DSS Options History — July 2019

In July 2019, DSS traded between $228.41 and $278.55. ATM implied volatility averaged 177.2%, placing in the 56.2% IV rank vs the trailing year. IV traded above realized volatility by 106.4% (HV 20d: 70.8%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.03.

Notable Days

  • 2019-07-23: Largest IV drop — 100.0% change
  • 2019-07-18: Highest IV Rank — 74.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$255.51$228.41$278.55$278.55$250.70
Max Pain$1392.76$1392.76$1392.76$1392.76$1392.76
ATM IV177.2%93.7%211.7%185.9%171.8%
HV 20d70.8%37.8%200.0%200.0%58.4%
HV 60d123.1%121.0%125.0%125.0%122.3%
IV Rank56.2%12.0%74.5%60.8%53.4%
IV Percentile76.7%2.0%98.8%87.9%69.1%
Bid-Ask Spread %49.805.79124.80124.8091.37
Net GEX00000
Net DEX146123235150135
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.180.180.00
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
2019-07-01$278.55$0.00185.9%0.0%200.0%60.8%0.0%0.0%0.0%015000.00124.80N/AN/A0000
2019-07-02$272.98$0.00161.5%0.0%199.9%47.9%0.0%0.0%0.0%014700.00104.64N/AN/A0000
2019-07-03$267.41$0.00175.4%0.0%195.1%55.2%0.0%0.0%0.0%014400.005.93N/AN/A0000
2019-07-05$272.98$0.00178.2%0.0%60.2%56.7%0.0%0.0%0.0%014700.005.93N/AN/A0000
2019-07-08$272.98$0.00181.7%0.0%59.6%58.6%0.0%0.0%0.0%014700.007.22N/AN/A0000
2019-07-09$272.98$0.00182.9%0.0%57.8%59.2%0.0%0.0%0.0%014700.005.93N/AN/A0000
2019-07-10$267.41$0.00195.5%0.0%57.8%65.9%0.0%0.0%0.0%014400.00113.24N/AN/A0000
2019-07-11$261.84$0.0093.7%0.0%48.6%12.0%0.0%0.0%0.0%014100.00109.32N/AN/A0000
2019-07-12$267.41$0.00186.2%0.0%38.0%60.9%0.0%0.0%0.0%014400.005.93N/AN/A0000
2019-07-15$272.98$0.00176.5%0.0%37.8%55.8%0.0%0.0%0.0%014700.005.93N/AN/A0000
2019-07-16$267.41$0.00180.2%0.0%38.7%57.8%0.0%0.0%0.0%014400.005.93N/AN/A0000
2019-07-17$256.27$0.00192.1%0.0%38.5%64.1%0.0%0.0%0.0%013800.005.93N/AN/A0000
2019-07-18$261.84$0.00211.7%0.0%38.9%74.5%0.0%0.0%0.0%023500.18110.35N/AN/A0000
2019-07-19$233.98$1392.76182.4%0.0%55.4%59.0%0.0%0.0%0.0%021000.0676.38N/AN/A0000
2019-07-22$239.55$1392.76199.2%0.0%55.6%67.8%0.0%0.0%0.0%012900.0070.53N/AN/A0000
2019-07-23$233.98$1392.760.0%0.0%53.1%0.0%0.0%0.0%0.0%012600.0070.53N/AN/A0000
2019-07-24$239.55$1392.760.0%0.0%53.1%0.0%0.0%0.0%0.0%012900.0071.29N/AN/A0000
2019-07-25$233.98$1392.760.0%0.0%53.4%0.0%0.0%0.0%0.0%012600.006.94N/AN/A0000
2019-07-26$228.41$1392.760.0%0.0%53.5%0.0%0.0%0.0%0.0%012300.0084.89N/AN/A0000
2019-07-29$233.98$1392.760.0%0.0%51.8%0.0%0.0%0.0%0.0%012600.006.94N/AN/A0000
2019-07-30$233.98$1392.76157.2%0.0%51.8%45.6%0.0%0.0%0.0%012600.005.79N/AN/A0000
2019-07-31$250.70$1392.76171.8%0.0%58.4%53.4%0.0%0.0%0.0%013500.0091.37N/AN/A0000