DBEU Options History — July 2018 In July 2018, DBEU traded between $27.97 and $29.06. ATM implied volatility averaged 40.2%, placing in the 23.8% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 28.3% (HV 20d: 11.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.09.
Notable Days 2018-07-02 : Highest Volume — 29 contracts2018-07-11 : Largest IV spike — 439.2% change2018-07-18 : Highest IV Rank — 64.0%2018-07-18 : Largest Expected Move — 28.1%Monthly Statistics Metric Avg Min Max Open Close Price $28.62 $27.97 $29.06 $27.97 $29.06 ATM IV 40.2% 11.6% 98.1% 16.0% 13.0% Expected Move 15.4% 3.3% 28.1% 4.6% 3.7% HV 20d 11.9% 7.8% 15.0% 13.9% 7.8% HV 60d 11.0% 10.8% 11.2% 10.9% 10.9% IV Rank 23.8% 3.9% 64.0% 7.0% 4.9% IV Percentile 67.8% 18.3% 98.8% 76.6% 40.9% Term Structure -37.2% -89.7% 71.9% 71.9% -2.5% VWIV 18.7% 16.6% 20.7% 20.7% 16.6% Skew 25d 3.9% -2.5% 55.8% 1.5% 1.1% Skew 10d 4.0% -3.0% 55.8% 1.6% 3.5% Call IV 25d 54.4% 13.5% 108.4% 17.5% 15.5% Put IV 25d 58.3% 13.7% 112.7% 19.0% 16.6% Bid-Ask Spread % 169.38 122.79 196.27 127.67 126.39 Gamma HHI 0.57 0.52 0.63 0.61 0.52 Net GEX 1.3K 1.1K 1.3K 1.2K 1.1K Net DEX -23.2K -25.9K -20.4K -20.4K -25.9K Net VEX -63 -75 -50 -72 -50 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.09 0.00 1.64 1.64 0.00 Total Volume 23 11 29 29 11 Total OI 11 11 11 11 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 2018-07-02 $27.97 $0.00 16.0% 4.6% 13.9% 7.0% 20.7% 1.5% 71.9% 1.2K -20.4K -72 1.64 127.67 N/A N/A 11 18 11 0 2018-07-03 $28.02 $0.00 16.3% 4.7% 13.9% 7.2% 16.6% -0.2% 67.1% 1.2K -21.1K -71 1.64 122.79 N/A N/A 11 18 11 0 2018-07-05 $28.31 $0.00 16.2% 24.7% 14.2% 7.1% 0.0% 0.3% -75.2% 1.3K -21.8K -70 1.64 195.28 N/A N/A 11 18 11 0 2018-07-06 $28.37 $0.00 16.1% 25.3% 14.0% 7.0% 0.0% -2.5% -77.6% 1.2K -21.8K -69 1.64 196.20 N/A N/A 11 18 11 0 2018-07-09 $28.55 $0.00 13.7% 25.0% 14.2% 5.4% 0.0% 3.3% -74.3% 1.3K -21.3K -75 1.64 195.61 N/A N/A 11 18 11 0 2018-07-10 $28.63 $0.00 17.3% 25.3% 13.8% 7.9% 0.0% 2.9% -76.3% 1.2K -23.4K -65 1.64 196.27 N/A N/A 11 18 11 0 2018-07-11 $28.26 $0.00 93.3% 26.8% 14.4% 60.6% 0.0% -1.7% -83.8% 1.3K -21.9K -67 1.64 183.30 N/A N/A 11 18 11 0 2018-07-12 $28.54 $0.00 90.6% 26.0% 15.0% 58.7% 0.0% 3.3% -78.1% 1.3K -21.3K -74 1.64 195.86 N/A N/A 11 18 11 0 2018-07-13 $28.57 $0.00 91.9% 26.3% 14.2% 59.6% 0.0% 2.1% -80.8% 1.3K -23.0K -65 1.64 195.15 N/A N/A 11 18 11 0 2018-07-16 $28.52 $0.00 95.4% 27.3% 14.0% 62.0% 0.0% 55.8% -84.1% 1.3K -22.6K -65 1.64 196.11 N/A N/A 11 18 11 0 2018-07-17 $28.68 $0.00 95.9% 27.5% 13.8% 62.4% 0.0% 3.8% -84.9% 1.3K -22.5K -67 1.64 194.84 N/A N/A 11 18 11 0 2018-07-18 $28.76 $0.00 98.1% 28.1% 13.8% 64.0% 0.0% 3.6% -87.7% 1.3K -23.6K -63 1.64 196.05 N/A N/A 11 18 11 0 2018-07-19 $28.71 $0.00 28.1% 8.0% 12.1% 15.4% 0.0% 4.3% -16.6% 1.2K -24.0K -59 1.64 188.38 N/A N/A 11 18 11 0 2018-07-20 $28.66 $0.00 69.3% 19.9% 11.1% 43.9% 0.0% -0.5% -89.7% 1.3K -22.7K -66 1.64 193.07 N/A N/A 11 18 11 0 2018-07-23 $28.67 $0.00 12.3% 3.5% 10.1% 4.4% 0.0% 0.0% -2.4% 1.3K -23.6K -62 0.00 142.96 N/A N/A 11 0 11 0 2018-07-24 $28.82 $0.00 11.8% 3.4% 7.9% 4.1% 0.0% 1.1% -2.0% 1.2K -24.9K -55 0.00 145.47 N/A N/A 11 0 11 0 2018-07-25 $28.93 $0.00 11.6% 3.3% 7.9% 3.9% 0.0% 2.1% 0.1% 1.3K -25.0K -54 0.00 144.41 N/A N/A 11 0 11 0 2018-07-26 $28.93 $0.00 11.9% 3.4% 7.9% 4.1% 0.0% 0.8% -0.9% 1.2K -24.5K -57 0.00 145.81 N/A N/A 11 0 11 0 2018-07-27 $29.00 $0.00 11.7% 3.4% 7.9% 4.0% 0.0% 1.1% -1.0% 1.2K -25.4K -51 0.00 137.78 N/A N/A 11 0 11 0 2018-07-30 $28.97 $0.00 13.1% 3.8% 8.0% 5.0% 0.0% 0.7% -2.8% 1.2K -25.5K -50 0.00 137.57 N/A N/A 11 0 11 0 2018-07-31 $29.06 $0.00 13.0% 3.7% 7.8% 4.9% 0.0% 1.1% -2.5% 1.1K -25.9K -50 0.00 126.39 N/A N/A 11 0 11 0
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