DSS Options History — November 2020

In November 2020, DSS traded between $81.89 and $104.74. ATM implied volatility averaged 14.3%, placing in the 2.3% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded below realized volatility by 188.7% (HV 20d: 203.0%). Max pain ranged from $46.43 to $46.43. Net GEX was positive for 20 of 20 trading days. Put/call ratio averaged 2.50.

Notable Days

  • 2020-11-02: Highest Volume — 7 contracts
  • 2020-11-16: Largest IV spike — 261.2% change
  • 2020-11-09: Highest IV Rank — 5.0%
  • 2020-11-09: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.70$81.89$104.74$86.17$99.54
Max Pain$46.43$46.43$46.43$46.43$46.43
ATM IV14.3%4.3%25.3%12.7%6.9%
Expected Move4.1%1.2%7.2%3.6%2.0%
HV 20d203.0%66.8%246.4%246.4%67.7%
HV 60d153.0%150.0%158.5%158.5%150.0%
IV Rank2.3%0.0%5.0%1.3%0.8%
IV Percentile1.8%0.0%4.5%0.5%1.5%
Bid-Ask Spread %39.0915.1575.6334.1150.00
Gamma HHI1.000.981.001.001.00
Net GEX4510854736
Net DEX-18.8K-23.2K-15.6K-16.8K-22.1K
Net VEX-3-5-1-3-3
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.500.0010.000.000.00
Total Volume0.650770
Total OI22222

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-11-02$86.17$46.4312.7%3.6%246.4%1.3%0.0%0.0%0.0%47-16.8K-30.0034.11N/AN/A7020
2020-11-03$83.38$46.4321.5%6.2%246.4%3.9%0.0%0.0%0.0%27-16.0K-210.0015.15N/AN/A0120
2020-11-04$82.64$46.4322.8%6.5%243.3%4.2%0.0%0.0%0.0%23-15.8K-10.0034.11N/AN/A0020
2020-11-05$86.17$46.4318.0%5.2%242.6%2.8%0.0%0.0%0.0%47-16.8K-30.0032.53N/AN/A0020
2020-11-06$86.17$46.4318.3%5.2%242.6%2.9%0.0%0.0%0.0%47-16.8K-30.0034.11N/AN/A0020
2020-11-09$81.89$46.4325.3%7.2%242.2%5.0%0.0%0.0%0.0%16-15.6K-10.0075.63N/AN/A0020
2020-11-10$87.47$46.4317.2%4.9%243.1%2.6%0.0%0.0%0.0%57-17.2K-30.0050.00N/AN/A1020
2020-11-11$91.55$46.436.3%1.8%243.5%0.0%0.0%0.0%0.0%79-18.8K-40.0048.37N/AN/A0020
2020-11-12$94.71$46.430.0%0.0%243.7%0.0%0.0%0.0%0.0%69-20.0K-40.0034.11N/AN/A0020
2020-11-13$93.96$46.435.3%1.5%243.3%0.0%0.0%0.0%0.0%68-19.7K-40.0034.11N/AN/A0020
2020-11-16$87.28$46.4319.0%5.4%243.7%4.0%0.0%0.0%0.0%57-17.1K-30.0034.11N/AN/A0020
2020-11-17$94.34$46.434.3%1.2%243.7%0.0%0.0%0.0%0.0%66-19.9K-40.0040.27N/AN/A0020
2020-11-18$92.11$46.4310.4%3.0%243.1%1.8%0.0%0.0%0.0%84-19.0K-40.0034.11N/AN/A0020
2020-11-19$91.18$46.4312.6%3.6%243.0%2.4%0.0%0.0%0.0%85-18.6K-40.0045.22N/AN/A0320
2020-11-20$95.26$46.430.0%0.0%242.8%0.0%0.0%0.0%0.0%25-19.9K-50.0018.59N/AN/A0020
2020-11-23$93.78$46.436.9%2.0%108.1%0.8%0.0%0.0%0.0%27-19.3K-50.0039.11N/AN/A0020
2020-11-24$97.68$46.430.0%0.0%90.8%0.0%0.0%0.0%0.0%21-20.9K-40.0032.97N/AN/A0020
2020-11-25$103.99$46.430.0%0.0%73.7%0.0%0.0%0.0%0.0%11-22.9K-30.0043.22N/AN/A0020
2020-11-27$104.74$46.430.0%0.0%66.8%0.0%0.0%0.0%0.0%10-23.2K-20.0051.96N/AN/A1020
2020-11-30$99.54$46.430.0%0.0%67.7%0.0%0.0%0.0%0.0%36-22.1K-30.0050.00N/AN/A0020