DSS Options History — October 2017 In October 2017, DSS traded between $362.12 and $479.11. ATM implied volatility averaged 159.7%, placing in the 68.5% IV rank vs the trailing year. The 30-day expected move averaged 44.8%. IV traded above realized volatility by 118.8% (HV 20d: 40.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.17.
Notable Days 2017-10-26 : Largest IV spike — 133.0% change2017-10-04 : Highest IV Rank — 92.0%2017-10-10 : Largest Expected Move — 44.8%Monthly Statistics Metric Avg Min Max Open Close Price $428.21 $362.12 $479.11 $479.11 $367.69 ATM IV 159.7% 80.8% 199.8% 197.4% 155.0% Expected Move 44.8% 44.8% 44.8% 44.8% 44.8% HV 20d 40.9% 26.0% 53.0% 48.2% 53.0% HV 60d 53.8% 51.3% 56.3% 56.3% 55.4% IV Rank 68.5% 22.5% 92.0% 90.6% 65.8% IV Percentile 46.8% 4.8% 98.6% 95.0% 33.5% Term Structure -38.3% -38.3% -38.3% -38.3% -38.3% Bid-Ask Spread % 107.85 6.86 115.06 113.31 112.13 Net GEX 0 0 0 0 0 Net DEX 154 130 172 172 132 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.17 0.17 0.17 0.17 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 2017-10-02 $479.11 $0.00 197.4% 0.0% 48.2% 90.6% 0.0% 0.0% 0.0% 0 172 0 0.17 113.31 N/A N/A 0 0 0 0 2017-10-03 $473.54 $0.00 122.8% 0.0% 48.7% 47.0% 0.0% 0.0% 0.0% 0 170 0 0.17 113.31 N/A N/A 0 0 0 0 2017-10-04 $473.54 $0.00 199.8% 0.0% 44.4% 92.0% 0.0% 0.0% 0.0% 0 170 0 0.17 111.78 N/A N/A 0 0 0 0 2017-10-05 $462.40 $0.00 199.7% 0.0% 44.6% 91.9% 0.0% 0.0% 0.0% 0 166 0 0.17 113.04 N/A N/A 0 0 0 0 2017-10-06 $456.82 $0.00 104.3% 0.0% 43.0% 36.2% 0.0% 0.0% 0.0% 0 164 0 0.17 113.31 N/A N/A 0 0 0 0 2017-10-09 $456.82 $0.00 112.8% 0.0% 39.2% 41.1% 0.0% 0.0% 0.0% 0 164 0 0.17 113.92 N/A N/A 0 0 0 0 2017-10-10 $467.97 $0.00 156.2% 44.8% 38.7% 66.5% 0.0% 0.0% -38.3% 0 168 0 0.17 6.86 N/A N/A 0 0 0 0 2017-10-11 $462.40 $0.00 156.8% 0.0% 35.3% 66.9% 0.0% 0.0% 0.0% 0 166 0 0.17 115.06 N/A N/A 0 0 0 0 2017-10-12 $462.40 $0.00 163.7% 0.0% 34.6% 70.9% 0.0% 0.0% 0.0% 0 165 0 0.17 113.54 N/A N/A 0 0 0 0 2017-10-13 $456.82 $0.00 150.9% 0.0% 32.8% 63.4% 0.0% 0.0% 0.0% 0 164 0 0.17 111.78 N/A N/A 0 0 0 0 2017-10-16 $451.25 $0.00 166.6% 0.0% 30.5% 72.6% 0.0% 0.0% 0.0% 0 162 0 0.17 113.54 N/A N/A 0 0 0 0 2017-10-17 $440.11 $0.00 161.5% 0.0% 26.0% 69.6% 0.0% 0.0% 0.0% 0 158 0 0.17 112.69 N/A N/A 0 0 0 0 2017-10-18 $406.69 $0.00 172.2% 0.0% 37.5% 75.9% 0.0% 0.0% 0.0% 0 146 0 0.17 113.27 N/A N/A 0 0 0 0 2017-10-19 $406.69 $0.00 172.9% 0.0% 37.5% 76.3% 0.0% 0.0% 0.0% 0 146 0 0.17 112.69 N/A N/A 0 0 0 0 2017-10-20 $401.11 $0.00 174.2% 0.0% 37.6% 77.0% 0.0% 0.0% 0.0% 0 144 0 0.17 111.23 N/A N/A 0 0 0 0 2017-10-23 $395.54 $0.00 153.7% 0.0% 37.6% 65.1% 0.0% 0.0% 0.0% 0 143 0 0.17 111.82 N/A N/A 0 0 0 0 2017-10-24 $389.97 $0.00 162.9% 0.0% 35.8% 70.4% 0.0% 0.0% 0.0% 0 141 0 0.17 112.45 N/A N/A 0 0 0 0 2017-10-25 $362.12 $0.00 80.8% 0.0% 42.3% 22.5% 0.0% 0.0% 0.0% 0 130 0 0.17 112.13 N/A N/A 0 0 0 0 2017-10-26 $384.40 $0.00 188.4% 0.0% 49.3% 85.3% 0.0% 0.0% 0.0% 0 138 0 0.17 111.02 N/A N/A 0 0 0 0 2017-10-27 $395.54 $0.00 184.2% 0.0% 50.5% 82.9% 0.0% 0.0% 0.0% 0 142 0 0.17 112.36 N/A N/A 0 0 0 0 2017-10-30 $367.69 $0.00 175.9% 0.0% 52.8% 78.0% 0.0% 0.0% 0.0% 0 132 0 0.17 111.56 N/A N/A 0 0 0 0 2017-10-31 $367.69 $0.00 155.0% 0.0% 53.0% 65.8% 0.0% 0.0% 0.0% 0 132 0 0.17 112.13 N/A N/A 0 0 0 0
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