DSS Options History — October 2019

In October 2019, DSS traded between $150.42 and $211.70. ATM implied volatility averaged 159.5%, placing in the 46.8% IV rank vs the trailing year. IV traded above realized volatility by 102.9% (HV 20d: 56.5%). Net GEX was positive for 0 of 23 trading days. Put/call ratio averaged 0.03.

Notable Days

  • 2019-10-22: Largest IV spike — 60.1% change
  • 2019-10-25: Highest IV Rank — 66.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$191.60$150.42$211.70$211.70$155.99
ATM IV159.5%112.6%196.2%151.5%135.2%
HV 20d56.5%40.8%80.2%41.1%80.2%
HV 60d56.0%53.2%60.2%53.7%60.2%
IV Rank46.8%22.0%66.3%42.6%34.0%
IV Percentile59.1%12.2%95.2%50.2%31.3%
Bid-Ask Spread %71.404.52159.51119.495.50
Net GEX00000
Net DEX903800
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.030.000.080.000.00
Total Volume00000
Total OI00000

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$211.70$0.00151.5%0.0%41.1%42.6%0.0%0.0%0.0%0000.00119.49N/AN/A0000
2019-10-02$200.56$0.00157.3%0.0%45.0%45.7%0.0%0.0%0.0%0000.005.70N/AN/A0000
2019-10-03$194.99$0.00160.8%0.0%40.8%47.5%0.0%0.0%0.0%0000.00153.85N/AN/A0000
2019-10-04$189.42$0.00164.6%0.0%41.2%49.5%0.0%0.0%0.0%0000.00159.51N/AN/A0000
2019-10-07$194.99$0.00165.1%0.0%40.9%49.8%0.0%0.0%0.0%0000.00158.81N/AN/A0000
2019-10-08$211.70$0.00158.7%0.0%50.7%46.4%0.0%0.0%0.0%0000.00158.81N/AN/A0000
2019-10-09$206.13$0.00162.2%0.0%51.3%48.3%0.0%0.0%0.0%0000.00124.06N/AN/A0000
2019-10-10$211.70$0.00160.9%0.0%52.5%47.6%0.0%0.0%0.0%0000.00121.23N/AN/A0000
2019-10-11$206.13$0.00164.5%0.0%52.6%49.5%0.0%0.0%0.0%03700.00144.13N/AN/A0000
2019-10-14$211.70$0.00165.6%0.0%53.7%50.1%0.0%0.0%0.0%03800.00110.24N/AN/A0000
2019-10-15$200.56$0.00172.1%0.0%56.3%53.5%0.0%0.0%0.0%03600.005.70N/AN/A0000
2019-10-16$189.42$0.00179.1%0.0%56.8%57.2%0.0%0.0%0.0%03400.005.70N/AN/A0000
2019-10-17$189.42$0.00180.5%0.0%55.6%57.9%0.0%0.0%0.0%03400.006.78N/AN/A0000
2019-10-18$200.56$0.00112.6%0.0%59.0%22.0%0.0%0.0%0.0%03600.08126.67N/AN/A0000
2019-10-21$189.42$0.00117.4%0.0%61.5%24.6%0.0%0.0%0.0%0000.007.88N/AN/A0000
2019-10-22$189.42$0.00188.0%0.0%61.5%61.9%0.0%0.0%0.0%0000.005.58N/AN/A0000
2019-10-23$183.84$0.00192.8%0.0%62.1%64.5%0.0%0.0%0.0%0000.006.78N/AN/A0000
2019-10-24$189.42$0.00191.3%0.0%62.9%63.6%0.0%0.0%0.0%0000.004.52N/AN/A0000
2019-10-25$183.84$0.00196.2%0.0%63.6%66.3%0.0%0.0%0.0%0000.0084.14N/AN/A0000
2019-10-28$172.70$0.00126.6%0.0%66.6%29.4%0.0%0.0%0.0%0000.005.58N/AN/A0000
2019-10-29$172.70$0.00127.1%0.0%65.4%29.7%0.0%0.0%0.0%0000.0023.45N/AN/A0000
2019-10-30$150.42$0.00137.4%0.0%78.4%35.1%0.0%0.0%0.0%0000.0098.21N/AN/A0000
2019-10-31$155.99$0.00135.2%0.0%80.2%34.0%0.0%0.0%0.0%0000.005.50N/AN/A0000