DSS Options History — January 2019 In January 2019, DSS traded between $445.68 and $607.24. ATM implied volatility averaged 156.9%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 47.8%. IV traded above realized volatility by 73.5% (HV 20d: 83.4%). Max pain ranged from $1392.76 to $1392.76. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-01-29 : Largest IV drop — 100.0% change2019-01-24 : Highest IV Rank — 51.3%2019-01-23 : Largest Expected Move — 52.5%Monthly Statistics Metric Avg Min Max Open Close Price $515.98 $445.68 $607.24 $445.68 $607.24 Max Pain $1392.76 $1392.76 $1392.76 $1392.76 $1392.76 ATM IV 156.9% 117.3% 194.7% 192.3% 160.7% Expected Move 47.8% 38.7% 52.5% 51.9% 38.7% HV 20d 83.4% 38.5% 105.2% 103.0% 38.5% HV 60d 99.7% 99.0% 100.1% 99.0% 99.8% IV Rank 35.7% 19.2% 51.3% 50.4% 37.3% IV Percentile 58.3% 15.6% 94.4% 87.2% 64.3% Term Structure -38.6% -60.3% -6.5% -44.8% -13.9% Bid-Ask Spread % 110.30 7.42 156.89 133.91 30.11 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 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 (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 Call Vol Put Vol Call OI Put OI 2019-01-02 $445.68 $1392.76 192.3% 0.0% 103.0% 50.4% 0.0% 0.0% 0.0% 0 0 0 0.00 133.91 N/A N/A 0 0 0 0 2019-01-03 $462.40 $0.00 153.3% 0.0% 104.3% 34.2% 0.0% 0.0% 0.0% 0 0 0 0.00 155.42 N/A N/A 0 0 0 0 2019-01-04 $484.68 $0.00 180.9% 51.9% 105.2% 45.6% 0.0% 0.0% -44.8% 0 0 0 0.00 93.33 N/A N/A 0 0 0 0 2019-01-07 $506.96 $0.00 141.1% 0.0% 103.9% 29.1% 0.0% 0.0% 0.0% 0 0 0 0.00 154.50 N/A N/A 0 0 0 0 2019-01-08 $501.39 $0.00 148.5% 0.0% 99.6% 32.2% 0.0% 0.0% 0.0% 0 0 0 0.00 156.89 N/A N/A 0 0 0 0 2019-01-09 $490.25 $0.00 169.3% 0.0% 99.9% 40.8% 0.0% 0.0% 0.0% 0 0 0 0.00 154.92 N/A N/A 0 0 0 0 2019-01-10 $490.25 $0.00 117.3% 0.0% 99.1% 19.2% 0.0% 0.0% 0.0% 0 0 0 0.00 153.03 N/A N/A 0 0 0 0 2019-01-11 $490.25 $0.00 140.3% 0.0% 99.1% 28.8% 0.0% 0.0% 0.0% 0 0 0 0.00 155.66 N/A N/A 0 0 0 0 2019-01-14 $484.68 $0.00 165.0% 0.0% 97.7% 39.0% 0.0% 0.0% 0.0% 0 0 0 0.00 125.23 N/A N/A 0 0 0 0 2019-01-15 $506.96 $0.00 137.8% 0.0% 98.4% 27.7% 0.0% 0.0% 0.0% 0 0 0 0.00 154.69 N/A N/A 0 0 0 0 2019-01-16 $506.96 $0.00 166.5% 47.7% 91.9% 39.7% 0.0% 0.0% -6.5% 0 0 0 0.00 19.90 N/A N/A 0 0 0 0 2019-01-17 $512.53 $0.00 174.3% 50.0% 91.5% 42.9% 0.0% 0.0% -48.2% 0 0 0 0.00 15.77 N/A N/A 0 0 0 0 2019-01-18 $529.25 $0.00 137.7% 0.0% 89.6% 27.7% 0.0% 0.0% 0.0% 0 0 0 0.00 156.33 N/A N/A 0 0 0 0 2019-01-22 $529.25 $0.00 163.3% 46.8% 81.3% 38.3% 0.0% 0.0% -57.6% 0 0 0 0.00 7.42 N/A N/A 0 0 0 0 2019-01-23 $529.25 $0.00 183.1% 52.5% 81.3% 46.6% 0.0% 0.0% -60.3% 0 0 0 0.00 7.42 N/A N/A 0 0 0 0 2019-01-24 $540.39 $0.00 194.7% 0.0% 69.7% 51.3% 0.0% 0.0% 0.0% 0 0 0 0.00 132.48 N/A N/A 0 0 0 0 2019-01-25 $545.96 $0.00 121.8% 0.0% 62.8% 21.1% 0.0% 0.0% 0.0% 0 0 0 0.00 134.76 N/A N/A 0 0 0 0 2019-01-28 $551.53 $0.00 124.3% 0.0% 46.5% 22.1% 0.0% 0.0% 0.0% 0 0 0 0.00 118.16 N/A N/A 0 0 0 0 2019-01-29 $545.96 $0.00 0.0% 0.0% 43.2% 0.0% 0.0% 0.0% 0.0% 0 0 0 0.00 139.58 N/A N/A 0 0 0 0 2019-01-30 $573.82 $0.00 164.8% 47.3% 44.9% 39.0% 0.0% 0.0% 0.0% 0 0 0 0.00 116.72 N/A N/A 0 0 0 0 2019-01-31 $607.24 $1392.76 160.7% 38.7% 38.5% 37.3% 0.0% 0.0% -13.9% 0 0 0 0.00 30.11 N/A N/A 0 0 0 0
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