DBEU Options History — June 2019 In June 2019, DBEU traded between $28.36 and $29.79. ATM implied volatility averaged 54.0%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 42.4% (HV 20d: 11.6%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.40.
Notable Days 2019-06-14 : Highest Volume — 20 contracts2019-06-25 : Largest IV spike — 1322.5% change2019-06-19 : Highest IV Rank — 100.0%2019-06-28 : Largest Expected Move — 53.3%Monthly Statistics Metric Avg Min Max Open Close Price $29.27 $28.36 $29.79 $28.36 $29.09 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 54.0% 10.3% 185.9% 19.8% 185.9% Expected Move 15.1% 2.9% 53.3% 5.7% 53.3% HV 20d 11.6% 9.0% 15.7% 15.3% 9.9% HV 60d 11.0% 10.4% 11.3% 11.1% 10.9% IV Rank 30.7% 1.4% 100.0% 12.1% 100.0% IV Percentile 65.4% 2.4% 100.0% 84.5% 100.0% Term Structure -12.6% -80.5% 109.1% -6.5% -64.0% VWIV 102.0% 28.0% 170.5% 28.0% 170.5% Skew 25d -4.7% -166.0% 153.6% 2.0% -0.8% Skew 10d -11.3% -164.0% 23.7% -3.3% -0.8% Call IV 25d 43.0% 9.9% 190.7% 14.0% 132.5% Put IV 25d 38.3% 11.6% 166.4% 16.0% 131.6% Bid-Ask Spread % 143.00 112.50 200.00 119.13 200.00 Gamma HHI 0.62 0.25 0.96 0.53 0.25 Net GEX -671 -13.4K 1.8K 1.7K -45 Net DEX -7.4K -32.1K 31.3K -19.6K 1.0K Net VEX -23 -49 0 -40 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.40 1.00 2.00 1.00 2.00 Total Volume 1.65 0 20 0 3 Total OI 15.6 3 31 15 4
Daily Data (20 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 2019-06-03 $28.36 $0.00 19.8% 5.7% 15.3% 12.1% 0.0% 2.0% -6.5% 1.7K -19.6K -40 0.00 119.13 N/A N/A 0 0 11 4 2019-06-04 $28.65 $0.00 22.0% 6.3% 15.7% 14.5% 0.0% 2.6% -6.1% 1.7K -22.0K -36 0.00 146.51 N/A N/A 0 0 11 4 2019-06-05 $28.73 $0.00 21.2% 6.1% 14.2% 13.6% 0.0% -1.1% -4.1% 1.7K -22.5K -35 0.00 136.80 N/A N/A 0 0 11 4 2019-06-06 $28.86 $25.00 19.3% 3.7% 13.9% 11.4% 0.0% 3.4% 1.6% 1.8K -23.3K -32 0.00 120.95 N/A N/A 0 0 11 4 2019-06-07 $29.09 $25.00 18.6% 3.5% 13.9% 10.8% 0.0% 2.2% 2.9% 1.4K -23.8K -34 0.00 118.92 N/A N/A 0 0 11 4 2019-06-10 $29.16 $25.00 17.3% 2.9% 13.9% 9.2% 0.0% 7.0% 0.4% 0 -32.1K 0 0.00 118.05 N/A N/A 0 0 11 4 2019-06-11 $29.31 $25.00 18.5% 3.5% 11.7% 10.6% 0.0% 2.0% 1.1% 1.3K -24.7K -21 0.00 116.22 N/A N/A 0 0 10 4 2019-06-12 $29.28 $25.00 14.7% 4.2% 11.3% 6.3% 0.0% 2.9% -1.9% 865 -21.5K -32 0.00 138.42 N/A N/A 0 0 10 4 2019-06-13 $29.30 $25.00 10.3% 3.0% 11.1% 1.4% 0.0% 4.6% 0.4% 0 -29.3K 0 0.00 112.50 N/A N/A 0 0 10 4 2019-06-14 $29.26 $25.00 14.6% 4.2% 10.4% 6.2% 28.0% 2.9% -0.4% 1.4K -23.4K -24 0.00 138.89 N/A N/A 0 20 10 4 2019-06-17 $29.22 $25.00 13.1% 3.8% 10.3% 4.6% 0.0% -0.3% -2.7% -1.8K 13.3K -35 0.00 118.72 N/A N/A 0 0 10 20 2019-06-18 $29.68 $25.00 15.0% 4.3% 11.4% 6.7% 0.0% 1.9% -2.0% -1.6K 5.6K -36 0.00 137.34 N/A N/A 0 1 10 21 2019-06-19 $29.72 $25.00 151.3% 43.4% 11.2% 100.0% 138.9% 23.2% -78.6% -9.6K 24.9K -49 1.00 198.86 N/A N/A 1 1 10 21 2019-06-20 $29.79 $25.00 153.8% 44.1% 11.2% 100.0% 140.5% 23.7% -80.5% -13.4K 24.6K -42 1.00 197.90 N/A N/A 1 1 9 20 2019-06-21 $29.64 $25.00 11.8% 3.4% 10.0% 1.9% 36.3% 1.0% -0.3% 1.1K 31.3K -18 1.00 114.65 N/A N/A 1 1 9 20 2019-06-24 $29.60 $25.00 12.0% 3.4% 9.7% 2.0% 0.0% 153.6% 109.1% 66 -2.6K -2 0.00 113.62 N/A N/A 0 0 1 2 2019-06-25 $29.51 $25.00 170.1% 48.8% 9.6% 100.0% 0.0% -157.6% -57.0% -22 -449 -7 0.00 198.70 N/A N/A 0 0 1 2 2019-06-26 $29.54 $25.00 12.8% 3.7% 9.0% 2.3% 0.0% -0.5% -1.9% 67 -2.7K -1 0.00 115.19 N/A N/A 0 0 1 2 2019-06-27 $29.56 $25.00 177.7% 50.9% 9.0% 100.0% 97.5% -166.0% -62.4% -21 -450 -7 2.00 198.70 N/A N/A 1 2 1 2 2019-06-28 $29.09 $25.00 185.9% 53.3% 9.9% 100.0% 170.5% -0.8% -64.0% -45 1.0K -11 2.00 200.00 N/A N/A 1 2 1 3
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