DSS Options History — May 2020

In May 2020, DSS traded between $132.96 and $183.84. ATM implied volatility averaged 126.4%, placing in the 33.5% IV rank vs the trailing year. IV traded below realized volatility by 4.2% (HV 20d: 130.6%). Max pain ranged from $46.43 to $1392.76. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.17.

Notable Days

  • 2020-05-11: Highest Volume — 3 contracts
  • 2020-05-04: Largest IV spike — 248.1% change
  • 2020-05-06: Highest IV Rank — 92.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$155.10$132.96$183.84$183.84$138.35
Max Pain$400.72$46.43$1392.76$1392.76$46.43
ATM IV126.4%72.5%321.6%83.0%75.4%
HV 20d130.6%81.6%151.6%146.6%82.4%
HV 60d234.9%223.0%242.7%242.1%223.0%
IV Rank33.5%17.3%92.2%20.4%18.2%
IV Percentile22.3%0.5%98.5%0.5%3.5%
Bid-Ask Spread %100.346.67132.7593.0292.06
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX-35.2K-70.7K240231-38.7K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.002.000.000.00
Total Volume0.250300
Total OI3.10433

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-05-01$183.84$1392.7683.0%0.0%146.6%20.4%0.0%0.0%0.0%023100.0093.02N/AN/A0030
2020-05-04$178.27$1392.76289.0%0.0%147.6%82.3%0.0%0.0%0.0%022400.0123.11N/AN/A0030
2020-05-05$167.13$1392.76314.3%0.0%148.7%89.9%0.0%0.0%0.0%024000.0085.67N/AN/A0030
2020-05-06$161.56$1392.76321.6%0.0%147.7%92.2%0.0%0.0%0.0%023200.0082.73N/AN/A0030
2020-05-07$161.56$1392.76316.8%0.0%144.9%90.7%0.0%0.0%0.0%023200.0080.01N/AN/A0030
2020-05-08$150.79$0.0074.0%0.0%147.9%17.7%0.0%0.0%0.0%0000.00132.75N/AN/A1000
2020-05-11$147.26$46.4373.6%0.0%148.5%17.6%0.0%0.0%0.0%0-64.2K00.0099.12N/AN/A3040
2020-05-12$155.06$46.4376.7%0.0%146.3%18.5%0.0%0.0%0.0%0-66.8K00.00132.16N/AN/A0040
2020-05-13$144.48$46.4373.1%0.0%148.4%17.5%0.0%0.0%0.0%0-62.2K00.00132.16N/AN/A1040
2020-05-14$147.63$46.4374.6%0.0%148.5%17.9%0.0%0.0%0.0%0-63.6K00.00111.91N/AN/A0040
2020-05-15$164.16$46.4380.8%0.0%151.6%19.8%0.0%0.0%0.0%0-70.7K00.00132.16N/AN/A0040
2020-05-18$170.47$46.4383.7%0.0%150.3%20.7%0.0%0.0%0.0%0-48.7K00.00117.20N/AN/A0030
2020-05-19$165.83$46.4382.6%0.0%140.0%20.3%0.0%0.0%0.0%0-47.3K02.00117.20N/AN/A0030
2020-05-20$154.50$46.4379.0%0.0%112.4%19.2%0.0%0.0%0.0%0-43.3K00.00114.67N/AN/A0030
2020-05-21$155.80$46.4379.8%0.0%109.8%19.5%0.0%0.0%0.0%0-43.6K00.00114.67N/AN/A0030
2020-05-22$140.02$46.430.0%0.0%113.8%0.0%0.0%0.0%0.0%0-39.2K00.006.67N/AN/A0030
2020-05-26$144.10$46.4376.9%0.0%110.4%18.6%0.0%0.0%0.0%0-40.4K00.00113.16N/AN/A0030
2020-05-27$138.16$46.4374.7%0.0%85.1%17.9%0.0%0.0%0.0%0-38.7K00.00113.16N/AN/A0030
2020-05-28$132.96$46.4372.5%0.0%81.6%17.3%0.0%0.0%0.0%0-37.2K00.00113.16N/AN/A0030
2020-05-29$138.35$46.4375.4%0.0%82.4%18.2%0.0%0.0%0.0%0-38.7K00.0092.06N/AN/A0030