DSS Options History — March 2017

In March 2017, DSS traded between $579.39 and $740.95. ATM implied volatility averaged 165.9%, placing in the 70.4% IV rank vs the trailing year. The 30-day expected move averaged 47.8%. IV traded above realized volatility by 93.3% (HV 20d: 72.7%). Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2017-03-23: Largest IV spike — 59.6% change
  • 2017-03-23: Highest IV Rank — 87.1%
  • 2017-03-10: Largest Expected Move — 56.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$648.66$579.39$740.95$735.38$679.67
ATM IV165.9%119.9%198.1%163.5%154.2%
Expected Move47.8%41.3%56.8%41.5%44.2%
HV 20d72.7%56.1%129.3%129.3%65.9%
HV 60d95.6%94.1%96.8%94.3%95.0%
IV Rank70.4%45.3%87.1%52.1%65.3%
IV Percentile46.6%19.1%78.8%24.6%35.0%
Term Structure-9.7%-89.6%52.8%35.0%-35.7%
Bid-Ask Spread %99.777.94115.96114.207.94
Gamma HHI1.001.001.001.001.00
Net GEX20320
Net DEX-219-4170-4170
Net VEX-1-20-20
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
2017-03-01$735.38$0.00163.5%0.0%129.3%0.0%0.0%0.0%0.0%2-417-20.00114.20N/AN/A0000
2017-03-02$735.38$0.00152.3%0.0%129.1%0.0%0.0%0.0%0.0%3-291-20.00114.04N/AN/A0000
2017-03-03$701.95$0.00167.2%0.0%127.8%0.0%0.0%0.0%0.0%2-350-20.00113.50N/AN/A0000
2017-03-06$740.95$0.00144.8%41.5%95.7%0.0%0.0%0.0%35.0%3-270-20.0098.40N/AN/A0000
2017-03-07$685.24$0.00174.7%50.1%93.9%0.0%0.0%0.0%-26.9%3-251-20.00114.56N/AN/A0000
2017-03-08$685.24$0.00179.3%51.4%66.3%0.0%0.0%0.0%-2.7%2-326-20.00115.96N/AN/A0000
2017-03-09$640.67$0.00194.4%55.7%65.9%0.0%0.0%0.0%-44.3%2-220-20.00114.35N/AN/A0000
2017-03-10$635.10$0.00198.1%56.8%63.0%0.0%0.0%0.0%-89.6%2-231-20.00114.59N/AN/A0000
2017-03-13$640.67$0.00131.6%0.0%60.1%52.1%0.0%0.0%0.0%3-203-10.00115.13N/AN/A0000
2017-03-14$623.96$0.00149.1%0.0%60.2%62.4%0.0%0.0%0.0%0000.00112.40N/AN/A0000
2017-03-15$623.96$0.00167.2%0.0%59.7%72.9%0.0%0.0%0.0%2-294-20.00113.14N/AN/A0000
2017-03-16$579.39$0.00171.0%0.0%60.6%75.1%0.0%0.0%0.0%2-298-10.00112.37N/AN/A0000
2017-03-17$612.81$0.00169.6%0.0%56.9%74.3%0.0%0.0%0.0%2-284-20.00114.52N/AN/A0000
2017-03-20$596.10$0.00187.2%0.0%56.7%84.6%0.0%0.0%0.0%0000.00112.61N/AN/A0000
2017-03-21$584.96$0.00144.0%41.3%56.1%59.4%0.0%0.0%52.8%0000.008.60N/AN/A0000
2017-03-22$596.10$0.00119.9%0.0%57.4%45.3%0.0%0.0%0.0%2-264-10.00113.19N/AN/A0000
2017-03-23$612.81$0.00191.4%0.0%58.7%87.1%0.0%0.0%0.0%0000.00112.36N/AN/A0000
2017-03-24$612.81$0.00145.1%41.6%58.7%60.0%0.0%0.0%33.8%2-227-20.0020.50N/AN/A0000
2017-03-27$629.53$0.00182.9%0.0%60.2%82.1%0.0%0.0%0.0%2-263-20.00113.14N/AN/A0000
2017-03-28$646.24$0.00184.2%0.0%61.1%82.9%0.0%0.0%0.0%2-302-20.00113.90N/AN/A0000
2017-03-29$674.09$0.00171.1%0.0%63.4%75.2%0.0%0.0%0.0%2-309-20.00112.16N/AN/A0000
2017-03-30$646.24$0.00173.2%0.0%64.7%76.4%0.0%0.0%0.0%2-236-20.00113.07N/AN/A0000
2017-03-31$679.67$0.00154.2%44.2%65.9%65.3%0.0%0.0%-35.7%0000.007.94N/AN/A0000