DSS Options History — December 2019

In December 2019, DSS traded between $144.85 and $172.70. ATM implied volatility averaged 160.2%, placing in the 59.3% IV rank vs the trailing year. IV traded above realized volatility by 89.7% (HV 20d: 70.5%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2019-12-04: Largest IV drop — 100.0% change
  • 2019-12-03: Highest IV Rank — 75.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$155.99$144.85$172.70$150.42$172.70
Max Pain$1392.76$1392.76$1392.76$1392.76$1392.76
ATM IV160.2%146.9%199.2%199.2%146.9%
HV 20d70.5%51.3%86.7%86.3%54.5%
HV 60d80.8%78.8%82.8%79.3%82.3%
IV Rank59.3%53.9%75.2%75.2%53.9%
IV Percentile60.9%48.4%97.8%97.8%48.4%
Bid-Ask Spread %87.635.50126.5125.9881.40
Net GEX00000
Net DEX00000
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 (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$150.42$1392.760.0%0.0%86.3%0.0%0.0%0.0%0.0%0000.0025.98N/AN/A0000
2019-12-03$150.42$1392.76199.2%0.0%85.1%75.2%0.0%0.0%0.0%0000.0042.06N/AN/A0000
2019-12-04$155.99$1392.760.0%0.0%86.7%0.0%0.0%0.0%0.0%0000.0044.34N/AN/A0000
2019-12-05$150.42$0.000.0%0.0%85.9%0.0%0.0%0.0%0.0%0000.0090.94N/AN/A0000
2019-12-06$150.42$0.000.0%0.0%81.1%0.0%0.0%0.0%0.0%0000.0093.46N/AN/A0000
2019-12-09$144.85$0.000.0%0.0%80.3%0.0%0.0%0.0%0.0%0000.00115.14N/AN/A0000
2019-12-10$150.42$0.000.0%0.0%82.2%0.0%0.0%0.0%0.0%0000.00109.43N/AN/A0000
2019-12-11$150.42$0.000.0%0.0%81.8%0.0%0.0%0.0%0.0%0000.00119.33N/AN/A0000
2019-12-12$144.85$0.000.0%0.0%82.1%0.0%0.0%0.0%0.0%0000.00126.51N/AN/A0000
2019-12-13$150.42$0.00152.1%0.0%82.5%56.0%0.0%0.0%0.0%0000.00110.90N/AN/A0000
2019-12-16$161.56$0.000.0%0.0%72.8%0.0%0.0%0.0%0.0%0000.005.50N/AN/A0000
2019-12-17$161.56$0.000.0%0.0%71.8%0.0%0.0%0.0%0.0%0000.00112.73N/AN/A0000
2019-12-18$155.99$0.000.0%0.0%54.0%0.0%0.0%0.0%0.0%0000.00112.89N/AN/A0000
2019-12-19$150.42$0.000.0%0.0%51.3%0.0%0.0%0.0%0.0%0000.00114.31N/AN/A0000
2019-12-20$161.56$0.000.0%0.0%58.3%0.0%0.0%0.0%0.0%0000.00116.22N/AN/A0000
2019-12-23$161.56$0.00181.5%0.0%58.3%68.0%0.0%0.0%0.0%0000.0087.07N/AN/A0000
2019-12-24$161.56$0.00150.0%0.0%57.3%55.1%0.0%0.0%0.0%0000.0081.48N/AN/A0000
2019-12-26$161.56$1392.76150.9%0.0%56.0%55.5%0.0%0.0%0.0%0000.0082.24N/AN/A0000
2019-12-27$161.56$1392.76151.3%0.0%56.0%55.6%0.0%0.0%0.0%0000.0084.14N/AN/A0000
2019-12-30$167.13$1392.76149.5%0.0%55.6%54.9%0.0%0.0%0.0%0000.0084.09N/AN/A0000
2019-12-31$172.70$1392.76146.9%0.0%54.5%53.9%0.0%0.0%0.0%0000.0081.40N/AN/A0000