DSS Options History — September 2017 In September 2017, DSS traded between $367.69 and $467.97. ATM implied volatility averaged 175.9%, placing in the 78.0% IV rank vs the trailing year. The 30-day expected move averaged 52.0%. IV traded above realized volatility by 116.8% (HV 20d: 59.1%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.13.
Notable Days 2017-09-21 : Largest IV spike — 36.6% change2017-09-01 : Highest IV Rank — 91.6%2017-09-28 : Largest Expected Move — 54.6%Monthly Statistics Metric Avg Min Max Open Close Price $425.35 $367.69 $467.97 $384.40 $462.40 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 175.9% 124.3% 199.2% 199.2% 197.4% Expected Move 52.0% 50.4% 54.6% 50.8% 54.6% HV 20d 59.1% 47.4% 66.9% 61.1% 47.4% HV 60d 57.4% 55.8% 59.1% 58.3% 56.0% IV Rank 78.0% 47.9% 91.6% 91.6% 90.6% IV Percentile 64.3% 13.0% 96.7% 96.7% 95.0% Bid-Ask Spread % 102.60 20.03 113.92 111.56 111.78 Net GEX 0 0 0 0 0 Net DEX 153 131 168 138 166 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.10 0.17 0.10 0.17 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 2017-09-01 $384.40 $1392.76 199.2% 0.0% 61.1% 91.6% 0.0% 0.0% 0.0% 0 138 0 0.10 111.56 N/A N/A 0 0 0 0 2017-09-05 $384.40 $0.00 155.9% 0.0% 60.4% 66.3% 0.0% 0.0% 0.0% 0 138 0 0.10 112.93 N/A N/A 0 0 0 0 2017-09-06 $367.69 $0.00 165.3% 0.0% 62.3% 71.8% 0.0% 0.0% 0.0% 0 131 0 0.10 112.93 N/A N/A 0 0 0 0 2017-09-07 $384.40 $0.00 179.0% 0.0% 63.8% 79.8% 0.0% 0.0% 0.0% 0 138 0 0.10 111.82 N/A N/A 0 0 0 0 2017-09-08 $373.26 $0.00 136.7% 0.0% 63.8% 55.1% 0.0% 0.0% 0.0% 0 134 0 0.10 112.93 N/A N/A 0 0 0 0 2017-09-11 $395.54 $0.00 124.3% 0.0% 66.9% 47.9% 0.0% 0.0% 0.0% 0 143 0 0.10 111.82 N/A N/A 0 0 0 0 2017-09-12 $389.97 $0.00 158.2% 0.0% 64.9% 67.7% 0.0% 0.0% 0.0% 0 141 0 0.10 112.93 N/A N/A 0 0 0 0 2017-09-13 $412.26 $0.00 198.9% 0.0% 66.0% 91.5% 0.0% 0.0% 0.0% 0 148 0 0.10 111.86 N/A N/A 0 0 0 0 2017-09-14 $406.69 $0.00 196.9% 0.0% 65.9% 90.3% 0.0% 0.0% 0.0% 0 146 0 0.10 112.45 N/A N/A 0 0 0 0 2017-09-15 $423.40 $0.00 196.4% 0.0% 61.9% 90.0% 0.0% 0.0% 0.0% 0 152 0 0.10 112.69 N/A N/A 0 0 0 0 2017-09-18 $440.11 $0.00 150.3% 0.0% 62.3% 63.0% 0.0% 0.0% 0.0% 0 158 0 0.17 112.94 N/A N/A 0 0 0 0 2017-09-19 $462.40 $0.00 177.3% 50.8% 59.6% 78.8% 0.0% 0.0% 0.0% 0 166 0 0.17 20.03 N/A N/A 0 0 0 0 2017-09-20 $456.82 $0.00 142.0% 0.0% 60.0% 58.2% 0.0% 0.0% 0.0% 0 164 0 0.17 112.39 N/A N/A 0 0 0 0 2017-09-21 $456.82 $0.00 194.0% 0.0% 58.7% 88.6% 0.0% 0.0% 0.0% 0 164 0 0.17 112.99 N/A N/A 0 0 0 0 2017-09-22 $456.82 $0.00 195.1% 0.0% 58.2% 89.2% 0.0% 0.0% 0.0% 0 164 0 0.17 113.92 N/A N/A 0 0 0 0 2017-09-25 $456.82 $0.00 176.0% 50.4% 50.4% 78.1% 0.0% 0.0% 0.0% 0 163 0 0.17 103.43 N/A N/A 0 0 0 0 2017-09-26 $467.97 $0.00 191.6% 0.0% 50.2% 87.2% 0.0% 0.0% 0.0% 0 168 0 0.17 112.43 N/A N/A 0 0 0 0 2017-09-27 $467.97 $0.00 192.8% 0.0% 50.3% 87.9% 0.0% 0.0% 0.0% 0 168 0 0.17 24.79 N/A N/A 0 0 0 0 2017-09-28 $456.82 $0.00 190.5% 54.6% 48.0% 86.5% 0.0% 0.0% 0.0% 0 164 0 0.17 103.43 N/A N/A 0 0 0 0 2017-09-29 $462.40 $0.00 197.4% 0.0% 47.4% 90.6% 0.0% 0.0% 0.0% 0 166 0 0.17 111.78 N/A N/A 0 0 0 0
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