DBEU Options History — April 2020 In April 2020, DBEU traded between $23.37 and $26.50. ATM implied volatility averaged 43.1%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 12.4% (HV 20d: 55.5%). Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2020-04-21 : Highest Volume — 2 contracts2020-04-07 : Largest IV spike — 76.6% change2020-04-07 : Highest IV Rank — 33.3%2020-04-22 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $25.03 $23.37 $26.50 $23.37 $25.75 ATM IV 43.1% 30.5% 68.3% 41.9% 30.5% Expected Move 12.0% 8.7% 16.2% 12.0% 8.7% HV 20d 55.5% 32.8% 86.3% 86.1% 33.0% HV 60d 54.5% 52.4% 55.5% 52.4% 55.5% IV Rank 20.5% 14.1% 33.3% 19.9% 14.1% IV Percentile 44.6% 29.4% 69.8% 42.1% 29.4% Term Structure -2.2% -15.0% 86.9% -10.3% -5.2% VWIV 32.5% 32.5% 32.5% 32.5% 32.5% Skew 25d 12.0% -0.9% 36.3% 31.3% 4.8% Skew 10d 7.8% -7.9% 25.4% 25.4% 1.0% Call IV 25d 36.5% 24.5% 53.7% 44.9% 36.1% Put IV 25d 48.4% 32.2% 76.2% 76.2% 40.9% Bid-Ask Spread % 126.14 95.10 148.41 134.57 140.61 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 55 0 270 0 166 Net DEX -1.2K -4.2K 0 0 -3.9K Net VEX -2 -7 0 0 -6 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 0.143 0 2 0 1 Total OI 0.667 0 2 0 2
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 2020-04-01 $23.37 $0.00 41.9% 12.0% 86.1% 19.9% 0.0% 31.3% -10.3% 0 0 0 0.00 134.57 N/A N/A 0 0 0 0 2020-04-02 $23.90 $0.00 54.7% 15.0% 86.3% 26.4% 0.0% 36.3% -8.5% 0 0 0 0.00 95.10 N/A N/A 0 0 0 0 2020-04-03 $23.47 $0.00 56.8% 13.0% 86.1% 27.4% 0.0% 20.7% -15.0% 0 0 0 0.00 109.38 N/A N/A 0 0 0 0 2020-04-06 $24.71 $0.00 38.7% 13.2% 82.6% 18.3% 0.0% 17.3% -4.1% 0 0 0 0.00 102.73 N/A N/A 0 0 0 0 2020-04-07 $24.80 $0.00 68.3% 12.9% 81.4% 33.3% 0.0% 14.8% -2.9% 0 0 0 0.00 137.04 N/A N/A 0 0 0 0 2020-04-08 $24.96 $0.00 43.3% 12.4% 79.6% 20.6% 0.0% 20.8% 2.1% 0 0 0 0.00 112.94 N/A N/A 0 0 0 0 2020-04-09 $25.52 $0.00 34.8% 10.0% 69.5% 16.3% 0.0% -0.9% -6.4% 0 0 0 0.00 121.92 N/A N/A 0 0 0 0 2020-04-13 $25.11 $0.00 45.8% 13.1% 67.7% 21.9% 0.0% 18.8% -9.9% 0 0 0 0.00 123.59 N/A N/A 0 0 0 0 2020-04-14 $25.38 $0.00 34.5% 9.9% 53.4% 16.1% 0.0% 3.6% -8.1% 0 0 0 0.00 137.93 N/A N/A 0 0 0 0 2020-04-15 $24.56 $0.00 34.2% 9.8% 52.7% 16.0% 0.0% 14.9% -8.9% 0 0 0 0.00 126.70 N/A N/A 0 0 0 0 2020-04-16 $24.70 $0.00 42.6% 12.2% 48.3% 20.2% 0.0% 2.2% 8.7% 0 0 0 0.00 108.86 N/A N/A 0 0 0 0 2020-04-17 $25.47 $0.00 37.3% 10.7% 44.5% 17.5% 0.0% 12.5% 1.4% 0 0 0 0.00 115.64 N/A N/A 0 0 0 0 2020-04-20 $25.27 $0.00 41.3% 11.8% 44.1% 19.6% 0.0% 17.5% 86.9% 0 0 0 0.00 122.01 N/A N/A 0 0 0 0 2020-04-21 $24.87 $0.00 51.1% 14.6% 44.1% 24.5% 0.0% 11.9% -10.0% 0 0 0 0.00 118.28 N/A N/A 2 0 0 0 2020-04-22 $25.18 $0.00 56.7% 16.2% 36.8% 27.4% 0.0% 10.7% -13.1% 109 -3.2K -7 0.00 114.70 N/A N/A 0 0 2 0 2020-04-23 $25.10 $0.00 39.2% 11.2% 35.0% 18.5% 0.0% 1.0% -8.5% 156 -3.3K -7 0.00 142.19 N/A N/A 0 0 2 0 2020-04-24 $25.40 $0.00 37.2% 10.7% 35.1% 17.5% 0.0% -0.2% -8.7% 183 -3.5K -7 0.00 143.52 N/A N/A 0 0 2 0 2020-04-27 $25.70 $0.00 33.7% 9.7% 33.0% 15.8% 0.0% 6.9% -4.9% 270 -4.1K -5 0.00 145.64 N/A N/A 0 0 2 0 2020-04-28 $25.86 $0.00 32.4% 9.3% 32.8% 15.1% 0.0% 1.2% -8.1% 150 -3.9K -6 0.00 148.41 N/A N/A 0 0 2 0 2020-04-29 $26.50 $0.00 51.2% 14.7% 33.5% 24.6% 0.0% 5.2% -11.9% 129 -4.2K -6 0.00 147.20 N/A N/A 0 0 2 0 2020-04-30 $25.75 $0.00 30.5% 8.7% 33.0% 14.1% 32.5% 4.8% -5.2% 166 -3.9K -6 0.00 140.61 N/A N/A 1 0 2 0
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