DSS Options History — May 2019

In May 2019, DSS traded between $551.53 and $707.52. ATM implied volatility averaged 140.2%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 40.7%. IV traded above realized volatility by 77.1% (HV 20d: 63.1%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.35.

Notable Days

  • 2019-05-29: Largest IV spike — 80.9% change
  • 2019-05-07: Highest IV Rank — 64.7%
  • 2019-05-03: Largest Expected Move — 52.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$619.14$551.53$707.52$690.81$551.53
Max Pain$1392.76$1392.76$1392.76$1392.76$1392.76
ATM IV140.2%85.3%193.3%165.6%163.7%
Expected Move40.7%25.2%52.0%47.5%46.9%
HV 20d63.1%44.2%75.7%71.5%44.2%
HV 60d131.7%65.1%138.6%137.3%65.1%
IV Rank34.9%7.5%64.7%39.3%49.1%
IV Percentile45.9%0.4%93.5%73.0%71.4%
Term Structure-31.7%-81.5%53.0%-58.5%-63.9%
Bid-Ask Spread %44.276.73134.096.737.58
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX1.3K8911.5K1.5K891
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.001.001.000.00
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
2019-05-01$690.81$1392.76165.6%47.5%71.5%39.3%0.0%0.0%-58.5%01.5K01.006.73N/AN/A0000
2019-05-02$707.52$1392.76168.8%48.4%71.2%40.6%0.0%0.0%-76.5%01.5K01.00101.85N/AN/A0000
2019-05-03$707.52$1392.76181.2%52.0%71.1%45.8%0.0%0.0%-81.5%01.5K01.008.21N/AN/A0000
2019-05-06$701.95$1392.76107.7%30.9%69.7%15.2%0.0%0.0%-14.8%01.5K00.0013.80N/AN/A0000
2019-05-07$679.67$1392.76193.3%35.2%67.8%64.7%0.0%0.0%23.0%01.5K00.0315.54N/AN/A0000
2019-05-08$662.95$1392.76145.1%41.6%67.7%39.2%0.0%0.0%53.0%01.4K00.0388.55N/AN/A0000
2019-05-09$657.38$1392.76128.1%36.7%67.5%30.2%0.0%0.0%2.4%01.4K00.0714.91N/AN/A0000
2019-05-10$657.38$1392.7688.0%25.2%66.6%9.0%0.0%0.0%-7.4%01.5K00.00105.56N/AN/A0000
2019-05-13$629.53$1392.7695.9%27.5%68.3%13.2%0.0%0.0%-10.5%01.5K00.0091.53N/AN/A0000
2019-05-14$629.53$1392.76116.1%33.3%67.3%23.9%0.0%0.0%-11.4%01.5K00.0484.76N/AN/A0000
2019-05-15$584.96$1392.76131.4%37.7%72.0%32.0%0.0%0.0%-38.9%01.4K00.0087.36N/AN/A0000
2019-05-16$579.39$1392.76133.2%38.2%71.6%32.9%0.0%0.0%-40.8%01.4K00.0011.34N/AN/A0000
2019-05-17$607.24$1392.7685.3%0.0%73.1%7.5%0.0%0.0%0.0%01.4K00.00117.71N/AN/A0000
2019-05-20$573.82$1392.76139.9%40.1%75.5%36.5%0.0%0.0%-59.0%01.1K00.0011.34N/AN/A0000
2019-05-21$579.39$1392.76141.5%40.6%75.7%37.3%0.0%0.0%-32.4%01.1K00.0011.04N/AN/A0000
2019-05-22$573.82$1392.76156.9%45.0%56.1%45.5%0.0%0.0%-41.9%01.1K00.0012.27N/AN/A0000
2019-05-23$562.67$1392.76157.7%45.2%47.8%45.9%0.0%0.0%5.8%01.1K00.009.17N/AN/A0000
2019-05-24$562.67$1392.76160.5%46.0%45.3%47.3%0.0%0.0%-67.1%01.1K00.0018.86N/AN/A0000
2019-05-28$568.25$1392.7692.2%0.0%45.4%11.2%0.0%0.0%0.0%091800.00134.09N/AN/A0000
2019-05-29$584.96$1392.76166.8%47.8%47.8%50.7%0.0%0.0%-54.9%094500.0012.27N/AN/A0000
2019-05-30$568.25$1392.76166.7%47.8%45.5%50.6%0.0%0.0%-59.1%091800.009.46N/AN/A0000
2019-05-31$551.53$1392.76163.7%46.9%44.2%49.1%0.0%0.0%-63.9%089100.007.58N/AN/A0000