DSS Options History — April 2017

In April 2017, DSS traded between $584.96 and $685.24. ATM implied volatility averaged 182.7%, placing in the 82.0% IV rank vs the trailing year. The 30-day expected move averaged 52.7%. IV traded above realized volatility by 120.1% (HV 20d: 62.6%). Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2017-04-13: Largest IV spike — 41.1% change
  • 2017-04-28: Highest IV Rank — 91.9%
  • 2017-04-11: Largest Expected Move — 56.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$626.30$584.96$685.24$679.67$584.96
ATM IV182.7%132.1%199.6%187.4%199.6%
Expected Move52.7%37.9%56.3%55.8%37.9%
HV 20d62.6%58.1%67.2%62.6%61.0%
HV 60d92.4%90.2%96.5%94.9%90.4%
IV Rank82.0%52.4%91.9%84.7%91.9%
IV Percentile70.5%22.8%98.0%71.5%98.0%
Term Structure-31.2%-80.5%36.5%-80.5%36.5%
Bid-Ask Spread %114.3890.79119.41112.52115.14
Gamma HHI1.001.001.001.001.00
Net GEX30620
Net DEX-342-7370-3030
Net VEX-2-40-20
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 (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-04-03$679.67$0.00187.4%0.0%62.6%84.7%0.0%0.0%0.0%2-303-20.00112.52N/AN/A0000
2017-04-04$629.53$0.00190.6%0.0%62.3%86.6%0.0%0.0%0.0%2-273-10.00112.03N/AN/A0000
2017-04-05$640.67$0.00192.5%0.0%62.8%87.7%0.0%0.0%0.0%2-282-20.00112.99N/AN/A0000
2017-04-06$640.67$0.00194.7%55.8%58.1%89.0%0.0%0.0%-80.5%3-223-10.00119.41N/AN/A0000
2017-04-07$629.53$0.00194.4%55.7%58.3%88.8%0.0%0.0%0.0%2-279-20.00117.51N/AN/A0000
2017-04-10$685.24$0.00190.4%54.6%65.7%86.5%0.0%0.0%-33.2%2-316-20.00114.78N/AN/A0000
2017-04-11$674.09$0.00196.3%56.3%65.2%89.9%0.0%0.0%-47.4%6-737-40.00119.41N/AN/A0000
2017-04-12$646.24$0.00138.7%0.0%67.2%56.3%0.0%0.0%0.0%6-672-40.00117.51N/AN/A0000
2017-04-13$640.67$0.00195.7%56.1%61.2%89.6%0.0%0.0%0.0%6-723-40.00116.81N/AN/A0000
2017-04-17$623.96$0.00132.1%37.9%59.0%52.4%0.0%0.0%36.5%6-689-40.0090.79N/AN/A0000
2017-04-18$584.96$0.00181.6%0.0%62.7%81.3%0.0%0.0%0.0%0000.00117.76N/AN/A0000
2017-04-19$612.81$0.00175.7%0.0%64.5%77.9%0.0%0.0%0.0%0000.00116.50N/AN/A0000
2017-04-20$601.67$0.00184.5%0.0%64.6%83.0%0.0%0.0%0.0%0000.00116.50N/AN/A0000
2017-04-21$607.24$0.00164.9%0.0%63.9%71.6%0.0%0.0%0.0%6-665-30.00117.07N/AN/A0000
2017-04-24$601.67$0.00183.7%0.0%64.0%82.6%0.0%0.0%0.0%0000.00112.81N/AN/A0000
2017-04-25$596.10$0.00193.3%0.0%63.1%88.2%0.0%0.0%0.0%5-679-30.00115.83N/AN/A0000
2017-04-26$607.24$0.00187.2%0.0%62.7%84.6%0.0%0.0%0.0%0000.00112.00N/AN/A0000
2017-04-27$612.81$0.00188.5%0.0%60.6%85.4%0.0%0.0%0.0%6-651-40.00115.83N/AN/A0000
2017-04-28$584.96$0.00199.6%0.0%61.0%91.9%0.0%0.0%0.0%0000.00115.14N/AN/A0000