DBEU Options History — September 2020 In September 2020, DBEU traded between $27.26 and $28.31. ATM implied volatility averaged 43.1%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 25.5% (HV 20d: 17.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2020-09-16 : Largest IV spike — 100.6% change2020-09-03 : Highest IV Rank — 34.0%2020-09-28 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $27.77 $27.26 $28.31 $27.64 $27.45 ATM IV 43.1% 22.1% 69.7% 43.2% 39.0% Expected Move 12.1% 6.3% 15.3% 12.4% 11.2% HV 20d 17.5% 12.9% 19.2% 12.9% 18.5% HV 60d 17.5% 16.3% 20.9% 19.9% 16.3% IV Rank 20.5% 9.9% 34.0% 20.6% 18.4% IV Percentile 38.3% 3.6% 78.6% 37.3% 23.4% Term Structure -11.1% -41.6% 10.4% -22.3% 5.6% Skew 25d 9.1% -9.7% 32.2% -9.7% 12.1% Skew 10d -2.6% -28.6% 62.8% 7.1% 2.3% Call IV 25d 35.7% 18.9% 61.8% 61.8% 44.4% Put IV 25d 44.8% 26.2% 69.6% 52.1% 56.5% Bid-Ask Spread % 131.10 114.55 146.69 139.44 138.14 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 2020-09-01 $27.64 $0.00 43.2% 12.4% 12.9% 20.6% 0.0% -9.7% -22.3% 0 0 0 0.00 139.44 N/A N/A 0 0 0 0 2020-09-02 $28.24 $0.00 45.9% 13.1% 15.0% 21.9% 0.0% 24.5% -41.6% 0 0 0 0.00 146.69 N/A N/A 0 0 0 0 2020-09-03 $27.53 $0.00 69.7% 13.9% 17.7% 34.0% 0.0% 26.7% -33.0% 0 0 0 0.00 146.45 N/A N/A 0 0 0 0 2020-09-04 $27.69 $0.00 41.4% 12.3% 17.8% 19.7% 0.0% 32.2% -23.8% 0 0 0 0.00 130.40 N/A N/A 0 0 0 0 2020-09-08 $27.62 $0.00 51.2% 14.4% 17.8% 24.6% 0.0% 22.7% -15.0% 0 0 0 0.00 122.60 N/A N/A 0 0 0 0 2020-09-09 $28.15 $0.00 33.8% 9.7% 18.8% 15.8% 0.0% 3.4% -31.1% 0 0 0 0.00 123.82 N/A N/A 0 0 0 0 2020-09-10 $27.89 $0.00 33.1% 9.5% 17.9% 15.4% 0.0% 30.5% -2.8% 0 0 0 0.00 131.33 N/A N/A 0 0 0 0 2020-09-11 $28.05 $0.00 41.8% 12.0% 17.9% 19.8% 0.0% 15.7% -6.1% 0 0 0 0.00 130.68 N/A N/A 0 0 0 0 2020-09-14 $28.10 $0.00 39.0% 11.2% 17.1% 18.4% 0.0% 10.8% -1.7% 0 0 0 0.00 124.80 N/A N/A 0 0 0 0 2020-09-15 $28.21 $0.00 22.1% 6.3% 17.0% 9.9% 0.0% -9.5% 10.4% 0 0 0 0.00 114.55 N/A N/A 0 0 0 0 2020-09-16 $28.31 $0.00 44.4% 12.7% 16.9% 21.2% 0.0% 0.1% -8.9% 0 0 0 0.00 145.29 N/A N/A 0 0 0 0 2020-09-17 $28.26 $0.00 38.9% 11.1% 16.9% 18.4% 0.0% -5.2% 7.5% 0 0 0 0.00 141.57 N/A N/A 0 0 0 0 2020-09-18 $28.10 $0.00 37.1% 10.6% 16.9% 17.5% 0.0% 9.0% -3.4% 0 0 0 0.00 123.39 N/A N/A 0 0 0 0 2020-09-21 $27.40 $0.00 46.9% 13.4% 19.2% 22.4% 0.0% 16.3% -3.4% 0 0 0 0.00 136.31 N/A N/A 0 0 0 0 2020-09-22 $27.47 $0.00 45.2% 12.9% 18.3% 21.5% 0.0% -0.4% -18.4% 0 0 0 0.00 124.29 N/A N/A 0 0 0 0 2020-09-23 $27.26 $0.00 49.9% 14.3% 18.4% 24.0% 0.0% 8.0% -18.5% 0 0 0 0.00 125.04 N/A N/A 0 0 0 0 2020-09-24 $27.28 $0.00 47.9% 13.7% 18.2% 23.0% 0.0% -9.2% -9.5% 0 0 0 0.00 124.28 N/A N/A 0 0 0 0 2020-09-25 $27.33 $0.00 34.4% 9.9% 18.0% 16.1% 0.0% -2.8% 4.2% 0 0 0 0.00 122.62 N/A N/A 0 0 0 0 2020-09-28 $27.67 $0.00 53.3% 15.3% 18.6% 25.7% 0.0% -1.5% -10.7% 0 0 0 0.00 119.13 N/A N/A 0 0 0 0 2020-09-29 $27.57 $0.00 46.4% 13.3% 18.5% 22.2% 0.0% 16.4% -10.7% 0 0 0 0.00 142.30 N/A N/A 0 0 0 0 2020-09-30 $27.45 $0.00 39.0% 11.2% 18.5% 18.4% 0.0% 12.1% 5.6% 0 0 0 0.00 138.14 N/A N/A 0 0 0 0
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