DSS Options History — May 2016

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

In May 2016, DSS traded between $423.40 and $579.39. ATM implied volatility averaged 180.9%. IV traded above realized volatility by 66.6% (HV 20d: 114.3%). Max pain ranged from $5571.03 to $5571.03. Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 0.00.

Notable Days

2016-05-04: Largest IV drop — 100.0% change

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$477.52	$423.40	$579.39	$467.97	$490.25
Max Pain	$5571.03	$5571.03	$5571.03	$5571.03	$5571.03
ATM IV	180.9%	170.2%	192.5%	172.9%	182.3%
HV 20d	114.3%	87.5%	134.5%	98.5%	119.3%
HV 60d	116.6%	108.1%	124.1%	109.0%	120.0%
Bid-Ask Spread %	127.41	2.15	173.22	172.09	173.00
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 (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2016-05-02	$467.97	$0.00	0.0%	0.0%	98.5%	0.0%	0.0%	0.0%	0.0%	172.09	N/A	N/A
2016-05-03	$467.97	$0.00	172.9%	0.0%	89.9%	0.0%	0.0%	0.0%	0.0%	9.34	N/A	N/A
2016-05-04	$445.68	$0.00	0.0%	0.0%	92.1%	0.0%	0.0%	0.0%	0.0%	164.44	N/A	N/A
2016-05-05	$445.68	$5571.03	0.0%	0.0%	89.2%	0.0%	0.0%	0.0%	0.0%	172.84	N/A	N/A
2016-05-06	$423.40	$5571.03	0.0%	0.0%	89.6%	0.0%	0.0%	0.0%	0.0%	168.99	N/A	N/A
2016-05-09	$423.40	$5571.03	175.7%	0.0%	87.5%	0.0%	0.0%	0.0%	0.0%	69.50	N/A	N/A
2016-05-10	$445.68	$5571.03	170.2%	0.0%	87.5%	0.0%	0.0%	0.0%	0.0%	10.13	N/A	N/A
2016-05-11	$534.82	$5571.03	0.0%	0.0%	106.6%	0.0%	0.0%	0.0%	0.0%	170.15	N/A	N/A
2016-05-12	$579.39	$5571.03	192.5%	0.0%	108.5%	0.0%	0.0%	0.0%	0.0%	133.32	N/A	N/A
2016-05-13	$467.97	$5571.03	0.0%	0.0%	134.0%	0.0%	0.0%	0.0%	0.0%	171.10	N/A	N/A
2016-05-16	$490.25	$5571.03	0.0%	0.0%	134.0%	0.0%	0.0%	0.0%	0.0%	169.37	N/A	N/A
2016-05-17	$512.53	$5571.03	192.0%	0.0%	129.9%	0.0%	0.0%	0.0%	0.0%	2.15	N/A	N/A
2016-05-18	$467.97	$5571.03	0.0%	0.0%	134.5%	0.0%	0.0%	0.0%	0.0%	173.22	N/A	N/A
2016-05-19	$467.97	$5571.03	0.0%	0.0%	133.0%	0.0%	0.0%	0.0%	0.0%	111.83	N/A	N/A
2016-05-20	$467.97	$5571.03	0.0%	0.0%	133.0%	0.0%	0.0%	0.0%	0.0%	171.26	N/A	N/A
2016-05-23	$467.97	$5571.03	0.0%	0.0%	133.0%	0.0%	0.0%	0.0%	0.0%	111.83	N/A	N/A
2016-05-24	$490.25	$5571.03	0.0%	0.0%	126.4%	0.0%	0.0%	0.0%	0.0%	172.23	N/A	N/A
2016-05-25	$490.25	$5571.03	182.3%	0.0%	125.3%	0.0%	0.0%	0.0%	0.0%	4.26	N/A	N/A
2016-05-26	$490.25	$5571.03	0.0%	0.0%	124.3%	0.0%	0.0%	0.0%	0.0%	172.23	N/A	N/A
2016-05-27	$490.25	$5571.03	0.0%	0.0%	124.3%	0.0%	0.0%	0.0%	0.0%	172.23	N/A	N/A
2016-05-31	$490.25	$5571.03	0.0%	0.0%	119.3%	0.0%	0.0%	0.0%	0.0%	173.00	N/A	N/A