DSS Options History — June 2017 In June 2017, DSS traded between $440.11 and $529.25. ATM implied volatility averaged 173.9%, placing in the 76.8% IV rank vs the trailing year. IV traded above realized volatility by 112.2% (HV 20d: 61.7%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 4 of 22 trading days. Put/call ratio averaged 0.06.
Notable Days 2017-06-13 : Largest IV spike — 37.9% change2017-06-13 : Highest IV Rank — 92.0%Monthly Statistics Metric Avg Min Max Open Close Price $480.12 $440.11 $529.25 $529.25 $440.11 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 173.9% 122.0% 199.9% 161.3% 136.1% HV 20d 61.7% 50.5% 70.1% 65.2% 62.7% HV 60d 60.0% 57.9% 61.5% 59.4% 59.4% IV Rank 76.8% 46.5% 92.0% 69.5% 54.8% IV Percentile 60.3% 15.0% 98.9% 41.4% 23.8% Bid-Ask Spread % 116.85 111.81 177.27 112.67 112.94 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1 0 4 4 0 Net DEX 29 -396 176 -396 158 Net VEX -1 -3 0 -3 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.06 0.00 0.10 0.00 0.10 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 2017-06-01 $529.25 $1392.76 161.3% 0.0% 65.2% 69.5% 0.0% 0.0% 0.0% 4 -396 -3 0.00 112.67 N/A N/A 0 0 0 0 2017-06-02 $529.25 $1392.76 145.1% 0.0% 65.2% 60.0% 0.0% 0.0% 0.0% 0 0 0 0.00 111.81 N/A N/A 0 0 0 0 2017-06-05 $523.68 $0.00 140.2% 0.0% 65.2% 57.2% 0.0% 0.0% 0.0% 4 -355 -3 0.00 116.78 N/A N/A 0 0 0 0 2017-06-06 $484.68 $0.00 165.0% 0.0% 70.1% 71.7% 0.0% 0.0% 0.0% 0 0 0 0.00 116.03 N/A N/A 0 0 0 0 2017-06-07 $495.82 $0.00 191.4% 0.0% 63.8% 87.1% 0.0% 0.0% 0.0% 4 -388 -3 0.00 114.22 N/A N/A 0 0 0 0 2017-06-08 $506.96 $0.00 173.9% 0.0% 64.5% 76.8% 0.0% 0.0% 0.0% 4 -383 -3 0.00 116.42 N/A N/A 0 0 0 0 2017-06-09 $484.68 $0.00 197.7% 0.0% 65.6% 90.7% 0.0% 0.0% 0.0% 0 0 0 0.00 117.00 N/A N/A 0 0 0 0 2017-06-12 $479.11 $0.00 145.0% 0.0% 59.3% 60.0% 0.0% 0.0% 0.0% 0 0 0 0.00 114.82 N/A N/A 0 0 0 0 2017-06-13 $490.25 $0.00 199.9% 0.0% 55.8% 92.0% 0.0% 0.0% 0.0% 0 0 0 0.06 114.82 N/A N/A 0 0 0 0 2017-06-14 $479.11 $0.00 176.2% 0.0% 50.5% 78.2% 0.0% 0.0% 0.0% 0 172 0 0.06 113.85 N/A N/A 0 0 0 0 2017-06-15 $451.25 $0.00 184.1% 0.0% 52.6% 82.8% 0.0% 0.0% 0.0% 0 162 0 0.06 113.92 N/A N/A 0 0 0 0 2017-06-16 $490.25 $0.00 185.1% 0.0% 61.9% 83.4% 0.0% 0.0% 0.0% 0 176 0 0.06 113.31 N/A N/A 0 0 0 0 2017-06-19 $473.54 $0.00 181.5% 0.0% 62.6% 81.3% 0.0% 0.0% 0.0% 0 170 0 0.10 177.27 N/A N/A 0 0 0 0 2017-06-20 $462.40 $0.00 191.3% 0.0% 61.7% 87.0% 0.0% 0.0% 0.0% 0 166 0 0.10 112.43 N/A N/A 0 0 0 0 2017-06-21 $473.54 $0.00 182.8% 0.0% 61.9% 82.0% 0.0% 0.0% 0.0% 0 170 0 0.10 113.92 N/A N/A 0 0 0 0 2017-06-22 $473.54 $0.00 183.8% 0.0% 60.4% 82.6% 0.0% 0.0% 0.0% 0 170 0 0.10 112.43 N/A N/A 0 0 0 0 2017-06-23 $479.11 $0.00 183.0% 0.0% 58.3% 82.2% 0.0% 0.0% 0.0% 0 172 0 0.10 113.31 N/A N/A 0 0 0 0 2017-06-26 $445.68 $0.00 190.8% 0.0% 60.9% 86.7% 0.0% 0.0% 0.0% 0 160 0 0.10 112.39 N/A N/A 0 0 0 0 2017-06-27 $462.40 $0.00 194.5% 0.0% 62.8% 88.9% 0.0% 0.0% 0.0% 0 165 0 0.10 113.54 N/A N/A 0 0 0 0 2017-06-28 $462.40 $0.00 194.8% 0.0% 62.5% 89.1% 0.0% 0.0% 0.0% 0 166 0 0.10 114.41 N/A N/A 0 0 0 0 2017-06-29 $445.68 $0.00 122.0% 0.0% 62.8% 46.5% 0.0% 0.0% 0.0% 0 160 0 0.10 112.39 N/A N/A 0 0 0 0 2017-06-30 $440.11 $0.00 136.1% 0.0% 62.7% 54.8% 0.0% 0.0% 0.0% 0 158 0 0.10 112.94 N/A N/A 0 0 0 0
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