199.3%0.0%78.5%99.7%0.0%0.0%0.0%02.6K012.27164.36N/AN/A0000
2015-05-29$623.96$5571.03185.4%0.0%77.7%89.3%0.0%0.0%0.0%02.8K012.27103.30N/AN/A0000