DSS Options History — August 2017 In August 2017, DSS traded between $345.40 and $445.68. ATM implied volatility averaged 173.6%, placing in the 76.7% IV rank vs the trailing year. The 30-day expected move averaged 48.3%. IV traded above realized volatility by 115.7% (HV 20d: 57.8%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.10.
Notable Days 2017-08-10 : Largest IV spike — 25.2% change2017-08-31 : Highest IV Rank — 91.2%2017-08-04 : Largest Expected Move — 48.3%Monthly Statistics Metric Avg Min Max Open Close Price $389.49 $345.40 $445.68 $445.68 $384.40 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 173.6% 139.0% 198.5% 149.4% 198.5% Expected Move 48.3% 48.3% 48.3% 48.3% 48.3% HV 20d 57.8% 51.4% 66.8% 51.7% 66.8% HV 60d 57.5% 54.2% 60.1% 60.1% 58.5% IV Rank 76.7% 56.4% 91.2% 62.5% 91.2% IV Percentile 61.0% 22.9% 96.3% 30.5% 96.3% Term Structure -44.2% -44.2% -44.2% -44.2% -44.2% Bid-Ask Spread % 102.02 16.21 113.54 112.69 111.56 Net GEX 0 0 0 0 0 Net DEX 140 124 160 160 138 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 (23 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 2017-08-01 $445.68 $0.00 149.4% 0.0% 51.7% 62.5% 0.0% 0.0% 0.0% 0 160 0 0.10 112.69 N/A N/A 0 0 0 0 2017-08-02 $445.68 $0.00 142.3% 0.0% 51.4% 58.4% 0.0% 0.0% 0.0% 0 160 0 0.10 112.09 N/A N/A 0 0 0 0 2017-08-03 $440.11 $1392.76 163.8% 0.0% 51.7% 70.9% 0.0% 0.0% 0.0% 0 158 0 0.10 113.54 N/A N/A 0 0 0 0 2017-08-04 $406.69 $1392.76 168.4% 48.3% 59.1% 73.6% 0.0% 0.0% -44.2% 0 146 0 0.10 20.67 N/A N/A 0 0 0 0 2017-08-07 $395.54 $1392.76 139.0% 0.0% 57.8% 56.4% 0.0% 0.0% 0.0% 0 142 0 0.10 111.82 N/A N/A 0 0 0 0 2017-08-08 $395.54 $1392.76 156.1% 0.0% 57.2% 66.4% 0.0% 0.0% 0.0% 0 142 0 0.10 109.50 N/A N/A 0 0 0 0 2017-08-09 $384.40 $1392.76 147.8% 0.0% 52.6% 61.6% 0.0% 0.0% 0.0% 0 138 0 0.10 112.93 N/A N/A 0 0 0 0 2017-08-10 $373.26 $1392.76 185.1% 0.0% 53.6% 83.4% 0.0% 0.0% 0.0% 0 135 0 0.10 112.93 N/A N/A 0 0 0 0 2017-08-11 $378.83 $1392.76 166.7% 0.0% 52.9% 72.7% 0.0% 0.0% 0.0% 0 136 0 0.10 110.06 N/A N/A 0 0 0 0 2017-08-14 $362.12 $1392.76 163.3% 0.0% 55.3% 70.6% 0.0% 0.0% 0.0% 0 129 0 0.10 112.13 N/A N/A 0 0 0 0 2017-08-15 $350.97 $1392.76 195.2% 0.0% 54.9% 89.3% 0.0% 0.0% 0.0% 0 126 0 0.10 112.13 N/A N/A 0 0 0 0 2017-08-16 $345.40 $1392.76 170.3% 0.0% 53.6% 74.8% 0.0% 0.0% 0.0% 0 124 0 0.10 111.36 N/A N/A 0 0 0 0 2017-08-17 $373.26 $1392.76 191.2% 0.0% 58.1% 87.0% 0.0% 0.0% 0.0% 0 134 0 0.10 112.13 N/A N/A 0 0 0 0 2017-08-18 $367.69 $1392.76 193.8% 0.0% 55.9% 88.5% 0.0% 0.0% 0.0% 0 133 0 0.10 112.13 N/A N/A 0 0 0 0 2017-08-21 $395.54 $1392.76 184.1% 0.0% 61.4% 82.8% 0.0% 0.0% 0.0% 0 143 0 0.10 111.82 N/A N/A 0 0 0 0 2017-08-22 $401.11 $1392.76 187.7% 0.0% 59.7% 84.9% 0.0% 0.0% 0.0% 0 144 0 0.10 113.27 N/A N/A 0 0 0 0 2017-08-23 $389.97 $1392.76 189.8% 0.0% 60.3% 86.1% 0.0% 0.0% 0.0% 0 140 0 0.10 111.23 N/A N/A 0 0 0 0 2017-08-24 $401.11 $1392.76 189.3% 0.0% 59.5% 85.9% 0.0% 0.0% 0.0% 0 144 0 0.10 108.91 N/A N/A 0 0 0 0 2017-08-25 $373.26 $1392.76 158.3% 0.0% 62.9% 67.8% 0.0% 0.0% 0.0% 0 134 0 0.10 75.02 N/A N/A 0 0 0 0 2017-08-28 $384.40 $1392.76 194.7% 0.0% 64.0% 89.0% 0.0% 0.0% 0.0% 0 138 0 0.10 111.82 N/A N/A 0 0 0 0 2017-08-29 $389.97 $1392.76 194.9% 0.0% 64.2% 89.1% 0.0% 0.0% 0.0% 0 140 0 0.10 110.43 N/A N/A 0 0 0 0 2017-08-30 $373.26 $1392.76 162.0% 0.0% 65.4% 69.9% 0.0% 0.0% 0.0% 0 134 0 0.10 16.21 N/A N/A 0 0 0 0 2017-08-31 $384.40 $1392.76 198.5% 0.0% 66.8% 91.2% 0.0% 0.0% 0.0% 0 138 0 0.10 111.56 N/A N/A 0 0 0 0
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