DBEU Options History — June 2020

In June 2020, DBEU traded between $26.75 and $28.84. ATM implied volatility averaged 54.0%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 26.8% (HV 20d: 27.2%). Max pain ranged from $16.00 to $24.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 29.50.

Notable Days

2020-06-04: Highest Volume — 61 contracts
2020-06-23: Largest IV spike — 291.6% change
2020-06-23: Highest IV Rank — 51.2%
2020-06-23: Largest Expected Move — 29.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.85	$26.75	$28.84	$27.40	$27.44
Max Pain	$17.09	$16.00	$24.00	$24.00	$16.00
ATM IV	54.0%	26.5%	103.7%	31.0%	33.4%
Expected Move	16.4%	7.6%	29.7%	8.9%	9.6%
HV 20d	27.2%	21.4%	32.0%	21.5%	29.8%
HV 60d	37.3%	28.1%	54.7%	54.7%	28.1%
IV Rank	26.0%	12.1%	51.2%	14.4%	15.6%
IV Percentile	48.8%	14.7%	81.0%	23.0%	19.4%
Term Structure	5.9%	-26.9%	81.7%	-3.1%	-8.5%
Skew 25d	3.5%	-29.6%	35.4%	12.8%	6.6%
Skew 10d	16.0%	-103.7%	74.7%	-1.7%	7.1%
Call IV 25d	75.8%	22.2%	119.8%	22.2%	32.7%
Put IV 25d	79.2%	28.0%	135.9%	34.9%	39.3%
Bid-Ask Spread %	163.86	141.69	176.60	149.38	169.17
Gamma HHI	0.94	0.55	1.00	1.00	1.00
Net GEX	-73	-479	153	0	0
Net DEX	-2.2K	-5.7K	10.6K	-5.5K	1
Net VEX	-8	-51	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	29.50	29.50	29.50	29.50	29.50
Total Volume	8.591	0	61	59	0
Total OI	57.682	2	61	2	59

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
2020-06-01	$27.40	$24.00	31.0%	8.9%	21.5%	14.4%	0.0%	12.8%	-3.1%	0	-5.5K	0	0.00	149.38	N/A	N/A	0	59	2	0
2020-06-02	$27.60	$24.00	42.8%	12.3%	21.4%	20.4%	0.0%	-3.5%	-19.2%	153	-5.3K	-1	0.00	141.69	N/A	N/A	0	0	2	59
2020-06-03	$28.38	$24.00	33.8%	9.7%	23.0%	15.8%	0.0%	0.8%	1.6%	0	-5.7K	0	0.00	144.86	N/A	N/A	0	0	2	59
2020-06-04	$28.06	$16.00	49.6%	19.1%	23.7%	23.8%	0.0%	1.7%	-26.9%	95	-5.3K	-1	29.50	164.42	N/A	N/A	2	59	2	59
2020-06-05	$28.63	$16.00	29.0%	14.2%	24.2%	13.4%	0.0%	1.2%	-4.6%	27	-5.6K	-1	0.00	161.80	N/A	N/A	0	0	2	59
2020-06-08	$28.84	$16.00	30.7%	12.9%	24.1%	14.2%	0.0%	-8.3%	-17.1%	17	-5.7K	0	0.00	154.13	N/A	N/A	0	0	2	59
2020-06-09	$28.48	$16.00	45.5%	17.3%	24.9%	21.7%	0.0%	-14.5%	-20.0%	0	-5.7K	0	0.00	150.96	N/A	N/A	0	0	2	59
2020-06-10	$28.25	$16.00	71.0%	20.4%	24.8%	34.7%	0.0%	10.3%	-18.9%	-67	-5.3K	-1	0.00	168.71	N/A	N/A	0	0	2	59
2020-06-11	$26.75	$16.00	57.5%	16.5%	31.6%	27.8%	0.0%	-29.6%	4.2%	135	-4.5K	-2	0.00	160.13	N/A	N/A	0	34	2	59
2020-06-12	$27.25	$16.00	65.9%	18.9%	32.0%	32.1%	0.0%	1.8%	4.0%	-384	1.5K	-40	0.00	175.06	N/A	N/A	0	0	2	59
2020-06-15	$27.38	$16.00	71.5%	20.5%	31.9%	34.9%	0.0%	-9.8%	14.5%	34	-5.3K	0	0.00	168.28	N/A	N/A	0	0	2	59
2020-06-16	$27.76	$16.00	63.9%	18.3%	29.1%	31.0%	0.0%	35.4%	-16.5%	106	-5.1K	-1	0.00	176.04	N/A	N/A	0	0	2	59
2020-06-17	$27.98	$16.00	66.5%	19.1%	28.5%	32.4%	0.0%	8.6%	-7.7%	-7	-5.6K	0	0.00	157.62	N/A	N/A	0	0	2	59
2020-06-18	$27.94	$16.00	88.1%	25.3%	28.3%	43.3%	0.0%	15.0%	28.6%	-333	-2.0K	-20	0.00	169.35	N/A	N/A	0	0	2	59
2020-06-19	$27.97	$16.00	60.7%	17.4%	28.1%	29.4%	0.0%	9.8%	81.7%	-273	-2.3K	-20	0.00	164.85	N/A	N/A	0	0	2	59
2020-06-22	$28.05	$16.00	26.5%	7.6%	28.0%	12.1%	0.0%	-0.2%	-4.8%	-1	5	0	0.00	167.11	N/A	N/A	0	0	0	59
2020-06-23	$28.21	$16.00	103.7%	29.7%	27.3%	51.2%	0.0%	18.3%	-4.1%	-479	10.6K	-51	0.00	172.23	N/A	N/A	0	34	0	59
2020-06-24	$27.61	$16.00	40.3%	11.6%	28.4%	19.1%	0.0%	-6.6%	5.8%	-44	261	-2	0.00	174.94	N/A	N/A	0	0	0	59
2020-06-25	$27.95	$16.00	69.1%	19.8%	28.5%	33.7%	0.0%	14.5%	65.8%	-358	5.3K	-31	0.00	176.60	N/A	N/A	0	1	0	59
2020-06-26	$27.19	$16.00	69.9%	20.0%	30.2%	34.1%	0.0%	0.4%	12.3%	-139	1.1K	-7	0.00	165.73	N/A	N/A	0	0	0	59
2020-06-29	$27.48	$16.00	38.1%	10.9%	29.9%	18.0%	0.0%	11.3%	62.2%	-79	553	-4	0.00	171.94	N/A	N/A	0	0	0	59
2020-06-30	$27.44	$16.00	33.4%	9.6%	29.8%	15.6%	0.0%	6.6%	-8.5%	0	1	0	0.00	169.17	N/A	N/A	0	0	0	59