DSS Options History — April 2019

In April 2019, DSS traded between $623.96 and $774.37. ATM implied volatility averaged 140.9%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 38.6%. IV traded above realized volatility by 66.8% (HV 20d: 74.1%). Max pain ranged from $1392.76 to $4178.27. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.04.

Notable Days

2019-04-24: Largest IV drop — 46.3% change
2019-04-23: Highest IV Rank — 52.6%
2019-04-23: Largest Expected Move — 56.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$691.34	$623.96	$774.37	$735.38	$729.81
Max Pain	$3249.77	$1392.76	$4178.27	$4178.27	$1392.76
ATM IV	140.9%	99.5%	197.6%	121.2%	140.8%
Expected Move	38.6%	28.5%	56.6%	37.8%	40.4%
HV 20d	74.1%	52.2%	226.5%	226.5%	68.9%
HV 60d	134.5%	133.1%	137.5%	133.3%	137.0%
IV Rank	29.0%	11.8%	52.6%	20.8%	29.0%
IV Percentile	44.7%	4.4%	95.6%	22.2%	46.4%
Term Structure	-9.5%	-101.9%	43.1%	27.9%	-35.2%
Bid-Ask Spread %	70.79	8.43	125.48	115.72	8.43
Gamma HHI	0.99	0.96	1.00	0.96	1.00
Net GEX	14	0	67	20	0
Net DEX	469	-7.4K	4.5K	1.3K	1.6K
Net VEX	-11	-46	0	-19	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.00	0.50	0.00	0.00
Total Volume	0	0	0	0	0
Total OI	0.667	0	1	1	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 OI
2019-04-01	$735.38	$4178.27	121.2%	37.8%	226.5%	20.8%	0.0%	0.0%	27.9%	20	1.3K	-19	0.00	115.72	N/A	N/A	1
2019-04-02	$724.23	$4178.27	127.3%	36.2%	101.4%	23.4%	0.0%	0.0%	-2.1%	17	987	-19	0.00	55.75	N/A	N/A	1
2019-04-03	$701.95	$4178.27	136.7%	42.4%	76.9%	27.3%	0.0%	0.0%	43.1%	20	1.6K	-19	0.00	119.91	N/A	N/A	1
2019-04-04	$696.38	$4178.27	142.8%	0.0%	68.4%	29.8%	0.0%	0.0%	25.7%	17	1.0K	-19	0.00	111.27	N/A	N/A	1
2019-04-05	$724.23	$4178.27	141.3%	37.3%	69.7%	29.2%	0.0%	0.0%	-8.0%	0	4.5K	0	0.00	80.27	N/A	N/A	1
2019-04-08	$685.24	$4178.27	172.3%	0.0%	67.6%	42.1%	0.0%	0.0%	0.0%	22	2.4K	-15	0.00	123.93	N/A	N/A	1
2019-04-09	$701.95	$4178.27	176.4%	38.8%	67.0%	43.8%	0.0%	0.0%	-23.0%	0	1.9K	0	0.00	8.58	N/A	N/A	1
2019-04-10	$690.81	$4178.27	190.8%	0.0%	67.2%	49.7%	0.0%	0.0%	0.0%	17	-1.5K	-19	0.00	125.48	N/A	N/A	1
2019-04-11	$668.52	$4178.27	136.0%	39.0%	61.5%	27.0%	0.0%	0.0%	-26.5%	0	1.8K	0	0.00	9.10	N/A	N/A	1
2019-04-12	$668.52	$4178.27	117.8%	33.8%	60.4%	19.4%	0.0%	0.0%	39.8%	0	1.8K	0	0.50	100.27	N/A	N/A	1
2019-04-15	$646.24	$4178.27	161.0%	46.2%	58.9%	37.4%	0.0%	0.0%	31.3%	0	1.7K	0	0.00	93.36	N/A	N/A	1
2019-04-16	$640.67	$4178.27	153.2%	43.9%	58.2%	34.1%	0.0%	0.0%	-34.5%	0	1.7K	0	0.00	10.23	N/A	N/A	1
2019-04-17	$623.96	$4178.27	165.9%	0.0%	57.8%	39.4%	0.0%	0.0%	0.0%	50	-5.2K	-40	0.00	114.06	N/A	N/A	1
2019-04-18	$640.67	$4178.27	99.6%	0.0%	57.4%	11.9%	0.0%	0.0%	0.0%	0	1.7K	0	0.01	118.15	N/A	N/A	1
2019-04-22	$640.67	$1392.76	144.4%	41.4%	56.4%	30.5%	0.0%	0.0%	-8.1%	0	1.4K	0	0.00	10.23	N/A	N/A	0
2019-04-23	$635.10	$1392.76	197.6%	56.6%	52.2%	52.6%	0.0%	0.0%	-101.9%	0	1.4K	0	0.00	124.84	N/A	N/A	0
2019-04-24	$724.23	$1392.76	106.2%	30.4%	68.0%	14.6%	0.0%	0.0%	-8.9%	0	1.6K	0	0.00	24.26	N/A	N/A	0
2019-04-25	$774.37	$1392.76	99.5%	28.5%	71.9%	11.8%	0.0%	0.0%	-22.3%	0	1.7K	0	0.00	22.94	N/A	N/A	0
2019-04-26	$729.81	$1392.76	110.0%	31.5%	70.1%	16.2%	0.0%	0.0%	-26.1%	67	-6.1K	-46	0.00	99.30	N/A	N/A	0
2019-04-29	$735.38	$1392.76	117.7%	33.8%	68.9%	19.4%	0.0%	0.0%	-32.2%	62	-7.4K	-44	0.00	10.57	N/A	N/A	0
2019-04-30	$729.81	$1392.76	140.8%	40.4%	68.9%	29.0%	0.0%	0.0%	-35.2%	0	1.6K	0	0.00	8.43	N/A	N/A	0