DSS Options History — February 2019

In February 2019, DSS traded between $545.96 and $657.38. ATM implied volatility averaged 137.7%, placing in the 27.7% IV rank vs the trailing year. The 30-day expected move averaged 39.4%. IV traded above realized volatility by 98.4% (HV 20d: 39.3%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-02-27: Largest IV drop — 100.0% change
  • 2019-02-26: Highest IV Rank — 46.2%
  • 2019-02-21: Largest Expected Move — 49.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$612.52$545.96$657.38$623.96$545.96
Max Pain$1392.76$1392.76$1392.76$1392.76$1392.76
ATM IV137.7%107.4%182.2%107.4%159.0%
Expected Move39.4%31.8%49.8%43.6%45.6%
HV 20d39.3%35.1%49.3%37.9%45.8%
HV 60d78.3%69.1%97.2%97.2%69.1%
IV Rank27.7%15.1%46.2%15.1%36.5%
IV Percentile40.2%7.6%87.1%7.6%66.5%
Term Structure-39.6%-66.8%-4.8%-7.8%-66.8%
Bid-Ask Spread %62.466.26130.88124.5541.41
Gamma HHI1.001.001.001.001.00
Net GEX-1-2000
Net DEX190-435250490
Net VEX-0-2000
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
2019-02-01$623.96$1392.76107.4%0.0%37.9%15.1%0.0%0.0%0.0%0000.00124.55N/AN/A0000
2019-02-04$646.24$1392.76152.2%43.6%36.8%33.7%0.0%0.0%-7.8%0000.00119.65N/AN/A0000
2019-02-05$640.67$1392.76154.9%0.0%35.8%34.8%0.0%0.0%0.0%0-4300.00120.71N/AN/A0000
2019-02-06$657.38$1392.76112.0%32.1%35.1%17.0%0.0%0.0%-4.8%0000.007.75N/AN/A0000
2019-02-07$640.67$1392.76110.8%31.8%35.5%16.5%0.0%0.0%-31.1%0000.006.59N/AN/A0000
2019-02-08$629.53$1392.76122.0%35.0%36.9%21.2%0.0%0.0%-33.6%0000.007.75N/AN/A0000
2019-02-11$623.96$1392.76132.5%38.0%37.5%25.5%0.0%0.0%-39.0%0000.00119.14N/AN/A0000
2019-02-12$635.10$1392.76117.9%33.8%36.4%19.5%0.0%0.0%-31.4%0000.006.39N/AN/A0000
2019-02-13$629.53$1392.76135.6%38.9%35.3%26.8%0.0%0.0%-59.5%0000.0095.56N/AN/A0000
2019-02-14$623.96$1392.76132.5%38.0%35.8%25.5%0.0%0.0%-32.9%0000.006.39N/AN/A0000
2019-02-15$623.96$1392.76134.8%38.6%36.0%26.5%0.0%0.0%-64.3%-2421-10.006.39N/AN/A0000
2019-02-19$623.96$1392.76145.5%41.7%35.1%30.9%0.0%0.0%0.0%-2299-20.006.39N/AN/A0000
2019-02-20$612.81$1392.76122.8%0.0%36.2%21.5%0.0%0.0%0.0%-2342-20.00115.40N/AN/A0000
2019-02-21$573.82$1392.76173.7%49.8%44.6%42.6%0.0%0.0%-65.0%-2362-10.0011.35N/AN/A0000
2019-02-22$584.96$1392.76158.8%45.5%44.5%36.4%0.0%0.0%-66.8%052500.006.26N/AN/A0000
2019-02-25$596.10$1392.76123.7%0.0%44.8%21.9%0.0%0.0%0.0%-2371-10.00130.88N/AN/A0000
2019-02-26$573.82$1392.76182.2%0.0%47.1%46.2%0.0%0.0%0.0%-2345-10.00125.00N/AN/A0000
2019-02-27$551.53$1392.760.0%0.0%49.3%0.0%0.0%0.0%0.0%049500.00129.13N/AN/A0000
2019-02-28$545.96$1392.76159.0%45.6%45.8%36.5%0.0%0.0%0.0%049000.0041.41N/AN/A0000