DBEU Options History — April 2021 In April 2021, DBEU traded between $32.72 and $33.62. ATM implied volatility averaged 17.0%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 6.5% (HV 20d: 10.6%). Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-04-13 : Highest Volume — 12 contracts2021-04-12 : Largest IV spike — 244.6% change2021-04-12 : Highest IV Rank — 24.1%2021-04-01 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $33.21 $32.72 $33.62 $32.72 $33.16 ATM IV 17.0% 9.0% 37.1% 21.5% 12.2% Expected Move 4.5% 2.7% 6.2% 6.2% 3.5% HV 20d 10.6% 7.3% 12.0% 7.3% 11.7% HV 60d 11.5% 9.7% 12.3% 11.5% 9.9% IV Rank 8.5% 2.3% 24.1% 12.0% 4.8% IV Percentile 8.0% 0.4% 46.4% 10.7% 3.6% Term Structure 0.9% -8.8% 7.2% -8.8% -0.6% Skew 25d 2.7% -9.9% 11.7% -9.9% 3.4% Skew 10d 0.5% -11.8% 16.1% -5.3% 1.6% Call IV 25d 15.3% 6.5% 24.2% 24.2% 16.6% Put IV 25d 18.0% 12.5% 26.8% 14.3% 20.0% Bid-Ask Spread % 129.31 114.70 155.65 122.72 124.31 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 573 0 1.1K 465 520 Net DEX -16.4K -20.0K -14.5K -14.5K -16.1K Net VEX -31 -47 0 -47 -34 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 0.571 0 12 0 0 Total OI 6 6 6 6 6
Daily Data (21 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 2021-04-01 $32.72 $0.00 21.5% 6.2% 7.3% 12.0% 0.0% -9.9% -8.8% 465 -14.5K -47 0.00 122.72 N/A N/A 0 0 6 0 2021-04-05 $33.25 $0.00 19.5% 2.7% 8.4% 10.4% 0.0% 2.6% -0.3% 480 -15.3K -43 0.00 124.21 N/A N/A 0 0 6 0 2021-04-06 $32.82 $0.00 9.0% 5.2% 10.0% 2.3% 0.0% 6.8% 2.8% 677 -15.1K -38 0.00 133.50 N/A N/A 0 0 6 0 2021-04-07 $32.94 $0.00 21.1% 5.2% 9.8% 11.7% 0.0% 2.4% -0.6% 1.1K -17.3K -23 0.00 139.78 N/A N/A 0 0 6 0 2021-04-08 $33.09 $0.00 14.7% 5.2% 9.8% 6.7% 0.0% 6.4% 2.9% 496 -15.6K -40 0.00 137.16 N/A N/A 0 0 6 0 2021-04-09 $33.16 $0.00 10.8% 3.0% 9.8% 3.7% 0.0% 0.8% 4.4% 0 -19.9K 0 0.00 127.78 N/A N/A 0 0 6 0 2021-04-12 $33.00 $0.00 37.1% 4.8% 10.0% 24.1% 0.0% -1.0% 1.7% 574 -15.3K -40 0.00 130.65 N/A N/A 0 0 6 0 2021-04-13 $33.07 $0.00 21.9% 4.0% 10.0% 12.3% 0.0% 1.5% 3.3% 572 -15.2K -39 0.00 117.67 N/A N/A 12 0 6 0 2021-04-14 $33.02 $0.00 17.1% 4.9% 10.0% 8.6% 0.0% 1.5% 0.9% 919 -17.5K -21 0.00 135.46 N/A N/A 0 0 6 0 2021-04-15 $33.30 $0.00 10.1% 2.9% 10.3% 3.1% 0.0% -2.0% 7.2% 0 -20.0K 0 0.00 114.70 N/A N/A 0 0 6 0 2021-04-16 $33.62 $0.00 15.4% 4.4% 10.2% 7.2% 0.0% 7.5% -3.8% 530 -16.8K -33 0.00 155.65 N/A N/A 0 0 6 0 2021-04-19 $33.47 $0.00 20.9% 6.0% 10.5% 11.5% 0.0% 0.3% 0.4% 481 -16.0K -38 0.00 125.99 N/A N/A 0 0 6 0 2021-04-20 $32.99 $0.00 17.2% 4.9% 12.0% 8.7% 0.0% 9.0% 2.2% 602 -15.1K -38 0.00 125.11 N/A N/A 0 0 6 0 2021-04-21 $33.28 $0.00 17.2% 4.9% 11.9% 8.6% 0.0% 9.4% 1.9% 764 -17.0K -28 0.00 126.70 N/A N/A 0 0 6 0 2021-04-22 $33.28 $0.00 13.4% 3.8% 12.0% 5.7% 0.0% 11.7% 3.4% 671 -16.3K -32 0.00 123.94 N/A N/A 0 0 6 0 2021-04-23 $33.41 $0.00 11.7% 3.3% 11.8% 4.4% 0.0% 4.4% 7.0% 409 -14.8K -44 0.00 118.69 N/A N/A 0 0 6 0 2021-04-26 $33.43 $0.00 18.9% 5.4% 11.7% 9.9% 0.0% 3.4% -4.6% 715 -16.9K -28 0.00 136.40 N/A N/A 0 0 6 0 2021-04-27 $33.47 $0.00 12.2% 3.5% 11.7% 4.8% 0.0% -1.2% 3.5% 699 -16.3K -30 0.00 130.58 N/A N/A 0 0 6 0 2021-04-28 $33.45 $0.00 19.3% 5.5% 11.7% 10.3% 0.0% -1.3% -2.3% 866 -17.6K -22 0.00 134.29 N/A N/A 0 0 6 0 2021-04-29 $33.42 $0.00 16.6% 4.8% 11.7% 8.2% 0.0% 0.4% -1.4% 523 -16.6K -33 0.00 130.20 N/A N/A 0 0 6 0 2021-04-30 $33.16 $0.00 12.2% 3.5% 11.7% 4.8% 0.0% 3.4% -0.6% 520 -16.1K -34 0.00 124.31 N/A N/A 0 0 6 0
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