DSS Options History — December 2017 In December 2017, DSS traded between $579.39 and $1442.90. ATM implied volatility averaged 189.8%, placing in the 78.4% IV rank vs the trailing year. The 30-day expected move averaged 54.5%. IV traded below realized volatility by 9.6% (HV 20d: 199.4%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.14.
Notable Days 2017-12-18 : Highest Volume — 4 contracts2017-12-19 : Largest IV spike — 32.9% change2017-12-19 : Highest IV Rank — 100.0%2017-12-20 : Largest Expected Move — 74.4%Monthly Statistics Metric Avg Min Max Open Close Price $895.82 $579.39 $1442.90 $579.39 $1008.36 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 189.8% 159.2% 259.5% 183.3% 213.8% Expected Move 54.5% 45.6% 74.4% 51.8% 61.3% HV 20d 199.4% 116.1% 301.7% 116.1% 297.9% HV 60d 127.4% 80.2% 185.2% 80.2% 185.2% IV Rank 78.4% 60.8% 100.0% 82.3% 79.0% IV Percentile 67.8% 36.8% 100.0% 65.8% 98.0% Term Structure -35.8% -95.4% 174.2% -77.6% -47.5% VWIV 226.1% 180.2% 285.6% 267.6% 198.8% Bid-Ask Spread % 88.31 39.02 118.67 109.88 39.02 Gamma HHI 0.70 0.45 1.00 1.00 0.47 Net GEX 703 0 2.1K 0 1.5K Net DEX -36.0K -183.4K 264 208 -41.7K Net VEX -206 -665 0 0 -401 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.14 0.02 0.55 0.17 0.19 Total Volume 0.4 0 4 0 0 Total OI 2.25 0 6 0 6
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 2017-12-01 $579.39 $1392.76 183.3% 0.0% 116.1% 82.3% 0.0% 0.0% 0.0% 0 208 0 0.17 109.88 N/A N/A 0 0 0 0 2017-12-04 $640.67 $0.00 180.7% 51.8% 119.2% 80.8% 0.0% 0.0% -77.6% 0 230 0 0.09 116.25 N/A N/A 0 0 0 0 2017-12-05 $640.67 $1392.76 159.2% 45.6% 119.2% 68.3% 0.0% 0.0% -70.5% 0 230 0 0.09 115.66 N/A N/A 0 0 0 0 2017-12-06 $696.38 $1392.76 169.5% 48.6% 120.3% 74.3% 0.0% 0.0% -95.4% 0 250 0 0.09 117.41 N/A N/A 0 0 0 0 2017-12-07 $685.24 $1392.76 171.5% 49.2% 120.3% 75.4% 0.0% 0.0% -47.2% 0 246 0 0.09 116.20 N/A N/A 0 0 0 0 2017-12-08 $701.95 $1392.76 164.3% 47.1% 119.1% 71.2% 0.0% 0.0% -86.7% 0 252 0 0.07 117.32 N/A N/A 0 0 0 0 2017-12-11 $690.81 $1392.76 180.0% 51.6% 120.4% 80.4% 0.0% 0.0% -52.7% 0 247 0 0.07 115.49 N/A N/A 0 0 0 0 2017-12-12 $735.38 $1392.76 160.1% 45.9% 119.5% 68.8% 0.0% 0.0% -89.1% 0 264 0 0.07 117.10 N/A N/A 0 0 0 0 2017-12-13 $701.95 $1392.76 169.1% 48.5% 120.8% 74.1% 0.0% 0.0% -55.0% 0 252 0 0.07 117.17 N/A N/A 0 0 0 0 2017-12-14 $701.95 $1392.76 179.5% 51.5% 120.0% 80.1% 0.0% 0.0% -56.8% 0 252 0 0.07 118.67 N/A N/A 0 0 0 0 2017-12-15 $679.67 $1392.76 181.6% 52.1% 120.3% 81.4% 0.0% 0.0% -60.5% 0 122 0 0.07 114.73 N/A N/A 0 0 0 0 2017-12-18 $1442.90 $1392.76 167.5% 48.0% 283.9% 73.1% 267.6% 0.0% 7.5% 18 -2.5K -5 0.02 54.08 N/A N/A 4 0 0 0 2017-12-19 $1136.49 $1392.76 222.6% 63.8% 299.8% 100.0% 229.1% 0.0% 174.2% 1.3K -183.4K -481 0.29 46.02 N/A N/A 2 1 3 0 2017-12-20 $1231.20 $1392.76 259.5% 74.4% 298.2% 100.0% 285.6% 0.0% -58.5% 2.0K -140.8K -665 0.04 51.10 N/A N/A 1 0 5 1 2017-12-21 $1119.78 $1392.76 233.1% 66.8% 301.5% 87.9% 245.9% 0.0% -49.2% 1.7K -89.3K -556 0.55 62.43 N/A N/A 0 0 5 1 2017-12-22 $1130.92 $1392.76 225.6% 64.7% 301.7% 84.4% 225.2% 0.0% -17.6% 1.7K -61.9K -540 0.14 51.27 N/A N/A 0 0 5 1 2017-12-26 $1175.49 $1392.76 184.4% 52.9% 297.3% 65.4% 192.0% 0.0% -9.2% 2.1K -89.7K -561 0.15 54.82 N/A N/A 0 0 5 1 2017-12-27 $1147.63 $1392.76 174.4% 50.0% 295.0% 60.8% 180.2% 0.0% 28.9% 1.9K -61.8K -471 0.13 70.28 N/A N/A 0 0 5 1 2017-12-28 $1069.64 $1392.76 215.6% 61.8% 297.3% 79.8% 210.3% 0.0% -17.3% 1.6K -51.1K -443 0.23 61.39 N/A N/A 0 0 5 1 2017-12-29 $1008.36 $1392.76 213.8% 61.3% 297.9% 79.0% 198.8% 0.0% -47.5% 1.5K -41.7K -401 0.19 39.02 N/A N/A 0 0 5 1
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