DSS Options History — April 2018 In April 2018, DSS traded between $662.95 and $735.38. ATM implied volatility averaged 131.5%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 37.7%. IV traded above realized volatility by 18.1% (HV 20d: 113.3%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.96.
Notable Days 2018-04-13 : Largest IV drop — 56.6% change2018-04-12 : Highest IV Rank — 61.3%2018-04-09 : Largest Expected Move — 66.9%Monthly Statistics Metric Avg Min Max Open Close Price $695.32 $662.95 $735.38 $701.95 $662.95 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 131.5% 84.7% 195.2% 124.8% 133.3% Expected Move 37.7% 24.3% 66.9% 35.8% 38.2% HV 20d 113.3% 44.4% 138.2% 138.2% 44.4% HV 60d 110.6% 91.7% 117.0% 117.0% 91.7% IV Rank 27.1% 2.1% 61.3% 23.6% 28.1% IV Percentile 18.2% 0.4% 84.1% 7.9% 15.9% Term Structure -29.7% -152.2% 79.2% -11.5% -50.0% Bid-Ask Spread % 93.14 70.19 123.82 90.15 98.04 Gamma HHI 0.82 0.52 1.00 0.52 0.76 Net GEX 8 0 26 15 26 Net DEX 26.9K 24.8K 29.2K 25.6K 24.8K Net VEX -5 -13 0 -13 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.96 1.95 4.86 4.86 2.12 Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2018-04-02 $701.95 $1392.76 124.8% 35.8% 138.2% 23.6% 0.0% 0.0% -11.5% 15 25.6K -13 4.86 90.15 N/A N/A 0 0 0 0 2018-04-03 $696.38 $1392.76 129.7% 37.2% 138.2% 26.2% 0.0% 0.0% -30.5% 17 26.1K -11 3.69 102.39 N/A N/A 0 0 0 0 2018-04-04 $707.52 $1392.76 131.1% 37.6% 138.2% 27.0% 0.0% 0.0% 0.0% 17 26.1K -13 3.69 95.25 N/A N/A 0 0 0 0 2018-04-05 $735.38 $1392.76 129.1% 45.1% 137.7% 25.9% 0.0% 0.0% -37.3% 18 27.5K -12 3.69 113.50 N/A N/A 0 0 0 0 2018-04-06 $690.81 $1392.76 144.2% 36.6% 137.4% 34.0% 0.0% 0.0% -19.0% 16 25.6K -12 3.69 117.62 N/A N/A 0 0 0 0 2018-04-09 $696.38 $1392.76 161.2% 66.9% 136.2% 43.1% 0.0% 0.0% -152.2% 18 26.0K -11 4.46 88.38 N/A N/A 0 0 0 0 2018-04-10 $701.95 $1392.76 167.4% 38.8% 135.8% 46.4% 0.0% 0.0% -5.6% 0 28.0K 0 4.46 86.23 N/A N/A 0 0 0 0 2018-04-11 $685.24 $1392.76 181.6% 0.0% 135.6% 54.0% 0.0% 0.0% -67.0% 0 27.3K 0 4.46 102.18 N/A N/A 0 0 0 0 2018-04-12 $707.52 $1392.76 195.2% 56.0% 135.4% 61.3% 0.0% 0.0% -51.7% 17 26.4K -11 2.28 123.82 N/A N/A 0 0 0 0 2018-04-13 $735.38 $1392.76 84.7% 24.3% 135.5% 2.1% 0.0% 0.0% 19.6% 0 29.2K 0 2.33 92.92 N/A N/A 0 0 0 0 2018-04-16 $707.52 $1392.76 115.5% 33.1% 136.4% 18.6% 0.0% 0.0% 20.6% 17 26.5K -12 2.33 102.10 N/A N/A 0 0 0 0 2018-04-17 $713.09 $1392.76 114.6% 32.9% 135.3% 18.1% 0.0% 0.0% -117.1% 0 28.4K 0 2.49 92.58 N/A N/A 0 0 0 0 2018-04-18 $724.23 $1392.76 116.0% 33.3% 135.0% 18.9% 0.0% 0.0% 79.2% 0 28.9K 0 2.38 78.49 N/A N/A 0 0 0 0 2018-04-19 $690.81 $1392.76 100.2% 28.7% 136.2% 10.4% 0.0% 0.0% -11.2% 0 27.5K 0 1.98 71.17 N/A N/A 0 0 0 0 2018-04-20 $668.52 $1392.76 153.4% 44.0% 132.8% 38.9% 0.0% 0.0% -60.3% 0 26.6K 0 1.95 70.19 N/A N/A 0 0 0 0 2018-04-23 $685.24 $1392.76 108.9% 31.2% 64.6% 15.1% 0.0% 0.0% -15.8% 0 27.2K 0 2.41 73.64 N/A N/A 0 0 0 0 2018-04-24 $685.24 $1392.76 111.2% 31.9% 63.3% 16.3% 0.0% 0.0% -17.2% 0 27.2K 0 2.21 80.38 N/A N/A 0 0 0 0 2018-04-25 $674.09 $1392.76 115.8% 33.2% 59.9% 18.7% 0.0% 0.0% -19.1% 0 26.7K 0 2.21 96.04 N/A N/A 0 0 0 0 2018-04-26 $668.52 $1392.76 119.5% 34.3% 52.5% 20.7% 0.0% 0.0% -40.3% 0 26.5K 0 2.21 74.23 N/A N/A 0 0 0 0 2018-04-27 $662.95 $1392.76 123.2% 35.3% 51.5% 22.7% 0.0% 0.0% -6.5% 0 26.4K 0 2.21 106.70 N/A N/A 0 0 0 0 2018-04-30 $662.95 $1392.76 133.3% 38.2% 44.4% 28.1% 0.0% 0.0% -50.0% 26 24.8K -11 2.12 98.04 N/A N/A 0 0 0 0
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