DBEU Options History — October 2020 In October 2020, DBEU traded between $25.94 and $28.38. ATM implied volatility averaged 51.9%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 37.5% (HV 20d: 14.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 4 of 22 days.
Notable Days 2020-10-19 : Largest IV spike — 101.3% change2020-10-09 : Highest IV Rank — 48.2%2020-10-02 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $27.50 $25.94 $28.38 $27.49 $25.96 ATM IV 51.9% 21.3% 78.1% 59.6% 65.3% Expected Move 12.5% 6.1% 20.5% 17.1% 18.7% HV 20d 14.4% 11.6% 18.3% 16.7% 18.1% HV 60d 16.2% 15.4% 16.6% 16.3% 16.6% IV Rank 31.5% 11.9% 48.2% 36.4% 40.1% IV Percentile 55.4% 1.6% 90.1% 74.6% 78.6% Term Structure -12.0% -40.3% 13.9% -16.7% -26.1% Skew 25d 10.9% -53.0% 35.6% 14.7% -2.4% Skew 10d 3.8% -30.1% 37.9% -30.1% -13.3% Call IV 25d 35.7% 20.7% 103.5% 39.7% 52.3% Put IV 25d 46.6% 20.4% 70.6% 54.4% 49.9% Bid-Ask Spread % 143.52 126.36 170.49 144.87 145.35 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 (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 2020-10-01 $27.49 $0.00 59.6% 17.1% 16.7% 36.4% 0.0% 14.7% -16.7% 0 0 0 0.00 144.87 N/A N/A 0 0 0 0 2020-10-02 $27.64 $0.00 71.4% 20.5% 14.1% 43.9% 0.0% -53.0% -40.3% 0 0 0 0.00 164.27 N/A N/A 0 0 0 0 2020-10-05 $27.93 $0.00 40.4% 10.5% 14.5% 24.1% 0.0% 29.0% -10.0% 0 0 0 0.00 146.42 N/A N/A 0 0 0 0 2020-10-06 $27.67 $0.00 63.2% 11.9% 14.9% 38.7% 0.0% 7.6% -8.2% 0 0 0 0.00 170.49 N/A N/A 0 0 0 0 2020-10-07 $27.87 $0.00 67.7% 13.2% 13.4% 41.5% 0.0% 0.2% -15.9% 0 0 0 0.00 140.04 N/A N/A 0 0 0 0 2020-10-08 $28.12 $0.00 55.8% 11.8% 13.4% 33.9% 0.0% 26.7% -14.0% 0 0 0 0.00 126.36 N/A N/A 0 0 0 0 2020-10-09 $28.17 $0.00 78.1% 9.2% 13.2% 48.2% 0.0% 9.4% 1.4% 0 0 0 0.00 140.15 N/A N/A 0 0 0 0 2020-10-12 $28.38 $0.00 67.6% 9.2% 13.5% 41.5% 0.0% 12.6% -0.2% 0 0 0 0.00 148.33 N/A N/A 0 0 0 0 2020-10-13 $28.19 $0.00 63.7% 7.9% 13.6% 39.0% 0.0% 11.2% 0.1% 0 0 0 0.00 146.70 N/A N/A 0 0 0 0 2020-10-14 $28.04 $0.00 37.2% 10.7% 13.7% 22.1% 0.0% 26.0% -18.1% 0 0 0 0.00 139.94 N/A N/A 0 0 0 0 2020-10-15 $27.71 $0.00 44.1% 12.6% 14.3% 26.5% 0.0% 20.0% -18.6% 0 0 0 0.00 137.99 N/A N/A 0 0 0 0 2020-10-16 $27.91 $0.00 21.3% 6.1% 14.4% 11.9% 0.0% 3.2% -3.2% 0 0 0 0.00 155.48 N/A N/A 0 0 0 0 2020-10-19 $27.66 $0.00 42.9% 12.3% 11.6% 25.7% 0.0% 10.1% -13.7% 0 0 0 0.00 155.07 N/A N/A 0 0 0 0 2020-10-20 $27.84 $0.00 46.9% 13.5% 11.8% 28.3% 0.0% 18.1% -6.7% 0 0 0 0.00 161.42 N/A N/A 0 0 0 0 2020-10-21 $27.36 $0.00 34.2% 9.8% 13.1% 20.1% 0.0% 31.2% 1.9% 0 0 0 0.00 130.38 N/A N/A 0 0 0 0 2020-10-22 $27.46 $0.00 48.9% 14.0% 13.2% 29.6% 0.0% -8.8% -16.7% 0 0 0 0.00 136.45 N/A N/A 0 0 0 0 2020-10-23 $27.62 $0.00 45.4% 13.0% 13.3% 27.3% 0.0% 14.0% -32.1% 0 0 0 0.00 130.06 N/A N/A 0 0 0 0 2020-10-26 $27.09 $0.00 47.6% 13.6% 14.3% 28.7% 0.0% 11.1% -19.4% 0 0 0 0.00 145.60 N/A N/A 0 0 0 0 2020-10-27 $26.72 $0.00 45.1% 12.9% 15.0% 27.1% 0.0% 24.4% -7.3% 0 0 0 0.00 130.65 N/A N/A 0 0 0 0 2020-10-28 $25.94 $0.00 38.9% 11.2% 18.0% 23.2% 0.0% 35.6% 13.9% 0 0 0 0.00 127.86 N/A N/A 0 0 0 0 2020-10-29 $26.14 $0.00 56.7% 16.3% 18.3% 34.5% 0.0% -0.1% -14.7% 0 0 0 0.00 133.50 N/A N/A 0 0 0 0 2020-10-30 $25.96 $0.00 65.3% 18.7% 18.1% 40.1% 0.0% -2.4% -26.1% 0 0 0 0.00 145.35 N/A N/A 0 0 0 0
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