DBEU Options History — March 2020 In March 2020, DBEU traded between $21.20 and $29.45. ATM implied volatility averaged 94.5%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 32.4% (HV 20d: 62.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 3 of 22 days.
Notable Days 2020-03-19 : Largest IV spike — 5880.8% change2020-03-19 : Highest IV Rank — 79.3%2020-03-19 : Largest Expected Move — 45.6%Monthly Statistics Metric Avg Min Max Open Close Price $24.59 $21.20 $29.45 $28.56 $24.14 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 94.5% 2.7% 159.1% 58.0% 51.0% Expected Move 21.6% 0.8% 45.6% 16.6% 14.6% HV 20d 62.1% 24.6% 87.1% 25.0% 87.1% HV 60d 38.5% 17.1% 52.1% 17.2% 52.1% IV Rank 45.6% 0.0% 79.3% 25.8% 24.5% IV Percentile 76.4% 0.0% 94.4% 72.2% 59.9% Term Structure -16.9% -66.3% 102.8% -12.8% -23.0% Skew 25d 9.6% -45.2% 144.8% -7.5% 15.6% Skew 10d -7.4% -91.9% 144.7% -19.7% 5.2% Call IV 25d 90.7% 28.1% 153.6% 85.1% 28.1% Put IV 25d 100.3% 34.1% 195.8% 77.6% 43.7% Bid-Ask Spread % 177.69 108.02 192.48 188.86 141.95 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 43 0 169 156 0 Net DEX -640 -2.8K 0 -2.3K 0 Net VEX -1 -5 0 -5 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.364 0 2 2 0
Daily Data (22 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 2020-03-02 $28.56 $30.00 58.0% 16.6% 25.0% 25.8% 0.0% -7.5% -12.8% 156 -2.3K -5 0.00 188.86 N/A N/A 0 0 2 0 2020-03-03 $28.55 $30.00 63.7% 18.3% 24.6% 28.8% 0.0% -13.2% -14.2% 144 -2.2K -5 0.00 192.48 N/A N/A 0 0 2 0 2020-03-04 $29.45 $30.00 65.2% 18.7% 26.7% 29.6% 0.0% -0.8% -15.3% 169 -2.8K -5 0.00 183.28 N/A N/A 0 0 2 0 2020-03-05 $28.29 $0.00 83.0% 15.8% 28.9% 38.9% 0.0% -1.7% -11.3% 130 -2.1K -4 0.00 192.44 N/A N/A 0 0 2 0 2020-03-06 $27.59 $0.00 58.0% 13.7% 29.5% 25.8% 0.0% 6.6% -1.8% 131 -1.5K -4 0.00 183.76 N/A N/A 0 0 2 0 2020-03-09 $25.18 $0.00 88.5% 13.9% 42.0% 41.7% 0.0% 1.5% -25.1% 75 -763 -2 0.00 186.53 N/A N/A 0 0 2 0 2020-03-10 $26.14 $0.00 146.2% 25.4% 45.2% 71.9% 0.0% -1.2% -24.1% 78 -1.7K -3 0.00 190.05 N/A N/A 0 0 2 0 2020-03-11 $24.88 $0.00 71.8% 20.6% 47.0% 33.0% 0.0% -5.2% -21.7% 63 -607 -2 0.00 190.44 N/A N/A 0 0 2 0 2020-03-12 $22.41 $0.00 136.9% 39.3% 56.5% 67.1% 0.0% -38.5% -48.4% 0 0 0 0.00 179.24 N/A N/A 0 0 2 0 2020-03-13 $23.63 $0.00 138.3% 39.6% 61.8% 67.8% 0.0% 5.0% -47.8% 0 0 0 0.00 186.22 N/A N/A 0 0 2 0 2020-03-16 $21.20 $0.00 109.8% 0.0% 69.8% 52.9% 0.0% -27.4% 0.0% 0 0 0 0.00 179.51 N/A N/A 0 0 2 0 2020-03-17 $22.34 $0.00 101.3% 0.0% 74.1% 48.4% 0.0% -20.0% -20.8% 0 0 0 0.00 182.10 N/A N/A 0 0 2 0 2020-03-18 $21.21 $0.00 2.7% 0.8% 74.5% 0.0% 0.0% -27.7% -66.3% 0 0 0 0.00 177.00 N/A N/A 0 0 2 0 2020-03-19 $22.61 $0.00 159.1% 45.6% 80.2% 79.3% 0.0% -45.2% -58.5% 0 0 0 0.00 178.70 N/A N/A 0 0 2 0 2020-03-20 $22.28 $0.00 76.9% 0.0% 80.2% 37.6% 0.0% 72.4% 35.8% 0 0 0 0.00 183.78 N/A N/A 0 0 2 0 2020-03-23 $21.92 $0.00 159.0% 0.0% 79.8% 79.3% 0.0% 144.8% 102.8% 0 0 0 0.00 180.79 N/A N/A 0 0 0 0 2020-03-24 $23.55 $0.00 146.8% 0.0% 85.6% 73.0% 0.0% 22.4% -48.1% 0 0 0 0.00 186.09 N/A N/A 0 0 0 0 2020-03-25 $24.37 $0.00 145.9% 0.0% 87.1% 72.6% 0.0% 42.2% 19.9% 0 0 0 0.00 184.99 N/A N/A 0 0 0 0 2020-03-26 $24.60 $0.00 92.1% 26.4% 86.9% 45.3% 0.0% 20.6% -27.1% 0 0 0 0.00 178.57 N/A N/A 0 0 0 0 2020-03-27 $23.84 $0.00 59.7% 17.1% 87.1% 28.9% 0.0% 44.9% -20.8% 0 0 0 0.00 154.46 N/A N/A 0 0 0 0 2020-03-30 $24.20 $0.00 66.1% 18.9% 87.1% 32.2% 0.0% 24.5% -26.4% 0 0 0 0.00 108.02 N/A N/A 0 0 0 0 2020-03-31 $24.14 $0.00 51.0% 14.6% 87.1% 24.5% 0.0% 15.6% -23.0% 0 0 0 0.00 141.95 N/A N/A 0 0 0 0
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