DBEU Options History — February 2015

Name: DBEU Options Analytics - February 2015
Creator: Options Analysis Suite

In February 2015, DBEU traded between $28.59 and $28.81. ATM implied volatility averaged 89.6%. The 30-day expected move averaged 25.7%. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days.

Notable Days

2015-02-26: Largest IV spike — 3.2% change
2015-02-27: Largest Expected Move — 26.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.73	$28.59	$28.81	$28.59	$28.81
ATM IV	89.6%	87.3%	91.6%	87.3%	91.6%
Expected Move	25.7%	25.0%	26.3%	25.0%	26.3%
Term Structure	-27.3%	-27.9%	-26.7%	-27.2%	-27.9%
Skew 25d	6.5%	4.2%	8.4%	7.0%	4.2%
Skew 10d	5.3%	1.3%	10.1%	1.3%	10.1%
Call IV 25d	113.8%	100.9%	121.6%	118.9%	100.9%
Put IV 25d	120.3%	105.0%	130.0%	125.9%	105.0%
Bid-Ask Spread %	162.40	159.40	165.13	159.40	165.13
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%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (3 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2015-02-25	$28.59	$0.00	87.3%	25.0%	0.0%	0.0%	0.0%	7.0%	-27.2%	159.40	N/A	N/A
2015-02-26	$28.80	$0.00	90.1%	25.8%	0.0%	0.0%	0.0%	8.4%	-26.7%	162.66	N/A	N/A
2015-02-27	$28.81	$0.00	91.6%	26.3%	0.0%	0.0%	0.0%	4.2%	-27.9%	165.13	N/A	N/A