DSS Options History — November 2014

In November 2014, DSS traded between $958.22 and $1693.59. ATM implied volatility averaged 151.9%, placing in the 62.9% IV rank vs the trailing year. The 30-day expected move averaged 40.7%. IV traded above realized volatility by 12.5% (HV 20d: 139.4%). Max pain ranged from $5571.03 to $5571.03. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.15.

Notable Days

2014-11-18: Largest IV spike — 59.1% change
2014-11-18: Highest IV Rank — 100.0%
2014-11-04: Largest Expected Move — 52.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1243.22	$958.22	$1693.59	$1225.63	$1203.34
Max Pain	$5571.03	$5571.03	$5571.03	$5571.03	$5571.03
ATM IV	151.9%	125.5%	199.7%	196.4%	155.3%
Expected Move	40.7%	35.5%	52.6%	35.5%	42.2%
HV 20d	139.4%	74.9%	196.9%	86.7%	186.6%
HV 60d	105.1%	79.2%	130.3%	79.2%	130.3%
IV Rank	62.9%	42.5%	100.0%	98.3%	65.3%
IV Percentile	77.1%	54.4%	100.0%	99.2%	84.5%
Term Structure	-81.6%	-82.2%	-80.9%	-82.2%	-80.9%
Bid-Ask Spread %	26.01	9.87	60.85	12.77	10.77
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	0	0	0	0	0
Net DEX	228.3K	176.3K	311.6K	223.8K	220.4K
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.09	0.18	0.09	0.14
Total Volume	0	0	0	0	0
Total OI	3	3	3	3	3

Daily Data (19 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
2014-11-03	$1225.63	$5571.03	196.4%	35.5%	86.7%	98.3%	0.0%	0.0%	0.0%	223.8K	0.09	12.77	N/A	N/A	1	2
2014-11-04	$1203.34	$5571.03	183.5%	52.6%	86.5%	88.1%	0.0%	0.0%	0.0%	219.3K	0.09	60.85	N/A	N/A	1	2
2014-11-05	$1181.06	$5571.03	134.1%	38.5%	84.3%	49.3%	0.0%	0.0%	0.0%	218.9K	0.09	9.87	N/A	N/A	1	2
2014-11-06	$1091.92	$5571.03	133.6%	38.3%	87.3%	48.8%	0.0%	0.0%	0.0%	200.9K	0.17	9.87	N/A	N/A	1	2
2014-11-07	$1047.35	$5571.03	144.6%	41.4%	84.8%	57.5%	0.0%	0.0%	0.0%	192.7K	0.17	13.42	N/A	N/A	1	2
2014-11-10	$958.22	$5571.03	145.4%	41.7%	76.5%	58.1%	0.0%	0.0%	0.0%	176.3K	0.17	10.91	N/A	N/A	1	2
2014-11-11	$980.50	$5571.03	158.4%	45.4%	74.9%	68.4%	0.0%	0.0%	0.0%	178.8K	0.16	13.10	N/A	N/A	1	2
2014-11-12	$1047.35	$5571.03	130.4%	0.0%	82.5%	46.3%	0.0%	0.0%	0.0%	192.7K	0.16	59.37	N/A	N/A	1	2
2014-11-13	$1114.21	$5571.03	126.6%	36.3%	88.3%	43.4%	0.0%	0.0%	0.0%	205.0K	0.16	26.37	N/A	N/A	1	2
2014-11-14	$1693.59	$5571.03	176.6%	40.1%	179.6%	82.7%	0.0%	0.0%	-82.2%	311.6K	0.00	15.24	N/A	N/A	1	2
2014-11-17	$1493.04	$5571.03	125.5%	36.0%	185.1%	42.5%	0.0%	0.0%	0.0%	274.7K	0.18	13.80	N/A	N/A	1	2
2014-11-18	$1559.89	$5571.03	199.7%	38.5%	186.0%	100.0%	0.0%	0.0%	-80.9%	286.6K	0.18	16.99	N/A	N/A	1	2
2014-11-19	$1515.32	$5571.03	134.8%	38.6%	185.3%	49.3%	0.0%	0.0%	0.0%	278.8K	0.00	13.31	N/A	N/A	1	2
2014-11-20	$1270.19	$5571.03	133.2%	38.2%	195.3%	48.0%	0.0%	0.0%	0.0%	233.2K	0.14	14.81	N/A	N/A	1	2
2014-11-21	$1292.48	$5571.03	172.4%	49.4%	195.5%	78.7%	0.0%	0.0%	0.0%	237.7K	0.14	59.56	N/A	N/A	1	2
2014-11-24	$1314.76	$5571.03	135.9%	39.0%	195.6%	50.1%	0.0%	0.0%	0.0%	241.3K	0.00	13.50	N/A	N/A	1	2
2014-11-25	$1203.34	$5571.03	148.6%	42.6%	196.9%	60.0%	0.0%	0.0%	0.0%	219.3K	0.14	60.19	N/A	N/A	1	2
2014-11-26	$1225.63	$5571.03	150.1%	39.0%	190.6%	61.2%	0.0%	0.0%	0.0%	225.3K	0.00	59.49	N/A	N/A	1	2
2014-11-28	$1203.34	$5571.03	155.3%	42.2%	186.6%	65.3%	0.0%	0.0%	0.0%	220.4K	0.00	10.77	N/A	N/A	1	2