DSS Options History — September 2018

In September 2018, DSS traded between $562.67 and $713.09. ATM implied volatility averaged 152.0%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 40.6%. IV traded above realized volatility by 101.2% (HV 20d: 50.8%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.11.

Notable Days

2018-09-19: Largest IV spike — 61.6% change
2018-09-25: Highest IV Rank — 48.7%
2018-09-25: Largest Expected Move — 55.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$644.19	$562.67	$713.09	$713.09	$596.10
Max Pain	$1392.76	$1392.76	$1392.76	$1392.76	$1392.76
ATM IV	152.0%	108.1%	193.4%	125.9%	138.5%
Expected Move	40.6%	31.0%	55.4%	36.1%	39.7%
HV 20d	50.8%	31.4%	64.2%	52.0%	63.6%
HV 60d	48.0%	42.9%	55.5%	50.0%	55.5%
IV Rank	30.8%	11.8%	48.7%	19.5%	24.9%
IV Percentile	45.8%	7.9%	84.5%	19.8%	34.1%
Term Structure	9.4%	-50.2%	87.1%	53.6%	-6.0%
Bid-Ask Spread %	83.21	9.10	125.46	81.24	119.15
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	1	0	4	4	2
Net DEX	-6	-348	325	-348	135
Net VEX	-0	-2	0	-2	-1
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.11	0.00	0.80	0.00	0.40
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (19 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
2018-09-04	$713.09	$1392.76	125.9%	36.1%	52.0%	19.5%	0.0%	0.0%	53.6%	4	-348	-2	0.00	81.24	N/A	N/A
2018-09-05	$707.52	$1392.76	153.3%	44.0%	51.8%	31.4%	0.0%	0.0%	56.4%	4	-311	-2	0.00	57.26	N/A	N/A
2018-09-06	$690.81	$0.00	139.3%	0.0%	52.1%	25.3%	0.0%	0.0%	0.0%	0	0	0	0.00	125.46	N/A	N/A
2018-09-07	$679.67	$0.00	171.6%	36.4%	52.1%	39.3%	0.0%	0.0%	-15.7%	0	0	0	0.00	9.10	N/A	N/A
2018-09-10	$679.67	$0.00	166.6%	37.7%	51.5%	37.1%	0.0%	0.0%	-9.2%	0	0	0	0.00	96.73	N/A	N/A
2018-09-11	$679.67	$0.00	174.7%	38.2%	51.3%	40.7%	0.0%	0.0%	-20.1%	0	0	0	0.00	9.10	N/A	N/A
2018-09-12	$690.81	$0.00	136.0%	39.0%	51.5%	23.9%	0.0%	0.0%	-20.8%	0	0	0	0.00	9.10	N/A	N/A
2018-09-13	$662.95	$0.00	188.3%	54.0%	34.4%	46.5%	0.0%	0.0%	-50.2%	0	0	0	0.00	123.77	N/A	N/A
2018-09-14	$668.52	$0.00	137.1%	39.3%	33.5%	24.4%	0.0%	0.0%	27.7%	0	0	0	0.00	106.69	N/A	N/A
2018-09-17	$657.38	$0.00	183.2%	0.0%	31.4%	44.3%	0.0%	0.0%	0.0%	0	0	0	0.00	106.72	N/A	N/A
2018-09-18	$612.81	$0.00	110.7%	31.7%	39.4%	12.9%	0.0%	0.0%	87.1%	0	0	0	0.00	32.32	N/A	N/A
2018-09-19	$640.67	$0.00	178.9%	0.0%	43.1%	42.4%	0.0%	0.0%	0.0%	0	0	0	0.00	123.44	N/A	N/A
2018-09-20	$646.24	$0.00	108.1%	31.0%	43.1%	11.8%	0.0%	0.0%	17.8%	0	0	0	0.00	82.62	N/A	N/A
2018-09-21	$562.67	$0.00	127.0%	36.4%	64.2%	20.0%	0.0%	0.0%	-7.4%	0	0	0	0.00	53.55	N/A	N/A
2018-09-24	$568.25	$0.00	191.6%	54.9%	63.9%	47.9%	0.0%	0.0%	0.0%	0	0	0	0.00	94.43	N/A	N/A
2018-09-25	$573.82	$0.00	193.4%	55.4%	59.8%	48.7%	0.0%	0.0%	0.0%	0	0	0	0.80	113.97	N/A	N/A
2018-09-26	$601.67	$1392.76	130.8%	37.5%	63.5%	21.6%	0.0%	0.0%	0.0%	0	325	0	0.40	117.39	N/A	N/A
2018-09-27	$607.24	$1392.76	132.9%	38.1%	63.6%	22.5%	0.0%	0.0%	-6.0%	2	88	-1	0.40	118.87	N/A	N/A
2018-09-28	$596.10	$1392.76	138.5%	39.7%	63.6%	24.9%	0.0%	0.0%	0.0%	2	135	-1	0.40	119.15	N/A	N/A