DBEU Options History — February 2018 In February 2018, DBEU traded between $27.08 and $28.67. ATM implied volatility averaged 15.9%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded below realized volatility by 2.2% (HV 20d: 18.1%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.05.
Notable Days 2018-02-01 : Highest Volume — 21 contracts2018-02-06 : Largest IV spike — 217.1% change2018-02-09 : Highest IV Rank — 10.3%2018-02-05 : Largest Expected Move — 42.4%Monthly Statistics Metric Avg Min Max Open Close Price $27.73 $27.08 $28.67 $28.67 $27.76 ATM IV 15.9% 5.9% 20.7% 15.3% 17.8% Expected Move 6.6% 3.7% 42.4% 3.7% 5.1% HV 20d 18.1% 8.2% 20.3% 8.2% 20.3% HV 60d 12.5% 8.1% 13.3% 8.1% 13.3% IV Rank 6.8% 0.0% 10.3% 5.4% 8.2% IV Percentile 65.3% 0.0% 90.5% 61.9% 79.8% Term Structure 40.2% -41.8% 109.2% 99.4% -8.4% Skew 25d 1.8% -13.8% 8.0% 2.0% 1.8% Skew 10d 1.0% -13.8% 5.2% 1.8% 2.3% Call IV 25d 23.9% 12.7% 162.7% 12.7% 18.1% Put IV 25d 25.8% 14.7% 149.0% 14.7% 19.9% Bid-Ask Spread % 131.36 112.40 177.29 139.82 123.81 Gamma HHI 0.50 0.49 0.51 0.50 0.49 Net GEX 5.0K 1.1K 10.9K 1.1K 10.9K Net DEX -90.4K -106.6K -68.2K -92.1K -103.8K Net VEX -233 -269 -180 -267 -180 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.05 0.05 0.05 0.05 Total Volume 21 21 21 21 21 Total OI 55 55 55 55 55
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 2018-02-01 $28.67 $0.00 15.3% 3.7% 8.2% 5.4% 0.0% 2.0% 99.4% 1.1K -92.1K -267 0.05 139.82 N/A N/A 20 1 54 1 2018-02-02 $28.17 $0.00 15.8% 4.0% 9.9% 5.8% 0.0% 1.1% 88.7% 1.1K -94.9K -269 0.05 136.90 N/A N/A 20 1 54 1 2018-02-05 $27.21 $0.00 5.9% 42.4% 14.9% 0.0% 0.0% -13.8% -41.8% 1.1K -87.4K -260 0.05 177.29 N/A N/A 20 1 54 1 2018-02-06 $27.82 $0.00 18.7% 4.4% 17.4% 8.9% 0.0% 6.3% 100.3% 1.2K -86.0K -257 0.05 114.83 N/A N/A 20 1 54 1 2018-02-07 $27.74 $0.00 14.6% 4.2% 17.3% 6.0% 0.0% 7.1% -1.8% 8.3K -87.0K -255 0.05 121.42 N/A N/A 20 1 54 1 2018-02-08 $27.08 $0.00 17.2% 4.9% 18.9% 7.8% 0.0% -1.7% 79.1% 1.6K -99.1K -233 0.05 122.60 N/A N/A 20 1 54 1 2018-02-09 $27.21 $0.00 20.7% 5.9% 19.0% 10.3% 0.0% 8.0% 97.8% 1.1K -85.2K -251 0.05 112.40 N/A N/A 20 1 54 1 2018-02-12 $27.43 $0.00 19.4% 5.6% 19.4% 9.4% 0.0% 3.8% 11.6% 4.3K -76.6K -253 0.05 126.65 N/A N/A 20 1 54 1 2018-02-13 $27.29 $0.00 17.9% 5.1% 19.4% 8.3% 0.0% 5.1% 109.2% 2.2K -71.9K -242 0.05 127.06 N/A N/A 20 1 54 1 2018-02-14 $27.58 $0.00 13.5% 3.9% 19.8% 5.3% 0.0% 1.9% 99.1% 1.2K -89.0K -246 0.05 134.96 N/A N/A 20 1 54 1 2018-02-15 $27.64 $0.00 14.4% 4.1% 19.9% 5.9% 0.0% 1.6% 44.0% 3.3K -68.2K -217 0.05 130.76 N/A N/A 20 1 54 1 2018-02-16 $27.87 $0.00 14.7% 4.2% 20.0% 6.1% 0.0% 2.0% 104.6% 1.1K -89.2K -242 0.05 131.89 N/A N/A 20 1 54 1 2018-02-20 $27.74 $0.00 15.5% 4.4% 19.8% 6.6% 0.0% 2.1% -1.6% 8.8K -89.3K -225 0.05 135.14 N/A N/A 20 1 54 1 2018-02-21 $27.73 $0.00 14.5% 4.1% 19.8% 5.9% 0.0% 0.8% -3.3% 9.4K -93.9K -218 0.05 130.32 N/A N/A 20 1 54 1 2018-02-22 $27.78 $0.00 15.7% 4.5% 19.9% 6.8% 0.0% 1.5% -2.3% 9.0K -92.2K -220 0.05 132.65 N/A N/A 20 1 54 1 2018-02-23 $28.03 $0.00 15.7% 4.5% 20.3% 6.8% 0.0% 1.4% -1.2% 9.7K -100.9K -207 0.05 134.94 N/A N/A 20 1 54 1 2018-02-26 $28.18 $0.00 16.7% 4.8% 20.2% 7.5% 0.0% 2.3% -2.7% 9.2K -106.6K -193 0.05 131.71 N/A N/A 20 1 54 1 2018-02-27 $27.93 $0.00 18.6% 5.3% 20.3% 8.8% 0.0% 1.8% -6.1% 10.2K -104.5K -191 0.05 130.76 N/A N/A 20 1 54 1 2018-02-28 $27.76 $0.00 17.8% 5.1% 20.3% 8.2% 0.0% 1.8% -8.4% 10.9K -103.8K -180 0.05 123.81 N/A N/A 20 1 54 1
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