DSS Options History — November 2019

In November 2019, DSS traded between $155.99 and $194.99. ATM implied volatility averaged 124.8%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 18.6% (HV 20d: 106.2%). 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

  • 2019-11-26: Largest IV drop — 100.0% change
  • 2019-11-08: Highest IV Rank — 47.3%
  • 2019-11-25: Largest Expected Move — 4.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$174.93$155.99$194.99$183.84$155.99
Max Pain$1392.76$1392.76$1392.76$1392.76$1392.76
ATM IV124.8%15.0%160.4%124.0%15.0%
Expected Move4.3%4.3%4.3%4.3%4.3%
HV 20d106.2%96.2%118.7%101.1%105.4%
HV 60d73.8%68.2%79.9%68.7%79.0%
IV Rank27.0%0.0%47.3%28.1%0.0%
IV Percentile27.4%0.0%58.7%20.9%0.0%
Bid-Ask Spread %34.054.45108.51108.515.50
Net GEX00000
Net DEX603200
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
2019-11-01$183.84$0.00124.0%0.0%101.1%28.1%0.0%0.0%0.0%0000.00108.51N/AN/A0000
2019-11-04$189.42$1392.76123.3%0.0%101.2%27.7%0.0%0.0%0.0%0000.0039.72N/AN/A0000
2019-11-05$189.42$1392.76123.8%0.0%96.2%27.9%0.0%0.0%0.0%0000.007.87N/AN/A0000
2019-11-06$194.99$1392.76122.2%0.0%96.6%27.1%0.0%0.0%0.0%0000.0049.34N/AN/A0000
2019-11-07$178.27$1392.76125.6%0.0%100.7%28.9%0.0%0.0%0.0%0000.0054.89N/AN/A0000
2019-11-08$183.84$1392.76160.4%0.0%101.4%47.3%0.0%0.0%0.0%0000.0045.68N/AN/A0000
2019-11-11$183.84$1392.76128.7%0.0%100.7%24.9%0.0%0.0%0.0%0000.005.58N/AN/A0000
2019-11-12$178.27$1392.76131.5%0.0%99.6%26.4%0.0%0.0%0.0%03200.006.67N/AN/A0000
2019-11-13$172.70$1392.76134.3%0.0%98.2%28.1%0.0%0.0%0.0%03100.0046.10N/AN/A0000
2019-11-14$178.27$1392.76132.5%0.0%99.1%27.0%0.0%0.0%0.0%03200.0018.18N/AN/A0000
2019-11-15$155.99$1392.76143.1%0.0%106.5%33.1%0.0%0.0%0.0%02800.005.58N/AN/A0000
2019-11-18$161.56$1392.76142.1%0.0%106.5%32.5%0.0%0.0%0.0%0000.005.50N/AN/A0000
2019-11-19$183.84$1392.76132.9%0.0%117.1%27.3%0.0%0.0%0.0%0000.0039.86N/AN/A0000
2019-11-20$172.70$1392.76138.2%0.0%118.7%30.3%0.0%0.0%0.0%0000.0042.31N/AN/A0000
2019-11-21$172.70$1392.76138.7%0.0%118.1%30.6%0.0%0.0%0.0%0000.0096.21N/AN/A0000
2019-11-22$172.70$1392.76104.8%0.0%117.7%11.2%0.0%0.0%0.0%0000.0027.38N/AN/A0000
2019-11-25$167.13$1392.7615.0%4.3%116.2%0.0%0.0%0.0%0.0%0000.004.45N/AN/A0000
2019-11-26$161.56$1392.760.0%0.0%116.7%0.0%0.0%0.0%0.0%0000.0033.88N/AN/A0000
2019-11-27$161.56$1392.760.0%0.0%105.3%0.0%0.0%0.0%0.0%0000.0037.85N/AN/A0000
2019-11-29$155.99$1392.760.0%0.0%105.4%0.0%0.0%0.0%0.0%0000.005.50N/AN/A0000