DSS Options History — March 2018 In March 2018, DSS traded between $596.10 and $863.51. ATM implied volatility averaged 141.0%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 40.0%. IV traded above realized volatility by 63.8% (HV 20d: 77.2%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 3.57.
Notable Days 2018-03-01 : Highest Volume — 1 contracts2018-03-23 : Largest IV spike — 62.4% change2018-03-06 : Highest IV Rank — 60.3%2018-03-23 : Largest Expected Move — 53.6%Monthly Statistics Metric Avg Min Max Open Close Price $680.99 $596.10 $863.51 $601.67 $757.66 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 141.0% 100.9% 193.3% 162.4% 102.5% Expected Move 40.0% 29.3% 53.6% 46.5% 29.4% HV 20d 77.2% 52.3% 134.6% 79.0% 134.6% HV 60d 150.7% 94.1% 191.4% 191.4% 116.5% IV Rank 32.2% 10.8% 60.3% 43.7% 11.6% IV Percentile 22.5% 0.8% 77.0% 33.3% 1.6% Term Structure 27.3% -36.5% 85.9% 9.7% 35.7% Bid-Ask Spread % 99.22 25.21 130.14 99.15 120.35 Gamma HHI 0.76 0.51 1.00 1.00 0.58 Net GEX -13 -159 20 0 20 Net DEX 31.0K 9.7K 55.6K 55.6K 28.3K Net VEX -17 -84 0 0 -13 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.57 2.67 4.46 3.45 4.46 Total Volume 0.571 0 1 1 0 Total OI 1.143 0 2 2 0
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 2018-03-01 $601.67 $1392.76 162.4% 46.5% 79.0% 43.7% 0.0% 0.0% 0.0% 0 55.6K 0 3.45 99.15 N/A N/A 0 1 1 1 2018-03-02 $607.24 $1392.76 167.1% 47.9% 68.1% 46.3% 0.0% 0.0% 9.7% 9 54.2K -10 3.45 47.26 N/A N/A 0 1 1 1 2018-03-05 $607.24 $0.00 187.8% 37.9% 66.0% 57.4% 0.0% 0.0% -10.2% 0 41.1K 0 3.45 106.16 N/A N/A 0 1 1 1 2018-03-06 $618.38 $0.00 193.3% 0.0% 52.3% 60.3% 0.0% 0.0% 0.0% 8 39.8K -10 3.45 127.87 N/A N/A 0 1 1 1 2018-03-07 $596.10 $0.00 132.2% 0.0% 52.3% 27.5% 0.0% 0.0% 0.0% 0 40.3K 0 3.45 129.62 N/A N/A 0 1 1 1 2018-03-08 $646.24 $0.00 139.5% 0.0% 58.8% 31.5% 0.0% 0.0% 0.0% 0 43.7K 0 3.45 126.47 N/A N/A 0 1 1 1 2018-03-09 $679.67 $0.00 119.0% 0.0% 59.4% 20.5% 0.0% 0.0% 0.0% 0 33.1K 0 3.45 127.89 N/A N/A 0 1 1 1 2018-03-12 $701.95 $0.00 123.1% 35.3% 60.3% 22.7% 0.0% 0.0% 69.2% 12 32.2K -11 3.45 106.12 N/A N/A 0 1 1 1 2018-03-13 $679.67 $0.00 129.3% 37.1% 60.8% 26.0% 0.0% 0.0% -36.5% 11 31.2K -11 3.45 94.97 N/A N/A 0 1 1 1 2018-03-14 $657.38 $0.00 100.9% 0.0% 61.7% 10.8% 0.0% 0.0% 0.0% 8 29.6K -10 3.45 122.22 N/A N/A 0 1 1 1 2018-03-15 $640.67 $0.00 144.7% 0.0% 55.7% 34.2% 0.0% 0.0% 0.0% 9 29.0K -10 3.45 130.14 N/A N/A 0 1 1 1 2018-03-16 $640.67 $0.00 123.5% 0.0% 54.5% 22.9% 0.0% 0.0% 0.0% 12 29.9K -9 3.45 130.12 N/A N/A 0 1 1 1 2018-03-19 $674.09 $0.00 142.3% 40.8% 57.4% 33.0% 0.0% 0.0% 53.1% 0 26.0K 0 2.86 59.19 N/A N/A 0 0 0 0 2018-03-20 $657.38 $1392.76 102.6% 29.4% 57.5% 11.7% 0.0% 0.0% 85.9% 0 25.4K 0 2.86 25.21 N/A N/A 0 0 0 0 2018-03-21 $668.52 $1392.76 102.3% 29.3% 57.0% 11.5% 0.0% 0.0% 31.6% 15 24.1K -12 4.35 105.38 N/A N/A 0 0 0 0 2018-03-22 $612.81 $1392.76 115.1% 33.0% 63.3% 18.3% 0.0% 0.0% 0.0% 0 23.5K 0 4.35 99.52 N/A N/A 0 0 0 0 2018-03-23 $841.23 $1392.76 186.9% 53.6% 128.7% 56.9% 0.0% 0.0% 57.7% -122 11.9K -84 2.67 42.78 N/A N/A 0 0 0 0 2018-03-26 $863.51 $1392.76 171.9% 49.3% 128.3% 48.9% 0.0% 0.0% 1.9% -159 16.1K -81 3.57 51.85 N/A N/A 0 0 0 0 2018-03-27 $807.80 $1392.76 163.3% 46.8% 129.9% 44.2% 0.0% 0.0% 1.5% -114 9.7K -80 4.12 101.86 N/A N/A 0 0 0 0 2018-03-28 $740.95 $1392.76 150.7% 43.2% 134.6% 37.5% 0.0% 0.0% 0.0% 17 27.2K -14 4.46 129.52 N/A N/A 0 0 0 0 2018-03-29 $757.66 $1392.76 102.5% 29.4% 134.6% 11.6% 0.0% 0.0% 35.7% 20 28.3K -13 4.46 120.35 N/A N/A 0 0 0 0
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