DSS Options History — March 2019 In March 2019, DSS traded between $562.67 and $980.50. ATM implied volatility averaged 135.6%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 43.1%. IV traded below realized volatility by 69.5% (HV 20d: 205.1%). Max pain ranged from $1392.76 to $4178.27. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.50.
Notable Days 2019-03-05 : Highest Volume — 1 contracts2019-03-18 : Largest IV spike — 123.6% change2019-03-18 : Highest IV Rank — 78.5%2019-03-05 : Largest Expected Move — 59.4%Monthly Statistics Metric Avg Min Max Open Close Price $750.76 $562.67 $980.50 $568.25 $740.95 Max Pain $2565.61 $1392.76 $4178.27 $1392.76 $4178.27 ATM IV 135.6% 98.0% 260.0% 117.0% 110.6% Expected Move 43.1% 29.2% 59.4% 59.4% 32.4% HV 20d 205.1% 41.8% 226.5% 43.3% 226.5% HV 60d 130.6% 69.2% 139.8% 69.3% 133.4% IV Rank 26.8% 11.2% 78.5% 19.1% 16.4% IV Percentile 33.2% 3.2% 99.6% 16.1% 10.5% Term Structure 25.4% -135.1% 92.7% -8.2% 27.7% VWIV 157.1% 131.7% 182.6% 131.7% 182.6% Bid-Ask Spread % 82.94 6.08 129.35 129.35 113.61 Gamma HHI 0.95 0.85 1.00 1.00 0.96 Net GEX 14 -2 56 -2 19 Net DEX 6.6K -381 33.9K 360 1.0K Net VEX -15 -29 -1 -1 -20 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.00 3.00 0.37 0.00 Total Volume 0.095 0 1 0 0 Total OI 0.667 0 1 0 1
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 2019-03-01 $568.25 $1392.76 117.0% 0.0% 43.3% 19.1% 0.0% 0.0% 0.0% -2 360 -1 0.00 129.35 N/A N/A 0 0 0 0 2019-03-04 $562.67 $1392.76 123.6% 0.0% 41.8% 21.8% 0.0% 0.0% -8.2% -2 346 -1 0.00 6.08 N/A N/A 0 0 0 0 2019-03-05 $980.50 $1392.76 207.4% 59.4% 203.5% 56.6% 0.0% 0.0% 17.9% -2 244 -3 0.37 68.53 N/A N/A 1 0 0 0 2019-03-06 $807.80 $1392.76 179.4% 51.4% 217.2% 45.0% 0.0% 0.0% 62.1% 9 33.9K -12 0.18 18.46 N/A N/A 1 0 1 0 2019-03-07 $729.81 $1392.76 178.4% 51.1% 220.8% 44.6% 0.0% 0.0% 77.5% 13 25.6K -16 2.09 14.26 N/A N/A 0 0 1 0 2019-03-08 $740.95 $1392.76 187.1% 53.6% 220.5% 48.2% 0.0% 0.0% 27.6% 4 12.4K -10 0.61 66.28 N/A N/A 0 0 1 0 2019-03-11 $791.09 $1392.76 126.0% 49.1% 221.2% 22.8% 0.0% 0.0% 63.3% 6 13.4K -11 0.06 77.89 N/A N/A 0 0 1 0 2019-03-12 $757.66 $1392.76 133.2% 43.3% 222.0% 25.8% 0.0% 0.0% 5.0% 9 13.6K -9 3.00 78.67 N/A N/A 0 0 1 0 2019-03-13 $757.66 $1392.76 118.8% 55.2% 222.0% 19.8% 0.0% 0.0% 92.7% 20 10.3K -19 1.00 55.18 N/A N/A 0 0 1 0 2019-03-14 $813.37 $1392.76 123.5% 37.1% 222.9% 21.8% 131.7% 0.0% 8.3% 26 10.0K -20 1.20 112.84 N/A N/A 0 0 1 0 2019-03-15 $779.94 $1392.76 116.3% 52.3% 223.7% 18.8% 182.6% 0.0% 66.3% 23 8.5K -20 0.61 98.80 N/A N/A 0 0 1 0 2019-03-18 $807.80 $0.00 260.0% 33.7% 223.8% 78.5% 0.0% 0.0% -135.1% 10 1.6K -14 0.00 120.40 N/A N/A 0 0 0 0 2019-03-19 $779.94 $0.00 115.4% 47.5% 224.4% 18.4% 0.0% 0.0% 17.3% 11 1.4K -15 0.08 119.00 N/A N/A 0 0 0 0 2019-03-20 $791.09 $4178.27 105.4% 39.0% 224.1% 14.3% 0.0% 0.0% 61.1% 56 -381 -29 0.08 119.03 N/A N/A 0 0 0 0 2019-03-21 $752.09 $4178.27 114.5% 38.0% 223.5% 18.1% 0.0% 0.0% 27.5% 14 1.9K -17 0.08 106.07 N/A N/A 0 0 0 0 2019-03-22 $724.23 $4178.27 98.0% 38.1% 224.2% 11.2% 0.0% 0.0% 51.5% 16 651 -20 0.08 114.09 N/A N/A 0 0 1 0 2019-03-25 $679.67 $4178.27 112.2% 32.5% 225.7% 17.1% 0.0% 0.0% -2.9% 16 847 -19 0.00 63.87 N/A N/A 0 0 1 0 2019-03-26 $718.66 $4178.27 107.2% 41.5% 225.7% 15.0% 0.0% 0.0% -3.5% 17 948 -20 0.00 94.23 N/A N/A 0 0 1 0 2019-03-27 $713.09 $4178.27 110.7% 29.2% 225.0% 16.5% 0.0% 0.0% 25.8% 15 1.1K -18 0.00 98.23 N/A N/A 0 0 1 0 2019-03-28 $768.80 $4178.27 102.8% 34.4% 225.9% 13.2% 0.0% 0.0% 27.7% 20 933 -21 0.00 66.91 N/A N/A 0 0 1 0 2019-03-29 $740.95 $4178.27 110.6% 32.4% 226.5% 16.4% 0.0% 0.0% 0.0% 19 1.0K -20 0.00 113.61 N/A N/A 0 0 1 0
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