DSS Options History — April 2016

In April 2016, DSS traded between $378.83 and $490.25. ATM implied volatility averaged 191.0%. IV traded above realized volatility by 66.6% (HV 20d: 124.4%). Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2016-04-04: Largest IV drop — 100.0% change

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$426.58$378.83$490.25$445.68$423.40
ATM IV191.0%172.0%199.6%196.2%172.0%
HV 20d124.4%91.5%151.0%145.1%91.5%
HV 60d112.6%107.9%115.3%113.3%107.9%
Bid-Ask Spread %87.804.26172.234.26167.56
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 (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-04-01$445.68$0.00196.2%0.0%145.1%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-04-04$445.68$0.000.0%0.0%144.0%0.0%0.0%0.0%0.0%0000.00167.56N/AN/A0000
2016-04-05$401.11$0.000.0%0.0%149.5%0.0%0.0%0.0%0.0%0000.00144.41N/AN/A0000
2016-04-06$401.11$0.000.0%0.0%149.5%0.0%0.0%0.0%0.0%0000.00167.56N/AN/A0000
2016-04-07$378.83$0.000.0%0.0%151.0%0.0%0.0%0.0%0.0%0000.00172.09N/AN/A0000
2016-04-08$401.11$0.000.0%0.0%151.0%0.0%0.0%0.0%0.0%0000.0014.39N/AN/A0000
2016-04-11$423.40$0.00199.6%0.0%151.0%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-04-12$445.68$0.000.0%0.0%151.0%0.0%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2016-04-13$423.40$0.000.0%0.0%151.0%0.0%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2016-04-14$445.68$0.000.0%0.0%151.0%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-04-15$467.97$0.000.0%0.0%127.8%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-04-18$490.25$0.00196.2%0.0%113.0%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-04-19$445.68$0.000.0%0.0%116.9%0.0%0.0%0.0%0.0%0000.00170.31N/AN/A0000
2016-04-20$445.68$0.000.0%0.0%104.6%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-04-21$423.40$0.000.0%0.0%93.9%0.0%0.0%0.0%0.0%0000.00112.77N/AN/A0000
2016-04-22$423.40$0.000.0%0.0%93.9%0.0%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2016-04-25$423.40$0.000.0%0.0%92.1%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-04-26$378.83$0.000.0%0.0%98.0%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-04-27$401.11$0.000.0%0.0%93.5%0.0%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2016-04-28$423.40$0.00172.0%0.0%93.5%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-04-29$423.40$0.000.0%0.0%91.5%0.0%0.0%0.0%0.0%0000.00167.56N/AN/A0000