DSS Options History — September 2016 In September 2016, DSS traded between $317.55 and $401.11. ATM implied volatility averaged 159.9%. The 30-day expected move averaged 54.0%. IV traded above realized volatility by 80.9% (HV 20d: 79.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2016-09-02 : Largest IV drop — 100.0% change2016-09-27 : Largest Expected Move — 57.1%Monthly Statistics Metric Avg Min Max Open Close Price $375.91 $317.55 $401.11 $384.40 $356.55 ATM IV 159.9% 104.9% 199.2% 196.9% 164.1% Expected Move 54.0% 50.0% 57.1% 50.0% 57.1% HV 20d 79.0% 57.0% 100.8% 100.8% 77.2% HV 60d 80.0% 76.3% 85.1% 80.5% 84.5% Term Structure -41.5% -67.7% -17.6% -60.1% -32.1% Bid-Ask Spread % 109.66 5.15 162.35 112.61 161.93 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 GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2016-09-01 $384.40 $0.00 196.9% 0.0% 100.8% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 112.61 N/A N/A 0 0 0 0 2016-09-02 $384.40 $0.00 0.0% 0.0% 91.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 143.81 N/A N/A 0 0 0 0 2016-09-06 $389.97 $0.00 160.3% 0.0% 88.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 112.61 N/A N/A 0 0 0 0 2016-09-07 $401.11 $0.00 104.9% 0.0% 86.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 160.34 N/A N/A 0 0 0 0 2016-09-08 $384.40 $0.00 108.6% 0.0% 85.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 159.71 N/A N/A 0 0 0 0 2016-09-09 $389.97 $0.00 174.3% 50.0% 82.7% 0.0% 0.0% 0.0% -60.1% 0 0 0 0.00 23.22 N/A N/A 0 0 0 0 2016-09-12 $378.83 $0.00 164.2% 0.0% 83.3% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 113.15 N/A N/A 0 0 0 0 2016-09-13 $389.97 $0.00 109.0% 0.0% 84.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.62 N/A N/A 0 0 0 0 2016-09-14 $395.54 $0.00 186.9% 53.6% 84.2% 0.0% 0.0% 0.0% -67.7% 0 0 0 0.00 23.22 N/A N/A 0 0 0 0 2016-09-15 $401.11 $0.00 0.0% 0.0% 84.4% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.26 N/A N/A 0 0 0 0 2016-09-16 $384.40 $0.00 0.0% 0.0% 74.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 162.35 N/A N/A 0 0 0 0 2016-09-19 $384.40 $0.00 129.5% 0.0% 60.5% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.26 N/A N/A 0 0 0 0 2016-09-20 $384.40 $0.00 182.1% 52.2% 57.0% 0.0% 0.0% 0.0% -17.6% 0 0 0 0.00 5.27 N/A N/A 0 0 0 0 2016-09-21 $389.97 $0.00 0.0% 0.0% 57.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.62 N/A N/A 0 0 0 0 2016-09-22 $373.26 $0.00 0.0% 0.0% 59.4% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 147.33 N/A N/A 0 0 0 0 2016-09-23 $317.55 $0.00 0.0% 0.0% 82.4% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 151.50 N/A N/A 0 0 0 0 2016-09-26 $345.40 $0.00 198.7% 57.0% 80.1% 0.0% 0.0% 0.0% -30.2% 0 0 0 0.00 5.99 N/A N/A 0 0 0 0 2016-09-27 $356.55 $0.00 199.2% 57.1% 81.1% 0.0% 0.0% 0.0% -32.1% 0 0 0 0.00 7.00 N/A N/A 0 0 0 0 2016-09-28 $345.40 $0.00 164.1% 0.0% 79.6% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 5.15 N/A N/A 0 0 0 0 2016-09-29 $356.55 $0.00 0.0% 0.0% 80.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.93 N/A N/A 0 0 0 0 2016-09-30 $356.55 $0.00 0.0% 0.0% 77.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.93 N/A N/A 0 0 0 0
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