DBEU Options History — November 2020 In November 2020, DBEU traded between $26.43 and $30.05. ATM implied volatility averaged 38.0%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 15.3% (HV 20d: 22.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-11-30 : Highest Volume — 13 contracts2020-11-18 : Largest IV spike — 101.1% change2020-11-02 : Highest IV Rank — 36.7%2020-11-02 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $29.05 $26.43 $30.05 $26.43 $29.71 ATM IV 38.0% 18.9% 60.1% 60.1% 42.9% Expected Move 10.0% 5.4% 17.2% 17.2% 12.3% HV 20d 22.7% 17.4% 25.7% 19.0% 18.0% HV 60d 18.7% 17.1% 19.4% 17.1% 17.8% IV Rank 22.6% 10.4% 36.7% 36.7% 25.7% IV Percentile 30.8% 1.6% 74.6% 74.6% 40.9% Term Structure -4.4% -22.4% 22.2% -22.4% -10.9% Skew 25d 3.1% -22.4% 22.6% -1.3% 2.2% Skew 10d -6.3% -34.8% 18.6% -34.8% 5.7% Call IV 25d 35.0% 13.3% 60.9% 44.8% 47.6% Put IV 25d 38.0% 22.3% 51.6% 43.5% 49.8% Bid-Ask Spread % 147.89 128.88 165.62 151.89 158.71 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% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.65 0 13 0 13 Total OI 0 0 0 0 0
Daily Data (20 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 2020-11-02 $26.43 $0.00 60.1% 17.2% 19.0% 36.7% 0.0% -1.3% -22.4% 0 0 0 0.00 151.89 N/A N/A 0 0 0 0 2020-11-03 $27.15 $0.00 51.0% 14.6% 21.6% 30.9% 0.0% -22.4% -17.1% 0 0 0 0.00 144.79 N/A N/A 0 0 0 0 2020-11-04 $27.48 $0.00 54.4% 15.6% 21.9% 33.1% 0.0% -6.2% -7.3% 0 0 0 0.00 135.92 N/A N/A 0 0 0 0 2020-11-05 $27.79 $0.00 55.3% 11.0% 22.0% 33.6% 0.0% 7.3% -3.4% 0 0 0 0.00 161.48 N/A N/A 0 0 0 0 2020-11-06 $27.93 $0.00 43.4% 9.9% 22.1% 26.0% 0.0% 7.2% 1.2% 0 0 0 0.00 136.58 N/A N/A 0 0 0 0 2020-11-09 $28.90 $0.00 50.3% 9.9% 25.2% 30.5% 0.0% -3.0% -13.4% 0 0 0 0.00 137.73 N/A N/A 0 0 0 0 2020-11-10 $29.28 $0.00 51.4% 8.9% 25.4% 31.2% 0.0% 5.9% 1.7% 0 0 0 0.00 136.58 N/A N/A 0 0 0 0 2020-11-11 $29.51 $0.00 29.3% 8.4% 25.3% 17.1% 0.0% -6.4% -5.7% 0 0 0 0.00 128.88 N/A N/A 0 0 0 0 2020-11-12 $29.12 $0.00 35.5% 10.2% 25.4% 21.0% 0.0% 1.7% -20.0% 0 0 0 0.00 139.16 N/A N/A 0 0 0 0 2020-11-13 $29.52 $0.00 28.3% 8.1% 25.7% 16.4% 0.0% 9.8% 3.1% 0 0 0 0.00 135.00 N/A N/A 0 0 0 0 2020-11-16 $29.69 $0.00 33.1% 9.5% 25.3% 19.5% 0.0% 11.2% -12.9% 0 0 0 0.00 141.59 N/A N/A 0 0 0 0 2020-11-17 $29.66 $0.00 19.6% 5.6% 25.3% 10.8% 0.0% 22.6% 3.2% 0 0 0 0.00 140.02 N/A N/A 0 0 0 0 2020-11-18 $29.59 $0.00 39.4% 11.3% 24.2% 23.5% 0.0% 10.7% -4.9% 0 0 0 0.00 164.43 N/A N/A 0 0 0 0 2020-11-19 $29.71 $0.00 18.9% 5.4% 24.2% 10.4% 0.0% 3.0% 22.2% 0 0 0 0.00 147.30 N/A N/A 0 0 0 0 2020-11-20 $29.72 $0.00 25.1% 7.2% 24.3% 14.4% 0.0% 16.5% -0.3% 0 0 0 0.00 155.63 N/A N/A 0 0 0 0 2020-11-23 $29.72 $0.00 25.4% 7.3% 22.8% 14.5% 0.0% 1.6% 15.4% 0 0 0 0.00 154.13 N/A N/A 0 0 0 0 2020-11-24 $29.97 $0.00 35.1% 10.1% 21.7% 20.7% 0.0% -8.6% -13.2% 0 0 0 0.00 160.46 N/A N/A 0 0 0 0 2020-11-25 $29.98 $0.00 33.3% 9.5% 17.4% 19.6% 0.0% -8.4% 3.4% 0 0 0 0.00 161.86 N/A N/A 0 0 0 0 2020-11-27 $30.05 $0.00 27.8% 8.0% 17.5% 16.0% 0.0% 18.3% -6.3% 0 0 0 0.00 165.62 N/A N/A 0 0 0 0 2020-11-30 $29.71 $0.00 42.9% 12.3% 18.0% 25.7% 0.0% 2.2% -10.9% 0 0 0 0.00 158.71 N/A N/A 13 0 0 0
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