DSS Options History — January 2017 In January 2017, DSS traded between $367.69 and $518.11. ATM implied volatility averaged 127.2%. The 30-day expected move averaged 53.2%. IV traded above realized volatility by 52.1% (HV 20d: 75.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2017-01-25 : Largest IV spike — 286.7% change2017-01-23 : Largest Expected Move — 57.2%Monthly Statistics Metric Avg Min Max Open Close Price $459.89 $367.69 $518.11 $367.69 $518.11 ATM IV 127.2% 48.0% 199.4% 179.0% 49.9% Expected Move 53.2% 49.4% 57.2% 49.4% 55.6% HV 20d 75.0% 63.2% 84.2% 64.1% 77.2% HV 60d 112.6% 111.7% 113.9% 111.7% 112.1% Term Structure -39.6% -63.8% -21.1% -23.2% -63.8% Bid-Ask Spread % 146.78 11.31 178.26 59.95 175.35 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% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (20 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 2017-01-03 $367.69 $0.00 179.0% 0.0% 64.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 59.95 N/A N/A 0 0 0 0 2017-01-04 $378.83 $0.00 0.0% 0.0% 63.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 175.27 N/A N/A 0 0 0 0 2017-01-05 $389.97 $0.00 158.3% 0.0% 64.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 149.19 N/A N/A 0 0 0 0 2017-01-06 $395.54 $0.00 157.8% 0.0% 64.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 172.42 N/A N/A 0 0 0 0 2017-01-09 $440.11 $0.00 0.0% 0.0% 74.9% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 177.27 N/A N/A 0 0 0 0 2017-01-10 $434.54 $0.00 0.0% 0.0% 67.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 171.72 N/A N/A 0 0 0 0 2017-01-11 $479.11 $0.00 100.5% 0.0% 74.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 168.00 N/A N/A 0 0 0 0 2017-01-12 $473.54 $0.00 160.8% 0.0% 70.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 176.30 N/A N/A 0 0 0 0 2017-01-13 $445.68 $0.00 172.2% 49.4% 74.8% 0.0% 0.0% 0.0% -23.2% 0 0 0 0.00 123.33 N/A N/A 0 0 0 0 2017-01-17 $473.54 $0.00 126.5% 0.0% 76.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 125.10 N/A N/A 0 0 0 0 2017-01-18 $462.40 $0.00 80.8% 0.0% 77.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 178.26 N/A N/A 0 0 0 0 2017-01-19 $484.68 $0.00 176.2% 50.5% 75.3% 0.0% 0.0% 0.0% -50.5% 0 0 0 0.00 151.13 N/A N/A 0 0 0 0 2017-01-20 $501.39 $0.00 132.9% 0.0% 74.8% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 175.35 N/A N/A 0 0 0 0 2017-01-23 $456.82 $0.00 199.4% 57.2% 84.2% 0.0% 0.0% 0.0% -21.1% 0 0 0 0.00 73.12 N/A N/A 0 0 0 0 2017-01-24 $484.68 $0.00 50.2% 0.0% 84.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 169.18 N/A N/A 0 0 0 0 2017-01-25 $495.82 $0.00 194.1% 55.6% 84.0% 0.0% 0.0% 0.0% -63.8% 0 0 0 0.00 11.31 N/A N/A 0 0 0 0 2017-01-26 $512.53 $0.00 48.0% 0.0% 84.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 155.83 N/A N/A 0 0 0 0 2017-01-27 $506.96 $0.00 48.6% 0.0% 81.8% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 169.18 N/A N/A 0 0 0 0 2017-01-30 $495.82 $0.00 49.9% 0.0% 82.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 178.26 N/A N/A 0 0 0 0 2017-01-31 $518.11 $0.00 0.0% 0.0% 77.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 175.35 N/A N/A 0 0 0 0
« Dec 2016 | All History | Feb 2017 » Home DSS History January 2017