DSS Options History — August 2016

In August 2016, DSS traded between $356.55 and $423.40. ATM implied volatility averaged 180.1%. IV traded above realized volatility by 92.1% (HV 20d: 88.0%). Max pain ranged from $5571.03 to $5571.03. Net GEX was positive for 0 of 23 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2016-08-05: Largest IV drop — 100.0% change

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$389.00$356.55$423.40$378.83$412.26
Max Pain$5571.03$5571.03$5571.03$5571.03$5571.03
ATM IV180.1%150.1%194.3%189.5%150.9%
HV 20d88.0%76.2%99.6%76.2%99.6%
HV 60d77.6%69.3%88.6%88.6%80.0%
Bid-Ask Spread %106.122.11170.13169.9311.04
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 (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-08-01$378.83$5571.030.0%0.0%76.2%0.0%0.0%0.0%0.0%0000.00169.93N/AN/A0000
2016-08-02$378.83$5571.03189.5%0.0%76.2%0.0%0.0%0.0%0.0%0000.0037.14N/AN/A0000
2016-08-03$378.83$5571.03187.7%0.0%76.2%0.0%0.0%0.0%0.0%0000.003.16N/AN/A0000
2016-08-04$401.11$0.00181.3%0.0%77.7%0.0%0.0%0.0%0.0%0000.002.11N/AN/A0000
2016-08-05$356.55$0.000.0%0.0%85.0%0.0%0.0%0.0%0.0%0000.00167.18N/AN/A0000
2016-08-08$378.83$0.00189.8%0.0%80.9%0.0%0.0%0.0%0.0%0000.003.16N/AN/A0000
2016-08-09$356.55$0.000.0%0.0%83.5%0.0%0.0%0.0%0.0%0000.00167.18N/AN/A0000
2016-08-10$378.83$0.000.0%0.0%86.7%0.0%0.0%0.0%0.0%0000.00168.99N/AN/A0000
2016-08-11$401.11$0.000.0%0.0%87.0%0.0%0.0%0.0%0.0%0000.00166.43N/AN/A0000
2016-08-12$401.11$0.000.0%0.0%87.0%0.0%0.0%0.0%0.0%0000.00166.80N/AN/A0000
2016-08-15$401.11$0.000.0%0.0%84.9%0.0%0.0%0.0%0.0%0000.00144.41N/AN/A0000
2016-08-16$401.11$0.00189.4%0.0%82.1%0.0%0.0%0.0%0.0%0000.003.16N/AN/A0000
2016-08-17$401.11$0.000.0%0.0%79.6%0.0%0.0%0.0%0.0%0000.00167.56N/AN/A0000
2016-08-18$356.55$0.000.0%0.0%89.9%0.0%0.0%0.0%0.0%0000.00162.64N/AN/A0000
2016-08-19$401.11$0.00188.1%0.0%97.8%0.0%0.0%0.0%0.0%0000.003.16N/AN/A0000
2016-08-22$378.83$0.000.0%0.0%97.8%0.0%0.0%0.0%0.0%0000.00167.56N/AN/A0000
2016-08-23$378.83$0.00194.3%0.0%95.7%0.0%0.0%0.0%0.0%0000.003.16N/AN/A0000
2016-08-24$378.83$0.000.0%0.0%93.2%0.0%0.0%0.0%0.0%0000.00166.80N/AN/A0000
2016-08-25$378.83$0.000.0%0.0%93.2%0.0%0.0%0.0%0.0%0000.00170.13N/AN/A0000
2016-08-26$417.83$0.000.0%0.0%97.4%0.0%0.0%0.0%0.0%0000.00170.13N/AN/A0000
2016-08-29$406.69$0.00150.1%0.0%98.1%0.0%0.0%0.0%0.0%0000.0057.04N/AN/A0000
2016-08-30$423.40$0.000.0%0.0%98.9%0.0%0.0%0.0%0.0%0000.00161.93N/AN/A0000
2016-08-31$412.26$0.00150.9%0.0%99.6%0.0%0.0%0.0%0.0%0000.0011.04N/AN/A0000