DBEU Options History — February 2019 In February 2019, DBEU traded between $26.78 and $27.79. ATM implied volatility averaged 12.9%, placing in the 3.1% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 2.4% (HV 20d: 10.5%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2019-02-22 : Highest Volume — 3 contracts2019-02-06 : Largest IV drop — 48.1% change2019-02-05 : Highest IV Rank — 9.8%2019-02-25 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.35 $26.78 $27.79 $26.78 $27.70 ATM IV 12.9% 10.3% 19.9% 16.5% 11.9% Expected Move 3.4% 2.9% 4.3% 3.3% 3.4% HV 20d 10.5% 8.7% 13.2% 13.2% 8.7% HV 60d 15.7% 15.2% 16.0% 15.8% 15.2% IV Rank 3.1% 0.9% 9.8% 7.4% 2.1% IV Percentile 23.2% 0.8% 84.1% 62.3% 11.1% Term Structure -0.7% -3.4% 1.9% -1.3% -0.9% Skew 25d 2.1% 0.8% 5.8% 1.3% 2.8% Skew 10d 3.9% 1.8% 8.9% 4.1% 3.5% Call IV 25d 11.5% 9.9% 14.3% 12.8% 11.4% Put IV 25d 13.7% 11.2% 17.8% 14.0% 14.2% Bid-Ask Spread % 130.99 104.58 156.33 153.13 104.87 Gamma HHI 0.37 0.24 0.55 0.25 0.53 Net GEX 658 185 1.5K 222 1.4K Net DEX -8.6K -16.1K -3.7K -3.8K -14.4K Net VEX -63 -79 -51 -61 -78 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.368 0 3 2 0 Total OI 13.474 12 17 12 17
Daily Data (19 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 2019-02-01 $26.78 $0.00 16.5% 3.3% 13.2% 7.4% 0.0% 1.3% -1.3% 222 -3.8K -61 0.00 153.13 N/A N/A 0 2 6 6 2019-02-04 $26.91 $0.00 16.7% 3.4% 10.3% 7.6% 0.0% 1.8% -1.1% 262 -4.0K -61 0.00 151.99 N/A N/A 0 0 6 6 2019-02-05 $27.27 $0.00 19.9% 3.8% 10.9% 9.8% 0.0% 3.3% -1.8% 409 -5.9K -57 0.00 150.42 N/A N/A 0 0 6 6 2019-02-06 $27.24 $0.00 10.3% 3.0% 10.8% 0.9% 0.0% 1.3% 1.5% 350 -6.1K -58 0.00 126.62 N/A N/A 0 0 6 6 2019-02-07 $26.93 $0.00 11.1% 3.2% 11.8% 1.5% 0.0% 1.4% 0.2% 292 -5.4K -58 0.00 125.14 N/A N/A 0 0 6 6 2019-02-08 $26.81 $0.00 12.0% 3.4% 11.8% 2.1% 0.0% 0.8% 0.2% 185 -3.7K -61 0.00 125.44 N/A N/A 0 0 6 6 2019-02-11 $26.89 $0.00 13.3% 3.8% 11.5% 3.1% 0.0% 1.3% -2.3% 244 -4.2K -58 0.00 156.25 N/A N/A 0 0 6 6 2019-02-12 $27.12 $0.00 10.6% 3.1% 11.6% 1.1% 0.0% 1.7% 1.9% 304 -5.5K -56 0.00 129.95 N/A N/A 0 0 6 6 2019-02-13 $27.28 $0.00 14.3% 4.1% 11.6% 3.8% 0.0% 2.5% -3.1% 381 -6.0K -57 0.00 156.33 N/A N/A 0 0 6 6 2019-02-14 $27.30 $0.00 10.8% 3.1% 11.6% 1.2% 0.0% 1.8% 1.4% 367 -6.0K -56 0.00 127.72 N/A N/A 0 0 6 6 2019-02-15 $27.57 $0.00 10.3% 2.9% 11.9% 0.9% 0.0% 1.7% 0.6% 515 -7.9K -51 0.00 128.19 N/A N/A 2 0 6 6 2019-02-19 $27.59 $0.00 11.1% 3.2% 10.6% 1.5% 0.0% 1.8% 1.3% 750 -9.5K -64 0.00 119.06 N/A N/A 0 0 8 6 2019-02-20 $27.71 $0.00 13.7% 3.9% 8.7% 3.4% 0.0% 4.0% -2.1% 878 -11.4K -60 0.00 147.43 N/A N/A 0 0 8 6 2019-02-21 $27.61 $0.00 10.7% 3.1% 9.0% 1.2% 0.0% 0.9% -0.5% 901 -11.1K -61 0.00 119.91 N/A N/A 0 0 8 6 2019-02-22 $27.70 $0.00 10.6% 3.0% 9.0% 1.1% 0.0% 1.4% 0.2% 909 -11.4K -61 0.00 115.08 N/A N/A 3 0 8 6 2019-02-25 $27.70 $0.00 15.0% 4.3% 9.0% 4.3% 0.0% 3.8% -3.4% 1.3K -15.6K -77 0.00 121.65 N/A N/A 0 0 11 6 2019-02-26 $27.79 $0.00 15.0% 4.3% 8.8% 4.3% 0.0% 5.8% -2.9% 1.5K -16.1K -75 0.00 125.00 N/A N/A 0 0 11 6 2019-02-27 $27.68 $0.00 11.0% 3.1% 8.9% 1.4% 0.0% 1.7% -0.6% 1.4K -15.1K -79 0.00 104.58 N/A N/A 0 0 11 6 2019-02-28 $27.70 $0.00 11.9% 3.4% 8.7% 2.1% 0.0% 2.8% -0.9% 1.4K -14.4K -78 0.00 104.87 N/A N/A 0 0 11 6
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