DBEU Options History — September 2019

In September 2019, DBEU traded between $28.94 and $29.80. ATM implied volatility averaged 84.8%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 73.6% (HV 20d: 11.2%). Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 6 of 20 days.

Notable Days

  • 2019-09-27: Largest IV spike — 1705.6% change
  • 2019-09-30: Highest IV Rank — 99.7%
  • 2019-09-30: Largest Expected Move — 55.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.50$28.94$29.80$28.94$29.80
ATM IV84.8%8.7%194.6%12.8%194.6%
Expected Move23.6%2.5%55.8%3.7%55.8%
HV 20d11.2%6.4%16.2%16.1%6.4%
HV 60d13.2%12.7%13.6%13.4%12.7%
IV Rank40.8%0.0%99.7%1.8%99.7%
IV Percentile56.6%0.0%99.6%25.0%99.6%
Term Structure-37.3%-146.7%105.9%1.0%-73.8%
Skew 25d-0.9%-158.7%154.5%2.5%8.0%
Skew 10d5.9%-158.7%154.5%1.8%8.0%
Call IV 25d71.8%8.4%180.6%13.0%130.6%
Put IV 25d70.9%9.8%189.4%15.6%138.6%
Bid-Ask Spread %164.42112.27200.00131.22200.00
Gamma HHI1.001.001.001.001.00
Net GEX25701.2K0190
Net DEX-3.4K-9.8K00-9.8K
Net VEX-15-4000-38
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI2.40606

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-09-03$28.94$0.0012.8%3.7%16.1%1.8%0.0%2.5%1.0%0000.00131.22N/AN/A0000
2019-09-04$29.15$0.00128.4%0.0%16.2%64.1%0.0%154.5%-67.6%0000.00200.00N/AN/A0000
2019-09-05$29.29$0.00129.5%37.1%16.2%64.7%0.0%-114.9%-53.2%0000.00200.00N/AN/A0000
2019-09-06$29.40$0.00130.7%37.5%15.9%65.3%0.0%38.1%-54.0%0000.00200.00N/AN/A0000
2019-09-09$29.35$0.0015.6%2.8%15.9%3.4%0.0%1.2%0.5%0000.00133.89N/AN/A0000
2019-09-10$29.38$0.00137.5%39.4%15.1%69.0%0.0%39.7%-59.5%0000.00200.00N/AN/A0000
2019-09-11$29.61$0.008.7%2.5%14.9%0.0%0.0%1.0%1.8%0000.00128.12N/AN/A0000
2019-09-12$29.71$0.00137.9%39.5%11.5%69.3%0.0%45.3%-63.5%0000.00200.00N/AN/A0000
2019-09-13$29.68$0.008.7%2.5%11.4%0.0%0.0%0.5%-0.6%0000.00120.22N/AN/A0000
2019-09-16$29.55$0.009.3%2.7%11.0%0.3%0.0%0.0%-0.2%0000.00123.62N/AN/A0000
2019-09-17$29.55$0.009.4%2.7%10.7%0.4%0.0%1.3%0.6%0000.00118.18N/AN/A0000
2019-09-18$29.62$0.00151.3%43.4%10.2%76.5%0.0%-136.5%-142.8%0000.00200.00N/AN/A0000
2019-09-19$29.66$0.00153.7%44.1%9.3%77.8%0.0%82.1%-76.9%190-9.7K-400.00200.00N/AN/A0060
2019-09-20$29.65$0.0083.5%24.0%9.0%40.2%0.0%4.4%-146.7%943-8.1K-400.00183.12N/AN/A0060
2019-09-23$29.62$0.0010.2%2.9%6.4%0.8%0.0%5.1%105.9%1.1K-7.2K-380.00119.80N/AN/A0060
2019-09-24$29.38$0.00172.9%49.6%7.2%88.1%0.0%-158.7%-54.4%186-9.4K-390.00200.00N/AN/A0060
2019-09-25$29.44$0.0011.1%3.2%7.1%1.3%0.0%1.9%1.5%1.1K-6.4K-360.00118.04N/AN/A0060
2019-09-26$29.65$0.0010.0%2.9%7.4%0.7%0.0%1.2%-1.0%1.2K-7.2K-380.00112.27N/AN/A0060
2019-09-27$29.62$0.00180.7%51.8%6.6%92.3%0.0%5.6%-63.8%189-9.6K-380.00200.00N/AN/A0060
2019-09-30$29.80$0.00194.6%55.8%6.4%99.7%0.0%8.0%-73.8%190-9.8K-380.00200.00N/AN/A0060