DSS Options History — July 2018 In July 2018, DSS traded between $713.09 and $835.65. ATM implied volatility averaged 151.5%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 42.1%. IV traded above realized volatility by 104.1% (HV 20d: 47.4%). Max pain ranged from $1392.76 to $2785.52. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2018-07-25 : Largest IV spike — 66.0% change2018-07-25 : Highest IV Rank — 62.1%2018-07-25 : Largest Expected Move — 64.3%Monthly Statistics Metric Avg Min Max Open Close Price $768.80 $713.09 $835.65 $718.66 $835.65 Max Pain $2293.95 $1392.76 $2785.52 $1392.76 $1392.76 ATM IV 151.5% 120.1% 224.3% 121.2% 127.0% Expected Move 42.1% 31.2% 64.3% 34.8% 36.4% HV 20d 47.4% 42.1% 66.0% 66.0% 46.2% HV 60d 56.1% 54.3% 56.8% 54.3% 56.8% IV Rank 30.6% 17.0% 62.1% 17.5% 20.0% IV Percentile 39.1% 12.7% 94.4% 12.7% 17.5% Term Structure -23.6% -83.5% 48.5% -7.7% 48.5% Bid-Ask Spread % 100.17 33.97 145.70 115.90 112.66 Gamma HHI 0.98 0.68 1.00 1.00 1.00 Net GEX 4 0 38 1 3 Net DEX -325 -3.3K 0 -189 -172 Net VEX -1 -12 0 -1 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 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 Call Vol Put Vol Call OI Put OI 2018-07-02 $718.66 $1392.76 121.2% 34.8% 66.0% 17.5% 0.0% 0.0% 0.0% 1 -189 -1 0.00 115.90 N/A N/A 0 0 0 0 2018-07-03 $713.09 $1392.76 156.8% 45.0% 50.9% 32.9% 0.0% 0.0% 0.0% 2 -177 -1 0.00 109.93 N/A N/A 0 0 0 0 2018-07-05 $718.66 $0.00 165.7% 0.0% 49.4% 36.7% 0.0% 0.0% 0.0% 2 -173 -1 0.00 145.70 N/A N/A 0 0 0 0 2018-07-06 $740.95 $0.00 132.3% 31.9% 49.4% 22.3% 0.0% 0.0% -7.7% 1 -171 -1 0.00 99.04 N/A N/A 0 0 0 0 2018-07-09 $802.23 $0.00 134.0% 35.8% 58.4% 23.0% 0.0% 0.0% -8.5% 2 -177 -1 0.00 41.65 N/A N/A 0 0 0 0 2018-07-10 $763.23 $0.00 150.6% 31.2% 44.8% 30.2% 0.0% 0.0% -10.1% 2 -189 -1 0.00 33.97 N/A N/A 0 0 0 0 2018-07-11 $763.23 $2785.52 158.7% 0.0% 43.6% 33.7% 0.0% 0.0% 0.0% 2 -196 -1 0.00 125.97 N/A N/A 0 0 0 0 2018-07-12 $746.52 $2785.52 194.6% 55.8% 42.1% 49.3% 0.0% 0.0% -45.8% 2 -183 -1 0.00 124.57 N/A N/A 0 0 0 0 2018-07-13 $768.80 $2785.52 178.2% 0.0% 43.3% 42.2% 0.0% 0.0% 0.0% 2 -198 -1 0.00 125.17 N/A N/A 0 0 0 0 2018-07-16 $740.95 $2785.52 149.6% 42.9% 45.0% 29.8% 0.0% 0.0% -21.9% 2 -174 -1 0.00 112.18 N/A N/A 0 0 0 0 2018-07-17 $763.23 $2785.52 120.1% 34.4% 44.1% 17.0% 0.0% 0.0% -9.7% 2 -187 -1 0.00 62.62 N/A N/A 0 0 0 0 2018-07-18 $763.23 $2785.52 123.0% 0.0% 44.0% 18.3% 0.0% 0.0% 0.0% 2 -190 -1 0.00 124.49 N/A N/A 0 0 0 0 2018-07-19 $779.94 $2785.52 183.9% 52.7% 43.9% 44.6% 0.0% 0.0% -57.5% 2 -191 -1 0.00 117.53 N/A N/A 0 0 0 0 2018-07-20 $757.66 $2785.52 130.4% 0.0% 45.3% 21.5% 0.0% 0.0% 0.0% 2 -199 -1 0.00 122.90 N/A N/A 0 0 0 0 2018-07-23 $774.37 $2785.52 153.6% 44.0% 45.8% 31.5% 0.0% 0.0% -5.5% 2 -151 -1 0.00 85.25 N/A N/A 0 0 0 0 2018-07-24 $768.80 $2785.52 135.1% 38.7% 45.9% 23.5% 0.0% 0.0% -75.0% 2 -172 -1 0.00 56.56 N/A N/A 0 0 0 0 2018-07-25 $796.66 $2785.52 224.3% 64.3% 47.3% 62.1% 0.0% 0.0% -33.8% 38 -3.3K -12 0.00 72.89 N/A N/A 0 0 0 0 2018-07-26 $802.23 $1392.76 139.0% 39.8% 47.0% 25.2% 0.0% 0.0% 3.4% 2 -201 -1 0.00 100.36 N/A N/A 0 0 0 0 2018-07-27 $807.80 $1392.76 149.3% 0.0% 46.6% 29.6% 0.0% 0.0% 0.0% 0 0 0 0.00 128.54 N/A N/A 0 0 0 0 2018-07-30 $818.94 $1392.76 154.3% 44.2% 46.0% 31.8% 0.0% 0.0% -83.5% 2 -211 -1 0.00 85.62 N/A N/A 0 0 0 0 2018-07-31 $835.65 $1392.76 127.0% 36.4% 46.2% 20.0% 0.0% 0.0% 48.5% 3 -172 -1 0.00 112.66 N/A N/A 0 0 0 0
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