DBEU Options History — October 2019 In October 2019, DBEU traded between $28.70 and $30.24. ATM implied volatility averaged 64.7%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 51.7% (HV 20d: 13.0%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days.
Notable Days 2019-10-30 : Largest IV spike — 62.6% change2019-10-01 : Highest IV Rank — 100.0%2019-10-01 : Largest Expected Move — 57.3%Monthly Statistics Metric Avg Min Max Open Close Price $29.59 $28.70 $30.24 $29.45 $30.03 ATM IV 64.7% 27.6% 199.9% 199.9% 56.1% Expected Move 16.7% 7.9% 57.3% 57.3% 16.1% HV 20d 13.0% 8.0% 14.6% 8.0% 9.5% HV 60d 14.1% 12.7% 14.8% 12.9% 12.8% IV Rank 29.3% 9.9% 100.0% 100.0% 24.8% IV Percentile 82.2% 77.4% 100.0% 100.0% 81.7% Term Structure -8.7% -77.3% 57.0% -77.3% -11.7% Skew 25d 3.7% -19.1% 49.8% 3.6% 6.5% Skew 10d 4.1% -23.3% 50.1% 3.6% 6.5% Call IV 25d 64.6% 14.5% 144.0% 135.1% 80.0% Put IV 25d 68.3% 15.0% 139.0% 138.7% 86.5% Bid-Ask Spread % 195.81 182.86 200.00 200.00 199.51 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 437 180 972 187 425 Net DEX -8.6K -9.7K -7.2K -9.5K -9.1K Net VEX -35 -38 -33 -38 -33 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6 6 6 6 6
Daily Data (23 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 2019-10-01 $29.45 $0.00 199.9% 57.3% 8.0% 100.0% 0.0% 3.6% -77.3% 187 -9.5K -38 0.00 200.00 N/A N/A 0 0 6 0 2019-10-02 $28.70 $0.00 129.3% 0.0% 12.0% 63.1% 0.0% -6.1% -61.7% 180 -8.8K -36 0.00 200.00 N/A N/A 0 0 6 0 2019-10-03 $28.79 $0.00 130.6% 37.4% 12.0% 63.8% 0.0% -5.1% -44.8% 180 -8.9K -36 0.00 200.00 N/A N/A 0 0 6 0 2019-10-04 $29.04 $0.00 76.3% 13.9% 12.3% 35.4% 0.0% -2.4% -12.1% 394 -7.5K -36 0.00 200.00 N/A N/A 0 0 6 0 2019-10-07 $29.16 $0.00 80.8% 14.2% 12.4% 37.7% 0.0% -2.6% -13.6% 348 -8.0K -36 0.00 200.00 N/A N/A 0 0 6 0 2019-10-08 $28.88 $0.00 70.7% 14.3% 12.8% 32.4% 0.0% -4.5% -13.0% 387 -7.2K -35 0.00 199.47 N/A N/A 0 0 6 0 2019-10-09 $29.10 $0.00 50.3% 14.4% 12.8% 21.8% 0.0% -3.4% -13.4% 403 -7.5K -35 0.00 199.57 N/A N/A 0 0 6 0 2019-10-10 $29.12 $0.00 51.0% 14.6% 12.7% 22.1% 0.0% -3.2% -13.3% 405 -7.6K -35 0.00 200.00 N/A N/A 0 0 6 0 2019-10-11 $29.62 $0.00 49.0% 14.0% 14.3% 21.1% 0.0% 1.2% -13.8% 432 -8.4K -36 0.00 199.16 N/A N/A 0 0 6 0 2019-10-14 $29.55 $0.00 50.5% 14.5% 14.2% 21.9% 0.0% 34.5% -15.4% 448 -8.2K -35 0.00 199.48 N/A N/A 0 0 6 0 2019-10-15 $29.78 $0.00 49.7% 14.3% 14.5% 21.5% 0.0% 0.2% -13.3% 422 -8.7K -35 0.00 199.52 N/A N/A 0 0 6 0 2019-10-16 $29.70 $0.00 52.1% 14.9% 14.5% 22.7% 0.0% -3.2% -16.8% 441 -8.5K -35 0.00 200.00 N/A N/A 0 0 6 0 2019-10-17 $29.70 $0.00 27.6% 7.9% 14.5% 9.9% 0.0% -19.1% -1.1% 450 -8.4K -35 0.00 185.30 N/A N/A 0 0 6 0 2019-10-18 $29.62 $0.00 41.3% 11.8% 14.5% 17.1% 0.0% -0.4% -10.8% 446 -8.3K -35 0.00 193.69 N/A N/A 0 0 6 0 2019-10-21 $29.74 $0.00 54.6% 15.6% 14.6% 24.0% 0.0% -10.8% 57.0% 463 -8.5K -34 0.00 182.86 N/A N/A 0 0 6 0 2019-10-22 $29.73 $0.00 43.0% 12.3% 14.2% 17.9% 0.0% 37.5% 56.8% 455 -8.5K -34 0.00 185.48 N/A N/A 0 0 6 0 2019-10-23 $29.90 $0.00 39.5% 11.3% 14.4% 16.1% 0.0% 49.8% -6.7% 972 -9.7K -34 0.00 197.90 N/A N/A 0 0 6 0 2019-10-24 $30.09 $0.00 42.6% 12.2% 14.3% 17.7% 0.0% -2.3% -0.2% 418 -9.1K -34 0.00 194.88 N/A N/A 0 0 6 0 2019-10-25 $30.14 $0.00 49.0% 14.0% 14.3% 21.1% 0.0% 6.4% -8.4% 405 -9.7K -34 0.00 192.41 N/A N/A 0 0 6 0 2019-10-28 $30.22 $0.00 38.8% 11.1% 14.2% 15.8% 0.0% -1.8% 25.5% 464 -9.4K -33 0.00 189.42 N/A N/A 0 0 6 0 2019-10-29 $30.18 $0.00 39.7% 11.4% 13.4% 16.2% 0.0% 0.9% 27.5% 427 -9.4K -33 0.00 186.95 N/A N/A 0 0 6 0 2019-10-30 $30.24 $0.00 64.6% 18.5% 8.9% 29.2% 0.0% 9.9% -18.6% 900 -9.2K -33 0.00 198.02 N/A N/A 0 0 6 0 2019-10-31 $30.03 $0.00 56.1% 16.1% 9.5% 24.8% 0.0% 6.5% -11.7% 425 -9.1K -33 0.00 199.51 N/A N/A 0 0 6 0
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