DSS Options History — October 2014

In October 2014, DSS traded between $1158.77 and $1827.30. ATM implied volatility averaged 155.7%, placing in the 66.2% IV rank vs the trailing year. The 30-day expected move averaged 40.7%. IV traded above realized volatility by 64.4% (HV 20d: 91.3%). Max pain ranged from $5571.03 to $5571.03. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.33.

Notable Days

2014-10-08: Largest IV spike — 45.4% change
2014-10-08: Highest IV Rank — 97.5%
2014-10-09: Largest Expected Move — 54.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1608.33	$1158.77	$1827.30	$1805.01	$1225.63
Max Pain	$5571.03	$5571.03	$5571.03	$5571.03	$5571.03
ATM IV	155.7%	106.0%	195.4%	142.0%	188.8%
Expected Move	40.7%	26.4%	54.1%	39.5%	37.8%
HV 20d	91.3%	71.6%	108.5%	93.2%	88.2%
HV 60d	69.9%	63.4%	79.4%	63.4%	79.4%
IV Rank	66.2%	27.1%	97.5%	55.5%	92.3%
IV Percentile	78.8%	26.6%	98.8%	72.6%	96.4%
Term Structure	-59.9%	-69.2%	-46.3%	-57.6%	-46.3%
Bid-Ask Spread %	38.74	8.06	116.18	8.06	27.94
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	0	0	0	0	0
Net DEX	293.9K	213.5K	337.8K	317.2K	226.6K
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.07	0.75	0.45	0.09
Total Volume	0	0	0	0	0
Total OI	3	3	3	3	3

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	DEX	P/C	Spread %	Call Wall	Put Wall	Call OI	Put OI
2014-10-01	$1805.01	$5571.03	142.0%	39.5%	93.2%	55.5%	0.0%	0.0%	0.0%	317.2K	0.00	8.06	N/A	N/A	1	2
2014-10-02	$1671.31	$5571.03	162.0%	36.7%	95.5%	71.2%	0.0%	0.0%	0.0%	301.2K	0.00	11.09	N/A	N/A	1	2
2014-10-03	$1782.73	$5571.03	133.2%	43.6%	99.4%	48.5%	0.0%	0.0%	0.0%	321.6K	0.00	65.64	N/A	N/A	1	2
2014-10-06	$1671.31	$5571.03	181.3%	44.3%	99.8%	86.4%	0.0%	0.0%	-57.6%	301.2K	0.00	44.44	N/A	N/A	1	2
2014-10-07	$1671.31	$5571.03	134.4%	39.8%	96.5%	49.5%	0.0%	0.0%	0.0%	300.7K	0.00	33.60	N/A	N/A	1	2
2014-10-08	$1559.89	$5571.03	195.4%	40.4%	97.0%	97.5%	0.0%	0.0%	0.0%	281.2K	0.45	10.98	N/A	N/A	1	2
2014-10-09	$1537.60	$5571.03	119.4%	54.1%	96.9%	37.6%	0.0%	0.0%	0.0%	284.2K	0.45	54.16	N/A	N/A	1	2
2014-10-10	$1604.46	$5571.03	106.0%	43.3%	99.2%	27.1%	0.0%	0.0%	0.0%	297.6K	0.45	66.43	N/A	N/A	1	2
2014-10-13	$1760.45	$5571.03	130.5%	27.1%	106.7%	46.4%	0.0%	0.0%	0.0%	326.4K	0.45	116.18	N/A	N/A	1	2
2014-10-14	$1827.30	$5571.03	132.7%	30.5%	108.5%	48.1%	0.0%	0.0%	0.0%	337.8K	0.45	23.71	N/A	N/A	1	2
2014-10-15	$1782.73	$5571.03	191.5%	43.0%	108.5%	94.5%	0.0%	0.0%	-66.3%	329.5K	0.75	48.38	N/A	N/A	1	2
2014-10-16	$1738.16	$5571.03	123.0%	39.0%	108.5%	40.4%	0.0%	0.0%	0.0%	318.2K	0.00	17.90	N/A	N/A	1	2
2014-10-17	$1693.59	$5571.03	176.6%	38.7%	89.8%	82.7%	0.0%	0.0%	-69.2%	310.0K	0.00	33.52	N/A	N/A	1	2
2014-10-20	$1693.59	$5571.03	190.6%	47.2%	87.8%	93.7%	0.0%	0.0%	0.0%	310.0K	0.75	42.80	N/A	N/A	1	2
2014-10-21	$1693.59	$5571.03	149.9%	43.3%	77.2%	61.7%	0.0%	0.0%	0.0%	310.0K	0.75	38.46	N/A	N/A	1	2
2014-10-22	$1604.46	$5571.03	148.8%	43.8%	78.8%	60.8%	0.0%	0.0%	0.0%	294.6K	0.13	36.31	N/A	N/A	1	2
2014-10-23	$1582.17	$5571.03	165.0%	47.6%	78.8%	73.6%	0.0%	0.0%	-46.3%	290.5K	0.13	11.13	N/A	N/A	1	2
2014-10-24	$1559.89	$5571.03	135.3%	44.4%	71.6%	50.2%	0.0%	0.0%	0.0%	285.8K	0.07	22.01	N/A	N/A	1	2
2014-10-27	$1582.17	$5571.03	140.6%	51.9%	72.2%	54.4%	0.0%	0.0%	0.0%	291.9K	0.07	42.92	N/A	N/A	1	2
2014-10-28	$1493.04	$5571.03	151.5%	33.4%	72.2%	63.0%	0.0%	0.0%	0.0%	273.6K	0.11	20.35	N/A	N/A	1	2
2014-10-29	$1292.48	$5571.03	187.9%	26.4%	85.5%	91.6%	0.0%	0.0%	0.0%	235.4K	0.09	13.11	N/A	N/A	1	2
2014-10-30	$1158.77	$5571.03	194.8%	0.0%	89.2%	97.0%	0.0%	0.0%	0.0%	213.5K	0.09	101.91	N/A	N/A	1	2
2014-10-31	$1225.63	$5571.03	188.8%	37.8%	88.2%	92.3%	0.0%	0.0%	0.0%	226.6K	0.09	27.94	N/A	N/A	1	2