DSS Options History — May 2017 In May 2017, DSS traded between $529.25 and $601.67. ATM implied volatility averaged 163.3%, placing in the 70.6% IV rank vs the trailing year. The 30-day expected move averaged 46.2%. IV traded above realized volatility by 105.0% (HV 20d: 58.3%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2017-05-12 : Largest IV spike — 32.8% change2017-05-22 : Highest IV Rank — 89.7%2017-05-02 : Largest Expected Move — 54.1%Monthly Statistics Metric Avg Min Max Open Close Price $561.66 $529.25 $601.67 $584.96 $545.96 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 163.3% 124.1% 196.0% 188.6% 154.4% Expected Move 46.2% 41.6% 54.1% 54.1% 45.5% HV 20d 58.3% 49.6% 65.6% 57.5% 64.7% HV 60d 62.5% 57.5% 88.5% 88.5% 61.0% IV Rank 70.6% 47.7% 89.7% 85.4% 65.5% IV Percentile 47.9% 17.8% 92.6% 71.9% 35.7% Term Structure -59.3% -81.8% -28.3% -72.8% -81.8% Bid-Ask Spread % 98.74 10.16 117.71 115.45 113.34 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1 0 5 0 4 Net DEX -139 -615 0 0 -388 Net VEX -1 -4 0 0 -3 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 GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2017-05-01 $584.96 $0.00 188.6% 0.0% 57.5% 85.4% 0.0% 0.0% 0.0% 0 0 0 0.00 115.45 N/A N/A 0 0 0 0 2017-05-02 $601.67 $0.00 188.8% 54.1% 58.8% 85.5% 0.0% 0.0% -72.8% 0 0 0 0.00 30.69 N/A N/A 0 0 0 0 2017-05-03 $590.53 $0.00 151.1% 0.0% 52.9% 63.6% 0.0% 0.0% 0.0% 0 0 0 0.00 115.45 N/A N/A 0 0 0 0 2017-05-04 $584.96 $0.00 179.5% 0.0% 52.3% 80.1% 0.0% 0.0% 0.0% 0 0 0 0.00 117.71 N/A N/A 0 0 0 0 2017-05-05 $584.96 $0.00 153.0% 0.0% 52.3% 64.6% 0.0% 0.0% 0.0% 0 0 0 0.00 117.71 N/A N/A 0 0 0 0 2017-05-08 $579.39 $0.00 124.1% 0.0% 52.2% 47.7% 0.0% 0.0% 0.0% 0 0 0 0.00 112.92 N/A N/A 0 0 0 0 2017-05-09 $529.25 $0.00 159.2% 0.0% 49.6% 68.3% 0.0% 0.0% 0.0% 0 0 0 0.00 115.61 N/A N/A 0 0 0 0 2017-05-10 $529.25 $0.00 145.1% 41.6% 49.7% 60.0% 0.0% 0.0% -54.2% 0 0 0 0.00 10.16 N/A N/A 0 0 0 0 2017-05-11 $540.39 $0.00 125.8% 0.0% 49.7% 48.7% 0.0% 0.0% 0.0% 0 0 0 0.00 115.61 N/A N/A 0 0 0 0 2017-05-12 $579.39 $0.00 167.1% 0.0% 57.0% 72.8% 0.0% 0.0% 0.0% 0 0 0 0.00 116.50 N/A N/A 0 0 0 0 2017-05-15 $540.39 $0.00 152.4% 43.7% 61.1% 64.3% 0.0% 0.0% -28.3% 0 0 0 0.00 33.33 N/A N/A 0 0 0 0 2017-05-16 $573.82 $0.00 166.1% 0.0% 61.6% 72.3% 0.0% 0.0% 0.0% 0 0 0 0.00 115.45 N/A N/A 0 0 0 0 2017-05-17 $551.53 $0.00 135.1% 0.0% 60.4% 54.2% 0.0% 0.0% 0.0% 0 0 0 0.00 114.98 N/A N/A 0 0 0 0 2017-05-18 $557.10 $0.00 128.5% 0.0% 60.4% 50.3% 0.0% 0.0% 0.0% 4 -615 -4 0.00 113.33 N/A N/A 0 0 0 0 2017-05-19 $557.10 $0.00 158.7% 45.5% 60.2% 68.0% 0.0% 0.0% -81.8% 5 -346 -3 0.00 23.81 N/A N/A 0 0 0 0 2017-05-22 $534.82 $0.00 196.0% 0.0% 61.6% 89.7% 0.0% 0.0% 0.0% 4 -379 -3 0.00 114.98 N/A N/A 0 0 0 0 2017-05-23 $545.96 $0.00 193.9% 0.0% 62.3% 88.5% 0.0% 0.0% 0.0% 4 -374 -3 0.00 114.98 N/A N/A 0 0 0 0 2017-05-24 $562.67 $0.00 190.1% 0.0% 63.0% 86.3% 0.0% 0.0% 0.0% 4 -410 -3 0.00 116.67 N/A N/A 0 0 0 0 2017-05-25 $584.96 $0.00 184.7% 0.0% 64.6% 83.2% 0.0% 0.0% 0.0% 4 -549 -4 0.00 115.45 N/A N/A 0 0 0 0 2017-05-26 $557.10 $1392.76 195.5% 0.0% 64.8% 89.5% 0.0% 0.0% 0.0% 0 0 0 0.00 113.75 N/A N/A 0 0 0 0 2017-05-30 $540.39 $1392.76 154.4% 0.0% 65.6% 65.4% 0.0% 0.0% 0.0% 0 0 0 0.00 114.32 N/A N/A 0 0 0 0 2017-05-31 $545.96 $1392.76 154.4% 0.0% 64.7% 65.5% 0.0% 0.0% 0.0% 4 -388 -3 0.00 113.34 N/A N/A 0 0 0 0
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