DBEU Options History — January 2019

In January 2019, DBEU traded between $25.06 and $26.73. ATM implied volatility averaged 15.8%, placing in the 6.9% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded below realized volatility by 1.9% (HV 20d: 17.8%). Max pain ranged from $27.00 to $27.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.00.

Notable Days

2019-01-07: Highest Volume — 4 contracts
2019-01-09: Largest IV drop — 30.1% change
2019-01-07: Highest IV Rank — 10.8%
2019-01-02: Largest Expected Move — 5.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.11	$25.06	$26.73	$25.21	$26.72
Max Pain	$27.00	$27.00	$27.00	$27.00	$27.00
ATM IV	15.8%	13.2%	21.3%	18.9%	14.8%
Expected Move	4.2%	3.2%	5.4%	5.4%	3.2%
HV 20d	17.8%	13.5%	20.9%	19.3%	13.6%
HV 60d	16.3%	15.7%	17.3%	16.3%	15.8%
IV Rank	6.9%	5.1%	10.8%	9.1%	6.2%
IV Percentile	52.3%	25.8%	88.5%	81.0%	44.8%
Term Structure	4.4%	-3.5%	112.4%	0.3%	-1.0%
Skew 25d	2.1%	-1.3%	6.2%	3.5%	1.3%
Skew 10d	3.2%	-2.3%	6.7%	1.3%	3.6%
Call IV 25d	14.2%	11.9%	19.3%	19.3%	12.4%
Put IV 25d	16.3%	13.7%	22.9%	22.9%	13.7%
Bid-Ask Spread %	143.70	119.98	155.05	139.40	153.09
Gamma HHI	0.44	0.21	0.79	0.73	0.23
Net GEX	1.0K	137	2.2K	767	137
Net DEX	-4.1K	-7.1K	-1.5K	-2.1K	-3.4K
Net VEX	-51	-72	-10	-12	-63
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	1.00	1.00	1.00	1.00
Total Volume	1.238	0	4	0	2
Total OI	14.048	10	19	11	12

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
2019-01-02	$25.21	$27.00	18.9%	5.4%	19.3%	9.1%	0.0%	3.5%	0.3%	767	-2.1K	-12	0.00	139.40	N/A	N/A	0	0	11	0
2019-01-03	$25.06	$0.00	18.5%	4.5%	18.2%	8.8%	0.0%	1.4%	-1.4%	587	-1.5K	-10	0.00	145.79	N/A	N/A	0	0	11	0
2019-01-04	$25.71	$0.00	19.0%	3.8%	20.9%	9.2%	0.0%	1.9%	1.5%	1.3K	-3.5K	-15	0.00	143.14	N/A	N/A	0	0	11	0
2019-01-07	$25.68	$0.00	21.3%	3.8%	20.0%	10.8%	0.0%	2.6%	0.1%	1.3K	-3.2K	-13	1.00	151.10	N/A	N/A	2	2	11	0
2019-01-08	$25.91	$0.00	18.9%	3.7%	20.3%	9.1%	0.0%	1.7%	0.4%	1.6K	-4.5K	-42	1.00	153.14	N/A	N/A	2	2	13	2
2019-01-09	$26.01	$0.00	13.2%	3.8%	20.2%	5.1%	0.0%	1.6%	0.5%	1.9K	-6.4K	-70	1.00	151.29	N/A	N/A	2	2	15	4
2019-01-10	$26.20	$0.00	13.7%	3.9%	20.3%	5.4%	0.0%	3.5%	-0.0%	2.2K	-7.1K	-72	1.00	149.21	N/A	N/A	2	2	15	4
2019-01-11	$26.05	$0.00	14.0%	4.0%	19.8%	5.6%	0.0%	2.0%	-0.9%	1.9K	-6.2K	-70	1.00	155.05	N/A	N/A	2	2	15	4
2019-01-14	$25.93	$0.00	13.8%	4.0%	19.8%	5.6%	0.0%	2.7%	-0.1%	1.4K	-3.5K	-63	0.00	148.97	N/A	N/A	0	0	15	4
2019-01-15	$26.03	$0.00	14.0%	4.0%	19.6%	5.7%	0.0%	2.7%	-0.8%	1.8K	-5.0K	-63	0.00	146.40	N/A	N/A	0	0	15	4
2019-01-16	$26.09	$0.00	14.2%	4.1%	18.6%	5.8%	0.0%	2.3%	-2.6%	1.9K	-5.2K	-62	0.00	150.36	N/A	N/A	0	0	15	4
2019-01-17	$26.15	$0.00	13.6%	3.9%	18.6%	5.4%	0.0%	2.5%	-2.2%	2.1K	-5.2K	-61	0.00	152.76	N/A	N/A	0	0	15	4
2019-01-18	$26.61	$0.00	13.7%	3.9%	17.3%	5.5%	0.0%	3.3%	-1.9%	443	-4.2K	-58	0.00	146.41	N/A	N/A	0	0	15	4
2019-01-22	$26.23	$0.00	16.2%	4.7%	17.8%	7.2%	0.0%	-1.3%	112.4%	356	-3.3K	-57	0.00	146.68	N/A	N/A	0	0	6	4
2019-01-23	$26.30	$0.00	15.5%	4.4%	17.7%	6.7%	0.0%	-1.0%	-2.5%	363	-3.2K	-57	0.00	135.00	N/A	N/A	0	0	6	4
2019-01-24	$26.37	$0.00	16.3%	4.7%	16.1%	7.3%	0.0%	1.2%	-2.5%	370	-3.2K	-57	0.00	142.15	N/A	N/A	0	0	6	4
2019-01-25	$26.45	$0.00	14.9%	4.3%	14.2%	6.3%	0.0%	0.2%	0.6%	421	-4.6K	-56	0.00	129.65	N/A	N/A	0	0	6	4
2019-01-28	$26.36	$0.00	14.1%	4.1%	13.5%	5.8%	0.0%	2.7%	0.0%	366	-3.6K	-56	0.00	119.98	N/A	N/A	0	0	6	4
2019-01-29	$26.55	$0.00	17.5%	5.0%	13.5%	8.1%	0.0%	3.1%	-3.3%	453	-4.2K	-55	0.00	130.69	N/A	N/A	0	2	6	4
2019-01-30	$26.73	$0.00	16.0%	4.6%	13.5%	7.1%	0.0%	6.2%	-3.5%	187	-3.4K	-62	0.00	127.46	N/A	N/A	0	2	6	6
2019-01-31	$26.72	$0.00	14.8%	3.2%	13.6%	6.2%	0.0%	1.3%	-1.0%	137	-3.4K	-63	0.00	153.09	N/A	N/A	0	2	6	6