DSS Options History — June 2016

In June 2016, DSS traded between $423.40 and $467.97. ATM implied volatility averaged 194.0%. IV traded above realized volatility by 114.9% (HV 20d: 79.1%). Max pain ranged from $5571.03 to $5571.03. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2016-06-03: Largest IV drop — 100.0% change

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$450.75$423.40$467.97$467.97$467.97
Max Pain$5571.03$5571.03$5571.03$5571.03$5571.03
ATM IV194.0%188.4%199.8%188.4%194.4%
HV 20d79.1%52.6%120.6%120.6%62.6%
HV 60d106.4%92.7%121.0%120.5%92.7%
Bid-Ask Spread %87.124.26173.22170.314.26
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 (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-06-01$467.97$5571.030.0%0.0%120.6%0.0%0.0%0.0%0.0%0000.00170.31N/AN/A0000
2016-06-02$467.97$0.00188.4%0.0%119.2%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-06-03$445.68$0.000.0%0.0%120.6%0.0%0.0%0.0%0.0%0000.00173.22N/AN/A0000
2016-06-06$445.68$0.000.0%0.0%119.1%0.0%0.0%0.0%0.0%0000.00105.39N/AN/A0000
2016-06-07$445.68$0.000.0%0.0%119.1%0.0%0.0%0.0%0.0%0000.00169.37N/AN/A0000
2016-06-08$467.97$0.00193.5%0.0%118.9%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-06-09$467.97$0.000.0%0.0%98.2%0.0%0.0%0.0%0.0%0000.00168.62N/AN/A0000
2016-06-10$445.68$0.000.0%0.0%93.6%0.0%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2016-06-13$467.97$0.00191.7%0.0%59.0%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-06-14$445.68$0.000.0%0.0%58.8%0.0%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2016-06-15$467.97$0.000.0%0.0%59.3%0.0%0.0%0.0%0.0%0000.00170.31N/AN/A0000
2016-06-16$445.68$0.00199.8%0.0%52.6%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-06-17$423.40$0.00193.8%0.0%55.4%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-06-20$423.40$0.000.0%0.0%55.4%0.0%0.0%0.0%0.0%0000.00144.73N/AN/A0000
2016-06-21$445.68$0.00190.8%0.0%58.9%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-06-22$423.40$0.00199.3%0.0%58.3%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-06-23$445.68$0.000.0%0.0%61.9%0.0%0.0%0.0%0.0%0000.00142.76N/AN/A0000
2016-06-24$445.68$0.000.0%0.0%61.9%0.0%0.0%0.0%0.0%0000.00172.23N/AN/A0000
2016-06-27$445.68$0.00194.4%0.0%61.9%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-06-28$445.68$0.00194.4%0.0%61.9%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000
2016-06-29$467.97$0.000.0%0.0%62.6%0.0%0.0%0.0%0.0%0000.00112.77N/AN/A0000
2016-06-30$467.97$0.000.0%0.0%62.6%0.0%0.0%0.0%0.0%0000.004.26N/AN/A0000