DSS Options History — July 2017 In July 2017, DSS traded between $378.83 and $456.82. ATM implied volatility averaged 161.2%, placing in the 69.4% IV rank vs the trailing year. IV traded above realized volatility by 105.9% (HV 20d: 55.3%). Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.10.
Notable Days 2017-07-10 : Largest IV spike — 26.0% change2017-07-20 : Highest IV Rank — 84.3%Monthly Statistics Metric Avg Min Max Open Close Price $411.14 $378.83 $456.82 $423.40 $456.82 ATM IV 161.2% 131.8% 186.7% 148.7% 162.7% HV 20d 55.3% 47.4% 63.6% 63.6% 52.9% HV 60d 58.1% 56.3% 59.9% 59.8% 59.9% IV Rank 69.4% 52.3% 84.3% 62.1% 70.3% IV Percentile 43.7% 20.0% 72.2% 30.2% 43.2% Bid-Ask Spread % 112.33 110.43 114.12 112.69 110.92 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 148 136 164 152 164 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.10 0.10 0.10 0.10 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 GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2017-07-03 $423.40 $0.00 148.7% 0.0% 63.6% 62.1% 0.0% 0.0% 0.0% 0 152 0 0.10 112.69 N/A N/A 0 0 0 0 2017-07-05 $417.83 $0.00 156.5% 0.0% 58.5% 66.7% 0.0% 0.0% 0.0% 0 150 0 0.10 112.69 N/A N/A 0 0 0 0 2017-07-06 $417.83 $0.00 144.0% 0.0% 57.5% 59.4% 0.0% 0.0% 0.0% 0 150 0 0.10 112.69 N/A N/A 0 0 0 0 2017-07-07 $412.26 $0.00 131.8% 0.0% 56.4% 52.3% 0.0% 0.0% 0.0% 0 149 0 0.10 112.45 N/A N/A 0 0 0 0 2017-07-10 $428.97 $0.00 166.1% 0.0% 57.5% 72.3% 0.0% 0.0% 0.0% 0 153 0 0.10 114.12 N/A N/A 0 0 0 0 2017-07-11 $417.83 $0.00 139.8% 0.0% 57.9% 56.9% 0.0% 0.0% 0.0% 0 151 0 0.10 112.69 N/A N/A 0 0 0 0 2017-07-12 $389.97 $0.00 149.2% 0.0% 60.8% 62.4% 0.0% 0.0% 0.0% 0 140 0 0.10 113.27 N/A N/A 0 0 0 0 2017-07-13 $389.97 $0.00 163.6% 0.0% 60.7% 70.8% 0.0% 0.0% 0.0% 0 140 0 0.10 111.82 N/A N/A 0 0 0 0 2017-07-14 $378.83 $0.00 152.5% 0.0% 58.3% 64.3% 0.0% 0.0% 0.0% 0 136 0 0.10 112.36 N/A N/A 0 0 0 0 2017-07-17 $378.83 $0.00 172.1% 0.0% 47.4% 75.8% 0.0% 0.0% 0.0% 0 137 0 0.10 112.36 N/A N/A 0 0 0 0 2017-07-18 $389.97 $0.00 181.7% 0.0% 48.9% 81.4% 0.0% 0.0% 0.0% 0 140 0 0.10 112.36 N/A N/A 0 0 0 0 2017-07-19 $401.11 $0.00 152.2% 0.0% 50.4% 64.2% 0.0% 0.0% 0.0% 0 144 0 0.10 111.82 N/A N/A 0 0 0 0 2017-07-20 $378.83 $0.00 186.7% 0.0% 52.0% 84.3% 0.0% 0.0% 0.0% 0 136 0 0.10 112.13 N/A N/A 0 0 0 0 2017-07-21 $395.54 $0.00 153.4% 0.0% 55.4% 64.9% 0.0% 0.0% 0.0% 0 142 0 0.10 110.43 N/A N/A 0 0 0 0 2017-07-24 $406.69 $0.00 183.3% 0.0% 56.4% 82.3% 0.0% 0.0% 0.0% 0 146 0 0.10 110.43 N/A N/A 0 0 0 0 2017-07-25 $423.40 $0.00 166.5% 0.0% 53.6% 72.6% 0.0% 0.0% 0.0% 0 152 0 0.10 112.69 N/A N/A 0 0 0 0 2017-07-26 $423.40 $0.00 182.6% 0.0% 51.5% 81.9% 0.0% 0.0% 0.0% 0 152 0 0.10 113.27 N/A N/A 0 0 0 0 2017-07-27 $440.11 $0.00 165.8% 0.0% 53.7% 72.1% 0.0% 0.0% 0.0% 0 158 0 0.10 112.94 N/A N/A 0 0 0 0 2017-07-28 $451.25 $0.00 165.3% 0.0% 53.0% 71.9% 0.0% 0.0% 0.0% 0 162 0 0.10 112.39 N/A N/A 0 0 0 0 2017-07-31 $456.82 $0.00 162.7% 0.0% 52.9% 70.3% 0.0% 0.0% 0.0% 0 164 0 0.10 110.92 N/A N/A 0 0 0 0
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