DSS Options History — January 2018

In January 2018, DSS traded between $846.80 and $1242.34. ATM implied volatility averaged 203.0%, placing in the 71.4% IV rank vs the trailing year. The 30-day expected move averaged 57.6%. IV traded above realized volatility by 2.0% (HV 20d: 201.0%). Max pain ranged from $1392.76 to $2785.52. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 2.03.

Notable Days

2018-01-04: Highest Volume — 1 contracts
2018-01-25: Largest IV drop — 35.6% change
2018-01-02: Highest IV Rank — 100.0%
2018-01-02: Largest Expected Move — 76.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1144.18	$846.80	$1242.34	$1064.07	$846.80
Max Pain	$2122.30	$1392.76	$2785.52	$1392.76	$1392.76
ATM IV	203.0%	135.5%	267.3%	267.3%	193.0%
Expected Move	57.6%	38.9%	76.6%	76.6%	55.3%
HV 20d	201.0%	80.4%	299.8%	295.7%	128.6%
HV 60d	187.6%	185.2%	196.7%	185.2%	196.7%
IV Rank	71.4%	41.4%	100.0%	100.0%	67.0%
IV Percentile	74.3%	10.0%	100.0%	100.0%	76.5%
Term Structure	-10.3%	-68.7%	49.7%	-68.7%	4.1%
VWIV	181.5%	134.7%	244.0%	244.0%	155.3%
Bid-Ask Spread %	70.06	48.63	88.71	66.09	83.72
Gamma HHI	0.47	0.34	0.69	0.40	0.51
Net GEX	650	12	2.0K	430	45
Net DEX	37.2K	-61.0K	93.0K	51.9K	46.6K
Net VEX	-228	-436	-124	-157	-124
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.03	0.09	5.59	0.20	5.01
Total Volume	0.476	0	1	0	1
Total OI	4.857	3	6	6	3

Daily Data (21 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
2018-01-02	$1064.07	$1392.76	267.3%	76.6%	295.7%	100.0%	0.0%	0.0%	-68.7%	430	51.9K	-157	0.20	66.09	N/A	N/A	0	0	5	1
2018-01-03	$1013.93	$1392.76	233.7%	67.0%	295.8%	85.0%	0.0%	0.0%	-7.7%	434	51.4K	-158	0.20	64.51	N/A	N/A	0	0	5	1
2018-01-04	$1164.35	$1392.76	232.8%	68.1%	298.4%	84.7%	244.0%	0.0%	-20.6%	1.9K	-61.0K	-436	0.09	56.44	N/A	N/A	1	0	5	1
2018-01-05	$1136.49	$1392.76	227.9%	60.9%	298.3%	82.5%	194.6%	0.0%	-10.3%	1.8K	-34.3K	-366	0.71	62.10	N/A	N/A	0	0	5	1
2018-01-08	$1175.49	$2785.52	216.3%	63.0%	297.9%	77.3%	196.3%	0.0%	-25.2%	486	72.0K	-197	0.64	53.90	N/A	N/A	0	0	5	1
2018-01-09	$1136.49	$2785.52	252.0%	62.8%	298.7%	93.2%	179.2%	0.0%	-8.5%	430	75.3K	-172	0.64	48.63	N/A	N/A	0	0	5	1
2018-01-10	$1242.34	$2785.52	232.5%	66.7%	299.2%	84.5%	204.3%	0.0%	-11.9%	2.0K	-29.1K	-363	0.51	69.51	N/A	N/A	0	0	5	1
2018-01-11	$1197.77	$2785.52	231.0%	66.2%	299.8%	83.9%	197.8%	0.0%	-30.7%	483	71.5K	-199	0.54	67.71	N/A	N/A	0	0	5	1
2018-01-12	$1197.77	$2785.52	240.3%	68.9%	298.8%	88.0%	181.8%	0.0%	-62.4%	1.9K	-16.8K	-314	0.86	85.35	N/A	N/A	0	0	5	1
2018-01-16	$1242.34	$2785.52	209.3%	60.0%	298.6%	74.2%	180.5%	0.0%	-13.6%	1.9K	83.9K	-176	0.84	59.73	N/A	N/A	0	0	5	1
2018-01-17	$1208.91	$2785.52	193.4%	55.4%	298.5%	67.1%	194.1%	0.0%	-14.6%	503	86.6K	-144	1.05	73.41	N/A	N/A	0	0	5	1
2018-01-18	$1181.06	$2785.52	194.9%	55.9%	126.2%	67.8%	166.7%	0.0%	0.1%	436	93.0K	-195	1.66	56.74	N/A	N/A	0	1	5	1
2018-01-19	$1192.20	$2785.52	203.4%	58.3%	92.9%	71.6%	191.6%	0.0%	-10.0%	384	76.1K	-254	4.83	58.18	N/A	N/A	0	1	5	1
2018-01-22	$1125.35	$2785.52	157.9%	45.3%	90.5%	51.4%	165.6%	0.0%	31.7%	46	18.2K	-245	5.33	78.85	N/A	N/A	0	1	2	1
2018-01-23	$1147.63	$2785.52	187.7%	53.8%	84.2%	64.6%	185.9%	0.0%	-12.1%	13	31.4K	-223	5.59	84.93	N/A	N/A	0	1	2	1
2018-01-24	$1130.92	$1392.76	218.9%	62.8%	84.3%	78.5%	218.8%	0.0%	-61.5%	78	25.7K	-229	5.59	85.27	N/A	N/A	0	1	2	1
2018-01-25	$1192.20	$1392.76	141.0%	40.4%	85.3%	43.9%	140.0%	0.0%	6.4%	12	38.4K	-207	2.65	79.57	N/A	N/A	0	1	2	1
2018-01-26	$1142.06	$1392.76	139.8%	40.1%	86.3%	43.3%	134.7%	0.0%	19.8%	178	25.4K	-235	2.79	75.25	N/A	N/A	0	1	2	1
2018-01-29	$1164.35	$1392.76	135.5%	38.9%	82.4%	41.4%	135.1%	0.0%	49.7%	203	25.1K	-234	2.02	72.76	N/A	N/A	0	1	2	1
2018-01-30	$1125.35	$1392.76	154.4%	44.3%	80.4%	49.8%	155.3%	0.0%	29.1%	105	50.6K	-157	0.77	88.71	N/A	N/A	0	0	2	1
2018-01-31	$846.80	$1392.76	193.0%	55.3%	128.6%	67.0%	0.0%	0.0%	4.1%	45	46.6K	-124	5.01	83.72	N/A	N/A	0	1	2	1