DSS Options History — December 2016 In December 2016, DSS traded between $345.40 and $417.83. ATM implied volatility averaged 130.2%. The 30-day expected move averaged 48.9%. IV traded above realized volatility by 19.4% (HV 20d: 110.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2016-12-06 : Largest IV drop — 100.0% change2016-12-05 : Largest Expected Move — 48.9%Monthly Statistics Metric Avg Min Max Open Close Price $379.89 $345.40 $417.83 $395.54 $367.69 ATM IV 130.2% 86.7% 170.4% 170.4% 139.0% Expected Move 48.9% 48.9% 48.9% 48.9% 48.9% HV 20d 110.8% 51.5% 168.2% 168.2% 64.4% HV 60d 113.5% 110.4% 116.4% 114.9% 111.7% Term Structure -18.8% -18.8% -18.8% -18.8% -18.8% Bid-Ask Spread % 148.07 7.88 175.39 154.10 172.42 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2016-12-01 $395.54 $0.00 0.0% 0.0% 168.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 154.10 N/A N/A 0 0 0 0 2016-12-02 $401.11 $0.00 0.0% 0.0% 163.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 158.00 N/A N/A 0 0 0 0 2016-12-05 $417.83 $0.00 170.4% 48.9% 163.6% 0.0% 0.0% 0.0% -18.8% 0 0 0 0.00 7.88 N/A N/A 0 0 0 0 2016-12-06 $412.26 $0.00 0.0% 0.0% 163.4% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 174.74 N/A N/A 0 0 0 0 2016-12-07 $417.83 $0.00 113.0% 0.0% 151.8% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 174.74 N/A N/A 0 0 0 0 2016-12-08 $412.26 $0.00 0.0% 0.0% 150.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 175.27 N/A N/A 0 0 0 0 2016-12-09 $378.83 $0.00 0.0% 0.0% 154.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 168.33 N/A N/A 0 0 0 0 2016-12-12 $389.97 $0.00 134.1% 0.0% 149.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 163.47 N/A N/A 0 0 0 0 2016-12-13 $367.69 $0.00 0.0% 0.0% 150.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 173.56 N/A N/A 0 0 0 0 2016-12-14 $362.12 $0.00 87.7% 0.0% 150.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 114.43 N/A N/A 0 0 0 0 2016-12-15 $362.12 $0.00 0.0% 0.0% 143.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 151.82 N/A N/A 0 0 0 0 2016-12-16 $362.12 $0.00 116.4% 0.0% 104.9% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 175.39 N/A N/A 0 0 0 0 2016-12-19 $345.40 $0.00 121.2% 0.0% 62.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 175.38 N/A N/A 0 0 0 0 2016-12-20 $362.12 $0.00 168.1% 0.0% 59.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 130.46 N/A N/A 0 0 0 0 2016-12-21 $362.12 $0.00 0.0% 0.0% 52.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 175.27 N/A N/A 0 0 0 0 2016-12-22 $350.97 $0.00 0.0% 0.0% 51.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 150.96 N/A N/A 0 0 0 0 2016-12-23 $362.12 $0.00 0.0% 0.0% 53.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 175.27 N/A N/A 0 0 0 0 2016-12-27 $362.12 $0.00 165.4% 0.0% 53.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 8.85 N/A N/A 0 0 0 0 2016-12-28 $389.97 $0.00 86.7% 0.0% 59.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 175.27 N/A N/A 0 0 0 0 2016-12-29 $395.54 $0.00 139.0% 0.0% 59.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 153.91 N/A N/A 0 0 0 0 2016-12-30 $367.69 $0.00 0.0% 0.0% 64.4% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 172.42 N/A N/A 0 0 0 0
« Nov 2016 | All History | Jan 2017 » Home DSS History December 2016