DBEU Options History — July 2020 In July 2020, DBEU traded between $26.87 and $28.59. ATM implied volatility averaged 51.2%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 31.7% (HV 20d: 19.5%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days.
Notable Days 2020-07-06 : Highest Volume — 1 contracts2020-07-07 : Largest IV spike — 251.5% change2020-07-07 : Highest IV Rank — 67.3%2020-07-07 : Largest Expected Move — 38.8%Monthly Statistics Metric Avg Min Max Open Close Price $28.00 $26.87 $28.59 $27.50 $26.87 Max Pain $16.00 $16.00 $16.00 $16.00 $16.00 ATM IV 51.2% 31.1% 135.4% 33.8% 53.3% Expected Move 13.9% 6.5% 38.8% 9.7% 15.3% HV 20d 19.5% 12.7% 28.2% 28.0% 16.0% HV 60d 24.3% 22.3% 26.3% 26.2% 23.3% IV Rank 24.6% 14.4% 67.3% 15.8% 25.7% IV Percentile 39.3% 14.7% 87.7% 20.6% 58.7% Term Structure -7.3% -44.5% 62.3% -10.5% -5.6% Skew 25d 20.7% -10.3% 108.9% -10.3% 1.1% Skew 10d 15.2% -45.0% 108.9% 7.3% -6.7% Call IV 25d 35.8% 17.0% 116.9% 32.5% 27.8% Put IV 25d 56.5% 22.2% 173.0% 22.2% 28.8% Bid-Ask Spread % 155.55 126.03 195.44 167.43 131.79 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -11 -243 0 0 0 Net DEX 125 0 2.8K 0 0 Net VEX -1 -12 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.091 0 1 0 0 Total OI 32.182 0 59 59 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 2020-07-01 $27.50 $16.00 33.8% 9.7% 28.0% 15.8% 0.0% -10.3% -10.5% 0 0 0 0.00 167.43 N/A N/A 0 0 0 59 2020-07-02 $27.89 $16.00 31.5% 9.0% 28.2% 14.6% 0.0% -9.5% 62.3% 0 0 0 0.00 172.05 N/A N/A 0 0 0 59 2020-07-06 $28.10 $0.00 38.5% 26.9% 27.4% 18.2% 0.0% 95.2% -21.1% 0 0 0 0.00 183.14 N/A N/A 0 1 0 59 2020-07-07 $27.81 $0.00 135.4% 38.8% 27.4% 67.3% 0.0% 108.9% -44.5% 0 0 0 0.00 195.44 N/A N/A 0 0 0 59 2020-07-08 $27.91 $0.00 126.3% 21.0% 27.1% 62.7% 0.0% 12.1% -26.8% -243 2.8K -12 0.00 169.50 N/A N/A 0 0 0 59 2020-07-09 $27.63 $0.00 37.8% 6.5% 27.2% 17.8% 0.0% 1.8% -1.3% 0 0 0 0.00 166.29 N/A N/A 0 0 0 59 2020-07-10 $27.88 $0.00 49.6% 12.7% 18.7% 23.8% 0.0% 16.3% -2.9% 0 0 0 0.00 136.72 N/A N/A 0 0 0 59 2020-07-13 $27.81 $0.00 46.7% 9.1% 17.7% 22.3% 0.0% 30.2% 7.3% 0 0 0 0.00 149.31 N/A N/A 0 0 0 59 2020-07-14 $28.11 $0.00 75.1% 13.5% 18.0% 36.7% 0.0% 12.6% -21.5% 0 0 0 0.00 146.06 N/A N/A 0 0 0 59 2020-07-15 $28.48 $0.00 44.0% 12.6% 17.9% 21.0% 0.0% 48.0% -5.1% 0 0 0 0.00 146.60 N/A N/A 0 1 0 59 2020-07-16 $28.43 $0.00 32.6% 9.3% 17.8% 15.2% 0.0% 6.5% 15.8% 0 0 0 0.00 138.18 N/A N/A 0 0 0 59 2020-07-17 $28.45 $0.00 31.1% 8.9% 17.7% 14.4% 0.0% -0.5% 1.5% 0 0 0 0.00 140.30 N/A N/A 0 0 0 59 2020-07-20 $28.59 $0.00 41.1% 11.8% 17.8% 19.5% 0.0% 41.5% -15.1% 0 0 0 0.00 158.64 N/A N/A 0 0 0 0 2020-07-21 $28.47 $0.00 45.1% 12.9% 17.9% 21.5% 0.0% 19.7% -7.0% 0 0 0 0.00 171.13 N/A N/A 0 0 0 0 2020-07-22 $28.55 $0.00 44.8% 12.9% 17.8% 21.4% 0.0% 19.0% -19.1% 0 0 0 0.00 154.48 N/A N/A 0 0 0 0 2020-07-23 $28.19 $0.00 41.1% 11.8% 16.6% 19.5% 0.0% 21.2% -1.1% 0 0 0 0.00 153.60 N/A N/A 0 0 0 0 2020-07-24 $27.87 $0.00 42.5% 12.2% 16.6% 20.2% 0.0% 1.9% -9.3% 0 0 0 0.00 144.46 N/A N/A 0 0 0 0 2020-07-27 $28.01 $0.00 35.8% 10.2% 13.1% 16.8% 0.0% 14.0% -17.7% 0 0 0 0.00 153.35 N/A N/A 0 0 0 0 2020-07-28 $27.93 $0.00 49.4% 14.2% 12.7% 23.7% 0.0% 20.8% -28.4% 0 0 0 0.00 126.03 N/A N/A 0 0 0 0 2020-07-29 $28.07 $0.00 45.1% 12.9% 12.8% 21.5% 0.0% -3.5% -12.1% 0 0 0 0.00 166.64 N/A N/A 0 0 0 0 2020-07-30 $27.45 $0.00 46.7% 13.4% 15.2% 22.3% 0.0% 7.5% 2.5% 0 0 0 0.00 150.95 N/A N/A 0 0 0 0 2020-07-31 $26.87 $0.00 53.3% 15.3% 16.0% 25.7% 0.0% 1.1% -5.6% 0 0 0 0.00 131.79 N/A N/A 0 0 0 0
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