DSS Options History — July 2020 In July 2020, DSS traded between $113.09 and $156.36. ATM implied volatility averaged 104.4%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 29.9%. IV traded below realized volatility by 50.3% (HV 20d: 154.7%). Max pain ranged from $46.43 to $46.43. Net GEX was positive for 13 of 20 trading days. Put/call ratio averaged 0.21.
Notable Days 2020-07-09 : Highest Volume — 4 contracts2020-07-08 : Largest IV drop — 100.0% change2020-07-28 : Highest IV Rank — 32.0%2020-07-28 : Largest Expected Move — 34.8%Monthly Statistics Metric Avg Min Max Open Close Price $140.10 $113.09 $156.36 $149.86 $149.12 Max Pain $46.43 $46.43 $46.43 $46.43 $46.43 ATM IV 104.4% 74.1% 121.4% 74.1% 120.8% Expected Move 29.9% 21.2% 34.8% 21.2% 34.6% HV 20d 154.7% 130.9% 177.3% 130.9% 142.0% HV 60d 135.4% 122.0% 144.2% 125.3% 122.0% IV Rank 26.9% 17.8% 32.0% 17.8% 31.8% IV Percentile 19.4% 2.6% 26.8% 2.6% 26.8% VWIV 99.0% 99.0% 99.0% 99.0% 99.0% Bid-Ask Spread % 103.82 5.50 166.67 6.67 155.56 Gamma HHI 1.00 0.98 1.00 1.00 1.00 Net GEX 1 0 3 0 1 Net DEX -20.8K -24.4K -14.0K -18.6K -23.3K Net VEX -0 -1 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.21 0.00 0.84 0.00 0.00 Total Volume 0.35 0 4 0 0 Total OI 1.65 1 2 1 2
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 2020-07-01 $149.86 $46.43 0.0% 0.0% 130.9% 0.0% 0.0% 0.0% 0.0% 0 -18.6K 0 0.00 6.67 N/A N/A 0 0 1 0 2020-07-02 $113.09 $46.43 74.1% 21.2% 164.4% 17.8% 0.0% 0.0% 0.0% 0 -14.0K 0 0.00 155.56 N/A N/A 0 0 1 0 2020-07-07 $116.62 $46.43 79.3% 22.7% 163.2% 19.3% 0.0% 0.0% 0.0% 0 -15.1K 0 0.00 166.67 N/A N/A 0 0 1 0 2020-07-08 $119.03 $46.43 0.0% 0.0% 163.3% 0.0% 0.0% 0.0% 0.0% 0 -16.0K 0 0.00 6.45 N/A N/A 0 0 1 0 2020-07-09 $146.33 $46.43 99.0% 28.4% 174.7% 25.3% 99.0% 0.0% 0.0% 0 -19.7K 0 0.84 155.56 N/A N/A 2 2 1 0 2020-07-10 $133.70 $46.43 92.6% 26.5% 176.8% 23.3% 0.0% 0.0% 0.0% 0 -19.4K 0 0.00 133.33 N/A N/A 1 0 1 0 2020-07-13 $139.83 $46.43 98.4% 28.2% 177.3% 25.1% 0.0% 0.0% 0.0% 0 -20.3K 0 0.00 133.33 N/A N/A 2 0 1 0 2020-07-14 $135.56 $46.43 96.5% 27.7% 170.5% 24.5% 0.0% 0.0% 0.0% 2 -21.1K 0 0.00 155.56 N/A N/A 0 0 2 0 2020-07-16 $139.46 $46.43 0.0% 0.0% 166.5% 0.0% 0.0% 0.0% 0.0% 3 -21.7K -1 0.00 6.57 N/A N/A 0 0 2 0 2020-07-17 $137.42 $46.43 0.0% 0.0% 164.1% 0.0% 0.0% 0.0% 0.0% 3 -21.4K -1 0.00 5.50 N/A N/A 0 0 2 0 2020-07-20 $146.33 $46.43 107.7% 30.9% 164.8% 27.9% 0.0% 0.0% 0.0% 1 -22.8K 0 0.00 155.56 N/A N/A 0 0 2 0 2020-07-21 $142.99 $46.43 0.0% 0.0% 143.3% 0.0% 0.0% 0.0% 0.0% 3 -22.3K -1 0.00 6.67 N/A N/A 0 0 2 0 2020-07-22 $143.92 $46.43 0.0% 0.0% 142.7% 0.0% 0.0% 0.0% 0.0% 3 -22.4K -1 0.00 6.67 N/A N/A 0 0 2 0 2020-07-23 $145.40 $46.43 110.0% 31.5% 142.7% 28.5% 0.0% 0.0% 0.0% 1 -22.7K 0 0.00 155.56 N/A N/A 0 0 2 0 2020-07-24 $146.33 $46.43 111.5% 32.0% 142.7% 29.0% 0.0% 0.0% 0.0% 1 -22.8K 0 0.00 71.21 N/A N/A 0 0 2 0 2020-07-27 $152.65 $46.43 118.2% 33.9% 139.6% 31.0% 0.0% 0.0% 0.0% 1 -23.8K 0 0.00 133.33 N/A N/A 0 0 2 0 2020-07-28 $156.36 $46.43 121.4% 34.8% 139.8% 32.0% 0.0% 0.0% 0.0% 1 -24.4K 0 0.00 155.56 N/A N/A 0 0 2 0 2020-07-29 $142.62 $46.43 114.6% 32.8% 142.9% 29.9% 0.0% 0.0% 0.0% 1 -22.3K 0 0.00 155.56 N/A N/A 0 0 2 0 2020-07-30 $145.40 $46.43 117.4% 33.7% 142.0% 30.8% 0.0% 0.0% 0.0% 1 -22.7K 0 0.00 155.56 N/A N/A 0 0 2 0 2020-07-31 $149.12 $46.43 120.8% 34.6% 142.0% 31.8% 0.0% 0.0% 0.0% 1 -23.3K 0 0.00 155.56 N/A N/A 0 0 2 0
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