DSS Options History — February 2016

In February 2016, DSS traded between $289.69 and $356.55. ATM implied volatility averaged 192.3%. IV traded above realized volatility by 89.0% (HV 20d: 103.3%). Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2016-02-09: Largest IV drop — 100.0% change

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$326.46$289.69$356.55$311.98$334.26
ATM IV192.3%187.3%197.2%187.3%197.2%
HV 20d103.3%92.6%116.2%93.5%99.8%
HV 60d90.4%86.7%95.2%89.0%90.8%
Bid-Ask Spread %107.612.08172.75166.43172.49
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
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
2016-02-01$311.98$0.000.0%0.0%93.5%0.0%0.0%0.0%0.0%0000.00166.43N/AN/A0000
2016-02-02$289.69$0.000.0%0.0%92.6%0.0%0.0%0.0%0.0%0000.002.08N/AN/A0000
2016-02-03$334.26$0.000.0%0.0%108.5%0.0%0.0%0.0%0.0%0000.00111.46N/AN/A0000
2016-02-04$356.55$0.000.0%0.0%103.5%0.0%0.0%0.0%0.0%0000.00111.58N/AN/A0000
2016-02-05$356.55$0.000.0%0.0%103.5%0.0%0.0%0.0%0.0%0000.00170.13N/AN/A0000
2016-02-08$356.55$0.00187.3%0.0%100.7%0.0%0.0%0.0%0.0%0000.003.16N/AN/A0000
2016-02-09$356.55$0.000.0%0.0%100.7%0.0%0.0%0.0%0.0%0000.00166.80N/AN/A0000
2016-02-10$334.26$0.000.0%0.0%100.3%0.0%0.0%0.0%0.0%0000.00167.18N/AN/A0000
2016-02-11$311.98$0.000.0%0.0%103.5%0.0%0.0%0.0%0.0%0000.00111.46N/AN/A0000
2016-02-12$311.98$0.000.0%0.0%103.5%0.0%0.0%0.0%0.0%0000.00167.18N/AN/A0000
2016-02-16$311.98$0.000.0%0.0%103.5%0.0%0.0%0.0%0.0%0000.00167.71N/AN/A0000
2016-02-17$311.98$0.000.0%0.0%103.5%0.0%0.0%0.0%0.0%0000.00169.15N/AN/A0000
2016-02-18$311.98$0.000.0%0.0%103.5%0.0%0.0%0.0%0.0%0000.00168.51N/AN/A0000
2016-02-19$356.55$0.00197.2%0.0%113.8%0.0%0.0%0.0%0.0%0000.003.16N/AN/A0000
2016-02-22$334.26$0.000.0%0.0%113.0%0.0%0.0%0.0%0.0%0000.003.16N/AN/A0000
2016-02-23$311.98$0.000.0%0.0%116.2%0.0%0.0%0.0%0.0%0000.003.16N/AN/A0000
2016-02-24$311.98$0.000.0%0.0%103.9%0.0%0.0%0.0%0.0%0000.003.16N/AN/A0000
2016-02-25$311.98$0.000.0%0.0%100.9%0.0%0.0%0.0%0.0%0000.00111.46N/AN/A0000
2016-02-26$311.98$0.000.0%0.0%97.1%0.0%0.0%0.0%0.0%0000.00172.75N/AN/A0000
2016-02-29$334.26$0.000.0%0.0%99.8%0.0%0.0%0.0%0.0%0000.00172.49N/AN/A0000