DSS Options History — September 2020 In September 2020, DSS traded between $81.15 and $130.36. ATM implied volatility averaged 102.6%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 31.5%. IV traded above realized volatility by 13.8% (HV 20d: 88.8%). Max pain ranged from $46.43 to $46.43. Net GEX was positive for 21 of 21 trading days. Put/call ratio averaged 0.00.
Notable Days 2020-09-01 : Highest Volume — 1 contracts2020-09-21 : Largest IV spike — 104.3% change2020-09-01 : Highest IV Rank — 50.7%2020-09-01 : Largest Expected Move — 52.6%Monthly Statistics Metric Avg Min Max Open Close Price $101.42 $81.15 $130.36 $130.36 $83.57 Max Pain $46.43 $46.43 $46.43 $46.43 $46.43 ATM IV 102.6% 58.8% 183.6% 183.6% 92.3% Expected Move 31.5% 16.8% 52.6% 52.6% 26.5% HV 20d 88.8% 63.0% 119.5% 118.5% 63.0% HV 60d 117.1% 97.0% 129.5% 129.0% 97.0% IV Rank 26.3% 13.2% 50.7% 50.7% 23.2% IV Percentile 26.6% 0.5% 81.4% 81.4% 18.2% Bid-Ask Spread % 111.60 9.68 155.56 155.56 91.67 Gamma HHI 0.96 0.76 1.00 1.00 0.92 Net GEX 10 2 16 2 11 Net DEX -15.0K -23.9K -5.3K -23.9K -5.5K Net VEX -1 -1 0 0 -1 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 0.048 0 1 1 0 Total OI 1.619 1 2 2 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 2020-09-01 $130.36 $46.43 183.6% 52.6% 118.5% 50.7% 0.0% 0.0% 0.0% 2 -23.9K 0 0.00 155.56 N/A N/A 1 0 2 0 2020-09-02 $123.49 $46.43 179.8% 51.5% 117.8% 49.5% 0.0% 0.0% 0.0% 3 -23.2K 0 0.00 133.33 N/A N/A 0 0 2 0 2020-09-03 $115.13 $46.43 172.4% 49.4% 119.5% 47.3% 0.0% 0.0% 0.0% 5 -21.7K 0 0.00 133.33 N/A N/A 0 0 2 0 2020-09-04 $115.32 $46.43 178.8% 51.3% 112.9% 49.2% 0.0% 0.0% 0.0% 5 -21.7K 0 0.00 133.33 N/A N/A 0 0 2 0 2020-09-08 $111.05 $46.43 63.7% 0.0% 104.5% 14.6% 0.0% 0.0% 0.0% 9 -20.8K -1 0.00 133.33 N/A N/A 0 0 2 0 2020-09-09 $107.52 $46.43 0.0% 0.0% 89.5% 0.0% 0.0% 0.0% 0.0% 12 -20.1K -1 0.00 9.68 N/A N/A 0 0 2 0 2020-09-10 $105.29 $46.43 60.1% 0.0% 83.3% 13.5% 0.0% 0.0% 0.0% 15 -19.7K -1 0.00 133.33 N/A N/A 0 0 2 0 2020-09-11 $104.18 $46.43 59.4% 0.0% 83.4% 13.4% 0.0% 0.0% 0.0% 16 -19.5K -1 0.00 133.33 N/A N/A 0 0 2 0 2020-09-14 $102.32 $46.43 58.8% 16.8% 82.0% 13.2% 0.0% 0.0% 0.0% 16 -19.1K -1 0.00 133.33 N/A N/A 0 0 2 0 2020-09-15 $102.32 $46.43 59.1% 16.9% 80.9% 13.2% 0.0% 0.0% 0.0% 14 -19.1K -1 0.00 74.19 N/A N/A 0 0 2 0 2020-09-16 $102.88 $46.43 59.9% 17.2% 78.8% 13.5% 0.0% 0.0% 0.0% 11 -19.3K -1 0.00 155.56 N/A N/A 0 0 2 0 2020-09-17 $104.36 $46.43 61.5% 17.6% 78.3% 14.0% 0.0% 0.0% 0.0% 10 -19.6K -1 0.00 133.33 N/A N/A 0 0 2 0 2020-09-18 $104.92 $46.43 62.3% 17.9% 78.6% 14.2% 0.0% 0.0% 0.0% 10 -19.7K -1 0.00 133.33 N/A N/A 0 0 2 0 2020-09-21 $99.54 $46.43 127.3% 36.5% 79.6% 33.8% 0.0% 0.0% 0.0% 12 -6.8K -1 0.00 104.60 N/A N/A 0 0 1 0 2020-09-22 $97.12 $46.43 172.0% 49.3% 75.5% 47.2% 0.0% 0.0% 0.0% 12 -6.6K -1 0.00 92.45 N/A N/A 0 0 1 0 2020-09-23 $84.12 $46.43 90.1% 25.8% 88.6% 22.6% 0.0% 0.0% 0.0% 11 -5.6K -1 0.00 92.45 N/A N/A 0 0 1 0 2020-09-24 $81.15 $46.43 92.7% 26.6% 88.8% 23.4% 0.0% 0.0% 0.0% 10 -5.3K -1 0.00 91.67 N/A N/A 0 0 1 0 2020-09-25 $82.82 $46.43 93.2% 26.7% 83.1% 23.5% 0.0% 0.0% 0.0% 10 -5.5K -1 0.00 91.67 N/A N/A 0 0 1 0 2020-09-28 $85.61 $46.43 89.3% 25.6% 81.9% 22.3% 0.0% 0.0% 0.0% 12 -5.7K -1 0.00 92.45 N/A N/A 0 0 1 0 2020-09-29 $86.72 $46.43 95.1% 27.3% 75.9% 24.1% 0.0% 0.0% 0.0% 12 -5.8K -1 0.00 91.67 N/A N/A 0 0 1 0 2020-09-30 $83.57 $46.43 92.3% 26.5% 63.0% 23.2% 0.0% 0.0% 0.0% 11 -5.5K -1 0.00 91.67 N/A N/A 0 0 1 0
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