DBEU Options History — October 2017

In October 2017, DBEU traded between $28.48 and $28.95. ATM implied volatility averaged 12.6%, placing in the 1.9% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 6.7% (HV 20d: 5.9%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 3.52.

Notable Days

2017-10-02: Highest Volume — 133 contracts
2017-10-31: Largest IV spike — 33.0% change
2017-10-10: Highest IV Rank — 3.9%
2017-10-04: Largest Expected Move — 4.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.67	$28.48	$28.95	$28.50	$28.95
Max Pain	$26.00	$26.00	$26.00	$26.00	$26.00
ATM IV	12.6%	9.2%	16.1%	14.9%	13.5%
Expected Move	3.4%	2.6%	4.5%	4.3%	3.9%
HV 20d	5.9%	5.0%	8.9%	8.9%	5.7%
HV 60d	8.5%	8.3%	8.9%	8.9%	8.3%
IV Rank	1.9%	0.0%	3.9%	3.2%	2.4%
IV Percentile	18.7%	0.0%	50.0%	34.5%	28.2%
Term Structure	-0.8%	-4.8%	3.2%	-2.9%	-4.4%
VWIV	18.8%	17.7%	20.8%	17.7%	20.8%
Skew 25d	2.4%	-2.3%	4.6%	3.0%	4.6%
Skew 10d	6.4%	2.8%	10.0%	7.5%	10.0%
Call IV 25d	11.9%	10.1%	15.0%	14.0%	13.7%
Put IV 25d	14.4%	8.5%	18.3%	17.0%	18.3%
Bid-Ask Spread %	141.03	123.73	149.14	129.44	147.67
Gamma HHI	0.27	0.21	0.32	0.22	0.30
Net GEX	-109	-1.7K	2.4K	-1.7K	-1.3K
Net DEX	-33.5K	-48.6K	-25.2K	-25.8K	-39.5K
Net VEX	-416	-467	-350	-467	-401
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.52	0.65	4.78	4.78	0.65
Total Volume	104	38	133	133	38
Total OI	135.545	69	166	166	72

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
2017-10-02	$28.50	$26.00	14.9%	4.3%	8.9%	3.2%	17.7%	3.0%	-2.9%	-1.7K	-25.8K	-467	4.78	129.44	N/A	N/A	23	110	45	121
2017-10-03	$28.57	$26.00	14.2%	4.1%	7.3%	2.8%	18.0%	2.5%	-3.6%	825	-31.8K	-451	4.78	123.73	N/A	N/A	23	110	45	121
2017-10-04	$28.48	$26.00	15.9%	4.5%	7.2%	3.8%	20.8%	2.1%	-4.8%	-1.3K	-27.4K	-459	4.78	129.93	N/A	N/A	23	110	45	121
2017-10-05	$28.63	$0.00	14.7%	3.0%	7.4%	3.1%	0.0%	2.8%	0.8%	-1.4K	-30.5K	-460	4.78	149.08	N/A	N/A	23	110	45	121
2017-10-06	$28.61	$0.00	15.2%	3.0%	7.2%	3.3%	0.0%	3.4%	-0.1%	-1.5K	-30.9K	-459	4.78	148.99	N/A	N/A	23	110	45	121
2017-10-09	$28.53	$0.00	15.6%	3.1%	5.6%	3.6%	0.0%	2.5%	0.9%	-505	-30.0K	-440	4.78	141.44	N/A	N/A	23	110	45	121
2017-10-10	$28.69	$0.00	16.1%	3.2%	5.8%	3.9%	0.0%	3.2%	1.2%	-1.1K	-34.2K	-449	4.78	140.95	N/A	N/A	23	110	45	121
2017-10-11	$28.67	$0.00	11.1%	3.2%	5.8%	1.1%	0.0%	2.5%	0.4%	-1.4K	-32.9K	-448	4.78	140.70	N/A	N/A	23	110	45	121
2017-10-12	$28.67	$0.00	10.9%	3.1%	5.7%	1.0%	0.0%	-2.3%	2.1%	383	-48.6K	-355	4.78	135.19	N/A	N/A	23	110	45	121
2017-10-13	$28.71	$0.00	11.1%	3.2%	5.1%	1.1%	0.0%	2.7%	-0.2%	137	-25.2K	-419	4.78	149.14	N/A	N/A	23	110	45	121
2017-10-16	$28.69	$0.00	11.2%	3.2%	5.0%	1.1%	0.0%	2.5%	-0.6%	-650	-37.1K	-431	4.78	142.18	N/A	N/A	23	110	45	121
2017-10-17	$28.68	$0.00	11.0%	3.2%	5.1%	1.0%	0.0%	2.1%	-0.5%	2.0K	-43.5K	-383	4.78	143.25	N/A	N/A	23	110	45	121
2017-10-18	$28.76	$0.00	11.3%	3.2%	5.0%	1.1%	0.0%	2.3%	0.5%	-111	-31.5K	-419	4.78	143.09	N/A	N/A	23	110	45	121
2017-10-19	$28.64	$0.00	11.4%	3.3%	5.2%	1.2%	0.0%	2.5%	-1.0%	2.4K	-31.4K	-370	4.78	143.04	N/A	N/A	23	110	45	121
2017-10-20	$28.68	$0.00	11.2%	3.2%	5.2%	1.1%	0.0%	2.1%	0.4%	105	-31.5K	-415	4.78	143.69	N/A	N/A	23	110	45	121
2017-10-23	$28.63	$0.00	9.2%	2.6%	5.1%	0.0%	0.0%	1.6%	-2.4%	-23	-34.0K	-402	1.04	134.23	N/A	N/A	23	24	45	24
2017-10-24	$28.69	$0.00	12.1%	3.5%	5.1%	1.6%	0.0%	3.7%	3.2%	2.3K	-40.0K	-369	1.04	144.83	N/A	N/A	23	24	45	24
2017-10-25	$28.52	$0.00	12.1%	3.5%	5.4%	1.6%	0.0%	1.8%	-0.3%	137	-30.2K	-402	1.04	143.36	N/A	N/A	23	24	45	24
2017-10-26	$28.78	$0.00	11.8%	3.4%	6.2%	1.5%	0.0%	3.5%	0.3%	366	-25.3K	-395	0.65	138.59	N/A	N/A	23	15	45	24
2017-10-27	$28.81	$0.00	12.6%	3.6%	5.8%	1.9%	0.0%	3.4%	-3.1%	-1.1K	-37.2K	-413	0.65	146.15	N/A	N/A	23	15	45	27
2017-10-30	$28.83	$0.00	10.2%	2.9%	5.6%	0.5%	0.0%	0.9%	-2.7%	1.2K	-38.2K	-350	0.65	144.07	N/A	N/A	23	15	45	27
2017-10-31	$28.95	$0.00	13.5%	3.9%	5.7%	2.4%	0.0%	4.6%	-4.4%	-1.3K	-39.5K	-401	0.65	147.67	N/A	N/A	23	15	45	27