DBEU Options History — February 2017 In February 2017, DBEU traded between $25.51 and $26.22. ATM implied volatility averaged 16.6%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 9.7% (HV 20d: 6.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 16 of 19 days.
Notable Days 2017-02-08 : Largest IV drop — 34.7% change2017-02-07 : Highest IV Rank — 9.6%2017-02-27 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $25.92 $25.51 $26.22 $25.57 $26.06 ATM IV 16.6% 13.5% 20.6% 17.5% 18.1% Expected Move 4.4% 3.7% 5.4% 5.0% 5.2% HV 20d 6.9% 5.9% 7.9% 6.6% 5.9% HV 60d 14.9% 14.6% 15.9% 15.9% 14.6% IV Rank 7.4% 5.6% 9.6% 7.9% 8.2% IV Percentile 30.2% 4.0% 66.7% 39.7% 51.2% Term Structure 55.3% -2.4% 109.5% -2.4% -1.5% Skew 25d 1.8% 0.1% 3.6% 1.6% 3.0% Skew 10d 2.1% -1.2% 4.0% 4.0% 2.2% Call IV 25d 16.5% 14.5% 19.7% 19.7% 19.0% Put IV 25d 18.3% 15.7% 22.2% 21.3% 22.0% Bid-Ask Spread % 142.64 137.71 149.61 149.61 142.85 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 (19 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 2017-02-01 $25.57 $0.00 17.5% 5.0% 6.6% 7.9% 0.0% 1.6% -2.4% 0 0 0 0.00 149.61 N/A N/A 0 0 0 0 2017-02-02 $25.59 $0.00 18.1% 3.7% 6.6% 8.2% 0.0% 0.1% 100.6% 0 0 0 0.00 142.64 N/A N/A 0 0 0 0 2017-02-03 $25.72 $0.00 18.3% 4.1% 6.8% 8.3% 0.0% 2.7% 98.9% 0 0 0 0.00 144.14 N/A N/A 0 0 0 0 2017-02-06 $25.51 $0.00 20.3% 4.1% 7.3% 9.4% 0.0% 0.9% 102.7% 0 0 0 0.00 141.80 N/A N/A 0 0 0 0 2017-02-07 $25.56 $0.00 20.6% 3.9% 7.3% 9.6% 0.0% 1.9% 105.2% 0 0 0 0.00 144.78 N/A N/A 0 0 0 0 2017-02-08 $25.62 $0.00 13.5% 3.9% 7.3% 5.6% 0.0% 1.7% 108.6% 0 0 0 0.00 145.11 N/A N/A 0 0 0 0 2017-02-09 $25.80 $0.00 13.8% 4.0% 7.7% 5.8% 0.0% 2.4% 104.3% 0 0 0 0.00 147.34 N/A N/A 0 0 0 0 2017-02-10 $25.85 $0.00 15.9% 4.6% 7.7% 7.0% 0.0% 1.4% 104.9% 0 0 0 0.00 137.71 N/A N/A 0 0 0 0 2017-02-13 $26.00 $0.00 15.8% 4.5% 7.9% 6.9% 0.0% 0.8% 106.9% 0 0 0 0.00 139.73 N/A N/A 0 0 0 0 2017-02-14 $26.05 $0.00 16.0% 4.6% 6.9% 7.0% 0.0% 1.0% 107.8% 0 0 0 0.00 140.71 N/A N/A 0 0 0 0 2017-02-15 $26.12 $0.00 15.5% 4.5% 6.9% 6.8% 0.0% 1.7% 109.5% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2017-02-16 $26.06 $0.00 16.2% 4.6% 6.8% 7.1% 0.0% 1.8% -0.3% 0 0 0 0.00 141.61 N/A N/A 0 0 0 0 2017-02-17 $26.14 $0.00 14.7% 4.2% 6.8% 6.3% 0.0% 0.5% 1.0% 0 0 0 0.00 141.70 N/A N/A 0 0 0 0 2017-02-21 $26.22 $0.00 14.9% 4.3% 6.8% 6.4% 0.0% 2.1% 1.4% 0 0 0 0.00 143.24 N/A N/A 0 0 0 0 2017-02-22 $26.21 $0.00 15.2% 4.4% 6.8% 6.6% 0.0% 1.8% 1.0% 0 0 0 0.00 144.76 N/A N/A 0 0 0 0 2017-02-23 $26.20 $0.00 15.6% 4.5% 6.3% 6.8% 0.0% 1.8% 0.4% 0 0 0 0.00 141.53 N/A N/A 0 0 0 0 2017-02-24 $26.06 $0.00 16.8% 4.8% 6.6% 7.5% 0.0% 2.8% 1.1% 0 0 0 0.00 140.12 N/A N/A 0 0 0 0 2017-02-27 $26.09 $0.00 18.8% 5.4% 6.6% 8.6% 0.0% 3.6% 0.8% 0 0 0 0.00 140.44 N/A N/A 0 0 0 0 2017-02-28 $26.06 $0.00 18.1% 5.2% 5.9% 8.2% 0.0% 3.0% -1.5% 0 0 0 0.00 142.85 N/A N/A 0 0 0 0
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