DSS Options History — October 2020 In October 2020, DSS traded between $75.39 and $136.49. ATM implied volatility averaged 107.4%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 30.8%. IV traded below realized volatility by 5.1% (HV 20d: 112.5%). Max pain ranged from $46.43 to $46.43. Net GEX was positive for 22 of 22 trading days. Put/call ratio averaged 0.31.
Notable Days 2020-10-26 : Highest Volume — 35 contracts2020-10-30 : Largest IV spike — 109.3% change2020-10-19 : Highest IV Rank — 55.3%2020-10-19 : Largest Expected Move — 57.0%Monthly Statistics Metric Avg Min Max Open Close Price $86.87 $75.39 $136.49 $86.35 $85.61 Max Pain $46.43 $46.43 $46.43 $46.43 $46.43 ATM IV 107.4% 8.4% 198.9% 91.0% 17.6% Expected Move 30.8% 2.4% 57.0% 26.1% 5.1% HV 20d 112.5% 61.8% 246.4% 64.7% 246.4% HV 60d 104.5% 84.9% 159.8% 97.1% 159.8% IV Rank 28.0% 0.0% 55.3% 22.8% 2.7% IV Percentile 35.1% 0.0% 94.6% 17.7% 1.0% VWIV 111.7% 104.9% 124.3% 105.9% 124.3% Bid-Ask Spread % 89.23 11.69 145.06 92.45 34.11 Gamma HHI 0.91 0.66 1.00 0.97 0.99 Net GEX 15 1 65 13 43 Net DEX -8.1K -21.7K -4.9K -5.7K -16.7K Net VEX -1 -5 0 -1 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.00 1.00 1.00 0.00 Total Volume 2.455 0 35 0 0 Total OI 1.182 1 2 1 2
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2020-10-01 $86.35 $46.43 91.0% 26.1% 64.7% 22.8% 105.9% 0.0% 0.0% 13 -5.7K -1 1.00 92.45 N/A N/A 0 0 1 0 2020-10-02 $84.12 $46.43 97.2% 27.9% 61.8% 24.7% 104.9% 0.0% 0.0% 11 -5.6K -1 1.00 91.67 N/A N/A 1 1 1 0 2020-10-05 $84.87 $46.43 97.3% 27.9% 62.1% 24.7% 124.3% 0.0% 0.0% 11 -5.6K -1 0.00 83.73 N/A N/A 0 1 1 0 2020-10-06 $82.08 $46.43 100.0% 28.7% 61.9% 25.5% 0.0% 0.0% 0.0% 10 -5.4K -1 0.00 91.67 N/A N/A 0 0 1 0 2020-10-07 $91.18 $46.43 99.5% 28.5% 74.8% 25.4% 0.0% 0.0% 0.0% 14 -6.1K -1 0.00 91.67 N/A N/A 0 0 1 0 2020-10-08 $85.24 $46.43 101.1% 29.0% 77.6% 25.9% 0.0% 0.0% 0.0% 12 -5.6K -1 0.00 91.67 N/A N/A 0 0 1 0 2020-10-09 $85.61 $46.43 98.1% 28.1% 77.8% 25.0% 0.0% 0.0% 0.0% 12 -5.7K -1 0.00 91.67 N/A N/A 0 0 1 0 2020-10-12 $80.22 $46.43 104.5% 30.0% 80.2% 26.9% 0.0% 0.0% 0.0% 8 -5.3K -1 0.00 91.67 N/A N/A 0 0 1 0 2020-10-13 $78.55 $46.43 105.4% 30.2% 80.1% 27.2% 0.0% 0.0% 0.0% 7 -5.1K 0 0.00 91.67 N/A N/A 0 0 1 0 2020-10-14 $79.48 $46.43 115.5% 33.1% 80.3% 30.2% 0.0% 0.0% 0.0% 8 -5.2K -1 0.00 145.06 N/A N/A 0 0 1 0 2020-10-15 $80.78 $46.43 104.8% 30.0% 80.4% 27.0% 0.0% 0.0% 0.0% 8 -5.3K 0 0.00 117.58 N/A N/A 0 0 1 0 2020-10-16 $78.37 $46.43 187.3% 53.7% 80.3% 51.8% 0.0% 0.0% 0.0% 6 -5.1K 0 0.00 145.06 N/A N/A 0 0 1 0 2020-10-19 $84.49 $46.43 198.9% 57.0% 85.0% 55.3% 0.0% 0.0% 0.0% 12 -5.6K -1 0.00 144.63 N/A N/A 1 0 1 0 2020-10-20 $78.92 $46.43 106.5% 30.5% 87.5% 27.5% 0.0% 0.0% 0.0% 6 -5.1K 0 0.00 116.94 N/A N/A 0 0 1 0 2020-10-21 $75.39 $46.43 191.1% 54.8% 73.5% 52.9% 0.0% 0.0% 0.0% 4 -4.9K 0 0.00 144.63 N/A N/A 0 0 1 0 2020-10-22 $78.18 $46.43 108.3% 31.0% 74.0% 28.0% 0.0% 0.0% 0.0% 6 -5.1K 0 0.00 116.94 N/A N/A 1 0 1 0 2020-10-23 $75.39 $46.43 108.8% 31.2% 74.4% 28.2% 0.0% 0.0% 0.0% 4 -4.9K 0 0.00 116.94 N/A N/A 0 0 1 0 2020-10-26 $136.49 $46.43 0.0% 0.0% 225.2% 0.0% 0.0% 0.0% 0.0% 1 -9.5K 0 0.09 26.00 N/A N/A 32 3 1 0 2020-10-27 $113.65 $46.43 0.0% 0.0% 236.9% 0.0% 0.0% 0.0% 0.0% 18 -21.7K -2 0.11 12.86 N/A N/A 12 1 2 0 2020-10-28 $96.75 $46.43 0.0% 0.0% 244.4% 0.0% 0.0% 0.0% 0.0% 53 -20.7K -5 0.00 12.86 N/A N/A 0 0 2 0 2020-10-29 $89.32 $46.43 8.4% 2.4% 246.1% 0.0% 0.0% 0.0% 0.0% 65 -17.9K -5 0.00 11.69 N/A N/A 1 0 2 0 2020-10-30 $85.61 $46.43 17.6% 5.1% 246.4% 2.7% 0.0% 0.0% 0.0% 43 -16.7K -3 0.00 34.11 N/A N/A 0 0 2 0
« Sep 2020 | All History | Nov 2020 » Home DSS History October 2020