DBEU Options History — July 2019 In July 2019, DBEU traded between $29.24 and $29.73. ATM implied volatility averaged 42.6%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 33.0% (HV 20d: 9.7%). Max pain ranged from $24.00 to $31.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days.
Notable Days 2019-07-18 : Largest IV spike — 1392.2% change2019-07-01 : Highest IV Rank — 100.0%2019-07-01 : Largest Expected Move — 55.9%Monthly Statistics Metric Avg Min Max Open Close Price $29.44 $29.24 $29.73 $29.39 $29.28 Max Pain $25.75 $24.00 $31.00 $24.00 $31.00 ATM IV 42.6% 9.6% 195.1% 195.1% 119.0% Expected Move 12.8% 2.4% 55.9% 55.9% 3.6% HV 20d 9.7% 8.4% 10.4% 10.4% 9.1% HV 60d 11.3% 11.1% 12.0% 11.1% 11.9% IV Rank 18.0% 0.3% 100.0% 100.0% 59.1% IV Percentile 30.2% 1.2% 100.0% 100.0% 96.4% Term Structure -4.9% -73.3% 103.0% -73.3% 103.0% Skew 25d 14.1% -0.9% 157.0% 8.5% 125.5% Skew 10d 15.1% -3.0% 157.0% 32.2% 125.5% Call IV 25d 29.8% 8.6% 152.6% 13.7% 13.3% Put IV 25d 43.9% 9.3% 171.8% 22.2% 138.8% Bid-Ask Spread % 142.83 107.75 200.00 198.59 200.00 Gamma HHI 0.94 0.50 1.00 0.50 1.00 Net GEX -23 -163 0 -57 0 Net DEX 448 0 2.8K 1.8K 0 Net VEX -1 -6 0 -6 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.818 0 2 2 0
Daily Data (22 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 2019-07-01 $29.39 $24.00 195.1% 55.9% 10.4% 100.0% 0.0% 8.5% -73.3% -57 1.8K -6 0.00 198.59 N/A N/A 0 0 0 2 2019-07-02 $29.51 $24.00 11.6% 3.3% 10.0% 1.4% 0.0% 0.8% -2.5% -116 2.8K -1 0.00 124.18 N/A N/A 0 0 0 2 2019-07-03 $29.73 $24.00 10.3% 2.9% 10.2% 0.7% 0.0% 1.8% -2.5% -163 2.7K -2 0.00 107.75 N/A N/A 0 0 0 2 2019-07-05 $29.57 $31.00 11.3% 2.8% 10.4% 1.2% 0.0% 0.8% 1.8% -163 2.5K -2 0.00 122.22 N/A N/A 0 0 0 2 2019-07-08 $29.53 $0.00 13.8% 2.4% 10.2% 2.6% 0.0% 0.7% 2.4% 0 0 0 0.00 127.20 N/A N/A 0 0 0 1 2019-07-09 $29.43 $0.00 12.8% 39.4% 10.3% 2.0% 0.0% 3.7% -52.0% -2 3 0 0.00 171.59 N/A N/A 0 0 0 1 2019-07-10 $29.39 $0.00 139.3% 39.9% 10.1% 70.0% 0.0% 3.1% -53.6% -2 4 0 0.00 200.00 N/A N/A 0 0 0 1 2019-07-11 $29.30 $0.00 141.5% 40.6% 10.2% 71.2% 0.0% 1.8% -55.4% -1 2 0 0.00 200.00 N/A N/A 0 0 0 1 2019-07-12 $29.24 $0.00 9.9% 2.8% 10.2% 0.5% 0.0% 0.8% 0.3% 0 0 0 0.00 128.45 N/A N/A 0 0 0 1 2019-07-15 $29.36 $0.00 9.8% 2.8% 10.3% 0.4% 0.0% 1.1% 1.6% 0 0 0 0.00 128.47 N/A N/A 0 0 0 1 2019-07-16 $29.44 $0.00 9.9% 2.8% 10.3% 0.4% 0.0% 0.8% 1.1% 0 0 0 0.00 128.13 N/A N/A 0 0 0 1 2019-07-17 $29.36 $0.00 10.6% 3.0% 8.6% 0.8% 0.0% 0.3% -1.3% 0 0 0 0.00 123.01 N/A N/A 0 0 0 1 2019-07-18 $29.30 $0.00 157.6% 45.2% 8.6% 79.8% 0.0% 157.0% -68.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 1 2019-07-19 $29.26 $0.00 9.9% 2.8% 8.6% 0.4% 0.0% 1.2% 1.1% 0 0 0 0.00 128.51 N/A N/A 0 0 0 1 2019-07-22 $29.35 $0.00 10.3% 3.0% 8.5% 0.7% 0.0% 0.6% 96.5% 0 0 0 0.00 128.68 N/A N/A 0 0 0 0 2019-07-23 $29.65 $0.00 9.6% 2.7% 9.3% 0.3% 0.0% 0.6% -0.3% 0 0 0 0.00 122.11 N/A N/A 0 0 0 0 2019-07-24 $29.63 $0.00 10.2% 2.9% 9.2% 0.6% 0.0% 1.4% -1.5% 0 0 0 0.00 129.63 N/A N/A 0 0 0 0 2019-07-25 $29.36 $0.00 11.9% 3.4% 9.8% 1.5% 0.0% -0.9% 0.2% 0 0 0 0.00 124.39 N/A N/A 0 0 0 0 2019-07-26 $29.60 $0.00 10.6% 3.0% 10.3% 0.8% 0.0% 1.4% -1.9% 0 0 0 0.00 122.52 N/A N/A 0 0 0 0 2019-07-29 $29.71 $0.00 10.2% 2.9% 8.4% 0.6% 0.0% 0.4% -0.9% 0 0 0 0.00 114.69 N/A N/A 0 0 0 0 2019-07-30 $29.29 $0.00 12.7% 3.6% 9.3% 1.9% 0.0% -0.7% -2.7% 0 0 0 0.00 112.08 N/A N/A 0 0 0 0 2019-07-31 $29.28 $0.00 119.0% 0.0% 9.1% 59.1% 0.0% 125.5% 103.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0
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