DBEU Options History — August 2018

In August 2018, DBEU traded between $28.23 and $29.14. ATM implied volatility averaged 15.1%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 6.7% (HV 20d: 8.4%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2018-08-01: Highest Volume — 11 contracts
  • 2018-08-15: Largest IV drop — 53.1% change
  • 2018-08-14: Highest IV Rank — 15.4%
  • 2018-08-31: Largest Expected Move — 4.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.75$28.23$29.14$28.93$28.47
ATM IV15.1%9.1%28.1%13.4%16.7%
Expected Move3.6%2.6%4.8%3.8%4.8%
HV 20d8.4%4.5%10.2%8.2%10.2%
HV 60d11.1%10.9%11.8%10.9%10.9%
IV Rank6.4%2.2%15.4%5.2%7.5%
IV Percentile52.1%1.2%94.8%45.6%75.8%
Term Structure-1.1%-4.1%1.7%-1.7%-4.1%
Skew 25d1.0%-1.4%2.2%1.3%-1.4%
Skew 10d-0.2%-6.2%4.0%0.7%-6.2%
Call IV 25d13.5%10.1%17.0%16.2%15.6%
Put IV 25d14.5%11.5%18.7%17.4%14.3%
Bid-Ask Spread %140.95123.30147.27134.16139.13
Gamma HHI0.540.510.590.530.56
Net GEX1.3K1.2K1.5K1.2K1.4K
Net DEX-24.1K-26.3K-21.6K-24.6K-23.4K
Net VEX-52-65-45-56-49
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1111111111
Total OI1111111111

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$28.93$0.0013.4%3.8%8.2%5.2%0.0%1.3%-1.7%1.2K-24.6K-560.00134.16N/AN/A110110
2018-08-02$28.85$0.0013.8%4.0%7.6%5.5%0.0%2.2%-3.9%1.4K-22.5K-650.00123.30N/AN/A110110
2018-08-03$28.97$0.0014.3%4.1%7.7%5.8%0.0%1.7%-1.6%1.2K-25.1K-510.00138.02N/AN/A110110
2018-08-06$28.94$0.0016.2%3.3%7.5%7.1%0.0%1.1%-0.3%1.2K-25.2K-500.00140.21N/AN/A110110
2018-08-07$29.07$0.0016.2%3.3%7.5%7.2%0.0%1.2%-2.3%1.2K-26.1K-470.00141.52N/AN/A110110
2018-08-08$29.10$0.0017.1%3.1%5.5%7.8%0.0%1.7%-0.2%1.2K-26.0K-460.00141.75N/AN/A110110
2018-08-09$29.14$0.0018.1%3.0%4.5%8.4%0.0%1.6%0.1%1.2K-26.3K-450.00142.64N/AN/A110110
2018-08-10$28.73$0.0020.1%3.2%7.1%9.8%0.0%0.8%-0.8%1.3K-24.0K-570.00145.11N/AN/A110110
2018-08-13$28.66$0.0025.3%3.5%7.1%13.4%0.0%2.1%1.3%1.3K-21.6K-650.00141.23N/AN/A110110
2018-08-14$28.71$0.0028.1%3.4%6.8%15.4%0.0%1.6%0.1%1.4K-23.0K-580.00141.16N/AN/A110110
2018-08-15$28.23$0.0013.2%3.8%9.0%5.1%0.0%1.0%-1.7%1.3K-22.0K-560.00138.21N/AN/A110110
2018-08-16$28.39$0.0013.6%3.9%9.3%5.3%0.0%1.5%-1.1%1.3K-22.1K-580.00143.61N/AN/A110110
2018-08-17$28.46$0.0012.6%3.6%9.3%4.6%0.0%1.2%-0.2%1.3K-22.2K-560.00141.72N/AN/A110110
2018-08-20$28.58$0.0012.3%3.5%9.5%4.4%0.0%0.9%-1.4%1.4K-23.8K-540.00143.56N/AN/A110110
2018-08-21$28.65$0.0011.8%3.4%9.3%4.1%0.0%0.2%-0.9%1.4K-23.6K-550.00147.27N/AN/A110110
2018-08-22$28.66$0.0012.0%3.4%9.2%4.2%0.0%0.3%-1.2%1.3K-23.6K-550.00145.80N/AN/A110110
2018-08-23$28.63$0.0012.2%3.5%9.2%4.3%0.0%-0.1%-1.6%1.4K-23.5K-540.00139.16N/AN/A110110
2018-08-24$28.69$0.0012.4%3.6%9.2%4.5%0.0%0.5%-1.5%1.4K-24.7K-460.00146.55N/AN/A110110
2018-08-27$28.97$0.009.1%2.6%9.9%2.2%0.0%1.4%1.7%1.5K-25.0K-460.00136.73N/AN/A110110
2018-08-28$28.92$0.0012.6%3.6%9.8%4.7%0.0%0.6%-0.5%1.3K-25.5K-450.00142.08N/AN/A110110
2018-08-29$28.92$0.0012.5%3.6%9.7%4.5%0.0%0.7%-0.1%1.3K-25.2K-460.00144.60N/AN/A110110
2018-08-30$28.67$0.0013.5%3.9%10.1%5.3%0.0%-0.1%-3.0%1.4K-25.0K-450.00144.37N/AN/A110110
2018-08-31$28.47$0.0016.7%4.8%10.2%7.5%0.0%-1.4%-4.1%1.4K-23.4K-490.00139.13N/AN/A110110