DBEU Options History — April 2019 In April 2019, DBEU traded between $28.65 and $29.59. ATM implied volatility averaged 12.1%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded above realized volatility by 3.5% (HV 20d: 8.6%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days.
Notable Days 2019-04-08 : Largest IV spike — 48.9% change2019-04-08 : Highest IV Rank — 8.8%2019-04-26 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $29.20 $28.65 $29.59 $28.65 $29.59 ATM IV 12.1% 9.4% 16.9% 15.9% 11.3% Expected Move 3.2% 2.7% 4.3% 3.3% 3.2% HV 20d 8.6% 4.0% 10.6% 10.6% 4.0% HV 60d 9.1% 8.3% 11.0% 11.0% 8.3% IV Rank 3.4% 0.3% 8.8% 7.7% 2.5% IV Percentile 20.2% 1.2% 73.8% 61.5% 9.9% Term Structure 4.4% -3.3% 96.0% -3.3% -1.3% Skew 25d 1.6% -1.0% 5.9% 5.9% 1.8% Skew 10d 2.9% -2.5% 11.1% 11.1% 1.4% Call IV 25d 10.8% 9.1% 14.5% 12.8% 11.3% Put IV 25d 12.4% 9.6% 18.6% 18.6% 13.1% Bid-Ask Spread % 135.42 104.88 158.28 154.80 121.51 Gamma HHI 0.66 0.62 0.72 0.62 0.67 Net GEX 1.5K 1.2K 1.9K 1.8K 1.2K Net DEX -28.5K -32.8K -24.8K -24.8K -27.1K Net VEX -46 -66 -34 -66 -35 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 17.667 15 19 19 15
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 2019-04-01 $28.65 $0.00 15.9% 3.3% 10.6% 7.7% 0.0% 5.9% -3.3% 1.8K -24.8K -66 0.00 154.80 N/A N/A 0 0 13 6 2019-04-02 $28.78 $0.00 11.3% 2.7% 10.6% 2.5% 0.0% 3.2% -0.3% 1.9K -26.8K -62 0.00 125.26 N/A N/A 0 0 13 6 2019-04-03 $28.93 $0.00 13.8% 3.1% 10.5% 5.4% 0.0% 1.6% 1.1% 1.9K -27.6K -57 0.00 152.35 N/A N/A 0 0 13 6 2019-04-04 $28.97 $0.00 11.6% 2.9% 10.3% 2.8% 0.0% 1.0% 1.4% 1.7K -28.6K -56 0.00 126.47 N/A N/A 0 0 13 6 2019-04-05 $29.06 $0.00 11.4% 2.9% 10.2% 2.6% 0.0% 1.5% 1.3% 1.6K -29.3K -54 0.00 127.04 N/A N/A 0 0 13 6 2019-04-08 $29.02 $0.00 16.9% 3.2% 10.2% 8.8% 0.0% 2.0% 0.4% 1.8K -28.6K -54 0.00 154.77 N/A N/A 0 0 13 6 2019-04-09 $28.88 $0.00 13.0% 2.7% 10.4% 4.5% 0.0% 0.1% 0.9% 1.8K -28.7K -54 0.00 125.28 N/A N/A 0 0 13 6 2019-04-10 $28.97 $0.00 11.2% 3.2% 10.4% 2.4% 0.0% 1.7% -1.8% 1.8K -29.2K -52 0.00 155.70 N/A N/A 0 0 13 6 2019-04-11 $29.01 $0.00 9.6% 2.8% 10.3% 0.6% 0.0% 0.7% 0.6% 1.6K -29.7K -51 0.00 129.14 N/A N/A 0 0 13 6 2019-04-12 $29.12 $0.00 11.1% 3.2% 10.0% 2.2% 0.0% 2.0% -1.1% 1.7K -30.5K -47 0.00 155.96 N/A N/A 0 0 13 6 2019-04-15 $29.15 $0.00 9.4% 2.7% 9.9% 0.3% 0.0% 1.1% 2.1% 1.5K -30.6K -47 0.00 128.78 N/A N/A 0 0 13 6 2019-04-16 $29.24 $0.00 9.8% 2.8% 9.9% 0.8% 0.0% 1.2% 1.2% 1.4K -31.5K -44 0.00 110.56 N/A N/A 0 0 13 6 2019-04-17 $29.37 $0.00 13.2% 3.8% 9.9% 4.7% 0.0% 2.5% -3.2% 1.5K -32.3K -39 0.00 158.28 N/A N/A 0 0 13 6 2019-04-18 $29.48 $0.00 13.3% 3.8% 10.0% 4.7% 0.0% 3.3% -2.6% 1.3K -32.8K -38 0.00 158.01 N/A N/A 0 0 13 6 2019-04-22 $29.44 $0.00 11.4% 3.3% 5.5% 2.6% 0.0% 0.8% 96.0% 1.2K -26.9K -37 0.00 104.88 N/A N/A 0 0 11 4 2019-04-23 $29.52 $0.00 12.8% 3.7% 5.4% 4.2% 0.0% 1.8% -1.3% 1.3K -27.0K -36 0.00 145.38 N/A N/A 0 0 11 4 2019-04-24 $29.47 $0.00 10.5% 3.0% 5.6% 1.6% 0.0% 0.8% 2.5% 1.2K -26.9K -37 0.00 120.19 N/A N/A 0 0 11 4 2019-04-25 $29.45 $0.00 10.3% 3.0% 5.6% 1.4% 0.0% 0.8% 3.1% 1.3K -26.3K -39 0.00 121.46 N/A N/A 0 0 11 4 2019-04-26 $29.48 $0.00 15.2% 4.3% 5.6% 6.9% 0.0% 1.1% -2.9% 1.3K -26.9K -37 0.00 155.01 N/A N/A 0 0 11 4 2019-04-29 $29.55 $0.00 10.9% 3.1% 5.5% 2.1% 0.0% -1.0% -1.4% 1.2K -27.1K -34 0.00 113.03 N/A N/A 0 0 11 4 2019-04-30 $29.59 $0.00 11.3% 3.2% 4.0% 2.5% 0.0% 1.8% -1.3% 1.2K -27.1K -35 0.00 121.51 N/A N/A 0 0 11 4
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