DSS Options History — March 2016

Name: DSS Options Analytics - March 2016
Creator: Options Analysis Suite

In March 2016, DSS traded between $356.55 and $557.10. ATM implied volatility averaged 186.1%. IV traded above realized volatility by 82.0% (HV 20d: 104.1%). Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.00.

Notable Days

2016-03-14: Largest IV drop — 100.0% change

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$422.39	$356.55	$557.10	$356.55	$423.40
ATM IV	186.1%	172.0%	196.1%	196.1%	172.0%
HV 20d	104.1%	73.6%	144.4%	99.0%	144.4%
HV 60d	98.3%	88.6%	112.9%	92.0%	112.8%
Bid-Ask Spread %	116.27	3.16	173.20	3.16	112.77
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 (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2016-03-01	$356.55	$0.00	0.0%	0.0%	99.0%	0.0%	0.0%	0.0%	0.0%	3.16	N/A	N/A
2016-03-02	$356.55	$0.00	0.0%	0.0%	94.3%	0.0%	0.0%	0.0%	0.0%	170.31	N/A	N/A
2016-03-03	$356.55	$0.00	0.0%	0.0%	80.3%	0.0%	0.0%	0.0%	0.0%	171.10	N/A	N/A
2016-03-04	$378.83	$0.00	0.0%	0.0%	79.9%	0.0%	0.0%	0.0%	0.0%	3.16	N/A	N/A
2016-03-07	$378.83	$0.00	0.0%	0.0%	79.9%	0.0%	0.0%	0.0%	0.0%	111.58	N/A	N/A
2016-03-08	$378.83	$0.00	0.0%	0.0%	79.9%	0.0%	0.0%	0.0%	0.0%	167.18	N/A	N/A
2016-03-09	$378.83	$0.00	0.0%	0.0%	79.9%	0.0%	0.0%	0.0%	0.0%	3.16	N/A	N/A
2016-03-10	$401.11	$0.00	0.0%	0.0%	77.9%	0.0%	0.0%	0.0%	0.0%	173.20	N/A	N/A
2016-03-11	$423.40	$0.00	196.1%	0.0%	73.6%	0.0%	0.0%	0.0%	0.0%	17.20	N/A	N/A
2016-03-14	$445.68	$0.00	0.0%	0.0%	74.5%	0.0%	0.0%	0.0%	0.0%	172.23	N/A	N/A
2016-03-15	$423.40	$0.00	0.0%	0.0%	78.2%	0.0%	0.0%	0.0%	0.0%	170.31	N/A	N/A
2016-03-16	$445.68	$0.00	0.0%	0.0%	79.0%	0.0%	0.0%	0.0%	0.0%	172.23	N/A	N/A
2016-03-17	$557.10	$0.00	0.0%	0.0%	107.1%	0.0%	0.0%	0.0%	0.0%	106.96	N/A	N/A
2016-03-18	$467.97	$0.00	0.0%	0.0%	121.9%	0.0%	0.0%	0.0%	0.0%	170.31	N/A	N/A
2016-03-21	$445.68	$0.00	190.2%	0.0%	120.7%	0.0%	0.0%	0.0%	0.0%	50.63	N/A	N/A
2016-03-22	$512.53	$0.00	0.0%	0.0%	124.3%	0.0%	0.0%	0.0%	0.0%	172.23	N/A	N/A
2016-03-23	$445.68	$0.00	0.0%	0.0%	137.2%	0.0%	0.0%	0.0%	0.0%	168.81	N/A	N/A
2016-03-24	$445.68	$0.00	0.0%	0.0%	137.2%	0.0%	0.0%	0.0%	0.0%	102.13	N/A	N/A
2016-03-28	$423.40	$0.00	0.0%	0.0%	139.3%	0.0%	0.0%	0.0%	0.0%	164.71	N/A	N/A
2016-03-29	$445.68	$0.00	0.0%	0.0%	138.5%	0.0%	0.0%	0.0%	0.0%	170.31	N/A	N/A
2016-03-30	$401.11	$0.00	172.0%	0.0%	143.4%	0.0%	0.0%	0.0%	0.0%	4.26	N/A	N/A
2016-03-31	$423.40	$0.00	0.0%	0.0%	144.4%	0.0%	0.0%	0.0%	0.0%	112.77	N/A	N/A