DSS Options History — March 2020

In March 2020, DSS traded between $83.57 and $172.70. ATM implied volatility averaged 194.1%, placing in the 59.9% IV rank vs the trailing year. IV traded below realized volatility by 100.9% (HV 20d: 294.9%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.02.

Notable Days

  • 2020-03-12: Highest Volume — 3 contracts
  • 2020-03-17: Largest IV spike — 134.6% change
  • 2020-03-17: Highest IV Rank — 100.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$114.21$83.57$172.70$122.56$111.42
Max Pain$1392.76$1392.76$1392.76$1392.76$1392.76
ATM IV194.1%124.0%347.7%174.7%339.7%
HV 20d294.9%183.0%369.5%183.0%350.9%
HV 60d181.6%113.9%227.4%113.9%227.4%
IV Rank59.9%32.8%100.0%65.2%97.6%
IV Percentile73.5%12.9%100.0%68.4%99.5%
Bid-Ask Spread %97.0418.02163.4890.0095.66
Net GEX00000
Net DEX530189040
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.020.000.250.000.00
Total Volume0.1360300
Total OI2.4091412

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-03-02$122.56$1392.76174.7%0.0%183.0%65.2%0.0%0.0%0.0%0000.0090.00N/AN/A0010
2020-03-03$111.42$1392.76184.3%0.0%185.5%69.1%0.0%0.0%0.0%0000.0082.80N/AN/A0010
2020-03-04$116.99$1392.760.0%0.0%186.8%0.0%0.0%0.0%0.0%0000.0019.85N/AN/A0010
2020-03-05$111.42$1392.76185.9%0.0%186.3%69.8%0.0%0.0%0.0%0000.00140.00N/AN/A0020
2020-03-06$111.42$1392.760.0%0.0%186.2%0.0%0.0%0.0%0.0%0000.00121.32N/AN/A0020
2020-03-09$94.71$1392.760.0%0.0%193.5%0.0%0.0%0.0%0.0%0000.00161.05N/AN/A0020
2020-03-10$89.14$1392.760.0%0.0%193.8%0.0%0.0%0.0%0.0%0000.00154.81N/AN/A0020
2020-03-11$83.57$1392.760.0%0.0%194.3%0.0%0.0%0.0%0.0%0000.00147.64N/AN/A0020
2020-03-12$172.70$1392.76152.8%0.0%329.7%56.3%0.0%0.0%0.0%0000.00154.23N/AN/A3020
2020-03-13$105.85$1392.76198.7%0.0%369.5%75.0%0.0%0.0%0.0%015200.01163.48N/AN/A0040
2020-03-16$100.28$1392.76148.2%0.0%365.9%54.4%0.0%0.0%0.0%014400.25137.02N/AN/A0040
2020-03-17$100.28$1392.76347.7%0.0%365.9%100.0%0.0%0.0%0.0%014400.04105.52N/AN/A0040
2020-03-18$94.71$1392.76152.8%0.0%366.3%41.4%0.0%0.0%0.0%015300.0048.70N/AN/A0040
2020-03-19$100.28$1392.76149.4%0.0%367.1%40.4%0.0%0.0%0.0%016200.0089.22N/AN/A0040
2020-03-20$116.99$1392.76196.0%0.0%360.8%54.4%0.0%0.0%0.0%018900.06116.80N/AN/A0040
2020-03-23$122.56$1392.76194.5%0.0%354.0%53.9%0.0%0.0%0.0%02200.0064.95N/AN/A0020
2020-03-24$116.99$1392.76183.4%0.0%353.9%50.6%0.0%0.0%0.0%02100.0067.22N/AN/A0020
2020-03-25$128.13$1392.76192.3%0.0%351.7%53.3%0.0%0.0%0.0%02300.0083.60N/AN/A0020
2020-03-26$128.13$1392.76193.4%0.0%349.2%53.6%0.0%0.0%0.0%02300.0844.24N/AN/A0020
2020-03-27$150.42$1392.76124.0%0.0%343.0%32.8%0.0%0.0%0.0%05400.1018.02N/AN/A0020
2020-03-30$122.56$1392.76181.2%0.0%350.9%50.0%0.0%0.0%0.0%04400.0028.68N/AN/A0020
2020-03-31$111.42$1392.76339.7%0.0%350.9%97.6%0.0%0.0%0.0%04000.0095.66N/AN/A0020