DBEU Options History — August 2019 In August 2019, DBEU traded between $27.80 and $29.15. ATM implied volatility averaged 123.5%, placing in the 61.5% IV rank vs the trailing year. The 30-day expected move averaged 37.0%. IV traded above realized volatility by 107.4% (HV 20d: 16.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days.
Notable Days 2019-08-21 : Largest IV spike — 1030.2% change2019-08-30 : Highest IV Rank — 95.3%2019-08-30 : Largest Expected Move — 53.5%Monthly Statistics Metric Avg Min Max Open Close Price $28.39 $27.80 $29.15 $29.15 $28.93 ATM IV 123.5% 13.9% 186.5% 120.4% 186.5% Expected Move 37.0% 3.8% 53.5% 37.5% 53.5% HV 20d 16.1% 8.7% 19.2% 8.7% 19.0% HV 60d 12.7% 11.3% 13.5% 11.3% 13.5% IV Rank 61.5% 2.6% 95.3% 59.9% 95.3% IV Percentile 90.2% 39.7% 99.6% 96.4% 99.6% Term Structure -18.3% -64.7% 103.3% 101.4% -64.7% Skew 25d -25.4% -180.0% 145.5% 126.4% 145.5% Skew 10d -21.9% -180.0% 145.5% 126.4% 145.5% Call IV 25d 131.0% 11.9% 197.0% 13.3% 14.3% Put IV 25d 105.6% 13.1% 192.1% 139.7% 159.8% Bid-Ask Spread % 191.86 121.04 200.00 200.00 200.00 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2019-08-01 $29.15 $0.00 120.4% 0.0% 8.7% 59.9% 0.0% 126.4% 101.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-02 $28.81 $0.00 122.4% 0.0% 9.4% 60.9% 0.0% -115.4% 103.3% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-05 $28.05 $0.00 17.0% 37.5% 13.1% 4.3% 0.0% -1.2% -27.6% 0 0 0 0.00 194.44 N/A N/A 0 0 0 0 2019-08-06 $28.12 $0.00 20.2% 3.8% 13.2% 6.0% 0.0% -86.5% -0.7% 0 0 0 0.00 168.71 N/A N/A 0 0 0 0 2019-08-07 $28.31 $0.00 132.8% 38.1% 13.6% 66.5% 0.0% 2.3% -28.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-08 $28.59 $0.00 131.2% 37.6% 14.2% 65.6% 0.0% 6.1% -29.8% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-09 $28.54 $0.00 132.8% 38.1% 14.2% 66.5% 0.0% 5.5% -30.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-12 $28.21 $0.00 141.4% 40.5% 14.5% 71.1% 0.0% 0.9% -33.2% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-13 $28.52 $0.00 139.7% 40.0% 15.1% 70.2% 0.0% 5.4% -34.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-14 $27.85 $0.00 146.2% 41.9% 17.0% 73.7% 0.0% -4.5% -36.2% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-15 $27.80 $0.00 148.3% 42.5% 17.0% 74.8% 0.0% -5.3% -37.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-16 $28.18 $0.00 149.3% 42.8% 18.0% 75.4% 0.0% 0.3% -37.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-19 $28.45 $0.00 14.0% 4.0% 18.4% 2.7% 0.0% 1.3% -2.5% 0 0 0 0.00 136.74 N/A N/A 0 0 0 0 2019-08-20 $28.24 $0.00 13.9% 4.0% 17.9% 2.6% 0.0% 0.8% -4.0% 0 0 0 0.00 121.04 N/A N/A 0 0 0 0 2019-08-21 $28.62 $0.00 156.9% 45.0% 18.8% 79.4% 0.0% -150.8% -45.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-22 $28.49 $0.00 162.9% 46.7% 18.6% 82.7% 0.0% -159.4% -45.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-23 $28.05 $0.00 167.4% 48.0% 18.9% 85.1% 0.0% -2.0% -48.9% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-26 $28.26 $0.00 176.3% 50.5% 19.1% 89.9% 0.0% 1.7% 0.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-27 $28.36 $0.00 179.6% 51.5% 18.7% 91.6% 0.0% -176.5% -56.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-28 $28.38 $0.00 75.6% 21.7% 18.7% 35.7% 0.0% -180.0% 38.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-29 $28.70 $0.00 182.9% 52.4% 19.2% 93.4% 0.0% 26.8% -62.6% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-08-30 $28.93 $0.00 186.5% 53.5% 19.0% 95.3% 0.0% 145.5% -64.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0
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