DSS Options History — January 2016 In January 2016, DSS traded between $289.69 and $401.11. ATM implied volatility averaged 175.4%, placing in the 72.1% IV rank vs the trailing year. IV traded above realized volatility by 93.2% (HV 20d: 82.2%). Net GEX was positive for 0 of 19 trading days. Put/call ratio averaged 0.00.
Notable Days 2016-01-06 : Largest IV drop — 100.0% change2016-01-05 : Highest IV Rank — 72.1%Monthly Statistics Metric Avg Min Max Open Close Price $324.88 $289.69 $401.11 $401.11 $289.69 ATM IV 175.4% 175.4% 175.4% 175.4% 175.4% HV 20d 82.2% 67.5% 92.6% 86.0% 89.4% HV 60d 83.8% 81.2% 88.5% 81.2% 87.3% IV Rank 72.1% 72.1% 72.1% 72.1% 72.1% IV Percentile 66.7% 66.7% 66.7% 66.7% 66.7% Bid-Ask Spread % 100.77 3.16 173.36 172.23 172.53 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 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 (19 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 2016-01-04 $401.11 $0.00 0.0% 0.0% 86.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 172.23 N/A N/A 0 0 0 0 2016-01-05 $401.11 $0.00 175.4% 0.0% 85.0% 72.1% 0.0% 0.0% 0.0% 0 0 0 0.00 5.31 N/A N/A 0 0 0 0 2016-01-06 $356.55 $0.00 0.0% 0.0% 92.6% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 172.09 N/A N/A 0 0 0 0 2016-01-07 $356.55 $0.00 0.0% 0.0% 83.8% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 112.05 N/A N/A 0 0 0 0 2016-01-08 $334.26 $0.00 0.0% 0.0% 85.3% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 173.36 N/A N/A 0 0 0 0 2016-01-11 $334.26 $0.00 0.0% 0.0% 84.9% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 171.00 N/A N/A 0 0 0 0 2016-01-12 $311.98 $0.00 0.0% 0.0% 86.6% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 3.16 N/A N/A 0 0 0 0 2016-01-13 $311.98 $0.00 0.0% 0.0% 86.6% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 170.57 N/A N/A 0 0 0 0 2016-01-14 $311.98 $0.00 0.0% 0.0% 81.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 3.16 N/A N/A 0 0 0 0 2016-01-15 $311.98 $0.00 0.0% 0.0% 81.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 145.76 N/A N/A 0 0 0 0 2016-01-19 $311.98 $0.00 0.0% 0.0% 80.3% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 145.67 N/A N/A 0 0 0 0 2016-01-20 $311.98 $0.00 0.0% 0.0% 67.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 3.16 N/A N/A 0 0 0 0 2016-01-21 $311.98 $0.00 0.0% 0.0% 67.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 3.16 N/A N/A 0 0 0 0 2016-01-22 $289.69 $0.00 0.0% 0.0% 69.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.46 N/A N/A 0 0 0 0 2016-01-25 $289.69 $0.00 0.0% 0.0% 68.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 3.16 N/A N/A 0 0 0 0 2016-01-26 $334.26 $0.00 0.0% 0.0% 88.8% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 172.75 N/A N/A 0 0 0 0 2016-01-27 $311.98 $0.00 0.0% 0.0% 88.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 170.83 N/A N/A 0 0 0 0 2016-01-28 $289.69 $0.00 0.0% 0.0% 89.4% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 3.16 N/A N/A 0 0 0 0 2016-01-29 $289.69 $0.00 0.0% 0.0% 89.4% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 172.53 N/A N/A 0 0 0 0
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