DSS Options History — November 2018

In November 2018, DSS traded between $490.25 and $713.09. ATM implied volatility averaged 137.9%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 41.0%. IV traded above realized volatility by 32.3% (HV 20d: 105.7%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.12.

Notable Days

2018-11-09: Largest IV spike — 205.3% change
2018-11-09: Highest IV Rank — 60.5%
2018-11-09: Largest Expected Move — 62.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$570.10	$490.25	$713.09	$596.10	$568.25
Max Pain	$1392.76	$1392.76	$1392.76	$1392.76	$1392.76
ATM IV	137.9%	71.0%	216.8%	111.3%	135.8%
Expected Move	41.0%	20.4%	62.2%	47.1%	43.6%
HV 20d	105.7%	35.3%	135.6%	35.3%	135.6%
HV 60d	76.8%	53.6%	88.9%	53.6%	88.9%
IV Rank	26.7%	0.0%	60.5%	11.7%	26.9%
IV Percentile	37.1%	0.0%	93.2%	10.8%	35.5%
Term Structure	-5.0%	-70.5%	120.1%	-10.7%	28.8%
Bid-Ask Spread %	114.04	85.26	135.89	135.89	116.64
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	0	0	5	0	0
Net DEX	125	-314	246	213	102
Net VEX	-0	-2	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.02	0.25	0.25	0.08
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
2018-11-01	$596.10	$1392.76	111.3%	0.0%	35.3%	11.7%	0.0%	0.0%	0.0%	0	213	0	0.25	135.89	N/A	N/A
2018-11-02	$557.10	$1392.76	130.4%	0.0%	42.5%	20.1%	0.0%	0.0%	0.0%	0	200	0	0.25	130.97	N/A	N/A
2018-11-05	$623.96	$1392.76	140.6%	0.0%	58.2%	24.6%	0.0%	0.0%	0.0%	0	223	0	0.25	124.60	N/A	N/A
2018-11-06	$584.96	$1392.76	92.3%	0.0%	62.5%	3.4%	0.0%	0.0%	0.0%	0	209	0	0.25	135.68	N/A	N/A
2018-11-07	$685.24	$1392.76	164.4%	47.1%	84.1%	35.1%	0.0%	0.0%	-10.7%	0	246	0	0.25	125.55	N/A	N/A
2018-11-08	$646.24	$1392.76	71.0%	20.4%	85.2%	0.0%	0.0%	0.0%	-1.8%	0	232	0	0.02	118.27	N/A	N/A
2018-11-09	$590.53	$1392.76	216.8%	62.2%	91.4%	60.5%	0.0%	0.0%	0.0%	0	213	0	0.03	118.58	N/A	N/A
2018-11-12	$601.67	$1392.76	144.4%	41.4%	91.4%	30.5%	0.0%	0.0%	-52.9%	0	217	0	0.03	118.67	N/A	N/A
2018-11-13	$713.09	$1392.76	190.9%	54.7%	109.1%	49.8%	0.0%	0.0%	-70.5%	5	-49	-2	0.03	107.35	N/A	N/A
2018-11-14	$635.10	$1392.76	97.8%	28.0%	117.9%	11.1%	0.0%	0.0%	120.1%	3	-314	-2	0.07	113.25	N/A	N/A
2018-11-15	$557.10	$1392.76	112.7%	32.3%	127.2%	17.3%	0.0%	0.0%	-59.9%	0	201	0	0.07	117.92	N/A	N/A
2018-11-16	$523.68	$1392.76	120.9%	34.7%	128.7%	20.7%	0.0%	0.0%	-27.2%	0	189	0	0.07	111.28	N/A	N/A
2018-11-19	$501.39	$1392.76	131.7%	37.8%	129.3%	25.2%	0.0%	0.0%	0.0%	0	90	0	0.08	112.48	N/A	N/A
2018-11-20	$490.25	$1392.76	136.2%	39.0%	129.1%	27.1%	0.0%	0.0%	40.9%	0	88	0	0.08	95.00	N/A	N/A
2018-11-21	$490.25	$1392.76	139.0%	39.9%	129.0%	28.2%	0.0%	0.0%	0.0%	0	88	0	0.08	115.77	N/A	N/A
2018-11-23	$523.68	$1392.76	163.7%	46.9%	131.5%	38.5%	0.0%	0.0%	-17.3%	0	94	0	0.17	96.64	N/A	N/A
2018-11-26	$529.25	$1392.76	142.4%	40.8%	131.5%	29.6%	0.0%	0.0%	15.7%	0	95	0	0.20	95.76	N/A	N/A
2018-11-27	$501.39	$1392.76	152.5%	43.7%	132.7%	33.8%	0.0%	0.0%	-24.9%	0	90	0	0.08	105.58	N/A	N/A
2018-11-28	$523.68	$1392.76	149.9%	43.0%	133.3%	32.7%	0.0%	0.0%	-5.8%	0	94	0	0.08	113.59	N/A	N/A
2018-11-29	$529.25	$1392.76	152.0%	43.6%	133.3%	33.6%	0.0%	0.0%	28.8%	0	95	0	0.08	85.26	N/A	N/A
2018-11-30	$568.25	$1392.76	135.8%	0.0%	135.6%	26.9%	0.0%	0.0%	0.0%	0	102	0	0.08	116.64	N/A	N/A