DBEU Options History — July 2021 In July 2021, DBEU traded between $33.35 and $34.65. ATM implied volatility averaged 21.2%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 8.1% (HV 20d: 13.2%). Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-07-26 : Highest Volume — 2 contracts2021-07-13 : Largest IV spike — 295.4% change2021-07-13 : Highest IV Rank — 52.9%2021-07-19 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $34.30 $33.35 $34.65 $34.34 $34.53 ATM IV 21.2% 11.0% 45.0% 11.0% 20.6% Expected Move 5.4% 3.2% 10.9% 3.2% 5.9% HV 20d 13.2% 10.0% 15.4% 10.1% 14.3% HV 60d 11.8% 11.0% 12.7% 11.0% 11.6% IV Rank 18.5% 3.8% 52.9% 3.8% 19.7% IV Percentile 31.0% 5.6% 79.8% 5.6% 32.9% Term Structure -3.3% -19.6% 8.5% 5.3% -8.4% Skew 25d 5.5% -1.9% 16.9% 1.6% 0.8% Skew 10d -2.6% -16.2% 12.2% -8.7% -0.9% Call IV 25d 16.7% 7.0% 38.5% 7.4% 21.9% Put IV 25d 22.1% 9.0% 41.0% 9.0% 22.8% Bid-Ask Spread % 128.17 101.25 155.20 113.21 139.40 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 30 0 237 0 218 Net DEX -758 -5.4K 0 0 -5.4K Net VEX -2 -14 0 0 -14 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 0.095 0 2 0 0 Total OI 0.286 0 2 0 2
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 2021-07-01 $34.34 $0.00 11.0% 3.2% 10.1% 3.8% 0.0% 1.6% 5.3% 0 0 0 0.00 113.21 N/A N/A 0 0 0 0 2021-07-02 $34.34 $0.00 21.4% 6.1% 10.1% 11.9% 0.0% 3.7% -11.1% 0 0 0 0.00 123.50 N/A N/A 0 0 0 0 2021-07-06 $34.26 $0.00 18.7% 3.8% 10.0% 9.8% 0.0% 9.6% -1.2% 0 0 0 0.00 119.26 N/A N/A 0 0 0 0 2021-07-07 $34.51 $0.00 34.7% 6.5% 10.4% 22.2% 0.0% 2.9% -2.0% 0 0 0 0.00 155.20 N/A N/A 0 0 0 0 2021-07-08 $33.92 $0.00 22.4% 5.6% 12.0% 13.7% 0.0% 16.9% 3.7% 0 0 0 0.00 131.50 N/A N/A 0 0 0 0 2021-07-09 $34.34 $0.00 21.4% 6.3% 12.9% 20.8% 0.0% 7.5% -9.9% 0 0 0 0.00 101.25 N/A N/A 0 0 0 0 2021-07-12 $34.58 $0.00 11.4% 4.8% 12.9% 7.3% 0.0% 10.1% -5.1% 0 0 0 0.00 106.88 N/A N/A 0 0 0 0 2021-07-13 $34.55 $0.00 45.0% 3.7% 12.9% 52.9% 0.0% 8.0% -1.6% 0 0 0 0.00 120.19 N/A N/A 0 0 0 0 2021-07-14 $34.49 $0.00 13.9% 4.0% 12.8% 10.6% 0.0% -1.2% 3.4% 0 0 0 0.00 142.19 N/A N/A 0 0 0 0 2021-07-15 $34.20 $0.00 19.1% 5.5% 13.1% 17.7% 0.0% 15.1% 2.2% 0 0 0 0.00 145.25 N/A N/A 0 0 0 0 2021-07-16 $34.01 $0.00 20.1% 5.8% 13.1% 19.1% 0.0% 10.5% -3.0% 0 0 0 0.00 121.13 N/A N/A 0 0 0 0 2021-07-19 $33.35 $0.00 38.1% 10.9% 13.9% 43.5% 0.0% 2.5% -19.6% 0 0 0 0.00 148.21 N/A N/A 0 0 0 0 2021-07-20 $33.73 $0.00 23.9% 6.9% 14.4% 24.2% 0.0% 11.7% -7.7% 0 0 0 0.00 138.60 N/A N/A 0 0 0 0 2021-07-21 $34.17 $0.00 18.1% 5.2% 15.3% 16.4% 0.0% 0.5% 2.3% 0 0 0 0.00 130.71 N/A N/A 0 0 0 0 2021-07-22 $34.24 $0.00 24.2% 6.9% 15.2% 24.6% 0.0% -0.1% -13.6% 0 0 0 0.00 116.77 N/A N/A 0 0 0 0 2021-07-23 $34.59 $0.00 13.0% 3.7% 15.4% 9.4% 0.0% 4.9% -6.7% 0 0 0 0.00 119.62 N/A N/A 0 0 0 0 2021-07-26 $34.56 $0.00 15.7% 4.5% 14.5% 13.1% 0.0% 1.6% 4.1% 0 0 0 0.00 125.86 N/A N/A 2 0 0 0 2021-07-27 $34.36 $0.00 20.9% 6.0% 14.5% 20.2% 0.0% -1.9% -6.7% 0 0 0 0.00 117.33 N/A N/A 0 0 0 0 2021-07-28 $34.53 $0.00 15.1% 4.3% 14.6% 12.3% 0.0% 10.5% 8.5% 170 -5.2K -14 0.00 142.46 N/A N/A 0 0 2 0 2021-07-29 $34.65 $0.00 17.0% 4.9% 14.4% 14.9% 0.0% -0.0% -1.2% 237 -5.4K -14 0.00 132.98 N/A N/A 0 0 2 0 2021-07-30 $34.53 $0.00 20.6% 5.9% 14.3% 19.7% 0.0% 0.8% -8.4% 218 -5.4K -14 0.00 139.40 N/A N/A 0 0 2 0
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