DSS Options History — May 2018

In May 2018, DSS traded between $674.09 and $869.08. ATM implied volatility averaged 152.9%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 38.7%. IV traded above realized volatility by 112.1% (HV 20d: 40.8%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 3.46.

Notable Days

  • 2018-05-04: Largest IV spike — 125.7% change
  • 2018-05-04: Highest IV Rank — 100.0%
  • 2018-05-21: Largest Expected Move — 52.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$756.14$674.09$869.08$674.09$830.08
Max Pain$1392.76$1392.76$1392.76$1392.76$1392.76
ATM IV152.9%108.8%311.8%134.7%108.8%
Expected Move38.7%31.2%52.1%38.6%31.2%
HV 20d40.8%30.3%53.0%44.9%53.0%
HV 60d87.1%85.2%91.4%91.4%88.2%
IV Rank32.0%12.1%100.0%28.9%12.1%
IV Percentile32.4%4.4%100.0%16.3%4.4%
Term Structure2.1%-47.5%72.3%16.1%72.3%
Bid-Ask Spread %78.2713.43125.20104.7556.43
Gamma HHI0.780.631.000.640.72
Net GEX200352131
Net DEX28.2K24.7K33.5K24.7K30.0K
Net VEX-9-150-13-12
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.462.123.702.123.70
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-05-01$674.09$1392.76134.7%38.6%44.9%28.9%0.0%0.0%16.1%2124.7K-132.12104.75N/AN/A0000
2018-05-02$690.81$1392.76134.9%38.7%45.5%29.0%0.0%0.0%-16.9%2525.9K-122.1281.33N/AN/A0000
2018-05-03$696.38$1392.76138.1%38.4%43.2%30.7%0.0%0.0%15.2%027.6K02.12125.20N/AN/A0000
2018-05-04$696.38$1392.76311.8%36.8%36.9%100.0%0.0%0.0%31.8%027.6K03.6613.43N/AN/A0000
2018-05-07$707.52$1392.76158.1%32.9%37.2%33.5%0.0%0.0%62.9%028.1K03.6674.71N/AN/A0000
2018-05-08$696.38$1392.76126.6%36.3%37.6%19.8%0.0%0.0%18.0%2325.7K-133.6613.80N/AN/A0000
2018-05-09$685.24$1392.76129.8%37.2%37.0%21.2%0.0%0.0%11.6%2425.2K-123.6653.13N/AN/A0000
2018-05-10$696.38$1392.76189.0%0.0%35.6%46.8%0.0%0.0%4.4%2325.6K-133.66100.44N/AN/A0000
2018-05-11$701.95$1392.76130.0%37.3%32.7%21.3%0.0%0.0%-4.2%2725.7K-123.6654.68N/AN/A0000
2018-05-14$713.09$1392.76151.1%43.3%30.3%30.4%0.0%0.0%-14.1%2526.3K-123.66102.03N/AN/A0000
2018-05-15$707.52$1392.76131.2%0.0%30.3%21.8%0.0%0.0%-0.9%028.1K03.66104.14N/AN/A0000
2018-05-16$735.38$1392.76133.1%38.1%32.9%22.6%0.0%0.0%-27.9%029.2K03.6654.82N/AN/A0000
2018-05-17$768.80$1392.76145.6%41.7%31.2%28.0%0.0%0.0%-3.9%2628.5K-133.66104.43N/AN/A0000
2018-05-18$835.65$1392.76116.8%33.5%38.7%15.6%0.0%0.0%18.4%2931.1K-133.6649.07N/AN/A0000
2018-05-21$807.80$1392.76181.6%52.1%41.5%43.6%0.0%0.0%-10.3%3529.1K-133.70103.96N/AN/A0000
2018-05-22$824.51$1392.76150.2%43.1%41.6%30.0%0.0%0.0%-27.4%2930.0K-123.7058.05N/AN/A0000
2018-05-23$802.23$1392.76158.1%0.0%42.6%33.4%0.0%0.0%-16.2%2928.3K-143.70100.75N/AN/A0000
2018-05-24$869.08$1392.76125.0%35.8%49.0%19.1%0.0%0.0%-47.5%033.5K03.7056.39N/AN/A0000
2018-05-25$841.23$1392.76152.6%43.8%51.1%31.1%0.0%0.0%5.5%3230.4K-133.70104.19N/AN/A0000
2018-05-29$818.94$1392.76172.4%0.0%52.8%39.6%0.0%0.0%-34.7%2828.8K-153.70100.07N/AN/A0000
2018-05-30$835.65$1392.76184.5%0.0%52.9%44.9%0.0%0.0%-5.4%3230.6K-113.70106.03N/AN/A0000
2018-05-31$830.08$1392.76108.8%31.2%53.0%12.1%0.0%0.0%72.3%3130.0K-123.7056.43N/AN/A0000