DSS Options History — June 2015 In June 2015, DSS traded between $579.39 and $668.52. ATM implied volatility averaged 161.6%, placing in the 71.5% IV rank vs the trailing year. IV traded above realized volatility by 76.9% (HV 20d: 84.8%). Max pain ranged from $5571.03 to $5571.03. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 12.27.
Notable Days 2015-06-03 : Largest IV drop — 100.0% change2015-06-26 : Highest IV Rank — 98.3%Monthly Statistics Metric Avg Min Max Open Close Price $618.89 $579.39 $668.52 $579.39 $601.67 Max Pain $5571.03 $5571.03 $5571.03 $5571.03 $5571.03 ATM IV 161.6% 117.2% 197.5% 150.8% 160.1% HV 20d 84.8% 69.4% 97.6% 81.5% 69.4% HV 60d 92.2% 83.0% 95.7% 89.3% 83.2% IV Rank 71.5% 38.2% 98.3% 63.3% 70.3% IV Percentile 62.9% 14.6% 97.5% 58.2% 60.5% Bid-Ask Spread % 143.90 5.50 173.27 114.59 144.45 Net GEX 0 0 0 0 0 Net DEX 1.8K 0 2.9K 2.6K 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 12.27 12.27 12.27 12.27 12.27 Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2015-06-01 $579.39 $5571.03 150.8% 0.0% 81.5% 63.3% 0.0% 0.0% 0.0% 0 2.6K 0 12.27 114.59 N/A N/A 0 0 0 0 2015-06-02 $646.24 $5571.03 192.9% 0.0% 90.2% 94.8% 0.0% 0.0% 0.0% 0 0 0 0.00 164.36 N/A N/A 0 0 0 0 2015-06-03 $579.39 $5571.03 0.0% 0.0% 94.4% 0.0% 0.0% 0.0% 0.0% 0 2.6K 0 12.27 164.36 N/A N/A 0 0 0 0 2015-06-04 $623.96 $0.00 156.2% 0.0% 97.6% 67.4% 0.0% 0.0% 0.0% 0 2.8K 0 12.27 143.37 N/A N/A 0 0 0 0 2015-06-05 $623.96 $0.00 156.9% 0.0% 96.8% 67.9% 0.0% 0.0% 0.0% 0 2.8K 0 12.27 162.97 N/A N/A 0 0 0 0 2015-06-08 $623.96 $0.00 147.4% 0.0% 95.3% 60.8% 0.0% 0.0% 0.0% 0 2.8K 0 12.27 143.37 N/A N/A 0 0 0 0 2015-06-09 $623.96 $0.00 186.3% 0.0% 88.6% 89.9% 0.0% 0.0% 0.0% 0 2.8K 0 12.27 5.50 N/A N/A 0 0 0 0 2015-06-10 $623.96 $0.00 180.4% 0.0% 87.9% 85.5% 0.0% 0.0% 0.0% 0 2.8K 0 12.27 146.43 N/A N/A 0 0 0 0 2015-06-11 $623.96 $0.00 183.3% 0.0% 83.5% 87.7% 0.0% 0.0% 0.0% 0 2.8K 0 12.27 137.20 N/A N/A 0 0 0 0 2015-06-12 $623.96 $0.00 149.8% 0.0% 82.5% 62.6% 0.0% 0.0% 0.0% 0 2.8K 0 12.27 148.52 N/A N/A 0 0 0 0 2015-06-15 $601.67 $0.00 0.0% 0.0% 82.7% 0.0% 0.0% 0.0% 0.0% 0 2.7K 0 12.27 148.52 N/A N/A 0 0 0 0 2015-06-16 $623.96 $0.00 0.0% 0.0% 82.7% 0.0% 0.0% 0.0% 0.0% 0 2.8K 0 12.27 171.35 N/A N/A 0 0 0 0 2015-06-17 $623.96 $0.00 0.0% 0.0% 82.7% 0.0% 0.0% 0.0% 0.0% 0 2.8K 0 12.27 171.68 N/A N/A 0 0 0 0 2015-06-18 $623.96 $0.00 152.0% 0.0% 82.7% 64.3% 0.0% 0.0% 0.0% 0 2.8K 0 12.27 148.52 N/A N/A 0 0 0 0 2015-06-19 $646.24 $0.00 0.0% 0.0% 78.7% 0.0% 0.0% 0.0% 0.0% 0 2.9K 0 12.27 172.23 N/A N/A 0 0 0 0 2015-06-22 $623.96 $0.00 172.3% 0.0% 78.4% 79.5% 0.0% 0.0% 0.0% 0 0 0 0.00 146.43 N/A N/A 0 0 0 0 2015-06-23 $668.52 $0.00 117.2% 0.0% 81.5% 38.2% 0.0% 0.0% 0.0% 0 0 0 0.00 148.52 N/A N/A 0 0 0 0 2015-06-24 $646.24 $0.00 118.6% 0.0% 82.0% 39.3% 0.0% 0.0% 0.0% 0 0 0 0.00 173.27 N/A N/A 0 0 0 0 2015-06-25 $623.96 $0.00 164.6% 0.0% 83.3% 73.7% 0.0% 0.0% 0.0% 0 0 0 0.00 122.27 N/A N/A 0 0 0 0 2015-06-26 $579.39 $0.00 197.5% 0.0% 83.3% 98.3% 0.0% 0.0% 0.0% 0 0 0 0.00 144.45 N/A N/A 0 0 0 0 2015-06-29 $579.39 $0.00 0.0% 0.0% 79.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 143.37 N/A N/A 0 0 0 0 2015-06-30 $601.67 $0.00 160.1% 0.0% 69.4% 70.3% 0.0% 0.0% 0.0% 0 0 0 0.00 144.45 N/A N/A 0 0 0 0
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