DBEU Options History — November 2018

In November 2018, DBEU traded between $26.48 and $27.56. ATM implied volatility averaged 18.8%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 4.6% (HV 20d: 14.2%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.51.

Notable Days

2018-11-08: Highest Volume — 20 contracts
2018-11-14: Largest IV drop — 54.9% change
2018-11-13: Highest IV Rank — 18.0%
2018-11-01: Largest Expected Move — 5.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.12	$26.48	$27.56	$27.25	$27.07
Max Pain	$26.78	$26.00	$27.00	$26.00	$27.00
ATM IV	18.8%	13.1%	31.6%	19.2%	14.9%
Expected Move	4.3%	3.6%	5.5%	5.5%	4.3%
HV 20d	14.2%	11.8%	17.0%	17.0%	11.8%
HV 60d	12.4%	12.0%	13.0%	12.5%	12.8%
IV Rank	9.0%	5.0%	18.0%	9.3%	6.3%
IV Percentile	70.1%	30.6%	96.4%	84.9%	53.6%
Term Structure	-3.5%	-9.7%	1.6%	-5.0%	-2.7%
VWIV	16.8%	12.5%	23.5%	16.5%	15.9%
Skew 25d	1.3%	-1.9%	3.8%	-0.6%	1.7%
Skew 10d	0.4%	-2.9%	3.5%	0.4%	-1.0%
Call IV 25d	15.4%	12.8%	20.6%	18.1%	16.3%
Put IV 25d	16.7%	14.0%	19.5%	17.5%	18.0%
Bid-Ask Spread %	143.14	131.30	152.19	144.13	131.30
Gamma HHI	0.64	0.44	0.88	0.51	0.82
Net GEX	1.5K	324	2.8K	421	2.7K
Net DEX	-14.5K	-18.3K	-10.5K	-10.5K	-17.2K
Net VEX	-53	-61	-44	-55	-53
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.00	1.00	1.00	0.00
Total Volume	16.429	11	20	18	13
Total OI	16.238	11	20	18	13

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
2018-11-01	$27.25	$26.00	19.2%	5.5%	17.0%	9.3%	16.5%	-0.6%	-5.0%	421	-10.5K	-55	1.00	144.13	N/A	N/A	9	9	9	9
2018-11-02	$27.33	$26.00	19.1%	5.5%	16.8%	9.3%	16.1%	-1.9%	-5.1%	324	-12.3K	-52	1.00	146.19	N/A	N/A	9	9	9	9
2018-11-05	$27.32	$0.00	21.6%	4.0%	16.7%	11.0%	0.0%	2.1%	-3.0%	490	-11.2K	-51	1.00	144.91	N/A	N/A	9	9	9	9
2018-11-06	$27.24	$0.00	21.4%	4.0%	16.7%	10.9%	0.0%	1.4%	-2.6%	514	-10.8K	-51	1.00	140.53	N/A	N/A	9	9	9	9
2018-11-07	$27.56	$0.00	22.4%	3.6%	15.2%	11.6%	0.0%	1.6%	-0.9%	716	-14.6K	-45	1.00	145.40	N/A	N/A	9	9	9	9
2018-11-08	$27.43	$0.00	19.2%	3.9%	14.1%	9.3%	0.0%	0.4%	-3.7%	647	-14.4K	-44	0.82	152.19	N/A	N/A	11	9	9	9
2018-11-09	$27.45	$0.00	25.8%	4.3%	14.1%	14.0%	0.0%	1.9%	-1.7%	1.1K	-14.4K	-61	0.82	149.70	N/A	N/A	11	9	11	9
2018-11-12	$27.15	$0.00	30.8%	3.7%	14.7%	17.4%	0.0%	1.4%	-2.3%	735	-14.1K	-59	0.82	145.53	N/A	N/A	11	9	11	9
2018-11-13	$27.17	$0.00	31.6%	3.9%	13.7%	18.0%	0.0%	1.3%	-3.3%	914	-14.6K	-58	0.82	143.47	N/A	N/A	11	9	11	9
2018-11-14	$27.18	$0.00	14.3%	4.1%	13.6%	5.9%	0.0%	0.2%	-8.3%	1.1K	-15.1K	-56	0.82	143.09	N/A	N/A	11	9	11	9
2018-11-15	$27.21	$0.00	13.5%	3.9%	13.1%	5.3%	0.0%	2.2%	-0.9%	1.4K	-14.1K	-54	0.82	143.54	N/A	N/A	11	9	11	9
2018-11-16	$27.10	$0.00	13.9%	4.0%	13.1%	5.6%	0.0%	2.8%	-1.4%	2.0K	-14.1K	-53	0.82	141.09	N/A	N/A	11	9	11	9
2018-11-19	$26.76	$0.00	13.1%	3.7%	13.9%	5.0%	0.0%	1.7%	-5.2%	2.1K	-16.7K	-50	0.00	131.82	N/A	N/A	11	0	11	0
2018-11-20	$26.48	$0.00	18.1%	5.2%	14.2%	8.6%	19.0%	-0.1%	-4.2%	1.8K	-11.1K	-47	0.00	139.27	N/A	N/A	13	0	11	0
2018-11-21	$26.81	$27.00	15.3%	4.4%	13.7%	6.6%	13.8%	3.2%	-0.1%	2.5K	-15.3K	-57	0.00	146.07	N/A	N/A	13	0	13	0
2018-11-23	$26.63	$27.00	15.0%	4.3%	13.4%	6.4%	15.2%	2.5%	-2.1%	2.3K	-13.8K	-54	0.00	148.86	N/A	N/A	13	0	13	0
2018-11-26	$27.03	$27.00	14.1%	4.1%	14.0%	5.8%	12.5%	3.8%	1.6%	2.4K	-17.9K	-55	0.00	148.83	N/A	N/A	13	0	13	0
2018-11-27	$27.00	$27.00	17.3%	5.0%	13.9%	8.0%	23.5%	-1.1%	-9.7%	2.4K	-16.7K	-54	0.00	148.82	N/A	N/A	13	0	13	0
2018-11-28	$27.18	$27.00	16.3%	4.7%	12.3%	7.3%	17.9%	1.3%	-6.3%	2.8K	-17.6K	-55	0.00	138.60	N/A	N/A	13	0	13	0
2018-11-29	$27.13	$27.00	16.8%	4.8%	11.9%	7.6%	17.9%	2.3%	-5.9%	2.7K	-18.3K	-54	0.00	132.65	N/A	N/A	13	0	13	0
2018-11-30	$27.07	$27.00	14.9%	4.3%	11.8%	6.3%	15.9%	1.7%	-2.7%	2.7K	-17.2K	-53	0.00	131.30	N/A	N/A	13	0	13	0