DSS Options History — July 2016

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

In July 2016, DSS traded between $378.83 and $445.68. ATM implied volatility averaged 177.5%. IV traded above realized volatility by 107.9% (HV 20d: 69.6%). Max pain ranged from $5571.03 to $5571.03. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.00.

Notable Days

2016-07-21: Largest IV drop — 100.0% change

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$408.91	$378.83	$445.68	$445.68	$378.83
Max Pain	$5571.03	$5571.03	$5571.03	$5571.03	$5571.03
ATM IV	177.5%	177.0%	178.0%	177.0%	178.0%
HV 20d	69.6%	62.4%	78.1%	62.6%	77.5%
HV 60d	90.7%	88.4%	93.0%	92.4%	88.6%
Bid-Ask Spread %	122.16	2.11	173.22	170.31	167.18
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 (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2016-07-01	$445.68	$0.00	0.0%	0.0%	62.6%	0.0%	0.0%	0.0%	0.0%	170.31	N/A	N/A
2016-07-05	$445.68	$0.00	0.0%	0.0%	62.6%	0.0%	0.0%	0.0%	0.0%	167.18	N/A	N/A
2016-07-06	$445.68	$0.00	0.0%	0.0%	62.6%	0.0%	0.0%	0.0%	0.0%	171.85	N/A	N/A
2016-07-07	$423.40	$0.00	0.0%	0.0%	62.4%	0.0%	0.0%	0.0%	0.0%	173.22	N/A	N/A
2016-07-08	$445.68	$0.00	0.0%	0.0%	65.5%	0.0%	0.0%	0.0%	0.0%	167.56	N/A	N/A
2016-07-11	$401.11	$0.00	0.0%	0.0%	73.4%	0.0%	0.0%	0.0%	0.0%	167.56	N/A	N/A
2016-07-12	$401.11	$0.00	0.0%	0.0%	70.6%	0.0%	0.0%	0.0%	0.0%	172.23	N/A	N/A
2016-07-13	$401.11	$0.00	0.0%	0.0%	69.0%	0.0%	0.0%	0.0%	0.0%	172.23	N/A	N/A
2016-07-14	$423.40	$0.00	0.0%	0.0%	69.5%	0.0%	0.0%	0.0%	0.0%	170.31	N/A	N/A
2016-07-15	$423.40	$0.00	0.0%	0.0%	67.6%	0.0%	0.0%	0.0%	0.0%	4.26	N/A	N/A
2016-07-18	$401.11	$0.00	0.0%	0.0%	67.9%	0.0%	0.0%	0.0%	0.0%	172.23	N/A	N/A
2016-07-19	$378.83	$0.00	0.0%	0.0%	70.5%	0.0%	0.0%	0.0%	0.0%	172.23	N/A	N/A
2016-07-20	$401.11	$0.00	177.0%	0.0%	71.2%	0.0%	0.0%	0.0%	0.0%	21.08	N/A	N/A
2016-07-21	$401.11	$0.00	0.0%	0.0%	69.1%	0.0%	0.0%	0.0%	0.0%	2.11	N/A	N/A
2016-07-22	$378.83	$0.00	0.0%	0.0%	68.6%	0.0%	0.0%	0.0%	0.0%	142.21	N/A	N/A
2016-07-25	$401.11	$5571.03	0.0%	0.0%	72.4%	0.0%	0.0%	0.0%	0.0%	4.26	N/A	N/A
2016-07-26	$378.83	$5571.03	0.0%	0.0%	74.6%	0.0%	0.0%	0.0%	0.0%	111.58	N/A	N/A
2016-07-27	$401.11	$5571.03	0.0%	0.0%	78.1%	0.0%	0.0%	0.0%	0.0%	111.58	N/A	N/A
2016-07-28	$401.11	$5571.03	178.0%	0.0%	75.5%	0.0%	0.0%	0.0%	0.0%	2.11	N/A	N/A
2016-07-29	$378.83	$5571.03	0.0%	0.0%	77.5%	0.0%	0.0%	0.0%	0.0%	167.18	N/A	N/A