DBEU Options History — February 2020 In February 2020, DBEU traded between $28.12 and $32.14. ATM implied volatility averaged 48.2%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 31.4% (HV 20d: 16.8%). Max pain ranged from $30.00 to $31.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2020-02-07 : Highest Volume — 2 contracts2020-02-07 : Largest IV spike — 498.5% change2020-02-11 : Highest IV Rank — 35.8%2020-02-27 : Largest Expected Move — 21.4%Monthly Statistics Metric Avg Min Max Open Close Price $31.12 $28.12 $32.14 $30.72 $28.12 Max Pain $30.18 $30.00 $31.00 $31.00 $30.00 ATM IV 48.2% 9.1% 77.2% 52.6% 65.5% Expected Move 13.0% 7.0% 21.4% 15.1% 18.8% HV 20d 16.8% 12.8% 24.9% 12.8% 24.9% HV 60d 12.4% 10.4% 16.9% 10.4% 16.9% IV Rank 20.7% 0.2% 35.8% 23.0% 29.7% IV Percentile 60.3% 0.8% 79.4% 71.4% 74.2% Term Structure -8.3% -49.5% 12.8% -12.2% -9.3% VWIV 14.3% 14.3% 14.3% 14.3% 14.3% Skew 25d 7.9% -14.9% 54.9% -7.0% -13.9% Skew 10d 4.8% -25.7% 38.7% -7.0% -25.7% Call IV 25d 49.9% 11.1% 82.6% 73.5% 82.6% Put IV 25d 57.8% 44.3% 79.8% 66.4% 68.7% Bid-Ask Spread % 187.25 131.30 200.00 190.37 193.38 Gamma HHI 0.86 0.62 1.00 1.00 1.00 Net GEX -306 -1.3K 381 -477 133 Net DEX 969 -5.2K 7.7K 7.7K -2.1K Net VEX -11 -18 -4 -14 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.105 0 2 0 0 Total OI 5.158 2 7 5 2
Daily Data (19 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 2020-02-03 $30.72 $31.00 52.6% 15.1% 12.8% 23.0% 0.0% -7.0% -12.2% -477 7.7K -14 0.00 190.37 N/A N/A 0 0 0 5 2020-02-04 $31.20 $31.00 42.5% 12.2% 14.1% 17.7% 0.0% 8.5% -9.8% -517 7.1K -13 0.00 193.69 N/A N/A 0 0 0 5 2020-02-05 $31.66 $31.00 33.2% 9.5% 15.0% 12.8% 0.0% 54.9% -49.5% -922 5.6K -12 0.00 131.30 N/A N/A 0 0 0 5 2020-02-06 $31.79 $0.00 9.1% 7.0% 14.8% 0.2% 0.0% 36.3% 1.7% -1.3K 3.9K -10 0.00 150.71 N/A N/A 0 0 0 5 2020-02-07 $31.61 $0.00 54.3% 12.0% 15.0% 23.8% 14.3% 34.3% -5.9% -464 6.5K -12 0.00 197.96 N/A N/A 2 0 0 5 2020-02-10 $31.70 $30.00 69.2% 12.1% 14.8% 31.6% 0.0% 36.4% -6.7% -300 2.2K -18 0.00 199.52 N/A N/A 0 0 2 5 2020-02-11 $31.87 $30.00 77.2% 12.6% 14.9% 35.8% 0.0% 38.8% -9.0% -358 1.7K -17 0.00 200.00 N/A N/A 0 0 2 5 2020-02-12 $32.12 $30.00 43.7% 12.5% 15.1% 18.3% 0.0% 5.1% -8.0% -409 1.1K -16 0.00 200.00 N/A N/A 0 0 2 5 2020-02-13 $31.90 $30.00 44.5% 12.8% 15.3% 18.7% 0.0% 2.7% -8.4% -350 1.7K -16 0.00 200.00 N/A N/A 0 0 2 5 2020-02-14 $31.90 $30.00 45.8% 13.1% 15.3% 19.4% 0.0% 2.7% -10.0% -425 1.5K -15 0.00 200.00 N/A N/A 0 0 2 5 2020-02-18 $31.94 $30.00 47.9% 13.7% 15.0% 20.5% 0.0% 3.3% -10.3% -323 1.7K -12 0.00 200.00 N/A N/A 0 0 2 5 2020-02-19 $32.14 $30.00 48.5% 13.9% 15.0% 20.9% 0.0% 7.1% -10.7% -344 1.3K -11 0.00 200.00 N/A N/A 0 0 2 5 2020-02-20 $32.02 $30.00 32.5% 9.3% 15.0% 12.5% 0.0% -3.2% 5.4% -785 -3.9K -7 0.00 190.94 N/A N/A 0 0 2 5 2020-02-21 $31.71 $30.00 30.4% 8.7% 15.5% 11.4% 0.0% -10.8% 12.8% 381 -5.2K -4 0.00 173.31 N/A N/A 0 0 2 5 2020-02-24 $30.53 $30.00 45.2% 12.9% 20.6% 19.1% 0.0% -11.5% -7.5% 173 -3.7K -6 0.00 187.58 N/A N/A 0 0 2 0 2020-02-25 $29.76 $30.00 49.6% 14.2% 21.6% 21.4% 0.0% -14.9% 3.8% 161 -3.0K -6 0.00 184.43 N/A N/A 0 0 2 0 2020-02-26 $29.80 $30.00 49.6% 14.2% 21.3% 21.4% 0.0% -10.7% -2.9% 191 -3.1K -6 0.00 182.59 N/A N/A 0 0 2 0 2020-02-27 $28.88 $30.00 74.7% 21.4% 23.5% 34.5% 0.0% -7.6% -20.6% 126 -2.7K -6 0.00 181.91 N/A N/A 0 0 2 0 2020-02-28 $28.12 $30.00 65.5% 18.8% 24.9% 29.7% 0.0% -13.9% -9.3% 133 -2.1K -5 0.00 193.38 N/A N/A 0 0 2 0
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