DSS Options History — August 2018 In August 2018, DSS traded between $696.38 and $857.94. ATM implied volatility averaged 146.1%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 41.0%. IV traded above realized volatility by 100.4% (HV 20d: 45.7%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2018-08-23 : Largest IV drop — 33.6% change2018-08-14 : Highest IV Rank — 52.2%2018-08-14 : Largest Expected Move — 57.8%Monthly Statistics Metric Avg Min Max Open Close Price $769.77 $696.38 $857.94 $857.94 $713.09 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 146.1% 97.0% 201.5% 177.6% 113.3% Expected Move 41.0% 27.8% 57.8% 38.2% 32.5% HV 20d 45.7% 27.6% 54.4% 46.3% 52.5% HV 60d 55.8% 50.0% 58.6% 56.9% 50.0% IV Rank 28.3% 7.0% 52.2% 41.9% 14.0% IV Percentile 38.6% 2.4% 90.9% 67.1% 10.3% Term Structure 13.4% -104.5% 93.6% 59.7% -3.9% VWIV 244.1% 243.0% 245.3% 243.0% 245.3% Bid-Ask Spread % 99.11 43.17 140.69 139.19 104.15 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3 0 6 1 3 Net DEX -321 -536 0 -277 -423 Net VEX -2 -3 0 -1 -2 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 (23 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 2018-08-01 $857.94 $1392.76 177.6% 0.0% 46.3% 41.9% 0.0% 0.0% 0.0% 1 -277 -1 0.00 139.19 N/A N/A 0 0 0 0 2018-08-02 $852.37 $1392.76 134.4% 0.0% 46.6% 23.2% 0.0% 0.0% 0.0% 2 -194 -1 0.00 140.69 N/A N/A 0 0 0 0 2018-08-03 $830.08 $1392.76 153.5% 0.0% 47.5% 31.5% 0.0% 0.0% 0.0% 2 -205 -1 0.00 137.17 N/A N/A 0 0 0 0 2018-08-06 $841.23 $1392.76 157.2% 38.2% 38.8% 33.1% 0.0% 0.0% 59.7% 2 -199 -1 0.00 56.01 N/A N/A 0 0 0 0 2018-08-07 $824.51 $1392.76 163.6% 40.6% 34.8% 35.8% 0.0% 0.0% 36.7% 5 -401 -2 0.00 72.72 N/A N/A 0 0 0 0 2018-08-08 $824.51 $1392.76 178.9% 55.3% 34.8% 42.4% 0.0% 0.0% -52.6% 5 -446 -2 0.00 113.96 N/A N/A 0 0 0 0 2018-08-09 $818.94 $1392.76 180.6% 51.8% 33.6% 43.2% 0.0% 0.0% -57.6% 5 -443 -2 0.00 116.15 N/A N/A 0 0 0 0 2018-08-10 $830.08 $1392.76 181.4% 52.0% 32.6% 43.5% 0.0% 0.0% -58.7% 6 -445 -2 0.00 116.38 N/A N/A 0 0 0 0 2018-08-13 $835.65 $1392.76 200.1% 57.4% 28.8% 51.6% 243.0% 0.0% -98.2% 5 -452 -3 0.00 79.79 N/A N/A 0 0 0 0 2018-08-14 $846.80 $1392.76 201.5% 57.8% 27.6% 52.2% 245.3% 0.0% -104.5% 5 -417 -2 0.00 79.79 N/A N/A 0 0 0 0 2018-08-15 $752.09 $1392.76 175.4% 50.3% 51.9% 40.9% 0.0% 0.0% 14.8% 3 -536 -2 0.00 81.17 N/A N/A 0 0 0 0 2018-08-16 $729.81 $1392.76 131.9% 37.8% 52.2% 22.1% 0.0% 0.0% 15.8% 5 -334 -2 0.00 101.71 N/A N/A 0 0 0 0 2018-08-17 $701.95 $1392.76 148.0% 42.4% 53.0% 29.1% 0.0% 0.0% 13.9% 0 0 0 0.00 104.78 N/A N/A 0 0 0 0 2018-08-20 $696.38 $1392.76 145.8% 41.8% 52.1% 28.1% 0.0% 0.0% 58.2% 0 0 0 0.00 43.17 N/A N/A 0 0 0 0 2018-08-21 $701.95 $1392.76 145.4% 41.7% 52.3% 28.0% 0.0% 0.0% 80.7% 0 0 0 0.00 110.16 N/A N/A 0 0 0 0 2018-08-22 $707.52 $1392.76 148.0% 42.4% 50.4% 29.1% 0.0% 0.0% 0.0% 3 -392 -2 0.00 108.75 N/A N/A 0 0 0 0 2018-08-23 $701.95 $1392.76 98.2% 28.2% 50.1% 7.5% 0.0% 0.0% 93.6% 3 -528 -2 0.00 106.91 N/A N/A 0 0 0 0 2018-08-24 $713.09 $1392.76 98.1% 28.1% 50.6% 7.5% 0.0% 0.0% 54.0% 0 0 0 0.00 84.47 N/A N/A 0 0 0 0 2018-08-27 $752.09 $1392.76 97.0% 27.8% 54.4% 7.0% 0.0% 0.0% 87.4% 5 -275 -2 0.00 71.05 N/A N/A 0 0 0 0 2018-08-28 $735.38 $1392.76 102.0% 29.2% 54.0% 9.1% 0.0% 0.0% 87.8% 4 -456 -2 0.00 108.16 N/A N/A 0 0 0 0 2018-08-29 $718.66 $1392.76 118.7% 34.0% 52.9% 16.4% 0.0% 0.0% 0.0% 3 -464 -2 0.00 97.89 N/A N/A 0 0 0 0 2018-08-30 $718.66 $1392.76 109.7% 31.4% 52.9% 12.5% 0.0% 0.0% -3.9% 3 -491 -2 0.00 105.32 N/A N/A 0 0 0 0 2018-08-31 $713.09 $1392.76 113.3% 32.5% 52.5% 14.0% 0.0% 0.0% 0.0% 3 -423 -2 0.00 104.15 N/A N/A 0 0 0 0
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