DSS Options History — June 2020

In June 2020, DSS traded between $142.62 and $186.63. ATM implied volatility averaged 94.4%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded below realized volatility by 24.4% (HV 20d: 118.7%). Max pain ranged from $46.43 to $46.43. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.10.

Notable Days

  • 2020-06-17: Highest Volume — 4 contracts
  • 2020-06-09: Largest IV drop — 100.0% change
  • 2020-06-22: Highest IV Rank — 39.3%
  • 2020-06-16: Largest Expected Move — 29.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$160.96$142.62$186.63$154.32$151.72
Max Pain$46.43$46.43$46.43$46.43$46.43
ATM IV94.4%82.0%145.8%83.1%97.3%
Expected Move27.0%24.5%29.0%28.0%27.9%
HV 20d118.7%92.8%140.3%93.3%136.6%
HV 60d157.4%125.7%223.9%223.8%125.7%
IV Rank23.9%20.1%39.3%20.5%24.7%
IV Percentile12.9%6.5%37.4%7.5%16.2%
Bid-Ask Spread %129.1051.66166.6793.9871.85
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX-38.0K-52.3K-18.0K-43.2K-18.8K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.100.000.500.000.00
Total Volume0.350410
Total OI2.41331

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$154.32$46.4383.1%0.0%93.3%20.5%0.0%0.0%0.0%0-43.2K00.0093.98N/AN/A1030
2020-06-02$150.42$46.4382.0%0.0%93.2%20.1%0.0%0.0%0.0%0-42.1K00.00110.74N/AN/A0030
2020-06-03$158.96$46.4385.7%0.0%93.3%21.3%0.0%0.0%0.0%0-44.5K00.00113.16N/AN/A0030
2020-06-05$161.75$46.4387.6%0.0%92.8%21.8%0.0%0.0%0.0%0-45.3K00.0093.98N/AN/A0030
2020-06-08$183.47$46.4396.2%0.0%103.0%24.4%0.0%0.0%0.0%0-51.4K00.50114.67N/AN/A0030
2020-06-09$183.66$46.430.0%0.0%99.2%0.0%0.0%0.0%0.0%0-51.4K00.00102.17N/AN/A1030
2020-06-10$173.07$46.4393.7%0.0%101.6%23.7%0.0%0.0%0.0%0-48.5K00.00113.16N/AN/A0030
2020-06-11$150.05$46.4385.5%0.0%113.3%21.2%0.0%0.0%0.0%0-42.0K00.0051.66N/AN/A0030
2020-06-12$165.83$46.4392.2%0.0%115.6%23.2%0.0%0.0%0.0%0-46.4K00.00110.74N/AN/A0030
2020-06-15$177.34$46.4397.6%28.0%117.5%24.8%0.0%0.0%0.0%0-49.7K00.00166.67N/AN/A0030
2020-06-16$186.63$46.43101.2%29.0%113.0%25.9%0.0%0.0%0.0%0-52.3K00.00166.67N/AN/A0030
2020-06-17$148.19$46.4387.4%25.0%140.1%21.7%0.0%0.0%0.0%0-41.5K00.00166.67N/AN/A4030
2020-06-18$142.62$46.4385.3%24.5%140.3%21.1%0.0%0.0%0.0%0-42.2K00.00166.67N/AN/A0030
2020-06-19$143.73$46.4386.3%24.7%138.4%21.4%0.0%0.0%0.0%0-42.6K00.00166.67N/AN/A0030
2020-06-22$145.22$46.43145.8%0.0%138.4%39.3%0.0%0.0%0.0%0-18.0K00.00125.83N/AN/A0010
2020-06-24$159.15$46.4395.7%27.4%136.7%24.2%0.0%0.0%0.0%0-19.7K00.00146.67N/AN/A1010
2020-06-25$161.19$46.4397.1%27.8%136.5%24.7%0.0%0.0%0.0%0-20.0K00.00166.67N/AN/A0010
2020-06-26$165.46$46.4399.4%28.5%135.5%25.4%0.0%0.0%0.0%0-20.5K00.00166.67N/AN/A0010
2020-06-29$156.36$46.4397.3%27.9%136.4%24.7%0.0%0.0%0.0%0-19.4K00.00166.67N/AN/A0010
2020-06-30$151.72$46.430.0%0.0%136.6%0.0%0.0%0.0%0.0%0-18.8K00.0071.85N/AN/A0010