DBEU Options History — July 2023 In July 2023, DBEU traded between $35.03 and $36.73. ATM implied volatility averaged 32.7%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 15.9% (HV 20d: 16.8%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2023-07-07 : Largest IV spike — 108.3% change2023-07-11 : Highest IV Rank — 49.9%2023-07-05 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $35.98 $35.03 $36.73 $36.16 $36.73 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 32.7% 11.3% 64.6% 44.4% 13.1% Expected Move 8.2% 3.2% 14.0% 12.7% 3.7% HV 20d 16.8% 10.9% 19.8% 17.7% 10.9% HV 60d 14.1% 13.5% 14.4% 13.5% 13.8% IV Rank 22.2% 3.6% 49.9% 32.3% 5.1% IV Percentile 42.6% 3.2% 94.8% 74.6% 5.2% Term Structure -5.1% -18.2% 9.9% -17.1% -6.6% Skew 25d 17.5% -14.2% 62.2% 31.1% -4.3% Skew 10d 23.1% -22.1% 68.9% 18.2% 20.5% Call IV 25d 18.2% 9.6% 26.2% 21.7% 12.5% Put IV 25d 35.7% 8.2% 85.3% 52.8% 8.2% Bid-Ask Spread % 134.02 123.86 144.13 137.45 138.64 Gamma HHI 0.61 0.34 0.94 0.35 0.94 Net GEX -808 -3.0K 1.2K 615 -3.0K Net DEX 16.2K 659 20.7K 9.6K 12.8K Net VEX -87 -119 -74 -119 -74 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 25 11 31 31 11
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 2023-07-03 $36.16 $38.00 44.4% 12.7% 17.7% 32.3% 0.0% 31.1% -17.1% 615 9.6K -119 0.00 137.45 N/A N/A 0 0 21 10 2023-07-05 $35.82 $38.00 48.8% 14.0% 17.9% 36.1% 0.0% 62.2% -12.7% 1.2K 12.8K -110 0.00 143.89 N/A N/A 0 0 21 10 2023-07-06 $35.09 $0.00 23.1% 4.1% 18.8% 13.8% 0.0% 40.6% -2.1% 424 12.4K -110 0.00 125.63 N/A N/A 0 0 21 10 2023-07-07 $35.03 $0.00 48.0% 5.7% 18.8% 35.5% 0.0% 9.8% -8.3% -219 18.7K -89 0.00 128.76 N/A N/A 0 0 21 10 2023-07-10 $35.09 $0.00 48.6% 11.6% 18.8% 36.0% 0.0% -14.2% -4.6% 73 18.5K -87 0.00 134.18 N/A N/A 0 0 21 10 2023-07-11 $35.30 $0.00 64.6% 7.5% 19.1% 49.9% 0.0% -3.3% -1.2% -686 20.7K -83 0.00 123.86 N/A N/A 0 0 21 10 2023-07-12 $35.70 $0.00 14.7% 4.2% 19.5% 6.5% 0.0% 12.2% -3.0% -441 17.8K -85 0.00 134.59 N/A N/A 0 0 21 10 2023-07-13 $35.99 $0.00 30.5% 8.7% 19.8% 20.2% 0.0% 12.3% -10.8% -157 17.4K -87 0.00 134.10 N/A N/A 0 0 21 10 2023-07-14 $35.89 $0.00 23.7% 6.8% 19.8% 14.3% 0.0% 1.8% -3.7% -1.2K 19.5K -82 0.00 125.77 N/A N/A 0 0 21 10 2023-07-17 $35.83 $0.00 40.0% 11.5% 19.7% 28.5% 0.0% 14.4% -18.2% 345 15.7K -87 0.00 133.13 N/A N/A 0 0 21 10 2023-07-18 $35.98 $0.00 26.6% 7.6% 19.8% 16.8% 0.0% 0.8% -17.7% -2.4K 19.2K -80 0.00 132.35 N/A N/A 0 0 21 10 2023-07-19 $36.10 $0.00 24.8% 7.1% 19.7% 15.3% 0.0% 24.8% -4.9% -12 16.4K -84 0.00 134.74 N/A N/A 0 0 21 10 2023-07-20 $36.21 $0.00 29.6% 8.5% 19.7% 19.5% 0.0% 30.0% -2.6% 181 659 -91 0.00 139.21 N/A N/A 0 0 21 10 2023-07-21 $36.40 $0.00 41.9% 12.0% 19.8% 30.2% 0.0% 48.3% 9.9% -1.4K 19.0K -81 0.00 134.74 N/A N/A 0 0 21 10 2023-07-24 $36.38 $0.00 34.3% 9.8% 11.4% 23.6% 0.0% 37.2% 5.7% -1.1K 18.8K -78 0.00 130.29 N/A N/A 0 0 1 10 2023-07-25 $36.43 $0.00 11.3% 3.2% 11.4% 3.6% 0.0% -1.4% 7.8% -1.6K 19.4K -79 0.00 130.15 N/A N/A 0 0 1 10 2023-07-26 $36.29 $0.00 22.8% 6.5% 11.4% 13.6% 0.0% -7.5% -3.7% -2.7K 18.8K -77 0.00 137.96 N/A N/A 0 0 1 10 2023-07-27 $36.50 $0.00 31.4% 9.0% 11.5% 21.1% 0.0% 18.3% -0.3% -1.8K 19.5K -77 0.00 144.13 N/A N/A 0 0 1 10 2023-07-28 $36.68 $0.00 32.4% 9.3% 11.5% 21.9% 0.0% 37.2% -8.9% -2.2K 16.5K -78 0.00 136.85 N/A N/A 0 0 1 10 2023-07-31 $36.73 $0.00 13.1% 3.7% 10.9% 5.1% 0.0% -4.3% -6.6% -3.0K 12.8K -74 0.00 138.64 N/A N/A 0 0 1 10
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