DSS Options History — November 2015 In November 2015, DSS traded between $445.68 and $601.67. ATM implied volatility averaged 179.7%, placing in the 85.0% IV rank vs the trailing year. IV traded above realized volatility by 99.1% (HV 20d: 80.5%). Net GEX was positive for 0 of 20 trading days.
Notable Days 2015-11-20 : Largest IV drop — 100.0% change2015-11-27 : Highest IV Rank — 86.7%Monthly Statistics Metric Avg Min Max Open Close Price $514.76 $445.68 $601.67 $534.82 $467.97 ATM IV 179.7% 177.3% 182.0% 177.3% 182.0% HV 20d 80.5% 59.4% 96.8% 65.5% 92.9% HV 60d 113.2% 110.8% 116.0% 110.8% 114.1% IV Rank 85.0% 83.2% 86.7% 83.2% 86.7% IV Percentile 73.6% 71.0% 76.2% 71.0% 76.2% Bid-Ask Spread % 119.97 4.26 174.23 111.83 174.23 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2015-11-02 $534.82 $0.00 0.0% 0.0% 65.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.83 N/A N/A 0 0 0 0 2015-11-03 $534.82 $0.00 0.0% 0.0% 61.6% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 82.44 N/A N/A 0 0 0 0 2015-11-04 $557.10 $0.00 0.0% 0.0% 60.8% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 138.75 N/A N/A 0 0 0 0 2015-11-05 $534.82 $0.00 0.0% 0.0% 63.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 117.10 N/A N/A 0 0 0 0 2015-11-06 $557.10 $0.00 0.0% 0.0% 60.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 136.48 N/A N/A 0 0 0 0 2015-11-09 $579.39 $0.00 0.0% 0.0% 59.4% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 168.24 N/A N/A 0 0 0 0 2015-11-10 $534.82 $0.00 0.0% 0.0% 67.9% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 136.93 N/A N/A 0 0 0 0 2015-11-11 $601.67 $0.00 0.0% 0.0% 77.9% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 131.30 N/A N/A 0 0 0 0 2015-11-12 $557.10 $0.00 0.0% 0.0% 84.4% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 29.24 N/A N/A 0 0 0 0 2015-11-13 $512.53 $0.00 0.0% 0.0% 89.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 172.23 N/A N/A 0 0 0 0 2015-11-16 $467.97 $0.00 0.0% 0.0% 94.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 112.50 N/A N/A 0 0 0 0 2015-11-17 $490.25 $0.00 0.0% 0.0% 90.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 173.22 N/A N/A 0 0 0 0 2015-11-18 $490.25 $0.00 0.0% 0.0% 90.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 136.48 N/A N/A 0 0 0 0 2015-11-19 $490.25 $0.00 177.3% 0.0% 90.0% 83.2% 0.0% 0.0% 0.0% 0 0 0 0.00 4.26 N/A N/A 0 0 0 0 2015-11-20 $467.97 $0.00 0.0% 0.0% 91.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 173.22 N/A N/A 0 0 0 0 2015-11-23 $490.25 $0.00 0.0% 0.0% 92.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.83 N/A N/A 0 0 0 0 2015-11-24 $490.25 $0.00 0.0% 0.0% 92.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.83 N/A N/A 0 0 0 0 2015-11-25 $490.25 $0.00 0.0% 0.0% 90.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 173.10 N/A N/A 0 0 0 0 2015-11-27 $445.68 $0.00 182.0% 0.0% 96.8% 86.7% 0.0% 0.0% 0.0% 0 0 0 0.00 4.26 N/A N/A 0 0 0 0 2015-11-30 $467.97 $0.00 0.0% 0.0% 92.9% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 174.23 N/A N/A 0 0 0 0
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