DBEU Options History — June 2015

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

In June 2015, DBEU traded between $26.91 and $29.57. ATM implied volatility averaged 54.2%. The 30-day expected move averaged 19.0%. IV traded above realized volatility by 36.7% (HV 20d: 17.5%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.23.

Notable Days

2015-06-30: Highest Volume — 54 contracts
2015-06-10: Largest IV spike — 4295.1% change
2015-06-12: Largest Expected Move — 41.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.57	$26.91	$29.57	$29.57	$26.92
Max Pain	$25.68	$25.00	$30.00	$30.00	$25.00
ATM IV	54.2%	3.3%	146.0%	104.9%	24.0%
Expected Move	19.0%	3.4%	41.9%	30.1%	6.9%
HV 20d	17.5%	12.3%	28.0%	15.8%	28.0%
HV 60d	15.5%	13.5%	20.2%	13.6%	20.1%
Term Structure	-10.4%	-66.0%	128.3%	33.2%	-3.8%
VWIV	62.1%	18.7%	155.5%	18.9%	25.2%
Skew 25d	-56.9%	-162.4%	12.0%	-136.9%	1.3%
Skew 10d	-72.3%	-162.4%	5.3%	-136.9%	-6.8%
Call IV 25d	89.5%	13.4%	182.9%	151.8%	20.8%
Put IV 25d	32.6%	14.9%	176.0%	14.9%	22.1%
Bid-Ask Spread %	143.15	109.23	200.00	180.72	111.94
Gamma HHI	0.50	0.28	0.78	0.29	0.40
Net GEX	-399	-4.4K	1.1K	-27	-4.4K
Net DEX	-4.4K	-16.7K	54.4K	-10.7K	54.4K
Net VEX	-70	-193	-7	-115	-193
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.23	0.80	4.40	0.80	4.40
Total Volume	27	0	54	27	54
Total OI	28.318	19	54	29	54

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
2015-06-01	$29.57	$30.00	104.9%	30.1%	15.8%	0.0%	18.9%	-136.9%	33.2%	-27	-10.7K	-115	0.80	180.72	N/A	N/A	15	12	15	14
2015-06-02	$29.37	$30.00	83.6%	24.0%	16.0%	0.0%	0.0%	-134.7%	108.1%	-136	10.4K	-78	0.00	200.00	N/A	N/A	0	0	5	14
2015-06-03	$29.44	$30.00	45.5%	13.1%	14.2%	0.0%	21.3%	-131.5%	128.3%	958	-9.4K	-111	0.80	180.89	N/A	N/A	15	12	15	14
2015-06-04	$29.05	$25.00	45.5%	38.2%	14.9%	0.0%	138.7%	-137.3%	-57.0%	856	-7.2K	-107	0.80	163.54	N/A	N/A	15	12	15	14
2015-06-05	$28.93	$25.00	46.6%	38.5%	14.9%	0.0%	68.5%	-140.9%	-58.5%	179	-9.1K	-107	0.80	167.84	N/A	N/A	15	12	15	14
2015-06-08	$28.59	$25.00	141.0%	40.4%	12.3%	0.0%	64.2%	-139.8%	-55.2%	532	-4.7K	-91	0.80	167.42	N/A	N/A	15	12	15	14
2015-06-09	$28.44	$25.00	3.3%	26.6%	12.4%	0.0%	142.2%	-149.1%	-54.4%	440	-4.5K	-94	0.80	165.65	N/A	N/A	15	12	15	14
2015-06-10	$28.99	$25.00	142.8%	40.9%	14.2%	0.0%	145.0%	10.8%	-56.3%	797	-12.0K	-85	0.80	167.31	N/A	N/A	15	12	15	14
2015-06-11	$29.15	$25.00	144.8%	41.5%	14.3%	0.0%	142.9%	-148.6%	-65.1%	1.1K	-6.8K	-96	0.80	163.71	N/A	N/A	15	12	15	14
2015-06-12	$28.82	$25.00	146.0%	41.9%	14.2%	0.0%	148.1%	12.0%	-66.0%	558	-8.8K	-85	0.80	167.60	N/A	N/A	15	12	15	14
2015-06-15	$28.45	$25.00	101.2%	29.0%	14.8%	0.0%	155.5%	-162.4%	-65.5%	79	-3.8K	-85	0.80	165.19	N/A	N/A	15	12	15	14
2015-06-16	$28.51	$25.00	11.7%	3.4%	14.7%	0.0%	31.8%	-1.2%	-1.5%	11	-1.4K	-55	0.80	116.51	N/A	N/A	15	12	15	14
2015-06-17	$28.15	$25.00	14.2%	4.1%	14.6%	0.0%	18.7%	3.2%	2.4%	-1.4K	-11.9K	-24	0.80	118.07	N/A	N/A	15	12	15	14
2015-06-18	$28.45	$25.00	17.6%	5.0%	15.2%	0.0%	26.6%	-0.5%	-6.4%	-572	-5.1K	-44	0.80	116.58	N/A	N/A	15	12	15	14
2015-06-19	$28.40	$25.00	17.8%	5.1%	15.1%	0.0%	27.9%	0.9%	-5.8%	-715	-4.1K	-46	0.80	116.83	N/A	N/A	15	12	15	14
2015-06-22	$29.12	$25.00	13.7%	3.9%	18.0%	0.0%	22.7%	10.5%	0.0%	-738	-15.3K	-12	1.20	110.63	N/A	N/A	10	12	10	14
2015-06-23	$29.43	$25.00	13.3%	3.8%	18.1%	0.0%	23.4%	2.8%	2.3%	-486	-16.7K	-7	1.20	115.85	N/A	N/A	10	12	10	14
2015-06-24	$27.94	$25.00	16.9%	4.8%	25.1%	0.0%	19.3%	-4.7%	-1.1%	-1.5K	-10.0K	-25	1.20	112.74	N/A	N/A	10	12	10	14
2015-06-25	$27.91	$25.00	17.2%	4.9%	25.1%	0.0%	19.0%	1.0%	-1.2%	-1.5K	-9.4K	-26	1.20	115.70	N/A	N/A	10	12	10	14
2015-06-26	$27.97	$25.00	17.7%	5.1%	24.9%	0.0%	20.2%	2.3%	-1.9%	-1.4K	-10.0K	-25	1.20	115.34	N/A	N/A	10	12	10	14
2015-06-29	$26.91	$25.00	22.4%	6.4%	27.9%	0.0%	24.1%	-8.1%	-3.0%	-1.4K	293	-36	4.20	109.23	N/A	N/A	10	42	10	14
2015-06-30	$26.92	$25.00	24.0%	6.9%	28.0%	0.0%	25.2%	1.3%	-3.8%	-4.4K	54.4K	-193	4.40	111.94	N/A	N/A	10	44	10	44