DSS Options History — September 2019

In September 2019, DSS traded between $206.13 and $233.98. ATM implied volatility averaged 135.1%, placing in the 33.9% IV rank vs the trailing year. IV traded above realized volatility by 88.5% (HV 20d: 46.6%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-09-13: Largest IV spike — 41.5% change
  • 2019-09-30: Highest IV Rank — 43.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$218.66$206.13$233.98$222.84$206.13
Max Pain$1392.76$1392.76$1392.76$1392.76$1392.76
ATM IV135.1%93.9%152.9%126.6%152.9%
HV 20d46.6%39.9%54.4%54.4%42.7%
HV 60d54.9%53.3%59.4%59.2%53.3%
IV Rank33.9%12.1%43.3%29.4%43.3%
IV Percentile34.1%2.6%52.8%24.0%52.8%
Bid-Ask Spread %67.165.70131.21104.9286.94
Net GEX00000
Net DEX5501261200
Net VEX00000
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 (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$222.84$1392.76126.6%0.0%54.4%29.4%0.0%0.0%0.0%012000.00104.92N/AN/A0000
2019-09-04$222.84$1392.76127.2%0.0%51.3%29.7%0.0%0.0%0.0%012000.0026.43N/AN/A0000
2019-09-05$233.98$0.00124.1%0.0%53.4%28.1%0.0%0.0%0.0%012600.00115.30N/AN/A0000
2019-09-06$233.98$0.00124.7%0.0%50.5%28.4%0.0%0.0%0.0%012600.00131.21N/AN/A0000
2019-09-09$222.84$0.00130.2%0.0%52.5%31.3%0.0%0.0%0.0%012000.006.94N/AN/A0000
2019-09-10$228.41$0.00129.0%0.0%50.7%30.7%0.0%0.0%0.0%012300.00122.97N/AN/A0000
2019-09-11$228.41$0.00129.7%0.0%49.9%31.0%0.0%0.0%0.0%012300.005.79N/AN/A0000
2019-09-12$228.41$0.0093.9%0.0%49.2%12.1%0.0%0.0%0.0%012300.00130.87N/AN/A0000
2019-09-13$222.84$0.00132.9%0.0%46.5%32.7%0.0%0.0%0.0%012000.006.94N/AN/A0000
2019-09-16$222.84$0.00135.0%0.0%42.8%33.8%0.0%0.0%0.0%0000.006.94N/AN/A0000
2019-09-17$217.27$0.00137.7%0.0%39.9%35.3%0.0%0.0%0.0%0000.006.94N/AN/A0000
2019-09-18$206.13$0.00142.7%0.0%42.8%37.9%0.0%0.0%0.0%0000.00123.85N/AN/A0000
2019-09-19$211.70$0.00141.3%0.0%43.0%37.2%0.0%0.0%0.0%0000.00128.91N/AN/A0000
2019-09-20$217.27$0.00139.9%0.0%44.3%36.5%0.0%0.0%0.0%0000.00130.02N/AN/A0000
2019-09-23$211.70$0.00144.4%0.0%43.8%38.9%0.0%0.0%0.0%0000.005.70N/AN/A0000
2019-09-24$211.70$0.00145.3%0.0%43.8%39.3%0.0%0.0%0.0%0000.0097.30N/AN/A0000
2019-09-25$211.70$0.00146.1%0.0%43.3%39.8%0.0%0.0%0.0%0000.005.70N/AN/A0000
2019-09-26$206.13$0.00149.3%0.0%44.0%41.4%0.0%0.0%0.0%0000.005.70N/AN/A0000
2019-09-27$206.13$0.00150.2%0.0%44.0%41.9%0.0%0.0%0.0%0000.0093.88N/AN/A0000
2019-09-30$206.13$0.00152.9%0.0%42.7%43.3%0.0%0.0%0.0%0000.0086.94N/AN/A0000