DBEU Options History — March 2015 In March 2015, DBEU traded between $28.54 and $29.69. ATM implied volatility averaged 125.3%. The 30-day expected move averaged 37.0%. IV traded above realized volatility by 115.1% (HV 20d: 10.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 4 of 22 days.
Notable Days 2015-03-23 : Highest Volume — 2 contracts2015-03-10 : Largest IV spike — 921.2% change2015-03-30 : Largest Expected Move — 54.6%Monthly Statistics Metric Avg Min Max Open Close Price $29.15 $28.54 $29.69 $28.91 $29.13 ATM IV 125.3% 2.3% 190.6% 99.2% 2.3% Expected Move 37.0% 0.7% 54.6% 28.4% 0.7% HV 20d 10.3% 9.8% 11.4% 10.2% 11.4% Term Structure -41.6% -142.7% 127.8% -35.0% 127.8% Skew 25d -2.0% -67.1% 32.5% 4.1% 11.5% Skew 10d -8.5% -131.2% 31.3% 10.1% 11.5% Call IV 25d 131.4% 11.1% 179.6% 107.8% 134.7% Put IV 25d 129.4% 13.4% 188.0% 111.9% 146.3% Bid-Ask Spread % 185.96 157.07 199.17 165.38 167.24 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -16 -90 0 0 -48 Net DEX 953 0 4.5K 0 3.2K Net VEX -4 -17 0 0 -17 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.364 0 2 0 2 Total OI 0.545 0 2 0 2
Daily Data (22 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 2015-03-02 $28.91 $0.00 99.2% 28.4% 0.0% 0.0% 0.0% 4.1% -35.0% 0 0 0 0.00 165.38 N/A N/A 0 0 0 0 2015-03-03 $28.68 $0.00 55.5% 15.9% 0.0% 0.0% 0.0% -0.3% 52.0% 0 0 0 0.00 165.30 N/A N/A 0 0 0 0 2015-03-04 $28.75 $0.00 104.7% 30.0% 0.0% 0.0% 0.0% 4.3% -39.4% 0 0 0 0.00 159.62 N/A N/A 0 0 0 0 2015-03-05 $28.99 $0.00 108.5% 19.0% 0.0% 0.0% 0.0% 15.1% -25.1% 0 0 0 0.00 163.48 N/A N/A 0 0 0 0 2015-03-06 $28.87 $0.00 12.4% 20.9% 0.0% 0.0% 0.0% 0.3% 0.6% 0 0 0 0.00 157.07 N/A N/A 0 0 0 0 2015-03-09 $28.90 $0.00 13.7% 21.2% 0.0% 0.0% 0.0% 19.4% 63.5% 0 0 0 0.00 195.08 N/A N/A 0 0 0 0 2015-03-10 $28.54 $0.00 139.5% 40.0% 0.0% 0.0% 0.0% 3.6% -59.5% 0 0 0 0.00 197.08 N/A N/A 0 0 0 0 2015-03-11 $28.90 $0.00 140.5% 40.3% 0.0% 0.0% 0.0% 32.5% -65.4% 0 0 0 0.00 198.49 N/A N/A 0 0 0 0 2015-03-12 $29.01 $0.00 142.2% 40.8% 0.0% 0.0% 0.0% 6.2% -66.5% 0 0 0 0.00 198.49 N/A N/A 0 0 0 0 2015-03-13 $29.13 $0.00 143.8% 41.2% 0.0% 0.0% 0.0% -25.3% -67.6% 0 0 0 0.00 198.49 N/A N/A 0 0 0 0 2015-03-16 $29.32 $0.00 149.9% 43.0% 0.0% 0.0% 0.0% -26.8% -142.7% 0 0 0 0.00 198.49 N/A N/A 0 0 0 0 2015-03-17 $29.27 $0.00 152.4% 43.7% 0.0% 0.0% 0.0% -28.0% -74.5% 0 0 0 0.00 198.49 N/A N/A 0 0 0 0 2015-03-18 $29.36 $0.00 154.7% 44.3% 10.2% 0.0% 0.0% -28.8% -76.2% 0 0 0 0.00 199.17 N/A N/A 0 0 0 0 2015-03-19 $29.38 $0.00 157.2% 45.1% 9.8% 0.0% 0.0% -29.0% -78.3% 0 0 0 0.00 199.17 N/A N/A 0 0 0 0 2015-03-20 $29.69 $0.00 156.3% 44.8% 10.1% 0.0% 0.0% 3.2% -81.8% 0 0 0 0.00 199.17 N/A N/A 0 0 0 0 2015-03-23 $29.54 $0.00 165.8% 47.5% 10.2% 0.0% 0.0% -67.1% -53.2% 0 0 0 0.00 199.17 N/A N/A 0 2 0 0 2015-03-24 $29.58 $0.00 169.1% 48.5% 9.9% 0.0% 0.0% 8.6% -55.4% -90 4.5K -13 0.00 199.17 N/A N/A 0 0 0 2 2015-03-25 $29.37 $0.00 131.2% 37.6% 10.1% 0.0% 0.0% 14.4% -56.8% -53 3.4K -17 0.00 199.17 N/A N/A 0 0 0 2 2015-03-26 $29.22 $0.00 182.6% 52.3% 10.1% 0.0% 0.0% 7.3% -53.5% -48 3.2K -17 0.00 166.85 N/A N/A 0 2 0 2 2015-03-27 $29.26 $0.00 185.2% 53.1% 10.1% 0.0% 0.0% 13.4% -63.1% -53 3.4K -17 0.00 198.49 N/A N/A 0 0 0 2 2015-03-30 $29.54 $0.00 190.6% 54.6% 10.6% 0.0% 0.0% 16.1% -64.5% -49 3.2K -17 0.00 168.12 N/A N/A 0 2 0 2 2015-03-31 $29.13 $0.00 2.3% 0.7% 11.4% 0.0% 0.0% 11.5% 127.8% -48 3.2K -17 0.00 167.24 N/A N/A 0 2 0 2
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