DBEU Options History — May 2018 In May 2018, DBEU traded between $28.66 and $29.69. ATM implied volatility averaged 13.2%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 6.3% (HV 20d: 6.8%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2018-05-29 : Highest Volume — 13 contracts2018-05-16 : Largest IV spike — 38.9% change2018-05-30 : Highest IV Rank — 8.2%2018-05-30 : Largest Expected Move — 5.1%Monthly Statistics Metric Avg Min Max Open Close Price $29.23 $28.66 $29.69 $28.75 $28.78 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 13.2% 9.2% 17.7% 13.4% 15.4% Expected Move 3.6% 2.4% 5.1% 3.8% 4.4% HV 20d 6.8% 4.6% 9.4% 9.2% 9.4% HV 60d 11.9% 10.9% 15.5% 15.5% 11.6% IV Rank 5.0% 2.2% 8.2% 5.2% 6.6% IV Percentile 43.6% 1.2% 83.7% 49.2% 71.8% Term Structure -0.8% -3.2% 2.7% -2.1% -1.9% VWIV 16.2% 11.5% 21.3% 11.5% 17.1% Skew 25d 0.9% -2.2% 3.6% 3.6% -0.9% Skew 10d 2.0% -4.5% 7.0% 3.2% -4.5% Call IV 25d 12.6% 8.4% 18.6% 12.9% 18.6% Put IV 25d 13.5% 9.2% 19.7% 16.5% 17.8% Bid-Ask Spread % 132.27 111.34 144.79 138.17 112.04 Gamma HHI 0.59 0.46 0.72 0.52 0.46 Net GEX 564 366 1.4K 506 1.4K Net DEX -7.1K -23.0K -4.6K -4.6K -22.4K Net VEX -23 -87 -15 -18 -86 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 5.227 4 13 4 13 Total OI 3.818 3 12 3 12
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 2018-05-01 $28.75 $0.00 13.4% 3.8% 9.2% 5.2% 0.0% 3.6% -2.1% 506 -4.6K -18 0.00 138.17 N/A N/A 4 0 3 0 2018-05-02 $28.90 $0.00 13.4% 3.8% 9.2% 5.2% 0.0% -1.1% -3.1% 523 -4.9K -18 0.00 144.26 N/A N/A 4 0 3 0 2018-05-03 $28.90 $28.00 13.8% 3.1% 8.3% 5.5% 11.5% 1.0% 1.4% 531 -4.7K -18 0.00 137.30 N/A N/A 4 0 3 0 2018-05-04 $29.04 $28.00 14.0% 3.3% 7.4% 5.6% 13.2% 0.8% 0.3% 547 -5.0K -18 0.00 123.84 N/A N/A 4 0 3 0 2018-05-07 $29.11 $28.00 11.7% 2.4% 7.1% 4.0% 12.1% 0.7% 2.1% 482 -5.4K -17 0.00 137.10 N/A N/A 4 0 3 0 2018-05-08 $29.16 $28.00 15.5% 3.1% 6.8% 6.6% 12.5% 2.1% 2.7% 525 -5.2K -17 0.00 138.25 N/A N/A 4 0 3 0 2018-05-09 $29.38 $28.00 11.2% 3.2% 6.4% 3.7% 13.4% 2.6% -0.2% 530 -5.6K -17 0.00 138.56 N/A N/A 4 0 3 0 2018-05-10 $29.40 $28.00 11.3% 3.3% 6.1% 3.8% 14.9% 2.3% -0.3% 465 -5.7K -17 0.00 139.49 N/A N/A 4 0 3 0 2018-05-11 $29.42 $28.00 11.8% 3.4% 6.1% 4.1% 15.7% 2.2% -0.7% 471 -5.8K -17 0.00 144.79 N/A N/A 4 0 3 0 2018-05-14 $29.43 $28.00 11.6% 3.3% 6.0% 4.0% 15.5% 1.0% -0.6% 472 -5.8K -16 0.00 144.53 N/A N/A 4 0 3 0 2018-05-15 $29.42 $28.00 9.2% 2.6% 5.6% 2.2% 15.9% 0.8% 1.3% 426 -6.0K -16 0.00 124.07 N/A N/A 4 0 3 0 2018-05-16 $29.47 $28.00 12.7% 3.6% 5.5% 4.7% 16.5% 2.7% -1.2% 466 -5.8K -16 0.00 136.56 N/A N/A 4 0 3 0 2018-05-17 $29.54 $28.00 11.7% 3.3% 5.4% 4.0% 17.6% 0.3% -2.3% 447 -6.1K -16 0.00 135.52 N/A N/A 4 0 3 0 2018-05-18 $29.50 $28.00 13.5% 3.9% 5.6% 5.3% 18.5% -1.1% -1.2% 435 -6.0K -16 0.00 136.26 N/A N/A 4 0 3 0 2018-05-21 $29.68 $28.00 11.9% 3.4% 5.7% 4.1% 20.1% 0.9% -2.9% 386 -6.2K -15 0.00 124.52 N/A N/A 4 0 3 0 2018-05-22 $29.69 $28.00 12.1% 3.5% 4.6% 4.3% 21.3% -2.2% -3.2% 366 -6.3K -15 0.00 131.38 N/A N/A 4 0 3 0 2018-05-23 $29.45 $28.00 14.1% 4.1% 5.9% 5.7% 18.3% 1.3% -2.1% 465 -5.8K -16 0.00 135.55 N/A N/A 4 0 3 0 2018-05-24 $29.29 $28.00 13.8% 4.0% 5.7% 5.5% 16.8% -0.6% -1.5% 440 -5.7K -16 0.00 132.10 N/A N/A 4 0 3 0 2018-05-25 $29.18 $28.00 14.3% 4.1% 5.9% 5.8% 17.9% -1.0% -0.6% 533 -5.3K -16 0.00 128.38 N/A N/A 4 0 3 0 2018-05-29 $28.66 $28.00 15.4% 4.4% 8.9% 6.6% 17.8% 3.2% -1.5% 538 -4.6K -16 0.00 111.34 N/A N/A 13 0 3 0 2018-05-30 $28.91 $28.00 17.7% 5.1% 9.4% 8.2% 16.8% 1.3% -1.2% 1.4K -23.0K -87 0.00 115.98 N/A N/A 13 0 12 0 2018-05-31 $28.78 $28.00 15.4% 4.4% 9.4% 6.6% 17.1% -0.9% -1.9% 1.4K -22.4K -86 0.00 112.04 N/A N/A 13 0 12 0
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