DSS Options History — December 2018 In December 2018, DSS traded between $373.26 and $551.53. ATM implied volatility averaged 166.8%, placing in the 39.8% IV rank vs the trailing year. The 30-day expected move averaged 49.3%. IV traded above realized volatility by 70.4% (HV 20d: 96.5%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2018-12-12 : Largest IV drop — 100.0% change2018-12-21 : Highest IV Rank — 53.4%2018-12-21 : Largest Expected Move — 57.2%Monthly Statistics Metric Avg Min Max Open Close Price $456.55 $373.26 $551.53 $551.53 $406.69 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 166.8% 138.8% 199.7% 161.5% 160.9% Expected Move 49.3% 41.9% 57.2% 46.3% 57.2% HV 20d 96.5% 69.7% 133.8% 133.8% 95.8% HV 60d 91.4% 88.0% 97.0% 89.0% 97.0% IV Rank 39.8% 28.2% 53.4% 37.6% 37.4% IV Percentile 65.1% 38.0% 90.0% 61.8% 62.4% Term Structure -6.3% -78.4% 33.3% -16.7% -78.4% Bid-Ask Spread % 110.15 9.37 156.01 116.86 68.57 Net GEX 0 0 0 0 0 Net DEX 46 0 99 99 0 Net VEX 0 0 0 0 0 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 (20 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 2018-12-03 $551.53 $1392.76 161.5% 46.3% 133.8% 37.6% 0.0% 0.0% -16.7% 0 99 0 0.00 116.86 N/A N/A 0 0 0 0 2018-12-04 $540.39 $1392.76 169.2% 48.5% 126.9% 40.8% 0.0% 0.0% 17.5% 0 97 0 0.00 115.25 N/A N/A 0 0 0 0 2018-12-05 $518.11 $1392.76 181.5% 52.0% 125.8% 45.9% 0.0% 0.0% 14.7% 0 93 0 0.00 115.25 N/A N/A 0 0 0 0 2018-12-06 $551.53 $1392.76 177.3% 53.9% 113.2% 44.2% 0.0% 0.0% 0.0% 0 99 0 0.00 147.76 N/A N/A 0 0 0 0 2018-12-07 $506.96 $1392.76 196.5% 0.0% 115.0% 52.1% 0.0% 0.0% 0.0% 0 91 0 0.00 156.01 N/A N/A 0 0 0 0 2018-12-10 $506.96 $1392.76 146.0% 41.9% 111.3% 31.2% 0.0% 0.0% -10.1% 0 91 0 0.00 140.22 N/A N/A 0 0 0 0 2018-12-11 $490.25 $1392.76 148.2% 42.5% 111.2% 32.0% 0.0% 0.0% -25.6% 0 88 0 0.00 72.46 N/A N/A 0 0 0 0 2018-12-12 $490.25 $1392.76 0.0% 0.0% 88.8% 0.0% 0.0% 0.0% 0.0% 0 88 0 0.00 137.90 N/A N/A 0 0 0 0 2018-12-13 $467.97 $1392.76 162.7% 46.7% 81.9% 38.1% 0.0% 0.0% 33.3% 0 84 0 0.00 114.67 N/A N/A 0 0 0 0 2018-12-14 $456.82 $1392.76 168.4% 48.3% 69.7% 40.4% 0.0% 0.0% 14.9% 0 82 0 0.00 86.45 N/A N/A 0 0 0 0 2018-12-17 $417.83 $1392.76 148.0% 0.0% 73.0% 32.0% 0.0% 0.0% 0.0% 0 0 0 0.00 134.63 N/A N/A 0 0 0 0 2018-12-18 $412.26 $1392.76 194.1% 55.7% 72.0% 51.1% 0.0% 0.0% -78.4% 0 0 0 0.00 9.37 N/A N/A 0 0 0 0 2018-12-19 $440.11 $1392.76 178.2% 0.0% 76.6% 44.5% 0.0% 0.0% 0.0% 0 0 0 0.00 114.44 N/A N/A 0 0 0 0 2018-12-20 $401.11 $1392.76 138.8% 0.0% 82.6% 28.2% 0.0% 0.0% 0.0% 0 0 0 0.00 130.37 N/A N/A 0 0 0 0 2018-12-21 $412.26 $1392.76 199.7% 57.2% 78.9% 53.4% 0.0% 0.0% 0.0% 0 0 0 0.00 104.05 N/A N/A 0 0 0 0 2018-12-24 $373.26 $1392.76 185.9% 0.0% 84.2% 47.7% 0.0% 0.0% 0.0% 0 0 0 0.00 109.34 N/A N/A 0 0 0 0 2018-12-26 $412.26 $1392.76 141.0% 0.0% 92.6% 29.1% 0.0% 0.0% 0.0% 0 0 0 0.00 105.15 N/A N/A 0 0 0 0 2018-12-27 $373.26 $1392.76 157.6% 0.0% 95.5% 36.0% 0.0% 0.0% 0.0% 0 0 0 0.00 113.00 N/A N/A 0 0 0 0 2018-12-28 $401.11 $1392.76 153.8% 0.0% 100.2% 34.4% 0.0% 0.0% 0.0% 0 0 0 0.00 111.17 N/A N/A 0 0 0 0 2018-12-31 $406.69 $1392.76 160.9% 0.0% 95.8% 37.4% 0.0% 0.0% 0.0% 0 0 0 0.00 68.57 N/A N/A 0 0 0 0
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