DSS Options History — December 2015

In December 2015, DSS traded between $378.83 and $490.25. ATM implied volatility averaged 179.9%, placing in the 85.2% IV rank vs the trailing year. IV traded above realized volatility by 93.6% (HV 20d: 86.3%). Net GEX was positive for 0 of 22 trading days.

Notable Days

  • 2015-12-02: Largest IV drop — 100.0% change
  • 2015-12-22: Highest IV Rank — 96.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$440.62$378.83$490.25$467.97$378.83
ATM IV179.9%144.6%195.5%186.6%191.1%
HV 20d86.3%75.2%98.9%92.9%85.0%
HV 60d96.7%80.8%114.1%114.1%81.0%
IV Rank85.2%58.7%96.8%90.1%93.5%
IV Percentile75.1%33.1%95.7%84.7%88.2%
Bid-Ask Spread %123.394.26173.854.26111.58
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
2015-12-01$467.97$0.00186.6%0.0%92.9%90.1%0.0%0.0%0.0%0000.004.26N/AN/A0000
2015-12-02$467.97$0.000.0%0.0%92.9%0.0%0.0%0.0%0.0%0000.00173.22N/AN/A0000
2015-12-03$490.25$0.000.0%0.0%93.3%0.0%0.0%0.0%0.0%0000.00171.10N/AN/A0000
2015-12-04$467.97$0.000.0%0.0%93.6%0.0%0.0%0.0%0.0%0000.0042.30N/AN/A0000
2015-12-07$445.68$0.000.0%0.0%93.0%0.0%0.0%0.0%0.0%0000.00173.85N/AN/A0000
2015-12-08$490.25$0.00181.9%0.0%98.9%86.6%0.0%0.0%0.0%0000.004.26N/AN/A0000
2015-12-09$490.25$0.000.0%0.0%95.2%0.0%0.0%0.0%0.0%0000.00173.10N/AN/A0000
2015-12-10$467.97$0.000.0%0.0%84.6%0.0%0.0%0.0%0.0%0000.00170.23N/AN/A0000
2015-12-11$467.97$0.000.0%0.0%81.1%0.0%0.0%0.0%0.0%0000.00111.83N/AN/A0000
2015-12-14$467.97$0.000.0%0.0%76.2%0.0%0.0%0.0%0.0%0000.00172.50N/AN/A0000
2015-12-15$423.40$0.00144.6%0.0%77.6%58.7%0.0%0.0%0.0%0000.00170.31N/AN/A0000
2015-12-16$423.40$0.000.0%0.0%75.2%0.0%0.0%0.0%0.0%0000.00170.31N/AN/A0000
2015-12-17$401.11$0.000.0%0.0%77.0%0.0%0.0%0.0%0.0%0000.00170.31N/AN/A0000
2015-12-18$445.68$0.000.0%0.0%87.2%0.0%0.0%0.0%0.0%0000.00111.58N/AN/A0000
2015-12-21$445.68$0.000.0%0.0%85.8%0.0%0.0%0.0%0.0%0000.00130.42N/AN/A0000
2015-12-22$423.40$0.00195.5%0.0%85.4%96.8%0.0%0.0%0.0%0000.004.26N/AN/A0000
2015-12-23$401.11$0.000.0%0.0%87.0%0.0%0.0%0.0%0.0%0000.00142.76N/AN/A0000
2015-12-24$401.11$0.000.0%0.0%87.0%0.0%0.0%0.0%0.0%0000.00170.31N/AN/A0000
2015-12-28$423.40$0.00191.1%0.0%83.6%93.5%0.0%0.0%0.0%0000.005.31N/AN/A0000
2015-12-29$401.11$0.000.0%0.0%83.2%0.0%0.0%0.0%0.0%0000.00160.58N/AN/A0000
2015-12-30$401.11$0.000.0%0.0%83.2%0.0%0.0%0.0%0.0%0000.00170.31N/AN/A0000
2015-12-31$378.83$0.000.0%0.0%85.0%0.0%0.0%0.0%0.0%0000.00111.58N/AN/A0000