DBEU Options History — November 2019 In November 2019, DBEU traded between $30.24 and $30.91. ATM implied volatility averaged 58.6%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 51.7% (HV 20d: 6.8%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2019-11-04 : Largest IV spike — 85.1% change2019-11-12 : Highest IV Rank — 66.3%2019-11-20 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $30.62 $30.24 $30.91 $30.24 $30.70 ATM IV 58.6% 30.6% 135.5% 41.8% 30.6% Expected Move 12.4% 6.9% 15.2% 12.0% 8.8% HV 20d 6.8% 5.9% 9.6% 9.3% 6.3% HV 60d 10.6% 9.5% 12.8% 12.7% 9.6% IV Rank 26.1% 11.5% 66.3% 17.3% 11.5% IV Percentile 77.7% 67.9% 88.5% 77.4% 67.9% Term Structure -8.2% -15.8% 30.0% -9.5% -15.5% Skew 25d 7.3% -51.5% 43.6% 10.5% -51.5% Skew 10d 10.6% -47.1% 43.6% 10.6% -32.2% Call IV 25d 37.7% 11.0% 80.5% 80.5% 59.6% Put IV 25d 45.0% 8.1% 91.1% 91.1% 8.1% Bid-Ask Spread % 197.02 181.75 200.00 194.00 181.75 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 512 423 756 450 756 Net DEX -10.2K -10.7K -9.4K -9.4K -10.5K Net VEX -29 -32 -25 -32 -25 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 (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 2019-11-01 $30.24 $0.00 41.8% 12.0% 9.3% 17.3% 0.0% 10.5% -9.5% 450 -9.4K -32 0.00 194.00 N/A N/A 0 0 6 0 2019-11-04 $30.51 $0.00 77.5% 12.0% 9.6% 36.0% 0.0% 25.9% -8.7% 437 -9.9K -32 0.00 199.49 N/A N/A 0 0 6 0 2019-11-05 $30.56 $0.00 47.6% 12.1% 8.6% 20.4% 0.0% 36.9% -7.2% 423 -10.0K -32 0.00 198.97 N/A N/A 0 0 6 0 2019-11-06 $30.60 $0.00 71.2% 11.8% 8.4% 32.7% 0.0% 37.0% -8.1% 497 -10.1K -31 0.00 197.36 N/A N/A 0 0 6 0 2019-11-07 $30.68 $0.00 88.6% 11.9% 8.4% 41.8% 0.0% 37.5% -9.0% 452 -10.6K -31 0.00 198.43 N/A N/A 0 0 6 0 2019-11-08 $30.73 $0.00 93.9% 12.8% 6.4% 44.6% 0.0% 38.9% -11.0% 464 -10.4K -31 0.00 199.44 N/A N/A 0 0 6 0 2019-11-11 $30.64 $0.00 73.4% 6.9% 6.4% 33.8% 0.0% 2.0% 30.0% 666 -10.6K -30 0.00 193.33 N/A N/A 0 0 6 0 2019-11-12 $30.66 $0.00 135.5% 12.3% 6.0% 66.3% 0.0% 43.2% -10.8% 428 -10.2K -30 0.00 200.00 N/A N/A 0 0 6 0 2019-11-13 $30.63 $0.00 43.4% 12.4% 5.9% 18.2% 0.0% 43.6% -10.4% 481 -10.1K -30 0.00 198.31 N/A N/A 0 0 6 0 2019-11-14 $30.54 $0.00 44.7% 12.8% 6.1% 18.8% 0.0% 3.9% -8.8% 510 -10.0K -30 0.00 200.00 N/A N/A 0 0 6 0 2019-11-15 $30.62 $0.00 46.0% 13.2% 5.9% 19.5% 0.0% 2.5% -7.5% 442 -10.1K -29 0.00 200.00 N/A N/A 0 0 6 0 2019-11-18 $30.63 $0.00 47.4% 13.6% 5.9% 20.2% 0.0% 2.7% -15.7% 565 -10.2K -29 0.00 199.47 N/A N/A 0 0 6 0 2019-11-19 $30.62 $0.00 50.3% 14.4% 5.9% 21.8% 0.0% 5.1% -12.5% 524 -10.1K -28 0.00 200.00 N/A N/A 0 0 6 0 2019-11-20 $30.43 $0.00 53.1% 15.2% 6.3% 23.2% 0.0% 2.7% -15.2% 523 -9.7K -28 0.00 200.00 N/A N/A 0 0 6 0 2019-11-21 $30.45 $0.00 43.5% 12.5% 5.9% 18.2% 0.0% 1.4% -15.8% 543 -9.8K -28 0.00 190.93 N/A N/A 0 0 6 0 2019-11-22 $30.61 $0.00 36.3% 10.4% 6.1% 14.5% 0.0% -2.3% 4.3% 555 -10.1K -28 0.00 194.29 N/A N/A 0 0 6 0 2019-11-25 $30.81 $0.00 51.2% 14.7% 6.4% 22.2% 0.0% -0.3% -14.2% 480 -10.5K -27 0.00 200.00 N/A N/A 0 0 6 0 2019-11-26 $30.87 $0.00 46.1% 13.2% 6.4% 19.6% 0.0% -46.6% -9.1% 534 -10.6K -27 0.00 200.00 N/A N/A 0 0 6 0 2019-11-27 $30.91 $0.00 49.2% 14.1% 6.4% 21.2% 0.0% -47.1% -8.9% 501 -10.7K -27 0.00 194.65 N/A N/A 0 0 6 0 2019-11-29 $30.70 $0.00 30.6% 8.8% 6.3% 11.5% 0.0% -51.5% -15.5% 756 -10.5K -25 0.00 181.75 N/A N/A 0 0 6 0
« Oct 2019 | All History | Dec 2019 » Home DBEU History November 2019