DSS Options History — February 2012

Name: DSS Options Analytics - February 2012
Creator: Options Analysis Suite

In February 2012, DSS traded between $9760.45 and $10428.97. ATM implied volatility averaged 101.9%. The 30-day expected move averaged 38.7%. Net GEX was positive for 2 of 9 trading days. Term structure was in contango for 2 of 9 days. Put/call ratio averaged 0.00.

Notable Days

2012-02-22: Largest IV spike — 731.9% change
2012-02-24: Largest Expected Move — 57.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10201.18	$9760.45	$10428.97	$9760.45	$10094.71
ATM IV	101.9%	19.1%	199.8%	22.6%	19.1%
Expected Move	38.7%	6.5%	57.3%	6.5%	19.7%
Term Structure	12.2%	1.7%	22.8%	22.8%	1.7%
Bid-Ask Spread %	194.07	184.97	196.43	196.43	194.35
Gamma HHI	0.98	0.96	1.00	1.00	0.96
Net GEX	69	0	315	0	306
Net DEX	-1.2K	-5.5K	0	0	-5.5K
Net VEX	-10	-45	0	0	-45
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (9 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall
2012-02-16	$9760.45	$0.00	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0	0	0	196.43	N/A	N/A
2012-02-17	$10295.26	$0.00	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0	0	0	195.40	N/A	N/A
2012-02-21	$10406.69	$0.00	22.6%	6.5%	0.0%	0.0%	0.0%	0.0%	22.8%	0	0	0	194.09	N/A	N/A
2012-02-22	$10139.28	$0.00	187.9%	53.9%	0.0%	0.0%	0.0%	0.0%	0.0%	0	0	0	196.43	N/A	N/A
2012-02-23	$10339.83	$0.00	195.5%	56.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0	0	0	195.40	N/A	N/A
2012-02-24	$10339.83	$0.00	199.8%	57.3%	0.0%	0.0%	0.0%	0.0%	0.0%	0	0	0	195.32	N/A	N/A
2012-02-27	$10428.97	$0.00	68.6%	19.7%	0.0%	0.0%	0.0%	0.0%	1.7%	0	0	0	184.97	N/A	N/A
2012-02-28	$10005.57	$0.00	19.8%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	315	-5.0K	-44	194.25	N/A	N/A
2012-02-29	$10094.71	$0.00	19.1%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	306	-5.5K	-45	194.35	N/A	N/A