DSS Options History — April 2020

In April 2020, DSS traded between $105.85 and $200.56. ATM implied volatility averaged 190.4%, placing in the 52.7% IV rank vs the trailing year. IV traded below realized volatility by 18.9% (HV 20d: 209.3%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 0.01.

Notable Days

  • 2020-04-22: Highest Volume — 1 contracts
  • 2020-04-30: Largest IV spike — 116.2% change
  • 2020-04-09: Highest IV Rank — 95.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$143.79$105.85$200.56$122.56$189.42
Max Pain$1392.76$1392.76$1392.76$1392.76$1392.76
ATM IV190.4%94.8%333.3%139.9%318.2%
HV 20d209.3%131.0%352.1%352.1%147.5%
HV 60d233.0%228.3%242.1%228.3%242.1%
IV Rank52.7%24.0%95.7%37.5%91.1%
IV Percentile63.7%3.0%99.0%27.4%98.5%
Bid-Ask Spread %94.7210.85149.3710.8597.38
Net GEX00000
Net DEX1372252844238
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.010.000.140.000.00
Total Volume0.1430100
Total OI2.0481323

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-04-01$122.56$1392.76139.9%0.0%352.1%37.5%0.0%0.0%0.0%04400.0010.85N/AN/A0020
2020-04-02$116.99$0.00198.8%0.0%352.1%55.3%0.0%0.0%0.0%04200.00129.96N/AN/A0020
2020-04-03$116.99$0.00188.8%0.0%352.1%52.2%0.0%0.0%0.0%04200.00119.24N/AN/A0020
2020-04-06$111.42$0.00149.2%0.0%347.3%40.3%0.0%0.0%0.0%04000.00125.66N/AN/A0020
2020-04-07$105.85$0.00153.6%0.0%347.1%41.7%0.0%0.0%0.0%03800.00149.37N/AN/A0020
2020-04-08$116.99$0.000.0%0.0%347.4%0.0%0.0%0.0%0.0%04200.0098.53N/AN/A0020
2020-04-09$116.99$1392.76333.3%0.0%224.8%95.7%0.0%0.0%0.0%04200.0079.82N/AN/A0020
2020-04-13$116.99$1392.76177.2%0.0%140.3%48.7%0.0%0.0%0.0%04200.00131.33N/AN/A0020
2020-04-14$128.13$1392.76176.8%0.0%141.6%48.6%0.0%0.0%0.0%04600.00118.27N/AN/A0020
2020-04-15$133.70$1392.76246.6%0.0%141.9%69.6%0.0%0.0%0.0%04800.00145.02N/AN/A0020
2020-04-16$133.70$1392.76177.3%0.0%139.5%48.8%0.0%0.0%0.0%04800.0087.16N/AN/A0020
2020-04-17$128.13$1392.76178.3%0.0%140.2%49.1%0.0%0.0%0.0%04600.0097.53N/AN/A0020
2020-04-20$122.56$1392.76180.4%0.0%131.0%49.7%0.0%0.0%0.0%02200.0086.80N/AN/A0010
2020-04-21$144.85$1392.76179.1%0.0%142.8%49.3%0.0%0.0%0.0%02600.00121.20N/AN/A0010
2020-04-22$183.84$1392.7694.8%0.0%162.7%24.0%0.0%0.0%0.0%03300.0292.28N/AN/A1010
2020-04-23$194.99$1392.76116.9%0.0%161.3%30.6%0.0%0.0%0.0%031500.0170.67N/AN/A1020
2020-04-24$183.84$1392.76196.4%0.0%163.7%54.5%0.0%0.0%0.0%052800.0033.31N/AN/A0020
2020-04-27$167.13$1392.76163.6%0.0%159.3%44.7%0.0%0.0%0.0%048000.0096.39N/AN/A0030
2020-04-28$200.56$1392.76292.0%0.0%150.6%83.3%0.0%0.0%0.0%036000.0018.91N/AN/A1030
2020-04-29$183.84$1392.76147.2%0.0%149.8%39.7%0.0%0.0%0.0%036300.1479.35N/AN/A0030
2020-04-30$189.42$1392.76318.2%0.0%147.5%91.1%0.0%0.0%0.0%023800.0097.38N/AN/A0030