DBEU Options History — June 2021 In June 2021, DBEU traded between $34.09 and $35.12. ATM implied volatility averaged 13.0%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 4.4% (HV 20d: 8.6%). Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2021-06-23 : Highest Volume — 6 contracts2021-06-04 : Largest IV spike — 109.3% change2021-06-04 : Highest IV Rank — 12.7%2021-06-08 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $34.65 $34.09 $35.12 $34.34 $34.09 ATM IV 13.0% 8.4% 22.4% 12.1% 14.5% Expected Move 3.8% 2.4% 5.5% 3.5% 4.2% HV 20d 8.6% 4.9% 13.3% 13.3% 9.8% HV 60d 11.0% 10.7% 11.7% 11.0% 10.9% IV Rank 5.4% 1.8% 12.7% 4.7% 6.6% IV Percentile 8.3% 0.4% 28.2% 3.6% 13.9% Term Structure 0.5% -11.1% 12.3% 4.1% -3.8% Skew 25d 0.7% -6.0% 12.6% 12.6% 5.1% Skew 10d -3.6% -18.1% 17.3% 17.3% -9.1% Call IV 25d 14.5% 6.8% 20.7% 8.5% 7.1% Put IV 25d 15.2% 8.6% 23.2% 21.0% 12.3% Bid-Ask Spread % 115.63 97.36 146.52 112.69 102.09 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 180 0 497 416 0 Net DEX -17.3K -21.1K 0 -18.4K 0 Net VEX -7 -29 0 -21 0 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 0.545 0 6 0 0 Total OI 5.182 0 6 6 0
Daily Data (22 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 2021-06-01 $34.34 $0.00 12.1% 3.5% 13.3% 4.7% 0.0% 12.6% 4.1% 416 -18.4K -21 0.00 112.69 N/A N/A 0 0 6 0 2021-06-02 $34.39 $0.00 8.8% 2.5% 11.8% 2.1% 0.0% 1.9% 0.8% 389 -17.3K -29 0.00 146.52 N/A N/A 0 0 6 0 2021-06-03 $34.38 $0.00 10.7% 3.8% 10.5% 3.6% 0.0% 3.0% 4.3% 358 -17.3K -29 0.00 97.36 N/A N/A 0 0 6 0 2021-06-04 $34.50 $0.00 22.4% 3.5% 10.5% 12.7% 0.0% -4.4% -0.9% 497 -19.2K -15 0.00 109.76 N/A N/A 0 0 6 0 2021-06-07 $34.59 $0.00 15.0% 5.2% 10.3% 6.9% 0.0% -3.0% 0.6% 0 -20.8K 0 0.00 106.68 N/A N/A 0 0 6 0 2021-06-08 $34.66 $0.00 11.5% 5.5% 9.9% 4.2% 0.0% 0.9% -4.8% 430 -20.1K -9 0.00 107.25 N/A N/A 0 0 6 0 2021-06-09 $34.63 $0.00 12.4% 3.6% 8.2% 4.9% 0.0% 3.8% 5.6% 187 -20.7K 0 0.00 117.03 N/A N/A 0 0 6 0 2021-06-10 $34.66 $0.00 9.6% 2.8% 8.0% 2.8% 0.0% -3.1% 3.7% 0 -20.8K 0 0.00 114.44 N/A N/A 0 0 6 0 2021-06-11 $34.90 $0.00 8.4% 2.4% 7.7% 1.8% 0.0% 3.9% 2.3% 0 -20.9K 0 0.00 114.29 N/A N/A 0 0 6 0 2021-06-14 $34.98 $0.00 11.1% 3.2% 6.7% 3.9% 0.0% 1.3% 6.4% 0 -21.0K 0 0.00 113.57 N/A N/A 0 0 6 0 2021-06-15 $35.06 $0.00 10.7% 3.1% 6.5% 3.6% 0.0% 3.3% 2.0% 437 -20.0K -11 0.00 123.65 N/A N/A 0 0 6 0 2021-06-16 $35.12 $0.00 16.7% 4.8% 6.4% 8.3% 0.0% 0.2% 0.4% 0 -21.1K 0 0.00 127.25 N/A N/A 0 0 6 0 2021-06-17 $35.10 $0.00 11.6% 3.3% 4.9% 4.3% 0.0% -1.8% 12.3% 0 -21.1K 0 0.00 112.95 N/A N/A 0 0 6 0 2021-06-18 $34.59 $0.00 17.0% 4.9% 7.0% 8.5% 0.0% -4.1% -11.1% 485 -20.3K 0 0.00 115.40 N/A N/A 0 0 6 0 2021-06-21 $34.82 $0.00 10.3% 3.0% 7.2% 3.3% 0.0% -1.2% 5.4% 157 -20.9K 0 0.00 117.74 N/A N/A 0 0 6 0 2021-06-22 $34.83 $0.00 9.6% 2.7% 7.1% 2.7% 0.0% 0.9% 4.7% 0 -20.9K 0 0.00 119.59 N/A N/A 0 0 6 0 2021-06-23 $34.65 $0.00 12.5% 3.6% 7.3% 5.0% 0.0% 3.6% 1.3% 0 -20.8K 0 0.00 114.29 N/A N/A 6 0 6 0 2021-06-24 $34.94 $0.00 11.2% 3.2% 7.7% 4.0% 0.0% -6.0% -5.0% 268 -19.5K -15 0.00 107.71 N/A N/A 0 0 6 0 2021-06-25 $34.45 $0.00 16.9% 4.9% 9.5% 8.4% 0.0% -1.5% -6.3% 327 -18.4K -22 0.00 120.92 N/A N/A 0 0 6 0 2021-06-28 $34.25 $0.00 13.7% 3.9% 9.6% 5.9% 0.0% 3.8% -1.5% 0 0 0 0.00 130.11 N/A N/A 0 0 0 0 2021-06-29 $34.32 $0.00 18.3% 5.2% 9.5% 9.5% 0.0% -3.9% -9.8% 0 0 0 0.00 112.69 N/A N/A 6 0 0 0 2021-06-30 $34.09 $0.00 14.5% 4.2% 9.8% 6.6% 0.0% 5.1% -3.8% 0 0 0 0.00 102.09 N/A N/A 0 0 0 0
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