DSS Options History — July 2015

In July 2015, DSS traded between $423.40 and $623.96. ATM implied volatility averaged 164.9%, placing in the 73.9% IV rank vs the trailing year. IV traded above realized volatility by 101.9% (HV 20d: 63.0%). Net GEX was positive for 0 of 22 trading days.

Notable Days

  • 2015-07-07: Largest IV drop — 100.0% change
  • 2015-07-08: Highest IV Rank — 96.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$517.60$423.40$623.96$601.67$445.68
ATM IV164.9%121.1%195.3%160.6%165.8%
HV 20d63.0%50.3%71.1%57.1%71.1%
HV 60d78.6%74.8%84.0%83.2%75.7%
IV Rank73.9%41.2%96.6%70.7%74.6%
IV Percentile62.7%17.4%94.9%60.9%61.8%
Bid-Ask Spread %125.0615.02173.22172.2375.81
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
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
2015-07-01$601.67$0.00160.6%0.0%57.1%70.7%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2015-07-02$601.67$0.00161.1%0.0%50.3%71.1%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2015-07-06$601.67$0.00163.1%0.0%50.3%72.6%0.0%0.0%0.0%0000.00143.37N/AN/A0000
2015-07-07$601.67$0.000.0%0.0%50.3%0.0%0.0%0.0%0.0%0000.00143.92N/AN/A0000
2015-07-08$623.96$0.00195.3%0.0%52.1%96.6%0.0%0.0%0.0%0000.0023.00N/AN/A0000
2015-07-09$579.39$0.00167.9%0.0%58.4%76.1%0.0%0.0%0.0%0000.0067.56N/AN/A0000
2015-07-10$601.67$0.000.0%0.0%60.2%0.0%0.0%0.0%0.0%0000.00169.22N/AN/A0000
2015-07-13$601.67$0.000.0%0.0%60.2%0.0%0.0%0.0%0.0%0000.0059.73N/AN/A0000
2015-07-14$557.10$0.000.0%0.0%64.8%0.0%0.0%0.0%0.0%0000.0046.35N/AN/A0000
2015-07-15$557.10$0.000.0%0.0%63.1%0.0%0.0%0.0%0.0%0000.00173.22N/AN/A0000
2015-07-16$512.53$0.00184.9%0.0%68.8%88.9%0.0%0.0%0.0%0000.00146.43N/AN/A0000
2015-07-17$490.25$0.000.0%0.0%69.8%0.0%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2015-07-20$467.97$0.000.0%0.0%68.5%0.0%0.0%0.0%0.0%0000.00172.11N/AN/A0000
2015-07-21$445.68$0.000.0%0.0%69.1%0.0%0.0%0.0%0.0%0000.00173.22N/AN/A0000
2015-07-22$445.68$0.00163.0%0.0%61.7%72.5%0.0%0.0%0.0%0000.00144.45N/AN/A0000
2015-07-23$445.68$0.00163.1%0.0%61.9%72.6%0.0%0.0%0.0%0000.00146.43N/AN/A0000
2015-07-24$467.97$0.00121.1%0.0%66.0%41.2%0.0%0.0%0.0%0000.00146.43N/AN/A0000
2015-07-27$423.40$0.000.0%0.0%69.6%0.0%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2015-07-28$423.40$0.000.0%0.0%69.6%0.0%0.0%0.0%0.0%0000.00173.22N/AN/A0000
2015-07-29$445.68$0.00168.1%0.0%71.1%76.3%0.0%0.0%0.0%0000.0015.02N/AN/A0000
2015-07-30$445.68$0.00165.8%0.0%71.1%74.6%0.0%0.0%0.0%0000.0042.94N/AN/A0000
2015-07-31$445.68$0.000.0%0.0%71.1%0.0%0.0%0.0%0.0%0000.0075.81N/AN/A0000