DSS Options History — June 2018

In June 2018, DSS traded between $707.52 and $963.79. ATM implied volatility averaged 132.8%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 36.7%. IV traded above realized volatility by 61.2% (HV 20d: 71.6%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.92.

Notable Days

2018-06-13: Largest IV spike — 118.5% change
2018-06-13: Highest IV Rank — 58.7%
2018-06-13: Largest Expected Move — 62.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$779.15	$707.52	$963.79	$857.94	$718.66
Max Pain	$1392.76	$1392.76	$1392.76	$1392.76	$1392.76
ATM IV	132.8%	89.1%	216.3%	107.0%	140.0%
Expected Move	36.7%	24.4%	62.0%	30.7%	40.1%
HV 20d	71.6%	53.5%	84.4%	53.6%	66.4%
HV 60d	76.6%	55.8%	92.5%	87.9%	55.8%
IV Rank	22.5%	3.6%	58.7%	11.3%	25.6%
IV Percentile	24.4%	0.8%	93.7%	4.0%	28.2%
Term Structure	1.6%	-101.7%	65.3%	-21.9%	-33.1%
VWIV	175.5%	140.5%	210.5%	210.5%	140.5%
Bid-Ask Spread %	78.78	8.21	155.35	111.18	113.78
Gamma HHI	0.93	0.69	1.00	1.00	1.00
Net GEX	9	0	39	0	2
Net DEX	13.9K	-238	34.4K	33.1K	-183
Net VEX	-4	-15	0	0	-1
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.92	0.00	4.76	3.70	0.00
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
2018-06-01	$857.94	$1392.76	107.0%	30.7%	53.6%	11.3%	0.0%	0.0%	-21.9%	0	33.1K	0	3.70	111.18	N/A	N/A
2018-06-04	$869.08	$0.00	118.2%	27.0%	53.5%	16.2%	0.0%	0.0%	43.7%	34	31.3K	-13	3.70	65.47	N/A	N/A
2018-06-05	$963.79	$0.00	102.8%	59.9%	62.8%	9.5%	210.5%	0.0%	-78.8%	39	34.4K	-15	3.45	83.26	N/A	N/A
2018-06-06	$913.65	$1392.76	181.0%	42.2%	66.6%	43.4%	140.5%	0.0%	-12.0%	38	32.5K	-14	2.70	95.60	N/A	N/A
2018-06-07	$869.08	$1392.76	161.6%	27.9%	69.6%	34.9%	0.0%	0.0%	39.1%	33	31.1K	-13	2.70	67.02	N/A	N/A
2018-06-08	$869.08	$1392.76	172.7%	24.4%	69.7%	39.8%	0.0%	0.0%	60.4%	33	31.2K	-13	2.70	15.70	N/A	N/A
2018-06-11	$774.37	$1392.76	91.6%	26.3%	82.9%	4.7%	0.0%	0.0%	-39.3%	0	29.9K	0	3.45	97.36	N/A	N/A
2018-06-12	$752.09	$1392.76	99.0%	28.4%	83.7%	7.9%	0.0%	0.0%	36.8%	0	29.0K	0	4.76	90.41	N/A	N/A
2018-06-13	$779.94	$1392.76	216.3%	62.0%	84.4%	58.7%	0.0%	0.0%	-101.7%	0	13.8K	0	4.35	101.87	N/A	N/A
2018-06-14	$768.80	$1392.76	148.6%	42.6%	83.7%	29.3%	0.0%	0.0%	65.3%	2	13.5K	-1	4.35	27.70	N/A	N/A
2018-06-15	$757.66	$1392.76	118.8%	34.1%	82.3%	16.4%	0.0%	0.0%	12.5%	2	13.3K	-1	4.35	44.13	N/A	N/A
2018-06-18	$729.81	$1392.76	89.1%	25.6%	77.0%	3.6%	0.0%	0.0%	30.5%	1	-172	-1	0.00	106.16	N/A	N/A
2018-06-19	$724.23	$1392.76	91.4%	26.2%	76.3%	4.6%	0.0%	0.0%	0.0%	1	-191	-1	0.00	109.39	N/A	N/A
2018-06-20	$713.09	$1392.76	134.7%	38.6%	75.7%	23.3%	0.0%	0.0%	0.0%	1	-189	-1	0.00	8.21	N/A	N/A
2018-06-21	$707.52	$1392.76	160.2%	45.9%	75.4%	34.4%	0.0%	0.0%	39.0%	1	-196	-1	0.00	155.35	N/A	N/A
2018-06-22	$713.09	$1392.76	129.2%	37.0%	68.4%	20.9%	0.0%	0.0%	7.9%	1	-238	-1	0.00	8.21	N/A	N/A
2018-06-25	$718.66	$1392.76	128.3%	36.8%	68.2%	20.5%	0.0%	0.0%	39.6%	1	-180	-1	0.00	117.49	N/A	N/A
2018-06-26	$718.66	$1392.76	128.1%	36.7%	67.8%	20.5%	0.0%	0.0%	0.0%	2	-176	-1	0.00	113.33	N/A	N/A
2018-06-27	$713.09	$1392.76	135.0%	38.7%	67.1%	23.4%	0.0%	0.0%	-29.3%	1	-166	-1	0.00	112.98	N/A	N/A
2018-06-28	$729.81	$1392.76	134.2%	38.5%	68.0%	23.1%	0.0%	0.0%	-30.3%	2	-179	-1	0.00	9.68	N/A	N/A
2018-06-29	$718.66	$1392.76	140.0%	40.1%	66.4%	25.6%	0.0%	0.0%	-33.1%	2	-183	-1	0.00	113.78	N/A	N/A