DSS Options History — January 2020

In January 2020, DSS traded between $144.85 and $183.84. ATM implied volatility averaged 178.8%, placing in the 66.9% IV rank vs the trailing year. IV traded above realized volatility by 125.7% (HV 20d: 53.1%). 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

  • 2020-01-31: Largest IV drop — 21.7% change
  • 2020-01-21: Highest IV Rank — 74.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$169.52$144.85$183.84$172.70$144.85
Max Pain$1392.76$1392.76$1392.76$1392.76$1392.76
ATM IV178.8%141.3%198.0%172.2%141.3%
HV 20d53.1%45.3%58.3%54.5%58.3%
HV 60d78.3%67.5%82.0%82.0%67.5%
IV Rank66.9%51.5%74.7%64.2%51.5%
IV Percentile79.6%38.4%97.2%74.0%38.4%
Bid-Ask Spread %89.006.67117.9081.67101.44
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
2020-01-02$172.70$1392.76172.2%0.0%54.5%64.2%0.0%0.0%0.0%0000.0081.67N/AN/A0000
2020-01-03$183.84$1392.76167.4%0.0%57.1%62.2%0.0%0.0%0.0%0000.0098.91N/AN/A0000
2020-01-06$183.84$0.00170.8%0.0%54.7%63.6%0.0%0.0%0.0%0000.007.88N/AN/A0000
2020-01-07$178.27$0.00174.9%0.0%56.5%65.3%0.0%0.0%0.0%0000.0094.76N/AN/A0000
2020-01-08$178.27$0.00176.1%0.0%54.0%65.8%0.0%0.0%0.0%0000.0093.15N/AN/A0000
2020-01-09$172.70$0.00180.5%0.0%54.9%67.6%0.0%0.0%0.0%0000.00114.58N/AN/A0000
2020-01-10$167.13$0.00185.1%0.0%56.7%69.4%0.0%0.0%0.0%0000.00114.31N/AN/A0000
2020-01-13$167.13$0.00189.2%0.0%54.4%71.1%0.0%0.0%0.0%0000.0087.92N/AN/A0000
2020-01-14$172.70$0.00187.2%0.0%54.1%70.3%0.0%0.0%0.0%0000.00111.46N/AN/A0000
2020-01-15$167.13$0.00192.1%0.0%50.1%72.3%0.0%0.0%0.0%0000.0084.66N/AN/A0000
2020-01-16$167.13$0.00193.6%0.0%50.1%72.9%0.0%0.0%0.0%0000.00109.55N/AN/A0000
2020-01-17$172.70$0.00191.6%0.0%49.3%72.1%0.0%0.0%0.0%0000.00102.25N/AN/A0000
2020-01-21$172.70$0.00198.0%0.0%46.8%74.7%0.0%0.0%0.0%0000.0084.84N/AN/A0000
2020-01-22$183.84$0.00192.9%0.0%45.3%72.6%0.0%0.0%0.0%0000.006.67N/AN/A0000
2020-01-23$178.27$0.00198.0%0.0%47.1%74.7%0.0%0.0%0.0%0000.0087.27N/AN/A0000
2020-01-24$172.70$0.00158.6%0.0%48.9%58.6%0.0%0.0%0.0%0000.00117.90N/AN/A0000
2020-01-27$161.56$0.00166.9%0.0%54.9%62.0%0.0%0.0%0.0%0000.0081.41N/AN/A0000
2020-01-28$161.56$0.00167.4%0.0%54.9%62.2%0.0%0.0%0.0%0000.0092.80N/AN/A0000
2020-01-29$155.99$1392.76171.7%0.0%54.7%64.0%0.0%0.0%0.0%0000.0094.69N/AN/A0000
2020-01-30$144.85$1392.76180.4%0.0%58.3%67.5%0.0%0.0%0.0%0000.00100.97N/AN/A0000
2020-01-31$144.85$1392.76141.3%0.0%58.3%51.5%0.0%0.0%0.0%0000.00101.44N/AN/A0000