DSS Options History — November 2016 In November 2016, DSS traded between $233.98 and $501.39. ATM implied volatility averaged 153.4%. The 30-day expected move averaged 57.2%. IV traded above realized volatility by 28.5% (HV 20d: 124.9%). Net GEX was positive for 0 of 21 trading days.
Notable Days 2016-11-21 : Largest IV spike — 103.4% change2016-11-21 : Largest Expected Move — 57.2%Monthly Statistics Metric Avg Min Max Open Close Price $337.18 $233.98 $501.39 $300.84 $401.11 ATM IV 153.4% 60.4% 199.4% 195.6% 168.5% Expected Move 57.2% 57.2% 57.2% 57.2% 57.2% HV 20d 124.9% 75.6% 170.6% 75.6% 168.1% HV 60d 96.7% 79.9% 115.9% 80.3% 115.0% Bid-Ask Spread % 123.57 6.87 174.92 7.40 146.76 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% 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 2016-11-01 $300.84 $0.00 195.6% 0.0% 75.6% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 7.40 N/A N/A 0 0 0 0 2016-11-02 $311.98 $0.00 0.0% 0.0% 76.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 174.92 N/A N/A 0 0 0 0 2016-11-03 $284.12 $0.00 189.5% 0.0% 81.6% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.89 N/A N/A 0 0 0 0 2016-11-04 $295.26 $0.00 122.4% 0.0% 83.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 126.68 N/A N/A 0 0 0 0 2016-11-07 $289.69 $0.00 141.0% 0.0% 83.3% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.70 N/A N/A 0 0 0 0 2016-11-08 $250.70 $0.00 170.9% 0.0% 96.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 15.20 N/A N/A 0 0 0 0 2016-11-09 $239.55 $0.00 189.6% 0.0% 95.9% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 6.87 N/A N/A 0 0 0 0 2016-11-10 $233.98 $0.00 107.9% 0.0% 95.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 144.82 N/A N/A 0 0 0 0 2016-11-11 $267.41 $0.00 183.4% 0.0% 108.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 85.34 N/A N/A 0 0 0 0 2016-11-14 $256.27 $0.00 0.0% 0.0% 107.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 128.75 N/A N/A 0 0 0 0 2016-11-15 $267.41 $0.00 0.0% 0.0% 108.3% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.70 N/A N/A 0 0 0 0 2016-11-16 $306.41 $0.00 0.0% 0.0% 114.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.70 N/A N/A 0 0 0 0 2016-11-17 $401.11 $0.00 135.6% 0.0% 146.6% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.93 N/A N/A 0 0 0 0 2016-11-18 $501.39 $0.00 98.0% 0.0% 164.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 160.87 N/A N/A 0 0 0 0 2016-11-21 $456.82 $0.00 199.4% 57.2% 169.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 128.56 N/A N/A 0 0 0 0 2016-11-22 $417.83 $0.00 60.4% 0.0% 170.4% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 163.29 N/A N/A 0 0 0 0 2016-11-23 $401.11 $0.00 0.0% 0.0% 170.6% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.26 N/A N/A 0 0 0 0 2016-11-25 $395.54 $0.00 185.3% 0.0% 170.0% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 160.76 N/A N/A 0 0 0 0 2016-11-28 $395.54 $0.00 168.5% 0.0% 169.7% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 63.27 N/A N/A 0 0 0 0 2016-11-29 $406.69 $0.00 0.0% 0.0% 169.6% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 161.26 N/A N/A 0 0 0 0 2016-11-30 $401.11 $0.00 0.0% 0.0% 168.1% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 146.76 N/A N/A 0 0 0 0
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