DBEU Options History — January 2020 In January 2020, DBEU traded between $30.43 and $31.76. ATM implied volatility averaged 59.5%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 49.6% (HV 20d: 9.9%). Max pain ranged from $30.00 to $31.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2020-01-23 : Highest Volume — 5 contracts2020-01-24 : Largest IV spike — 99.3% change2020-01-13 : Highest IV Rank — 59.1%2020-01-03 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $31.32 $30.43 $31.76 $31.48 $30.43 Max Pain $30.75 $30.00 $31.00 $30.00 $31.00 ATM IV 59.5% 26.6% 121.8% 38.7% 63.2% Expected Move 13.0% 7.5% 18.4% 11.1% 18.1% HV 20d 9.9% 8.8% 12.4% 10.0% 12.4% HV 60d 8.8% 8.3% 10.2% 9.1% 10.2% IV Rank 26.6% 9.4% 59.1% 15.7% 28.5% IV Percentile 71.6% 54.0% 84.5% 61.5% 74.6% Term Structure -2.6% -27.0% 55.4% 32.5% -22.7% VWIV 14.2% 14.2% 14.2% 14.2% 14.2% Skew 25d 18.4% -8.2% 53.5% 43.5% -1.8% Skew 10d 20.2% -20.0% 53.6% 12.2% -1.8% Call IV 25d 30.6% 5.5% 70.3% 5.5% 70.3% Put IV 25d 49.0% 11.4% 90.3% 49.0% 68.5% Bid-Ask Spread % 194.67 172.40 200.00 187.49 187.42 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 145 -894 740 740 -395 Net DEX -5.8K -19.1K 7.8K -13.8K 7.8K Net VEX -9 -17 0 -13 -15 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.238 0 5 0 0 Total OI 4.857 0 6 6 5
Daily Data (21 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 2020-01-02 $31.48 $30.00 38.7% 11.1% 10.0% 15.7% 0.0% 43.5% 32.5% 740 -13.8K -13 0.00 187.49 N/A N/A 0 0 6 0 2020-01-03 $31.23 $30.00 64.3% 18.4% 10.3% 29.1% 0.0% 22.1% -27.0% 524 -12.1K -13 0.00 189.83 N/A N/A 0 0 6 0 2020-01-06 $31.22 $0.00 65.6% 7.5% 10.2% 29.8% 0.0% 5.9% -2.9% 579 -12.3K -12 0.00 172.40 N/A N/A 0 0 6 0 2020-01-07 $31.20 $0.00 79.2% 12.2% 9.7% 36.9% 0.0% 38.7% -13.1% 534 -12.0K -11 0.00 199.51 N/A N/A 0 0 6 0 2020-01-08 $31.44 $0.00 65.7% 12.1% 9.8% 29.8% 0.0% 39.8% -10.6% 604 -12.9K -10 0.00 199.59 N/A N/A 0 0 6 0 2020-01-09 $31.41 $0.00 78.6% 12.3% 9.8% 36.6% 0.0% 37.5% -11.0% 572 -12.7K -10 0.00 200.00 N/A N/A 0 0 6 0 2020-01-10 $31.24 $0.00 89.5% 12.5% 10.1% 42.2% 0.0% -1.9% -10.5% 709 -12.8K -9 0.00 200.00 N/A N/A 0 0 6 0 2020-01-13 $31.38 $0.00 121.8% 12.2% 9.9% 59.1% 0.0% 41.7% -7.6% 555 -12.5K -7 0.00 199.58 N/A N/A 0 0 6 0 2020-01-14 $31.43 $0.00 77.5% 12.7% 9.6% 36.0% 0.0% 38.4% -12.1% 719 -13.5K -6 0.00 200.00 N/A N/A 0 0 6 0 2020-01-15 $31.37 $0.00 46.7% 13.4% 8.9% 19.9% 0.0% 6.7% -14.3% 551 -12.5K -5 0.00 199.40 N/A N/A 0 0 6 0 2020-01-16 $31.51 $0.00 44.7% 12.8% 9.0% 18.8% 0.0% -8.2% -11.0% 159 -18.8K 0 0.00 198.73 N/A N/A 0 0 6 0 2020-01-17 $31.76 $0.00 44.5% 12.8% 8.8% 18.8% 0.0% 46.2% -13.2% 0 -19.1K 0 0.00 199.60 N/A N/A 0 0 6 0 2020-01-21 $31.59 $0.00 47.4% 13.6% 9.1% 20.3% 0.0% 4.3% 55.4% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-01-22 $31.49 $0.00 50.4% 14.5% 8.9% 21.8% 0.0% 53.5% 49.5% 0 0 0 0.00 199.59 N/A N/A 0 0 0 0 2020-01-23 $31.48 $0.00 26.6% 7.6% 8.8% 9.4% 14.2% 4.1% -0.1% 0 0 0 0.00 179.69 N/A N/A 0 5 0 0 2020-01-24 $31.45 $31.00 53.0% 15.2% 8.8% 23.2% 0.0% 3.5% -13.0% -515 6.7K -17 0.00 200.00 N/A N/A 0 0 0 5 2020-01-27 $30.91 $31.00 53.3% 15.3% 10.7% 23.4% 0.0% 4.9% -10.6% -458 7.4K -16 0.00 198.91 N/A N/A 0 0 0 5 2020-01-28 $31.20 $31.00 34.9% 10.0% 11.3% 13.7% 0.0% -8.0% 7.0% -894 7.8K -15 0.00 186.42 N/A N/A 0 0 0 5 2020-01-29 $31.28 $31.00 48.9% 14.0% 10.9% 21.1% 0.0% 9.8% -7.8% -508 7.0K -16 0.00 193.86 N/A N/A 0 0 0 5 2020-01-30 $31.12 $31.00 54.4% 15.6% 11.0% 23.9% 0.0% 6.5% -10.9% -433 7.1K -15 0.00 195.95 N/A N/A 0 0 0 5 2020-01-31 $30.43 $31.00 63.2% 18.1% 12.4% 28.5% 0.0% -1.8% -22.7% -395 7.8K -15 0.00 187.42 N/A N/A 0 0 0 5
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