DSS Options History — June 2019

In June 2019, DSS traded between $245.13 and $529.25. ATM implied volatility averaged 175.5%, placing in the 55.3% IV rank vs the trailing year. The 30-day expected move averaged 45.5%. IV traded above realized volatility by 1.4% (HV 20d: 174.1%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.15.

Notable Days

  • 2019-06-04: Largest IV drop — 27.0% change
  • 2019-06-26: Highest IV Rank — 67.7%
  • 2019-06-03: Largest Expected Move — 48.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$303.34$245.13$529.25$529.25$278.55
Max Pain$1392.76$1392.76$1392.76$1392.76$1392.76
ATM IV175.5%123.9%198.9%169.7%155.5%
Expected Move45.5%42.4%48.6%48.6%42.4%
HV 20d174.1%45.0%199.6%45.0%199.6%
HV 60d115.8%62.3%126.3%62.5%125.0%
IV Rank55.3%28.0%67.7%52.2%44.7%
IV Percentile78.7%25.8%96.8%77.4%56.0%
Bid-Ask Spread %44.074.72131.607.4298.33
Net GEX00000
Net DEX299144855855150
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.150.001.001.000.00
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$529.25$1392.76169.7%48.6%45.0%52.2%0.0%0.0%0.0%085500.007.42N/AN/A0000
2019-06-04$523.68$1392.76123.9%0.0%45.0%28.0%0.0%0.0%0.0%084600.0098.61N/AN/A0000
2019-06-05$451.25$1392.76147.9%42.4%65.4%40.7%0.0%0.0%0.0%072900.0014.30N/AN/A0000
2019-06-06$267.41$0.00166.7%0.0%190.2%50.6%0.0%0.0%0.0%043201.00131.60N/AN/A0000
2019-06-07$261.84$0.00177.5%0.0%189.9%56.3%0.0%0.0%0.0%028200.505.93N/AN/A0000
2019-06-10$272.98$0.00179.9%0.0%191.8%57.6%0.0%0.0%0.0%029400.005.93N/AN/A0000
2019-06-11$267.41$0.00180.8%0.0%192.0%58.1%0.0%0.0%0.0%028800.005.93N/AN/A0000
2019-06-12$245.13$0.00182.2%0.0%191.9%58.9%0.0%0.0%0.0%017600.00114.69N/AN/A0000
2019-06-13$267.41$0.00182.6%0.0%197.3%59.0%0.0%0.0%0.0%019200.00118.52N/AN/A0000
2019-06-14$261.84$0.00183.6%0.0%197.2%59.6%0.0%0.0%0.0%018800.005.93N/AN/A0000
2019-06-17$261.84$0.00186.4%0.0%195.1%61.1%0.0%0.0%0.0%018800.005.93N/AN/A0000
2019-06-18$272.98$0.00187.2%0.0%197.2%61.5%0.0%0.0%0.0%019600.005.93N/AN/A0000
2019-06-19$267.41$0.00178.0%0.0%196.6%56.6%0.0%0.0%0.0%019200.00114.69N/AN/A0000
2019-06-20$267.41$0.00179.0%0.0%196.8%57.1%0.0%0.0%0.0%019200.00120.53N/AN/A0000
2019-06-21$272.98$0.00177.4%0.0%197.8%56.3%0.0%0.0%0.0%019600.005.93N/AN/A0000
2019-06-24$284.12$0.00175.5%0.0%199.3%55.3%0.0%0.0%0.0%015300.005.93N/AN/A0000
2019-06-25$272.98$0.00181.0%0.0%198.6%58.2%0.0%0.0%0.0%014700.004.72N/AN/A0000
2019-06-26$272.98$0.00198.9%0.0%197.6%67.7%0.0%0.0%0.0%014700.004.72N/AN/A0000
2019-06-27$267.41$0.00195.6%0.0%197.7%65.9%0.0%0.0%0.0%014400.005.93N/AN/A0000
2019-06-28$278.55$0.00155.5%0.0%199.6%44.7%0.0%0.0%0.0%015000.0098.33N/AN/A0000