DBEU Options History — September 2021

In September 2021, DBEU traded between $33.95 and $35.51. ATM implied volatility averaged 20.6%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 11.5% (HV 20d: 9.1%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2021-09-14: Highest Volume — 1 contracts
2021-09-28: Largest IV spike — 135.4% change
2021-09-28: Highest IV Rank — 42.1%
2021-09-28: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.85	$33.95	$35.51	$35.49	$34.19
Max Pain	$33.00	$33.00	$33.00	$33.00	$33.00
ATM IV	20.6%	13.6%	37.1%	20.1%	23.6%
Expected Move	5.7%	3.2%	10.6%	5.8%	6.8%
HV 20d	9.1%	5.7%	14.3%	5.8%	14.1%
HV 60d	11.0%	10.2%	12.1%	10.6%	12.0%
IV Rank	19.8%	10.3%	42.1%	19.1%	23.8%
IV Percentile	41.6%	15.1%	77.8%	38.9%	58.7%
Term Structure	-3.3%	-21.6%	9.1%	1.1%	1.5%
VWIV	27.0%	27.0%	27.0%	27.0%	27.0%
Skew 25d	3.4%	-13.5%	15.9%	0.7%	-13.5%
Skew 10d	-1.5%	-21.5%	9.2%	-0.6%	-12.5%
Call IV 25d	20.0%	10.4%	37.3%	26.9%	37.3%
Put IV 25d	23.4%	15.6%	35.1%	27.5%	23.8%
Bid-Ask Spread %	136.24	117.00	163.54	141.41	147.87
Gamma HHI	0.57	0.50	1.00	0.50	0.50
Net GEX	359	212	521	394	401
Net DEX	-8.1K	-9.9K	-4.8K	-8.8K	-6.3K
Net VEX	-13	-17	-5	-13	-17
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	1	0	0
Total OI	2.952	2	4	3	3

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2021-09-01	$35.49	$0.00	20.1%	5.8%	5.8%	19.1%	0.0%	0.7%	1.1%	394	-8.8K	-13	141.41	N/A	N/A	0	3
2021-09-02	$35.51	$33.00	19.6%	3.8%	5.7%	18.4%	0.0%	-0.9%	-1.5%	354	-8.9K	-13	131.46	N/A	N/A	0	3
2021-09-03	$35.37	$33.00	19.3%	5.6%	5.9%	18.0%	0.0%	4.3%	-4.6%	333	-8.5K	-15	126.99	N/A	N/A	0	3
2021-09-07	$35.41	$33.00	22.8%	3.2%	5.8%	22.8%	0.0%	5.2%	5.3%	299	-9.0K	-13	124.84	N/A	N/A	0	3
2021-09-08	$35.14	$33.00	19.4%	5.6%	6.2%	18.2%	0.0%	9.3%	-2.8%	285	-8.1K	-17	127.77	N/A	N/A	0	3
2021-09-09	$34.93	$33.00	13.6%	3.9%	6.4%	10.3%	0.0%	5.8%	-3.6%	336	-8.6K	-14	126.26	N/A	N/A	0	3
2021-09-10	$34.85	$33.00	19.7%	5.7%	6.3%	18.6%	0.0%	5.1%	-9.4%	389	-8.7K	-13	133.24	N/A	N/A	0	3
2021-09-13	$35.02	$33.00	17.0%	4.9%	6.6%	14.8%	0.0%	3.0%	-5.4%	408	-9.6K	-7	124.63	N/A	N/A	0	3
2021-09-14	$35.00	$33.00	14.4%	4.1%	6.5%	11.4%	27.0%	-3.7%	-2.4%	314	-9.0K	-12	126.64	N/A	N/A	1	3
2021-09-15	$34.91	$33.00	19.6%	5.6%	6.5%	18.4%	0.0%	15.9%	-3.6%	396	-8.3K	-14	148.02	N/A	N/A	1	3
2021-09-16	$35.09	$33.00	14.2%	4.1%	6.8%	11.1%	0.0%	1.8%	9.1%	411	-9.9K	-5	143.02	N/A	N/A	0	3
2021-09-17	$34.69	$33.00	18.6%	5.3%	7.4%	17.0%	0.0%	3.4%	-2.6%	521	-9.1K	-8	137.16	N/A	N/A	0	4
2021-09-20	$33.95	$33.00	23.9%	6.9%	10.4%	24.3%	0.0%	5.0%	-5.2%	390	-7.0K	-16	135.82	N/A	N/A	0	3
2021-09-21	$34.44	$33.00	25.9%	7.4%	11.7%	27.0%	0.0%	1.5%	-2.9%	297	-8.0K	-14	163.54	N/A	N/A	0	3
2021-09-22	$34.84	$33.00	23.6%	6.8%	12.5%	23.8%	0.0%	2.4%	-3.3%	340	-8.2K	-14	145.75	N/A	N/A	0	3
2021-09-23	$35.07	$33.00	22.4%	6.4%	12.8%	22.2%	0.0%	15.6%	-5.8%	354	-8.4K	-13	117.00	N/A	N/A	0	3
2021-09-24	$34.83	$33.00	23.7%	6.8%	13.0%	23.9%	0.0%	0.5%	-4.4%	372	-8.1K	-14	126.11	N/A	N/A	0	3
2021-09-27	$34.75	$0.00	15.8%	4.5%	12.8%	13.2%	0.0%	3.8%	-4.0%	228	-5.5K	-11	133.50	N/A	N/A	0	2
2021-09-28	$34.14	$0.00	37.1%	10.6%	14.1%	42.1%	0.0%	5.6%	-21.6%	212	-4.8K	-13	143.71	N/A	N/A	0	2
2021-09-29	$34.32	$0.00	19.1%	5.5%	14.3%	17.8%	0.0%	0.8%	-2.9%	499	-6.8K	-15	156.25	N/A	N/A	0	3
2021-09-30	$34.19	$0.00	23.6%	6.8%	14.1%	23.8%	0.0%	-13.5%	1.5%	401	-6.3K	-17	147.87	N/A	N/A	0	3