DSS Options History — October 2016

In October 2016, DSS traded between $278.55 and $373.26. ATM implied volatility averaged 150.6%. The 30-day expected move averaged 48.8%. IV traded above realized volatility by 72.5% (HV 20d: 78.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

  • 2016-10-05: Largest IV spike — 157.7% change
  • 2016-10-11: Largest Expected Move — 48.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$323.39$278.55$373.26$356.55$317.55
ATM IV150.6%70.5%192.7%75.8%192.7%
Expected Move48.8%48.8%48.8%48.8%48.8%
HV 20d78.1%64.8%90.1%77.2%76.4%
HV 60d81.9%79.7%84.6%83.8%80.7%
Term Structure-10.2%-10.2%-10.2%-10.2%-10.2%
Bid-Ask Spread %107.854.92174.92161.626.17
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
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
2016-10-03$356.55$0.0075.8%0.0%77.2%0.0%0.0%0.0%0.0%0000.00161.62N/AN/A0000
2016-10-04$373.26$0.0070.5%0.0%79.0%0.0%0.0%0.0%0.0%0000.00148.32N/AN/A0000
2016-10-05$356.55$0.00181.7%0.0%79.6%0.0%0.0%0.0%0.0%0000.008.32N/AN/A0000
2016-10-06$362.12$0.000.0%0.0%78.7%0.0%0.0%0.0%0.0%0000.00160.17N/AN/A0000
2016-10-07$350.97$0.00127.3%0.0%79.0%0.0%0.0%0.0%0.0%0000.00163.00N/AN/A0000
2016-10-10$345.40$0.00114.1%0.0%78.7%0.0%0.0%0.0%0.0%0000.00135.94N/AN/A0000
2016-10-11$345.40$0.00170.4%48.8%77.7%0.0%0.0%0.0%-10.2%0000.006.27N/AN/A0000
2016-10-12$328.69$0.000.0%0.0%78.8%0.0%0.0%0.0%0.0%0000.00174.67N/AN/A0000
2016-10-13$317.55$0.000.0%0.0%78.7%0.0%0.0%0.0%0.0%0000.00158.59N/AN/A0000
2016-10-14$300.84$0.000.0%0.0%79.4%0.0%0.0%0.0%0.0%0000.00174.67N/AN/A0000
2016-10-17$284.12$0.000.0%0.0%80.9%0.0%0.0%0.0%0.0%0000.00173.08N/AN/A0000
2016-10-18$278.55$0.00116.5%0.0%80.7%0.0%0.0%0.0%0.0%0000.00158.42N/AN/A0000
2016-10-19$306.41$0.000.0%0.0%89.4%0.0%0.0%0.0%0.0%0000.00173.00N/AN/A0000
2016-10-20$289.69$0.000.0%0.0%90.1%0.0%0.0%0.0%0.0%0000.00148.15N/AN/A0000
2016-10-21$300.84$0.00160.8%0.0%72.4%0.0%0.0%0.0%0.0%0000.004.92N/AN/A0000
2016-10-24$300.84$0.000.0%0.0%64.8%0.0%0.0%0.0%0.0%0000.00174.92N/AN/A0000
2016-10-25$334.26$0.00174.9%0.0%75.0%0.0%0.0%0.0%0.0%0000.007.54N/AN/A0000
2016-10-26$323.12$0.00190.2%0.0%75.2%0.0%0.0%0.0%0.0%0000.006.17N/AN/A0000
2016-10-27$311.98$0.00191.9%0.0%74.8%0.0%0.0%0.0%0.0%0000.00115.94N/AN/A0000
2016-10-28$306.41$0.00191.5%0.0%74.8%0.0%0.0%0.0%0.0%0000.004.92N/AN/A0000
2016-10-31$317.55$0.00192.7%0.0%76.4%0.0%0.0%0.0%0.0%0000.006.17N/AN/A0000