DSS Options History — August 2020

In August 2020, DSS traded between $104.55 and $193.31. ATM implied volatility averaged 139.6%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 40.0%. IV traded above realized volatility by 37.4% (HV 20d: 102.2%). Max pain ranged from $46.43 to $46.43. Net GEX was positive for 18 of 21 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-08-10: Highest Volume — 5 contracts
  • 2020-08-05: Largest IV drop — 100.0% change
  • 2020-08-10: Highest IV Rank — 43.7%
  • 2020-08-10: Largest Expected Move — 46.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$139.66$104.55$193.31$148.75$118.11
Max Pain$46.43$46.43$46.43$46.43$46.43
ATM IV139.6%126.0%160.3%130.2%126.0%
Expected Move40.0%36.1%46.0%37.3%36.1%
HV 20d102.2%67.9%141.9%141.9%113.5%
HV 60d126.5%121.6%130.2%121.8%127.4%
IV Rank37.4%33.4%43.7%34.6%33.4%
IV Percentile43.2%30.2%62.1%35.9%30.2%
VWIV185.7%185.7%185.7%185.7%185.7%
Bid-Ask Spread %102.3810.85155.5614.4712.86
Gamma HHI1.000.981.001.000.99
Net GEX301427
Net DEX-23.7K-30.2K-19.0K-23.2K-21.5K
Net VEX-0-100-1
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.3810500
Total OI22222

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$148.75$46.430.0%0.0%141.9%0.0%0.0%0.0%0.0%2-23.2K00.0014.47N/AN/A0020
2020-08-04$155.80$46.43130.2%37.3%96.1%34.6%185.7%0.0%0.0%1-24.3K00.00133.33N/AN/A0020
2020-08-05$162.67$46.430.0%0.0%96.5%0.0%0.0%0.0%0.0%1-25.4K00.0017.49N/AN/A0020
2020-08-06$160.82$46.430.0%0.0%97.0%0.0%0.0%0.0%0.0%1-25.1K00.0014.68N/AN/A0020
2020-08-07$176.04$46.43146.1%41.9%72.2%39.4%0.0%0.0%0.0%0-27.5K00.00133.33N/AN/A0020
2020-08-10$193.31$46.43160.3%46.0%67.9%43.7%0.0%0.0%0.0%0-30.2K00.00133.33N/AN/A5020
2020-08-11$162.67$46.43146.1%41.9%95.1%39.4%0.0%0.0%0.0%0-27.2K00.00133.33N/AN/A0020
2020-08-12$145.96$46.43136.9%39.2%102.9%36.6%0.0%0.0%0.0%1-25.1K00.00155.56N/AN/A0020
2020-08-13$143.18$46.43136.8%39.2%102.8%36.6%0.0%0.0%0.0%1-24.7K00.00155.56N/AN/A0020
2020-08-14$135.38$46.43132.3%37.9%104.7%35.3%0.0%0.0%0.0%2-23.3K00.00155.56N/AN/A0020
2020-08-17$138.90$46.43141.5%40.6%102.5%38.0%0.0%0.0%0.0%1-23.9K00.00133.33N/AN/A0020
2020-08-18$129.99$46.43135.7%38.9%104.8%36.3%0.0%0.0%0.0%3-22.4K00.00133.33N/AN/A0020
2020-08-19$133.15$46.43140.9%40.4%105.2%37.8%0.0%0.0%0.0%2-22.9K00.00133.33N/AN/A3020
2020-08-20$132.03$46.43142.2%40.8%105.1%38.2%0.0%0.0%0.0%2-24.2K00.00133.33N/AN/A0020
2020-08-21$127.95$46.43140.7%40.3%105.4%37.8%0.0%0.0%0.0%3-23.4K00.00133.33N/AN/A0020
2020-08-24$117.92$46.43137.1%39.3%106.9%36.7%0.0%0.0%0.0%4-21.6K00.00133.33N/AN/A0020
2020-08-25$119.59$46.430.0%0.0%106.5%0.0%0.0%0.0%0.0%7-21.8K-10.0010.85N/AN/A0020
2020-08-26$116.43$46.43141.0%40.4%102.6%37.9%0.0%0.0%0.0%5-21.3K00.00133.33N/AN/A0020
2020-08-27$104.55$46.43126.0%36.1%107.5%33.4%0.0%0.0%0.0%12-19.0K-10.00133.33N/AN/A0020
2020-08-28$109.56$46.430.0%0.0%108.9%0.0%0.0%0.0%0.0%14-19.9K-10.0012.86N/AN/A0020
2020-08-31$118.11$46.430.0%0.0%113.5%0.0%0.0%0.0%0.0%7-21.5K-10.0012.86N/AN/A0020