DSS Options History — October 2018

In October 2018, DSS traded between $557.10 and $629.53. ATM implied volatility averaged 160.2%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 48.2%. IV traded above realized volatility by 101.8% (HV 20d: 58.4%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.35.

Notable Days

2018-10-10: Largest IV drop — 100.0% change
2018-10-05: Highest IV Rank — 51.6%
2018-10-29: Largest Expected Move — 56.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$586.17	$557.10	$629.53	$601.67	$579.39
Max Pain	$1392.76	$1392.76	$1392.76	$1392.76	$1392.76
ATM IV	160.2%	108.6%	200.0%	148.6%	111.5%
Expected Move	48.2%	41.7%	56.7%	42.6%	56.7%
HV 20d	58.4%	34.4%	72.1%	64.0%	34.4%
HV 60d	53.5%	52.8%	55.1%	55.1%	53.1%
IV Rank	34.2%	11.8%	51.6%	29.3%	11.8%
IV Percentile	54.6%	8.4%	90.1%	41.7%	10.8%
Term Structure	-15.7%	-119.7%	30.6%	7.8%	-119.7%
Bid-Ask Spread %	109.56	9.17	152.24	114.66	140.07
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	0	0	2	0	0
Net DEX	241	13	339	323	208
Net VEX	-0	-1	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.25	0.44	0.40	0.25
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
2018-10-01	$601.67	$1392.76	148.6%	42.6%	64.0%	29.3%	0.0%	0.0%	0.0%	0	323	0	0.40	114.66	N/A	N/A
2018-10-02	$568.25	$1392.76	161.5%	46.3%	66.2%	34.9%	0.0%	0.0%	7.8%	0	306	0	0.40	95.26	N/A	N/A
2018-10-03	$596.10	$1392.76	158.6%	45.5%	69.4%	33.7%	0.0%	0.0%	13.8%	2	99	-1	0.40	113.19	N/A	N/A
2018-10-04	$607.24	$1392.76	161.5%	0.0%	69.8%	34.9%	0.0%	0.0%	0.0%	2	125	-1	0.40	128.49	N/A	N/A
2018-10-05	$607.24	$1392.76	200.0%	46.8%	69.8%	51.6%	0.0%	0.0%	-11.2%	0	327	0	0.40	72.97	N/A	N/A
2018-10-08	$629.53	$1392.76	180.7%	54.6%	71.3%	43.2%	0.0%	0.0%	0.0%	2	155	-1	0.40	142.24	N/A	N/A
2018-10-09	$629.53	$1392.76	189.5%	0.0%	71.3%	47.0%	0.0%	0.0%	0.0%	0	339	0	0.40	143.68	N/A	N/A
2018-10-10	$612.81	$1392.76	0.0%	0.0%	71.3%	0.0%	0.0%	0.0%	0.0%	0	330	0	0.40	143.68	N/A	N/A
2018-10-11	$584.96	$1392.76	191.0%	0.0%	71.7%	47.7%	0.0%	0.0%	0.0%	0	314	0	0.40	152.24	N/A	N/A
2018-10-12	$596.10	$1392.76	170.8%	0.0%	72.1%	38.9%	0.0%	0.0%	0.0%	0	320	0	0.40	142.57	N/A	N/A
2018-10-15	$584.96	$1392.76	125.8%	0.0%	72.1%	19.5%	0.0%	0.0%	0.0%	0	314	0	0.40	140.91	N/A	N/A
2018-10-16	$579.39	$1392.76	186.8%	0.0%	68.0%	45.9%	0.0%	0.0%	0.0%	0	312	0	0.40	129.22	N/A	N/A
2018-10-17	$584.96	$1392.76	158.5%	0.0%	65.9%	33.6%	0.0%	0.0%	0.0%	0	315	0	0.40	120.57	N/A	N/A
2018-10-18	$590.53	$1392.76	158.3%	0.0%	66.0%	33.5%	0.0%	0.0%	0.0%	0	318	0	0.40	134.50	N/A	N/A
2018-10-19	$573.82	$1392.76	162.6%	46.6%	44.4%	35.4%	0.0%	0.0%	30.6%	2	13	-1	0.44	10.97	N/A	N/A
2018-10-22	$562.67	$1392.76	168.1%	48.2%	44.8%	37.8%	0.0%	0.0%	-119.7%	0	202	0	0.25	72.93	N/A	N/A
2018-10-23	$573.82	$1392.76	145.4%	41.7%	45.2%	27.9%	0.0%	0.0%	0.0%	0	206	0	0.25	71.72	N/A	N/A
2018-10-24	$562.67	$1392.76	111.0%	0.0%	42.1%	13.0%	0.0%	0.0%	0.0%	0	202	0	0.25	128.53	N/A	N/A
2018-10-25	$568.25	$1392.76	108.6%	0.0%	42.1%	12.0%	0.0%	0.0%	0.0%	0	204	0	0.25	132.86	N/A	N/A
2018-10-26	$557.10	$1392.76	184.9%	53.0%	42.2%	44.1%	0.0%	0.0%	0.0%	0	200	0	0.25	74.85	N/A	N/A
2018-10-29	$557.10	$1392.76	197.6%	56.7%	41.9%	49.7%	0.0%	0.0%	0.0%	0	200	0	0.25	9.17	N/A	N/A
2018-10-30	$573.82	$1392.76	143.6%	0.0%	38.4%	25.9%	0.0%	0.0%	0.0%	0	206	0	0.25	104.58	N/A	N/A
2018-10-31	$579.39	$1392.76	111.5%	0.0%	34.4%	11.8%	0.0%	0.0%	0.0%	0	208	0	0.25	140.07	N/A	N/A