DBEU Options History — February 2021 In February 2021, DBEU traded between $30.31 and $31.44. ATM implied volatility averaged 22.3%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 7.4% (HV 20d: 14.9%). 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 7 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-02-24 : Highest Volume — 12 contracts2021-02-04 : Largest IV spike — 94.4% change2021-02-01 : Highest IV Rank — 29.4%2021-02-01 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $30.92 $30.31 $31.44 $30.31 $30.69 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 22.3% 9.4% 48.7% 48.7% 23.2% Expected Move 6.4% 3.0% 14.0% 14.0% 6.7% HV 20d 14.9% 13.9% 16.1% 16.1% 13.9% HV 60d 13.0% 12.2% 14.9% 14.9% 12.6% IV Rank 12.5% 4.3% 29.4% 29.4% 13.1% IV Percentile 9.2% 0.4% 65.9% 65.9% 9.1% Term Structure -0.3% -7.6% 10.2% -7.6% -4.3% VWIV 22.7% 22.7% 22.7% 22.7% 22.7% Skew 25d 3.8% -11.3% 12.2% 6.2% 4.6% Skew 10d 0.4% -10.9% 7.5% -7.3% 7.5% Call IV 25d 22.9% 12.1% 55.4% 47.1% 24.4% Put IV 25d 26.8% 14.3% 53.3% 53.3% 29.0% Bid-Ask Spread % 141.36 118.18 170.34 146.00 158.87 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 878 399 1.3K 577 658 Net DEX -13.2K -19.5K -9.9K -9.9K -13.7K Net VEX -29 -76 -16 -24 -74 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 1.053 0 12 0 0 Total OI 6.789 6 11 6 11
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 2021-02-01 $30.31 $30.00 48.7% 14.0% 16.1% 29.4% 0.0% 6.2% -7.6% 577 -9.9K -24 0.00 146.00 N/A N/A 0 0 6 0 2021-02-02 $30.62 $30.00 30.5% 8.7% 15.5% 17.8% 0.0% -11.3% 10.2% 685 -10.8K -24 0.00 162.44 N/A N/A 0 0 6 0 2021-02-03 $30.70 $30.00 10.3% 3.0% 15.5% 4.9% 0.0% 1.2% 7.5% 1.3K -13.6K -20 0.00 132.07 N/A N/A 0 0 6 0 2021-02-04 $30.81 $0.00 20.1% 6.1% 15.1% 11.1% 0.0% 7.3% -6.4% 1.1K -13.8K -19 0.00 118.18 N/A N/A 0 0 6 0 2021-02-05 $30.78 $0.00 21.1% 4.9% 14.8% 11.8% 0.0% 10.0% -3.8% 1.1K -12.8K -21 0.00 120.77 N/A N/A 0 0 6 0 2021-02-08 $30.88 $0.00 21.5% 4.6% 14.8% 12.0% 0.0% 3.5% -3.2% 1.1K -14.5K -17 0.00 137.81 N/A N/A 0 0 6 0 2021-02-09 $30.93 $0.00 9.4% 4.9% 14.6% 4.3% 0.0% 10.8% 1.2% 856 -14.9K -16 0.00 127.05 N/A N/A 0 0 6 0 2021-02-10 $30.74 $0.00 17.4% 5.0% 14.7% 9.4% 0.0% 5.9% 2.9% 1.3K -12.5K -19 0.00 129.31 N/A N/A 0 0 6 0 2021-02-11 $30.95 $0.00 13.6% 3.9% 14.9% 7.0% 0.0% -4.7% 8.9% 1.0K -13.1K -19 0.00 123.45 N/A N/A 6 0 6 0 2021-02-12 $31.14 $0.00 22.7% 6.5% 14.9% 12.8% 0.0% 7.0% 2.5% 1.2K -19.5K -32 0.00 122.59 N/A N/A 0 0 9 0 2021-02-16 $31.44 $0.00 24.0% 6.9% 14.8% 13.6% 0.0% 2.6% -3.0% 715 -13.5K -25 0.00 160.68 N/A N/A 0 0 6 0 2021-02-17 $31.34 $0.00 23.8% 6.8% 14.8% 13.5% 0.0% 2.1% -2.2% 819 -13.3K -25 0.00 155.75 N/A N/A 0 0 6 0 2021-02-18 $31.09 $0.00 23.6% 6.8% 15.0% 13.4% 0.0% 2.9% -3.5% 817 -12.6K -26 0.00 160.96 N/A N/A 0 0 6 0 2021-02-19 $31.10 $0.00 21.9% 6.3% 15.0% 12.3% 0.0% 3.4% -2.6% 798 -12.7K -26 0.00 161.01 N/A N/A 0 0 6 0 2021-02-22 $30.98 $0.00 24.5% 7.0% 15.0% 14.0% 0.0% 7.0% -5.0% 871 -12.6K -25 0.00 147.04 N/A N/A 0 0 6 0 2021-02-23 $30.99 $0.00 22.3% 6.4% 14.8% 12.5% 22.7% 0.6% -4.0% 825 -12.2K -26 0.00 126.94 N/A N/A 0 2 6 0 2021-02-24 $31.19 $30.00 22.0% 6.3% 14.9% 12.4% 0.0% 12.2% 10.0% 399 -10.5K -31 0.00 124.61 N/A N/A 12 0 6 2 2021-02-25 $30.78 $30.00 23.1% 6.6% 14.0% 13.1% 0.0% 1.7% -3.0% 428 -14.2K -76 0.00 170.34 N/A N/A 0 0 9 2 2021-02-26 $30.69 $30.00 23.2% 6.7% 13.9% 13.1% 0.0% 4.6% -4.3% 658 -13.7K -74 0.00 158.87 N/A N/A 0 0 9 2
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