DSS Options History — February 2018 In February 2018, DSS traded between $601.67 and $774.37. ATM implied volatility averaged 160.7%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 41.2%. IV traded above realized volatility by 36.2% (HV 20d: 124.5%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 4.66.
Notable Days 2018-02-01 : Highest Volume — 1 contracts2018-02-16 : Largest IV spike — 52.6% change2018-02-02 : Highest IV Rank — 97.0%2018-02-07 : Largest Expected Move — 53.2%Monthly Statistics Metric Avg Min Max Open Close Price $655.33 $601.67 $774.37 $746.52 $601.67 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 160.7% 108.2% 260.5% 246.2% 157.2% Expected Move 41.2% 30.7% 53.2% 30.7% 45.1% HV 20d 124.5% 118.6% 134.4% 134.4% 123.1% HV 60d 198.4% 193.3% 201.2% 198.8% 193.4% IV Rank 48.1% 18.7% 97.0% 90.6% 40.9% IV Percentile 32.4% 2.0% 99.6% 98.8% 27.8% Term Structure 4.3% -64.0% 79.4% -2.7% -30.5% Bid-Ask Spread % 90.78 21.31 122.74 93.35 99.15 Gamma HHI 0.86 0.53 1.00 0.88 1.00 Net GEX -28 -117 11 -117 0 Net DEX 76.5K 54.7K 94.8K 90.8K 55.6K Net VEX -27 -84 0 -80 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.66 3.45 5.20 3.67 3.45 Total Volume 1 1 1 1 1 Total OI 2.632 2 3 3 2
Daily Data (19 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 2018-02-01 $746.52 $1392.76 246.2% 30.7% 134.4% 90.6% 0.0% 0.0% -2.7% -117 90.8K -80 3.67 93.35 N/A N/A 0 1 2 1 2018-02-02 $774.37 $1392.76 260.5% 0.0% 123.4% 97.0% 0.0% 0.0% -12.6% -117 94.8K -84 5.20 89.48 N/A N/A 0 1 2 1 2018-02-05 $685.24 $1392.76 165.2% 39.2% 128.6% 54.6% 0.0% 0.0% 68.4% -71 79.2K -73 5.20 92.11 N/A N/A 0 1 2 1 2018-02-06 $701.95 $1392.76 166.7% 0.0% 128.0% 55.3% 0.0% 0.0% 0.0% -93 86.9K -76 5.20 122.39 N/A N/A 0 1 2 1 2018-02-07 $668.52 $1392.76 185.4% 53.2% 128.2% 63.6% 0.0% 0.0% -54.0% 4 94.3K -5 5.20 99.45 N/A N/A 0 1 2 1 2018-02-08 $640.67 $1392.76 121.6% 34.9% 120.8% 35.2% 0.0% 0.0% 79.4% -71 76.2K -69 5.20 50.96 N/A N/A 0 1 2 1 2018-02-09 $646.24 $1392.76 174.1% 0.0% 121.7% 58.6% 0.0% 0.0% 0.0% 4 91.1K -5 5.20 122.74 N/A N/A 0 1 2 1 2018-02-12 $629.53 $1392.76 140.7% 0.0% 121.2% 43.7% 0.0% 0.0% 0.0% 4 88.8K -5 5.20 103.61 N/A N/A 0 1 2 1 2018-02-13 $618.38 $1392.76 129.2% 0.0% 118.6% 38.6% 0.0% 0.0% -64.0% 3 87.1K -4 5.20 104.15 N/A N/A 0 1 2 1 2018-02-14 $668.52 $1392.76 146.4% 0.0% 125.2% 46.2% 0.0% 0.0% 0.0% 5 94.4K -5 5.20 97.52 N/A N/A 0 1 2 1 2018-02-15 $646.24 $1392.76 108.2% 31.0% 125.2% 29.2% 0.0% 0.0% 53.1% 0 91.8K 0 5.20 38.65 N/A N/A 0 1 2 1 2018-02-16 $646.24 $1392.76 165.0% 47.3% 124.8% 45.1% 0.0% 0.0% 0.0% -115 78.5K -69 5.20 118.56 N/A N/A 0 1 2 1 2018-02-20 $662.95 $1392.76 115.7% 33.2% 125.9% 18.7% 0.0% 0.0% 71.4% 4 60.5K -5 4.05 96.48 N/A N/A 0 1 1 1 2018-02-21 $646.24 $1392.76 150.8% 43.2% 124.7% 37.5% 0.0% 0.0% -12.1% 0 59.7K 0 4.05 93.25 N/A N/A 0 1 1 1 2018-02-22 $618.38 $1392.76 161.5% 46.3% 124.7% 43.2% 0.0% 0.0% 0.0% 0 57.2K 0 4.05 100.22 N/A N/A 0 1 1 1 2018-02-23 $607.24 $1392.76 168.3% 48.3% 121.0% 46.9% 0.0% 0.0% -48.6% 10 54.7K -10 4.05 21.31 N/A N/A 0 1 1 1 2018-02-26 $635.10 $1392.76 140.0% 40.1% 124.1% 31.7% 0.0% 0.0% 0.0% 11 57.3K -10 4.05 91.21 N/A N/A 0 1 1 1 2018-02-27 $607.24 $1392.76 150.8% 43.2% 122.8% 37.5% 0.0% 0.0% 0.0% 11 54.8K -10 4.05 90.26 N/A N/A 0 1 1 1 2018-02-28 $601.67 $1392.76 157.2% 45.1% 123.1% 40.9% 0.0% 0.0% -30.5% 0 55.6K 0 3.45 99.15 N/A N/A 0 1 1 1
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