DBEU Options History — June 2018 In June 2018, DBEU traded between $27.88 and $29.48. ATM implied volatility averaged 16.4%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 4.1% (HV 20d: 12.3%). Max pain ranged from $28.00 to $30.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.70.
Notable Days 2018-06-19 : Highest Volume — 29 contracts2018-06-13 : Largest IV drop — 51.6% change2018-06-12 : Highest IV Rank — 15.6%2018-06-01 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $28.70 $27.88 $29.48 $29.02 $28.05 Max Pain $29.17 $28.00 $30.00 $28.00 $29.00 ATM IV 16.4% 11.8% 28.4% 17.5% 14.9% Expected Move 4.0% 3.4% 5.0% 5.0% 4.3% HV 20d 12.3% 9.7% 15.9% 9.9% 14.0% HV 60d 11.5% 11.0% 11.9% 11.7% 11.1% IV Rank 7.3% 4.1% 15.6% 8.1% 6.3% IV Percentile 68.6% 26.6% 97.6% 82.9% 69.0% Term Structure 30.7% -3.3% 71.1% -3.2% 66.0% VWIV 17.2% 13.7% 20.9% 20.9% 15.2% Skew 25d 0.9% -1.2% 2.8% 1.7% 0.9% Skew 10d 1.6% -3.0% 7.9% 2.1% 2.9% Call IV 25d 14.3% 12.4% 18.1% 18.1% 16.3% Put IV 25d 15.2% 13.1% 19.8% 19.8% 17.2% Bid-Ask Spread % 128.51 112.39 165.78 112.39 121.07 Gamma HHI 0.55 0.35 1.00 0.47 0.60 Net GEX 751 -1.9K 1.6K 1.4K 1.3K Net DEX -16.7K -32.4K 23.2K -23.8K -21.1K Net VEX -77 -108 -13 -83 -72 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.00 1.64 0.00 1.64 Total Volume 19.762 11 29 13 29 Total OI 14.381 11 29 12 11
Daily Data (21 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 2018-06-01 $29.02 $28.00 17.5% 5.0% 9.9% 8.1% 20.9% 1.7% -3.2% 1.4K -23.8K -83 0.00 112.39 N/A N/A 13 0 12 0 2018-06-04 $29.08 $0.00 17.3% 3.8% 9.7% 7.9% 0.0% 1.6% -0.8% 1.5K -24.6K -79 0.00 122.91 N/A N/A 13 0 12 0 2018-06-05 $28.93 $0.00 17.0% 3.6% 9.9% 7.7% 0.0% 0.4% 0.0% 1.5K -23.6K -82 0.00 128.40 N/A N/A 13 0 12 0 2018-06-06 $29.14 $0.00 17.1% 4.0% 10.2% 7.7% 0.0% 1.9% 2.6% 1.6K -24.4K -78 0.00 125.09 N/A N/A 13 0 12 0 2018-06-07 $28.89 $0.00 18.2% 3.6% 10.2% 8.5% 0.0% -0.1% -0.3% 1.5K -23.3K -81 0.00 125.88 N/A N/A 13 0 12 0 2018-06-08 $28.99 $0.00 21.8% 4.2% 10.3% 11.0% 0.0% 1.9% 2.6% 1.5K -23.2K -81 0.00 128.57 N/A N/A 13 0 12 0 2018-06-11 $29.24 $0.00 25.3% 3.6% 10.8% 13.5% 0.0% 0.6% 0.5% 1.5K -25.2K -75 0.00 125.08 N/A N/A 13 0 12 0 2018-06-12 $29.11 $0.00 28.4% 3.9% 10.9% 15.6% 0.0% 0.5% -1.0% 1.4K -24.4K -80 0.00 125.02 N/A N/A 13 0 12 0 2018-06-13 $29.12 $0.00 13.8% 3.9% 10.9% 5.4% 0.0% 0.8% -0.9% 1.5K -24.9K -76 0.00 133.03 N/A N/A 13 0 12 0 2018-06-14 $29.48 $0.00 11.8% 3.4% 11.8% 4.1% 0.0% 0.7% -3.3% 528 -32.4K -13 0.00 132.91 N/A N/A 13 0 12 0 2018-06-15 $29.27 $0.00 12.9% 3.7% 12.1% 4.8% 0.0% -0.0% -0.4% 359 -32.1K -13 0.00 165.78 N/A N/A 13 0 12 0 2018-06-18 $28.97 $0.00 14.8% 4.3% 12.6% 6.2% 0.0% -1.1% 62.3% 1.2K -21.0K -80 0.00 131.02 N/A N/A 11 0 11 0 2018-06-19 $28.85 $0.00 14.9% 4.3% 12.3% 6.2% 20.2% -1.2% 59.1% 1.2K -20.4K -80 1.64 130.56 N/A N/A 11 18 11 0 2018-06-20 $28.34 $30.00 12.6% 3.6% 13.6% 4.6% 13.7% 1.3% 67.2% -1.9K 20.1K -108 1.64 135.01 N/A N/A 11 18 11 18 2018-06-21 $27.98 $30.00 14.2% 4.1% 14.0% 5.8% 17.2% 1.5% 62.2% -1.2K 23.2K -104 1.64 126.07 N/A N/A 11 18 11 18 2018-06-22 $28.35 $29.00 13.4% 3.8% 15.0% 5.2% 13.7% 2.0% 66.2% -844 -5.3K -97 1.64 132.41 N/A N/A 11 18 11 8 2018-06-25 $27.88 $29.00 14.4% 4.1% 15.9% 5.9% 18.9% -0.2% 62.0% -157 -2.2K -90 1.64 126.56 N/A N/A 11 18 11 8 2018-06-26 $27.97 $29.00 16.1% 4.6% 14.9% 7.0% 17.9% 2.2% 67.1% -362 -1.1K -98 1.64 122.59 N/A N/A 11 18 11 8 2018-06-27 $27.98 $0.00 14.2% 4.1% 14.4% 5.8% 17.8% 0.5% 65.2% 1.3K -21.1K -72 1.64 130.56 N/A N/A 11 18 11 0 2018-06-28 $28.00 $0.00 14.2% 4.1% 14.4% 5.8% 16.4% 2.8% 71.1% 1.2K -20.3K -74 1.64 117.83 N/A N/A 11 18 11 0 2018-06-29 $28.05 $0.00 14.9% 4.3% 14.0% 6.3% 15.2% 0.9% 66.0% 1.3K -21.1K -72 1.64 121.07 N/A N/A 11 18 11 0
« May 2018 | All History | Jul 2018 » Home DBEU History June 2018