DBEU Options History — November 2021 In November 2021, DBEU traded between $34.73 and $36.65. ATM implied volatility averaged 20.1%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 13.3% (HV 20d: 6.8%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.02.
Notable Days 2021-11-03 : Highest Volume — 5 contracts2021-11-23 : Largest IV spike — 72.7% change2021-11-24 : Highest IV Rank — 37.5%2021-11-24 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $36.08 $34.73 $36.65 $35.82 $34.73 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 20.1% 9.1% 33.7% 9.1% 26.3% Expected Move 5.5% 2.6% 9.7% 2.6% 7.5% HV 20d 6.8% 4.5% 13.2% 7.5% 13.2% HV 60d 10.5% 10.1% 12.3% 10.2% 12.3% IV Rank 19.0% 4.1% 37.5% 4.1% 27.4% IV Percentile 47.6% 2.0% 85.7% 2.0% 77.4% Term Structure -4.0% -16.0% 8.7% -0.5% -9.8% VWIV 24.7% 16.1% 35.1% 16.1% 35.1% Skew 25d 3.3% -11.2% 13.4% -2.3% 7.6% Skew 10d -0.9% -17.7% 10.7% -2.4% -4.1% Call IV 25d 18.8% 9.1% 35.1% 15.7% 32.0% Put IV 25d 22.1% 10.3% 41.1% 13.4% 39.5% Bid-Ask Spread % 129.15 112.07 155.68 116.76 132.89 Gamma HHI 0.52 0.35 0.67 0.51 0.54 Net GEX 635 247 964 460 362 Net DEX -11.7K -14.5K -7.5K -10.2K -7.6K Net VEX -12 -15 -3 -3 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.33 0.00 0.33 Total Volume 4.333 3 5 3 4 Total OI 4.19 3 5 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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-11-01 $35.82 $35.00 9.1% 2.6% 7.5% 4.1% 16.1% -2.3% -0.5% 460 -10.2K -3 0.00 116.76 N/A N/A 3 0 3 0 2021-11-02 $35.93 $35.00 14.3% 4.1% 7.2% 11.3% 23.4% 11.3% 1.9% 496 -9.4K -8 0.00 124.28 N/A N/A 4 0 3 0 2021-11-03 $36.17 $35.00 23.3% 6.7% 6.6% 23.5% 24.2% -10.6% -5.5% 470 -12.0K -12 0.00 123.84 N/A N/A 5 0 4 0 2021-11-04 $36.23 $0.00 20.5% 4.5% 6.3% 19.6% 0.0% -4.6% 8.7% 807 -13.6K -14 0.00 124.64 N/A N/A 5 0 5 0 2021-11-05 $36.26 $0.00 18.0% 4.0% 6.1% 16.3% 0.0% -0.6% -1.0% 800 -13.8K -12 0.00 144.81 N/A N/A 5 0 5 0 2021-11-08 $36.25 $0.00 15.8% 4.0% 5.9% 13.3% 0.0% 0.2% -1.0% 778 -13.7K -10 0.00 136.94 N/A N/A 5 0 5 0 2021-11-09 $36.21 $0.00 23.0% 4.3% 6.1% 23.0% 0.0% -0.4% -3.5% 721 -13.6K -12 0.00 155.68 N/A N/A 5 0 5 0 2021-11-10 $36.15 $0.00 21.1% 6.1% 5.7% 20.5% 0.0% 5.4% -2.1% 964 -12.9K -15 0.00 145.44 N/A N/A 5 0 5 0 2021-11-11 $36.44 $0.00 15.9% 4.6% 5.4% 13.4% 0.0% 11.3% -3.2% 820 -14.0K -10 0.00 135.41 N/A N/A 5 0 5 0 2021-11-12 $36.50 $0.00 17.4% 5.0% 5.2% 15.4% 0.0% 4.4% -1.9% 783 -14.1K -11 0.00 128.13 N/A N/A 5 0 5 0 2021-11-15 $36.59 $0.00 15.9% 4.6% 4.5% 13.4% 0.0% 2.7% -3.6% 875 -14.3K -10 0.00 118.49 N/A N/A 5 0 5 0 2021-11-16 $36.65 $0.00 18.6% 5.3% 4.5% 17.1% 0.0% 7.5% -8.3% 810 -14.5K -10 0.00 117.21 N/A N/A 5 0 5 0 2021-11-17 $36.63 $0.00 21.6% 6.2% 4.6% 21.1% 0.0% 12.0% -3.7% 858 -14.5K -9 0.00 125.42 N/A N/A 5 0 5 0 2021-11-18 $36.55 $0.00 18.7% 5.4% 4.8% 17.2% 0.0% -0.4% -2.6% 900 -13.8K -12 0.00 114.43 N/A N/A 5 0 5 0 2021-11-19 $36.27 $0.00 17.6% 5.1% 5.7% 15.8% 0.0% 2.9% -1.0% 836 -13.4K -10 0.00 120.70 N/A N/A 5 0 5 0 2021-11-22 $36.27 $0.00 12.3% 3.5% 5.7% 8.5% 0.0% -1.1% 0.5% 304 -9.1K -12 0.00 112.07 N/A N/A 3 0 3 0 2021-11-23 $35.99 $0.00 21.3% 6.1% 6.3% 20.7% 0.0% 13.4% -6.1% 383 -8.7K -13 0.00 128.17 N/A N/A 3 0 3 0 2021-11-24 $35.99 $0.00 33.7% 9.7% 6.2% 37.5% 0.0% -11.2% -13.2% 247 -8.2K -15 0.00 138.02 N/A N/A 3 0 3 0 2021-11-26 $34.93 $0.00 29.5% 8.5% 12.5% 31.9% 0.0% 11.7% -11.5% 315 -7.5K -15 0.00 142.12 N/A N/A 3 0 3 0 2021-11-29 $35.18 $0.00 27.2% 7.8% 12.8% 28.8% 0.0% 9.4% -16.0% 346 -7.7K -15 0.00 126.65 N/A N/A 3 0 3 0 2021-11-30 $34.73 $0.00 26.3% 7.5% 13.2% 27.4% 35.1% 7.6% -9.8% 362 -7.6K -14 0.33 132.89 N/A N/A 3 1 3 0
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