DBEU Options History — April 2015

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

In April 2015, DBEU traded between $29.13 and $30.37. ATM implied volatility averaged 119.3%. The 30-day expected move averaged 35.8%. IV traded above realized volatility by 107.8% (HV 20d: 11.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.15.

Notable Days

2015-04-29: Highest Volume — 27 contracts
2015-04-08: Largest IV spike — 783.6% change
2015-04-17: Largest Expected Move — 42.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.88	$29.13	$30.37	$29.35	$29.13
ATM IV	119.3%	4.9%	149.1%	132.3%	4.9%
Expected Move	35.8%	1.4%	42.8%	38.4%	1.4%
HV 20d	11.5%	10.0%	13.2%	11.7%	13.2%
HV 60d	11.9%	11.9%	11.9%	11.9%	11.9%
Term Structure	-13.2%	-71.0%	120.0%	-71.0%	120.0%
Skew 25d	13.6%	-36.1%	95.1%	16.5%	-1.0%
Skew 10d	13.7%	-36.1%	95.1%	16.5%	-1.0%
Call IV 25d	105.0%	11.4%	191.5%	133.4%	131.0%
Put IV 25d	118.6%	8.7%	194.9%	149.9%	130.0%
Bid-Ask Spread %	177.78	168.12	200.00	168.12	180.89
Gamma HHI	0.60	0.28	1.00	1.00	0.28
Net GEX	-89	-129	-48	-49	-48
Net DEX	-4.4K	-11.4K	4.7K	3.2K	-11.4K
Net VEX	-85	-148	-13	-17	-148
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.15	0.80	1.20	1.20	0.80
Total Volume	16.667	0	27	2	27
Total OI	15.667	2	29	2	29

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
2015-04-01	$29.35	$0.00	132.3%	0.0%	11.7%	0.0%	0.0%	16.5%	-71.0%	-49	3.2K	-17	0.00	168.12	N/A	N/A	0	2	0	2
2015-04-02	$29.42	$0.00	133.8%	38.4%	11.4%	0.0%	0.0%	13.2%	-45.2%	-49	3.2K	-17	0.00	177.89	N/A	N/A	0	2	0	2
2015-04-06	$29.60	$0.00	134.4%	38.5%	11.4%	0.0%	0.0%	17.9%	-49.0%	-49	3.2K	-17	0.00	178.60	N/A	N/A	0	2	0	2
2015-04-07	$29.77	$0.00	15.3%	39.4%	11.5%	0.0%	0.0%	8.9%	-50.2%	-50	3.2K	-17	0.00	177.88	N/A	N/A	0	2	0	2
2015-04-08	$29.84	$0.00	135.6%	38.9%	10.2%	0.0%	0.0%	23.5%	-53.6%	-55	3.4K	-17	0.00	200.00	N/A	N/A	0	0	0	2
2015-04-09	$30.17	$0.00	139.7%	40.1%	10.0%	0.0%	0.0%	95.1%	-48.3%	-52	3.2K	-17	0.00	177.14	N/A	N/A	0	2	0	2
2015-04-10	$30.37	$0.00	141.8%	40.6%	10.1%	0.0%	0.0%	11.2%	-53.7%	-108	4.7K	-13	1.20	175.65	N/A	N/A	10	12	0	2
2015-04-13	$30.23	$0.00	141.7%	40.6%	10.4%	0.0%	0.0%	7.1%	-50.5%	-91	-8.5K	-121	1.20	175.69	N/A	N/A	10	12	10	12
2015-04-14	$30.30	$0.00	142.7%	40.9%	10.2%	0.0%	0.0%	24.1%	-43.8%	-97	-9.4K	-121	1.20	175.32	N/A	N/A	10	12	10	12
2015-04-15	$30.32	$0.00	144.2%	41.3%	10.2%	0.0%	0.0%	27.3%	-44.2%	-100	-9.4K	-121	1.20	174.94	N/A	N/A	10	12	10	12
2015-04-16	$30.11	$0.00	147.3%	42.2%	10.6%	0.0%	0.0%	25.6%	-47.0%	-96	-9.1K	-120	1.20	176.08	N/A	N/A	10	12	10	12
2015-04-17	$29.59	$0.00	149.1%	42.8%	12.5%	0.0%	0.0%	22.5%	-45.1%	-106	-7.7K	-120	1.20	178.54	N/A	N/A	10	12	10	12
2015-04-20	$29.83	$0.00	136.6%	39.2%	12.3%	0.0%	0.0%	-36.1%	-15.9%	-114	-7.7K	-118	1.20	169.76	N/A	N/A	10	12	10	12
2015-04-21	$30.03	$0.00	130.9%	37.5%	12.3%	0.0%	0.0%	3.4%	6.1%	-116	-7.9K	-117	1.20	176.92	N/A	N/A	10	12	10	12
2015-04-22	$30.06	$0.00	132.4%	37.9%	12.3%	0.0%	0.0%	5.1%	8.3%	-117	-7.8K	-116	1.20	178.21	N/A	N/A	10	12	10	12
2015-04-23	$30.00	$0.00	125.6%	36.0%	12.0%	0.0%	0.0%	4.8%	19.1%	-119	-7.7K	-115	1.20	178.82	N/A	N/A	10	12	10	12
2015-04-24	$29.98	$0.00	129.6%	37.2%	11.8%	0.0%	0.0%	-9.2%	21.3%	-116	-7.7K	-115	1.20	178.38	N/A	N/A	10	12	10	12
2015-04-27	$30.17	$0.00	135.8%	38.9%	11.9%	0.0%	0.0%	14.5%	40.4%	-87	-8.1K	-114	1.20	175.94	N/A	N/A	10	12	10	12
2015-04-28	$29.96	$0.00	144.5%	41.4%	11.9%	0.0%	0.0%	6.0%	13.2%	-114	-7.7K	-112	1.20	178.38	N/A	N/A	10	12	10	12
2015-04-29	$29.34	$0.00	6.2%	1.8%	13.2%	0.0%	0.0%	4.9%	111.8%	-129	-6.6K	-112	0.80	180.33	N/A	N/A	15	12	10	12
2015-04-30	$29.13	$0.00	4.9%	1.4%	13.2%	0.0%	0.0%	-1.0%	120.0%	-48	-11.4K	-148	0.80	180.89	N/A	N/A	15	12	15	14