DSS Options History — November 2017 In November 2017, DSS traded between $345.40 and $573.82. ATM implied volatility averaged 170.9%, placing in the 75.1% IV rank vs the trailing year. IV traded above realized volatility by 99.8% (HV 20d: 71.2%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 0.17.
Notable Days 2017-11-07 : Largest IV spike — 110.7% change2017-11-10 : Highest IV Rank — 89.7%Monthly Statistics Metric Avg Min Max Open Close Price $418.09 $345.40 $573.82 $367.69 $506.96 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 170.9% 91.9% 195.9% 160.9% 150.5% HV 20d 71.2% 48.6% 109.2% 53.0% 109.2% HV 60d 59.7% 49.8% 76.2% 55.4% 76.2% IV Rank 75.1% 28.9% 89.7% 69.3% 63.2% IV Percentile 59.6% 6.1% 91.9% 40.0% 25.8% Bid-Ask Spread % 113.95 80.78 174.83 112.13 112.39 Net GEX 0 0 0 0 0 Net DEX 150 124 206 132 182 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.17 0.17 0.17 0.17 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 2017-11-01 $367.69 $0.00 160.9% 0.0% 53.0% 69.3% 0.0% 0.0% 0.0% 0 132 0 0.17 112.13 N/A N/A 0 0 0 0 2017-11-02 $362.12 $1392.76 142.5% 0.0% 52.9% 58.5% 0.0% 0.0% 0.0% 0 130 0 0.17 112.93 N/A N/A 0 0 0 0 2017-11-03 $367.69 $1392.76 190.4% 0.0% 53.8% 86.5% 0.0% 0.0% 0.0% 0 132 0 0.17 112.69 N/A N/A 0 0 0 0 2017-11-06 $367.69 $1392.76 91.9% 0.0% 53.8% 28.9% 0.0% 0.0% 0.0% 0 132 0 0.17 174.83 N/A N/A 0 0 0 0 2017-11-07 $367.69 $1392.76 193.6% 0.0% 52.3% 88.3% 0.0% 0.0% 0.0% 0 132 0 0.17 112.13 N/A N/A 0 0 0 0 2017-11-08 $362.12 $1392.76 106.5% 0.0% 52.4% 37.5% 0.0% 0.0% 0.0% 0 129 0 0.17 112.13 N/A N/A 0 0 0 0 2017-11-09 $356.55 $1392.76 193.0% 0.0% 52.2% 88.0% 0.0% 0.0% 0.0% 0 128 0 0.17 112.93 N/A N/A 0 0 0 0 2017-11-10 $367.69 $1392.76 195.9% 0.0% 54.4% 89.7% 0.0% 0.0% 0.0% 0 132 0 0.17 112.13 N/A N/A 0 0 0 0 2017-11-13 $362.12 $1392.76 159.0% 0.0% 54.5% 68.2% 0.0% 0.0% 0.0% 0 130 0 0.17 112.13 N/A N/A 0 0 0 0 2017-11-14 $350.97 $1392.76 195.7% 0.0% 54.7% 89.6% 0.0% 0.0% 0.0% 0 126 0 0.17 111.92 N/A N/A 0 0 0 0 2017-11-15 $345.40 $1392.76 171.2% 0.0% 48.6% 75.3% 0.0% 0.0% 0.0% 0 124 0 0.17 111.92 N/A N/A 0 0 0 0 2017-11-16 $378.83 $1392.76 189.3% 0.0% 60.3% 85.8% 0.0% 0.0% 0.0% 0 136 0 0.17 110.41 N/A N/A 0 0 0 0 2017-11-17 $406.69 $1392.76 184.0% 0.0% 65.7% 82.7% 0.0% 0.0% 0.0% 0 147 0 0.17 113.18 N/A N/A 0 0 0 0 2017-11-20 $484.68 $1392.76 195.2% 0.0% 90.0% 89.3% 0.0% 0.0% 0.0% 0 175 0 0.17 112.12 N/A N/A 0 0 0 0 2017-11-21 $462.40 $1392.76 166.8% 0.0% 91.9% 72.7% 0.0% 0.0% 0.0% 0 166 0 0.17 113.31 N/A N/A 0 0 0 0 2017-11-22 $451.25 $1392.76 168.4% 0.0% 87.6% 73.6% 0.0% 0.0% 0.0% 0 162 0 0.17 111.78 N/A N/A 0 0 0 0 2017-11-24 $479.11 $1392.76 167.9% 0.0% 87.6% 73.3% 0.0% 0.0% 0.0% 0 172 0 0.17 80.78 N/A N/A 0 0 0 0 2017-11-27 $573.82 $1392.76 176.3% 0.0% 106.2% 78.3% 0.0% 0.0% 0.0% 0 206 0 0.17 115.25 N/A N/A 0 0 0 0 2017-11-28 $529.25 $1392.76 195.3% 0.0% 107.1% 89.4% 0.0% 0.0% 0.0% 0 190 0 0.17 112.77 N/A N/A 0 0 0 0 2017-11-29 $529.25 $1392.76 195.8% 0.0% 107.1% 89.6% 0.0% 0.0% 0.0% 0 191 0 0.17 113.03 N/A N/A 0 0 0 0 2017-11-30 $506.96 $1392.76 150.5% 0.0% 109.2% 63.2% 0.0% 0.0% 0.0% 0 182 0 0.17 112.39 N/A N/A 0 0 0 0
« Oct 2017 | All History | Dec 2017 » Home DSS History November 2017