DBEU Options History — March 2021 In March 2021, DBEU traded between $30.93 and $32.49. ATM implied volatility averaged 21.2%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 11.2% (HV 20d: 10.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 7 of 23 days.
Notable Days 2021-03-09 : Largest IV spike — 305.5% change2021-03-02 : Highest IV Rank — 17.5%2021-03-08 : Largest Expected Move — 38.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.83 $30.93 $32.49 $31.12 $32.41 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 21.2% 6.0% 30.1% 26.8% 27.7% Expected Move 7.4% 3.5% 38.2% 7.7% 7.9% HV 20d 10.0% 7.4% 12.0% 12.0% 7.4% HV 60d 12.4% 11.4% 12.9% 12.8% 11.4% IV Rank 11.5% 2.2% 17.5% 15.4% 16.8% IV Percentile 9.3% 0.4% 22.6% 14.7% 22.6% Term Structure -7.0% -112.8% 6.8% -5.8% -10.0% Skew 25d 6.8% -12.0% 48.9% 6.9% -12.0% Skew 10d -0.0% -15.0% 10.4% 8.2% -1.9% Call IV 25d 24.7% 8.2% 138.0% 27.2% 28.4% Put IV 25d 31.5% 12.5% 186.9% 34.1% 16.5% Bid-Ask Spread % 130.23 110.26 184.17 158.64 120.67 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 717 -64 1.1K 536 1.1K Net DEX -18.8K -22.7K -13.2K -15.7K -15.5K Net VEX -57 -73 -31 -73 -31 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 9.913 6 11 11 6
Daily Data (23 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 2021-03-01 $31.12 $30.00 26.8% 7.7% 12.0% 15.4% 0.0% 6.9% -5.8% 536 -15.7K -73 0.00 158.64 N/A N/A 0 0 9 2 2021-03-02 $31.20 $30.00 30.1% 8.6% 10.5% 17.5% 0.0% 2.8% -7.7% 571 -15.2K -70 0.00 148.14 N/A N/A 0 0 9 2 2021-03-03 $31.11 $30.00 24.6% 7.0% 10.0% 14.0% 0.0% 4.1% -5.8% 607 -15.9K -72 0.00 159.46 N/A N/A 0 0 9 2 2021-03-04 $30.93 $30.00 29.0% 6.1% 10.3% 16.8% 0.0% 3.2% -4.3% 569 -15.0K -72 0.00 143.00 N/A N/A 0 0 9 2 2021-03-05 $31.22 $30.00 28.2% 5.5% 10.7% 16.3% 0.0% 9.2% 3.3% 603 -16.1K -70 0.00 130.22 N/A N/A 0 0 9 2 2021-03-08 $31.43 $30.00 6.0% 38.2% 10.9% 2.2% 0.0% 48.9% -112.8% -64 -16.6K -69 0.00 184.17 N/A N/A 0 0 9 2 2021-03-09 $31.70 $30.00 24.4% 6.2% 11.2% 13.9% 0.0% 16.0% -4.8% 407 -18.7K -65 0.00 111.07 N/A N/A 0 0 9 2 2021-03-10 $31.84 $30.00 17.2% 4.9% 11.2% 9.3% 0.0% 5.4% -1.6% 860 -19.5K -61 0.00 119.85 N/A N/A 0 0 9 2 2021-03-11 $31.93 $30.00 19.9% 5.7% 10.9% 11.0% 0.0% 8.5% 4.3% 740 -20.1K -62 0.00 110.26 N/A N/A 0 0 9 2 2021-03-12 $32.03 $30.00 25.8% 7.4% 10.7% 14.8% 0.0% 9.8% 0.5% 622 -20.0K -62 0.00 115.69 N/A N/A 0 0 9 2 2021-03-15 $31.99 $30.00 18.5% 5.3% 10.7% 10.1% 0.0% 4.8% -1.6% 846 -21.0K -57 0.00 113.73 N/A N/A 0 0 9 2 2021-03-16 $32.12 $30.00 18.9% 5.4% 10.3% 10.4% 0.0% 4.4% 3.7% 866 -21.3K -51 0.00 130.59 N/A N/A 0 0 9 2 2021-03-17 $32.14 $30.00 21.8% 6.2% 10.1% 12.2% 0.0% 0.2% -7.7% 888 -22.1K -54 0.00 140.82 N/A N/A 0 0 9 2 2021-03-18 $31.93 $30.00 20.8% 6.0% 10.0% 11.6% 0.0% 8.9% -1.3% 794 -20.3K -57 0.00 121.08 N/A N/A 0 0 9 2 2021-03-19 $32.01 $30.00 17.2% 4.9% 10.0% 7.3% 0.0% 6.6% 5.8% 922 -21.4K -54 0.00 119.81 N/A N/A 0 0 9 2 2021-03-22 $32.00 $30.00 22.5% 6.4% 9.8% 10.7% 0.0% 5.0% 3.7% 758 -22.7K -49 0.00 146.99 N/A N/A 0 0 9 0 2021-03-23 $31.81 $30.00 12.2% 3.5% 10.2% 4.0% 0.0% 1.3% 6.8% 940 -22.0K -50 0.00 119.72 N/A N/A 0 0 9 0 2021-03-24 $31.86 $30.00 22.7% 6.5% 10.0% 11.9% 0.0% 7.4% -5.7% 976 -21.0K -54 0.00 120.62 N/A N/A 0 0 9 0 2021-03-25 $32.08 $30.00 18.7% 5.4% 8.6% 9.1% 0.0% 16.9% -1.4% 807 -22.0K -52 0.00 121.17 N/A N/A 0 0 9 0 2021-03-26 $32.30 $30.00 20.2% 5.8% 8.6% 11.0% 0.0% -1.4% -4.4% 802 -21.8K -50 0.00 124.96 N/A N/A 0 0 9 0 2021-03-29 $32.37 $0.00 20.4% 5.8% 7.4% 11.1% 0.0% 7.0% -9.9% 497 -13.2K -48 0.00 111.77 N/A N/A 0 0 6 0 2021-03-30 $32.49 $0.00 13.9% 4.0% 7.5% 6.1% 0.0% -7.2% -5.3% 881 -15.3K -34 0.00 122.99 N/A N/A 0 0 6 0 2021-03-31 $32.41 $0.00 27.7% 7.9% 7.4% 16.8% 0.0% -12.0% -10.0% 1.1K -15.5K -31 0.00 120.67 N/A N/A 0 0 6 0
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