DSS Options History — August 2015

In August 2015, DSS traded between $378.83 and $445.68. ATM implied volatility averaged 173.8%, placing in the 80.5% IV rank vs the trailing year. IV traded above realized volatility by 106.3% (HV 20d: 67.4%). Net GEX was positive for 0 of 21 trading days.

Notable Days

  • 2015-08-06: Largest IV drop — 100.0% change
  • 2015-08-05: Highest IV Rank — 80.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$413.85$378.83$445.68$445.68$401.11
ATM IV173.8%173.8%173.8%173.8%173.8%
HV 20d67.4%56.5%83.1%71.1%83.1%
HV 60d71.2%67.6%75.4%75.2%68.9%
IV Rank80.5%80.5%80.5%80.5%80.5%
IV Percentile70.7%70.7%70.7%70.7%70.7%
Bid-Ask Spread %114.8614.58173.2257.43143.73
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
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
2015-08-03$445.68$0.000.0%0.0%71.1%0.0%0.0%0.0%0.0%0000.0057.43N/AN/A0000
2015-08-04$423.40$0.000.0%0.0%72.0%0.0%0.0%0.0%0.0%0000.00135.19N/AN/A0000
2015-08-05$423.40$0.00173.8%0.0%69.5%80.5%0.0%0.0%0.0%0000.0018.15N/AN/A0000
2015-08-06$423.40$0.000.0%0.0%66.7%0.0%0.0%0.0%0.0%0000.00144.45N/AN/A0000
2015-08-07$401.11$0.000.0%0.0%64.9%0.0%0.0%0.0%0.0%0000.00115.61N/AN/A0000
2015-08-10$401.11$0.000.0%0.0%64.9%0.0%0.0%0.0%0.0%0000.00108.82N/AN/A0000
2015-08-11$401.11$0.000.0%0.0%61.7%0.0%0.0%0.0%0.0%0000.00130.74N/AN/A0000
2015-08-12$401.11$0.000.0%0.0%61.7%0.0%0.0%0.0%0.0%0000.00117.95N/AN/A0000
2015-08-13$401.11$0.000.0%0.0%56.5%0.0%0.0%0.0%0.0%0000.00120.15N/AN/A0000
2015-08-14$423.40$0.000.0%0.0%59.8%0.0%0.0%0.0%0.0%0000.0067.93N/AN/A0000
2015-08-17$423.40$0.000.0%0.0%58.0%0.0%0.0%0.0%0.0%0000.0014.58N/AN/A0000
2015-08-18$401.11$0.000.0%0.0%58.6%0.0%0.0%0.0%0.0%0000.0061.59N/AN/A0000
2015-08-19$378.83$0.000.0%0.0%61.3%0.0%0.0%0.0%0.0%0000.00165.97N/AN/A0000
2015-08-20$423.40$0.000.0%0.0%74.6%0.0%0.0%0.0%0.0%0000.00122.17N/AN/A0000
2015-08-21$423.40$0.000.0%0.0%72.1%0.0%0.0%0.0%0.0%0000.00141.63N/AN/A0000
2015-08-24$445.68$0.000.0%0.0%65.3%0.0%0.0%0.0%0.0%0000.00144.73N/AN/A0000
2015-08-25$423.40$0.000.0%0.0%68.1%0.0%0.0%0.0%0.0%0000.00173.22N/AN/A0000
2015-08-26$445.68$0.000.0%0.0%68.1%0.0%0.0%0.0%0.0%0000.00143.73N/AN/A0000
2015-08-27$401.11$0.000.0%0.0%77.7%0.0%0.0%0.0%0.0%0000.00139.58N/AN/A0000
2015-08-28$378.83$0.000.0%0.0%79.8%0.0%0.0%0.0%0.0%0000.00144.73N/AN/A0000
2015-08-31$401.11$0.000.0%0.0%83.1%0.0%0.0%0.0%0.0%0000.00143.73N/AN/A0000