DSS Options History — February 2017

In February 2017, DSS traded between $540.39 and $835.65. ATM implied volatility averaged 140.4%. The 30-day expected move averaged 47.6%. IV traded above realized volatility by 16.6% (HV 20d: 123.8%). Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2017-02-16: Largest IV spike — 380.6% change
  • 2017-02-22: Largest Expected Move — 55.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$746.81$540.39$835.65$540.39$729.81
ATM IV140.4%42.4%213.5%46.4%162.0%
Expected Move47.6%37.3%55.1%37.3%55.1%
HV 20d123.8%77.4%134.7%77.4%129.5%
HV 60d108.1%93.7%123.1%110.2%94.4%
Term Structure-17.5%-67.5%28.0%28.0%-12.7%
Bid-Ask Spread %135.6810.23168.09159.60114.72
Gamma HHI1.001.001.001.001.00
Net GEX20602
Net DEX-261-47100-345
Net VEX-1-200-2
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 (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-02-01$540.39$0.0046.4%0.0%77.4%0.0%0.0%0.0%0.0%0000.00159.60N/AN/A0000
2017-02-02$590.53$0.0048.9%0.0%81.2%0.0%0.0%0.0%0.0%0000.00159.14N/AN/A0000
2017-02-03$752.09$0.00147.1%0.0%112.6%0.0%0.0%0.0%0.0%0000.00167.94N/AN/A0000
2017-02-06$685.24$0.0077.8%0.0%121.1%0.0%0.0%0.0%0.0%2-325-20.00163.56N/AN/A0000
2017-02-07$818.94$0.00178.7%0.0%129.6%0.0%0.0%0.0%0.0%2-374-20.00166.15N/AN/A0000
2017-02-08$763.23$0.00130.1%37.3%133.8%0.0%0.0%0.0%28.0%2-404-20.00145.99N/AN/A0000
2017-02-09$796.66$0.0058.6%0.0%131.4%0.0%0.0%0.0%0.0%0000.00167.31N/AN/A0000
2017-02-10$746.52$0.00213.5%0.0%134.7%0.0%0.0%0.0%0.0%6-56-10.00154.44N/AN/A0000
2017-02-13$729.81$0.00153.1%0.0%132.3%0.0%0.0%0.0%0.0%2-321-20.00168.09N/AN/A0000
2017-02-14$740.95$0.00135.3%38.8%131.6%0.0%0.0%0.0%9.7%0000.0010.23N/AN/A0000
2017-02-15$774.37$0.0042.4%0.0%130.6%0.0%0.0%0.0%0.0%2-471-20.00167.82N/AN/A0000
2017-02-16$835.65$0.00203.7%0.0%131.7%0.0%0.0%0.0%0.0%3-375-20.00159.66N/AN/A0000
2017-02-17$807.80$0.00187.1%53.6%133.4%0.0%0.0%0.0%-67.5%3-412-20.00116.06N/AN/A0000
2017-02-21$813.37$0.00185.3%53.1%126.3%0.0%0.0%0.0%-45.0%3-339-20.0097.41N/AN/A0000
2017-02-22$796.66$0.00192.3%55.1%127.0%0.0%0.0%0.0%-12.7%2-429-20.00115.71N/AN/A0000
2017-02-23$768.80$0.00189.5%0.0%128.8%0.0%0.0%0.0%0.0%3-311-20.00114.85N/AN/A0000
2017-02-24$752.09$0.00155.8%0.0%129.6%0.0%0.0%0.0%0.0%2-396-20.00114.57N/AN/A0000
2017-02-27$746.52$0.00160.2%0.0%129.5%0.0%0.0%0.0%0.0%2-395-20.00114.57N/AN/A0000
2017-02-28$729.81$0.00162.0%0.0%129.5%0.0%0.0%0.0%0.0%2-345-20.00114.72N/AN/A0000