DBEU Options History — August 2020 In August 2020, DBEU traded between $27.49 and $28.41. ATM implied volatility averaged 36.5%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 19.1% (HV 20d: 17.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days.
Notable Days 2020-08-26 : Largest IV spike — 86.4% change2020-08-11 : Highest IV Rank — 25.7%2020-08-19 : Largest Expected Move — 13.5%Monthly Statistics Metric Avg Min Max Open Close Price $27.87 $27.49 $28.41 $27.49 $27.76 ATM IV 36.5% 22.6% 53.4% 39.8% 33.4% Expected Move 9.9% 6.5% 13.5% 11.4% 9.6% HV 20d 17.4% 12.8% 18.5% 18.0% 12.8% HV 60d 21.9% 20.0% 23.6% 23.6% 20.0% IV Rank 17.1% 10.1% 25.7% 18.8% 15.6% IV Percentile 22.7% 5.6% 61.1% 24.2% 14.7% Term Structure -1.5% -24.9% 18.4% 12.0% -10.0% Skew 25d 9.3% -11.4% 30.2% 6.1% 15.7% Skew 10d -3.0% -24.1% 21.9% 6.4% -7.2% Call IV 25d 34.5% 19.5% 54.7% 45.6% 42.6% Put IV 25d 43.9% 24.2% 61.1% 51.8% 58.3% Bid-Ask Spread % 140.69 118.12 162.55 121.08 141.96 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2020-08-03 $27.49 $0.00 39.8% 11.4% 18.0% 18.8% 0.0% 6.1% 12.0% 0 0 0 0.00 121.08 N/A N/A 0 0 0 0 2020-08-04 $27.50 $0.00 28.0% 8.0% 17.7% 12.8% 0.0% 20.3% 0.5% 0 0 0 0.00 129.68 N/A N/A 0 0 0 0 2020-08-05 $27.53 $0.00 39.8% 11.4% 17.6% 18.8% 0.0% 30.2% 6.2% 0 0 0 0.00 142.10 N/A N/A 0 0 0 0 2020-08-06 $27.59 $0.00 24.3% 8.6% 17.3% 11.0% 0.0% 5.8% 1.3% 0 0 0 0.00 130.71 N/A N/A 0 0 0 0 2020-08-07 $27.55 $0.00 41.1% 7.9% 17.0% 19.5% 0.0% 3.6% -6.0% 0 0 0 0.00 124.12 N/A N/A 0 0 0 0 2020-08-10 $27.67 $0.00 41.8% 6.7% 17.0% 19.8% 0.0% 27.2% 18.4% 0 0 0 0.00 127.52 N/A N/A 0 0 0 0 2020-08-11 $27.89 $0.00 53.4% 10.6% 16.8% 25.7% 0.0% -11.4% -24.9% 0 0 0 0.00 137.44 N/A N/A 0 0 0 0 2020-08-12 $28.41 $0.00 41.3% 11.8% 17.5% 19.6% 0.0% -10.9% -0.7% 0 0 0 0.00 147.91 N/A N/A 0 0 0 0 2020-08-13 $28.22 $0.00 44.6% 12.8% 17.6% 21.3% 0.0% 4.6% -4.5% 0 0 0 0.00 155.40 N/A N/A 0 0 0 0 2020-08-14 $27.81 $0.00 35.4% 10.2% 18.4% 16.6% 0.0% 20.5% -0.4% 0 0 0 0.00 131.31 N/A N/A 0 0 0 0 2020-08-17 $27.99 $0.00 22.6% 6.5% 18.4% 10.1% 0.0% 11.0% 11.8% 0 0 0 0.00 123.47 N/A N/A 0 0 0 0 2020-08-18 $27.86 $0.00 32.4% 9.3% 18.4% 15.1% 0.0% 9.3% 8.1% 0 0 0 0.00 118.12 N/A N/A 0 0 0 0 2020-08-19 $27.96 $0.00 46.9% 13.5% 18.5% 22.4% 0.0% 7.9% -13.1% 0 0 0 0.00 154.18 N/A N/A 0 0 0 0 2020-08-20 $27.81 $0.00 39.5% 11.3% 18.0% 18.7% 0.0% -1.1% -8.3% 0 0 0 0.00 132.44 N/A N/A 0 0 0 0 2020-08-21 $27.71 $0.00 35.3% 10.1% 17.6% 16.5% 0.0% 11.8% -16.6% 0 0 0 0.00 154.42 N/A N/A 0 0 0 0 2020-08-24 $28.14 $0.00 24.6% 7.0% 18.4% 11.1% 0.0% 16.9% 15.0% 0 0 0 0.00 155.66 N/A N/A 0 0 0 0 2020-08-25 $28.09 $0.00 24.0% 6.9% 18.4% 10.8% 0.0% 20.8% 9.5% 0 0 0 0.00 140.18 N/A N/A 0 0 0 0 2020-08-26 $28.29 $0.00 44.8% 12.8% 18.5% 21.4% 0.0% 2.2% -2.7% 0 0 0 0.00 162.52 N/A N/A 0 0 0 0 2020-08-27 $28.03 $0.00 33.4% 9.6% 16.8% 15.6% 0.0% 10.7% -5.7% 0 0 0 0.00 161.64 N/A N/A 0 0 0 0 2020-08-28 $27.96 $0.00 39.3% 11.3% 14.7% 18.6% 0.0% -5.0% -21.4% 0 0 0 0.00 162.55 N/A N/A 0 0 0 0 2020-08-31 $27.76 $0.00 33.4% 9.6% 12.8% 15.6% 0.0% 15.7% -10.0% 0 0 0 0.00 141.96 N/A N/A 0 0 0 0
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