DBEU Options History — May 2021 In May 2021, DBEU traded between $33.01 and $34.20. ATM implied volatility averaged 18.8%, placing in the 9.9% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 5.4% (HV 20d: 13.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2021-05-11 : Largest IV spike — 60.5% change2021-05-11 : Highest IV Rank — 19.0%2021-05-11 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $33.69 $33.01 $34.20 $33.52 $34.20 ATM IV 18.8% 10.3% 30.6% 22.3% 10.3% Expected Move 5.1% 2.9% 7.4% 6.4% 2.9% HV 20d 13.4% 10.9% 14.4% 10.9% 13.7% HV 60d 11.3% 10.1% 11.9% 10.1% 11.1% IV Rank 9.9% 3.3% 19.0% 12.6% 3.3% IV Percentile 14.6% 1.6% 38.9% 20.6% 1.6% Term Structure -1.2% -8.8% 9.5% -0.9% -3.6% Skew 25d 4.8% -3.2% 14.6% 5.8% 2.1% Skew 10d 0.4% -11.5% 10.5% 0.5% -4.4% Call IV 25d 16.9% 10.5% 24.1% 23.3% 10.5% Put IV 25d 21.8% 12.2% 37.7% 29.1% 12.6% Bid-Ask Spread % 129.45 112.92 146.20 143.41 123.98 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 535 58 819 484 512 Net DEX -17.2K -20.4K -14.9K -15.4K -18.2K Net VEX -26 -40 0 -38 -21 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6 6 6 6 6
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 2021-05-03 $33.52 $0.00 22.3% 6.4% 10.9% 12.6% 0.0% 5.8% -0.9% 484 -15.4K -38 0.00 143.41 N/A N/A 0 0 6 0 2021-05-04 $33.01 $0.00 25.5% 7.3% 11.3% 15.0% 0.0% 7.1% -4.6% 471 -14.9K -40 0.00 129.76 N/A N/A 0 0 6 0 2021-05-05 $33.56 $0.00 18.7% 5.4% 12.7% 9.8% 0.0% -1.4% -2.2% 448 -15.9K -37 0.00 123.60 N/A N/A 0 0 6 0 2021-05-06 $33.68 $0.00 24.8% 3.0% 12.6% 14.5% 0.0% 2.5% 9.5% 436 -15.6K -39 0.00 127.70 N/A N/A 0 0 6 0 2021-05-07 $33.91 $0.00 22.5% 5.6% 12.8% 12.7% 0.0% 5.6% -8.8% 760 -19.5K -10 0.00 127.32 N/A N/A 0 0 6 0 2021-05-10 $33.68 $0.00 19.1% 5.8% 12.9% 10.1% 0.0% 14.6% -0.3% 819 -19.3K -5 0.00 121.67 N/A N/A 0 0 6 0 2021-05-11 $33.22 $0.00 30.6% 7.4% 14.0% 19.0% 0.0% 13.6% -1.8% 492 -15.0K -38 0.00 136.29 N/A N/A 0 0 6 0 2021-05-12 $33.11 $0.00 21.7% 6.2% 14.0% 12.1% 0.0% 1.9% 5.1% 498 -15.0K -38 0.00 130.64 N/A N/A 0 0 6 0 2021-05-13 $33.42 $0.00 19.4% 5.6% 14.1% 10.4% 0.0% 7.6% -1.1% 486 -15.8K -35 0.00 131.07 N/A N/A 0 0 6 0 2021-05-14 $33.84 $0.00 11.8% 3.4% 14.4% 4.4% 0.0% 11.7% 7.8% 419 -16.5K -34 0.00 116.49 N/A N/A 0 0 6 0 2021-05-17 $33.77 $0.00 15.0% 4.3% 14.3% 7.0% 0.0% -3.2% -0.2% 711 -18.3K -18 0.00 121.66 N/A N/A 0 0 6 0 2021-05-18 $33.72 $0.00 14.2% 4.1% 13.2% 6.3% 0.0% 1.6% 2.7% 468 -16.4K -34 0.00 130.20 N/A N/A 0 0 6 0 2021-05-19 $33.40 $0.00 20.0% 5.7% 13.4% 10.8% 0.0% 5.2% -2.4% 653 -15.8K -31 0.00 129.03 N/A N/A 0 0 6 0 2021-05-20 $33.77 $0.00 15.0% 4.3% 13.9% 7.0% 0.0% 7.3% -4.2% 388 -16.9K -30 0.00 132.54 N/A N/A 0 0 6 0 2021-05-21 $33.90 $0.00 13.7% 3.9% 13.9% 5.9% 0.0% 12.8% -1.4% 730 -19.3K -10 0.00 133.26 N/A N/A 0 0 6 0 2021-05-24 $34.07 $0.00 20.0% 5.7% 14.0% 10.8% 0.0% 1.8% -5.0% 58 -20.4K 0 0.00 133.14 N/A N/A 0 0 6 0 2021-05-25 $33.98 $0.00 13.2% 3.8% 14.1% 5.5% 0.0% 3.1% -3.4% 708 -19.6K -9 0.00 138.07 N/A N/A 0 0 6 0 2021-05-26 $34.03 $0.00 19.7% 5.6% 14.0% 10.5% 0.0% -3.1% -6.7% 565 -18.6K -18 0.00 146.20 N/A N/A 0 0 6 0 2021-05-27 $34.02 $0.00 19.3% 5.5% 14.0% 10.3% 0.0% -0.2% -2.6% 596 -17.3K -25 0.00 112.92 N/A N/A 0 0 6 0 2021-05-28 $34.20 $0.00 10.3% 2.9% 13.7% 3.3% 0.0% 2.1% -3.6% 512 -18.2K -21 0.00 123.98 N/A N/A 0 0 6 0
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