DBEU Options History — January 2021 In January 2021, DBEU traded between $29.76 and $31.17. ATM implied volatility averaged 41.7%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 28.9% (HV 20d: 12.7%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-01-13 : Highest Volume — 6 contracts2021-01-27 : Largest IV spike — 283.2% change2021-01-27 : Highest IV Rank — 49.3%2021-01-27 : Largest Expected Move — 22.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.74 $29.76 $31.17 $30.34 $29.76 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 41.7% 18.3% 79.8% 47.6% 46.7% Expected Move 10.2% 5.2% 22.9% 7.7% 13.4% HV 20d 12.7% 11.0% 15.2% 12.8% 15.2% HV 60d 16.5% 14.4% 17.3% 17.3% 15.4% IV Rank 24.9% 10.0% 49.3% 28.7% 28.1% IV Percentile 39.6% 1.6% 93.3% 60.7% 61.1% Term Structure -3.7% -36.9% 24.1% 8.3% -11.3% VWIV 43.3% 43.3% 43.3% 43.3% 43.3% Skew 25d -0.9% -48.5% 25.6% 9.0% -13.9% Skew 10d 5.6% -26.7% 33.2% 33.2% -4.0% Call IV 25d 38.5% 11.0% 78.7% 17.7% 78.7% Put IV 25d 37.6% 15.5% 82.2% 26.7% 64.8% Bid-Ask Spread % 159.66 120.63 188.29 148.42 171.70 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.5K 419 3.2K 2.1K 467 Net DEX -23.8K -51.0K -8.8K -28.3K -8.8K Net VEX -31 -46 -25 -46 -25 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 0.316 0 6 0 0 Total OI 11.579 6 19 16 6
Daily Data (19 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 2021-01-04 $30.34 $0.00 47.6% 7.7% 12.8% 28.7% 0.0% 9.0% 8.3% 2.1K -28.3K -46 0.00 148.42 N/A N/A 0 0 16 0 2021-01-05 $30.48 $0.00 32.1% 6.8% 12.5% 18.8% 0.0% 11.5% 7.6% 2.1K -28.7K -45 0.00 145.87 N/A N/A 0 0 16 0 2021-01-06 $30.80 $0.00 52.2% 8.6% 12.8% 31.7% 0.0% 23.6% -5.6% 2.0K -31.0K -43 0.00 159.40 N/A N/A 0 0 16 0 2021-01-07 $31.02 $0.00 45.6% 7.0% 12.9% 27.5% 0.0% -1.5% -7.5% 3.2K -34.9K -37 0.00 137.93 N/A N/A 0 0 16 0 2021-01-08 $31.17 $0.00 39.9% 10.6% 13.0% 23.8% 0.0% 25.6% -6.5% 2.3K -35.4K -37 0.00 153.93 N/A N/A 0 0 16 0 2021-01-11 $30.96 $0.00 28.4% 8.4% 13.3% 16.5% 0.0% 18.6% -2.7% 2.9K -35.9K -32 0.00 140.38 N/A N/A 0 0 16 0 2021-01-12 $30.87 $0.00 74.7% 9.3% 13.2% 46.0% 0.0% 10.9% -11.3% 2.1K -31.6K -32 0.00 152.08 N/A N/A 0 0 16 0 2021-01-13 $30.90 $0.00 27.3% 7.8% 13.1% 15.7% 43.3% -10.5% -0.1% 2.4K -32.7K -28 0.00 153.45 N/A N/A 6 0 16 0 2021-01-14 $31.07 $30.00 25.4% 7.3% 12.9% 14.5% 0.0% -5.6% 24.1% 3.0K -42.9K -34 0.00 142.91 N/A N/A 0 0 19 0 2021-01-15 $30.76 $30.00 38.8% 11.1% 13.4% 23.1% 0.0% -8.3% 0.7% 505 -51.0K -29 0.00 120.63 N/A N/A 0 0 19 0 2021-01-19 $30.87 $30.00 39.3% 11.3% 13.5% 23.4% 0.0% 3.1% -6.2% 507 -11.3K -28 0.00 179.24 N/A N/A 0 0 6 0 2021-01-20 $31.05 $30.00 38.8% 11.1% 12.3% 23.1% 0.0% 3.0% -5.2% 531 -11.7K -27 0.00 183.12 N/A N/A 0 0 6 0 2021-01-21 $30.99 $30.00 28.4% 8.1% 11.0% 16.4% 0.0% -20.3% -2.1% 797 -12.5K -25 0.00 172.14 N/A N/A 0 0 6 0 2021-01-22 $30.88 $30.00 18.3% 5.2% 11.1% 10.0% 0.0% 2.3% -2.1% 940 -12.4K -26 0.00 175.95 N/A N/A 0 0 6 0 2021-01-25 $30.68 $30.00 42.3% 12.1% 11.2% 25.3% 0.0% -10.4% -8.3% 479 -10.8K -26 0.00 188.29 N/A N/A 0 0 6 0 2021-01-26 $30.79 $30.00 20.8% 6.0% 11.2% 11.6% 0.0% -16.9% 3.5% 714 -12.0K -25 0.00 158.29 N/A N/A 0 0 6 0 2021-01-27 $30.21 $30.00 79.8% 22.9% 13.0% 49.3% 0.0% 10.2% -36.9% 419 -10.2K -26 0.00 186.71 N/A N/A 0 0 6 0 2021-01-28 $30.41 $30.00 65.0% 18.6% 13.1% 39.9% 0.0% -48.5% -8.4% 453 -10.5K -25 0.00 163.17 N/A N/A 0 0 6 0 2021-01-29 $29.76 $30.00 46.7% 13.4% 15.2% 28.1% 0.0% -13.9% -11.3% 467 -8.8K -25 0.00 171.70 N/A N/A 0 0 6 0
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