DBEU Options History — August 2023 In August 2023, DBEU traded between $35.23 and $36.47. ATM implied volatility averaged 19.7%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 10.0% (HV 20d: 9.7%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 13 of 23 days.
Notable Days 2023-08-29 : Largest IV spike — 384.0% change2023-08-02 : Highest IV Rank — 42.0%2023-08-02 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $35.81 $35.23 $36.47 $36.47 $35.95 ATM IV 19.7% 8.6% 55.6% 12.8% 8.8% Expected Move 5.6% 2.5% 15.9% 3.7% 2.5% HV 20d 9.7% 8.4% 11.9% 11.2% 9.6% HV 60d 13.8% 13.4% 14.1% 13.9% 13.4% IV Rank 10.9% 1.2% 42.0% 4.9% 1.5% IV Percentile 19.3% 0.8% 89.3% 4.8% 1.2% Term Structure -0.5% -16.1% 10.3% 3.9% -0.8% Skew 25d 11.7% -5.1% 62.6% 8.8% 29.8% Skew 10d 18.0% -22.7% 68.8% 37.5% 49.5% Call IV 25d 12.0% 7.8% 26.7% 8.2% 7.8% Put IV 25d 23.7% 7.8% 72.1% 17.0% 37.6% Bid-Ask Spread % 134.06 111.66 150.18 140.74 143.59 Gamma HHI 0.92 0.86 0.95 0.89 0.95 Net GEX -1.9K -3.6K -909 -1.4K -3.3K Net DEX 22.4K 17.3K 29.3K 18.2K 25.7K Net VEX -61 -76 -38 -76 -50 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 11 11 11 11 11
Daily Data (23 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 2023-08-01 $36.47 $0.00 12.8% 3.7% 11.2% 4.9% 0.0% 8.8% 3.9% -1.4K 18.2K -76 0.00 140.74 N/A N/A 0 0 1 10 2023-08-02 $35.95 $0.00 55.6% 15.9% 11.9% 42.0% 0.0% -0.7% -16.1% -1.5K 21.1K -71 0.00 142.67 N/A N/A 0 0 1 10 2023-08-03 $35.85 $0.00 47.5% 10.1% 9.1% 35.0% 0.0% -5.1% -7.0% -909 20.2K -71 0.00 139.11 N/A N/A 0 0 1 10 2023-08-04 $35.70 $0.00 15.8% 4.0% 9.3% 7.5% 0.0% -1.9% 6.6% -2.1K 20.5K -73 0.00 134.55 N/A N/A 0 0 1 10 2023-08-07 $36.02 $0.00 10.3% 7.1% 9.7% 2.7% 0.0% 2.2% 0.2% -2.4K 20.5K -71 0.00 124.99 N/A N/A 0 0 1 10 2023-08-08 $36.03 $0.00 23.8% 6.0% 9.5% 14.4% 0.0% 0.5% 0.3% -1.1K 19.1K -71 0.00 125.58 N/A N/A 0 0 1 10 2023-08-09 $36.16 $0.00 11.7% 3.4% 8.8% 3.9% 0.0% 1.1% -0.6% -2.9K 20.1K -71 0.00 126.57 N/A N/A 0 0 1 10 2023-08-10 $36.27 $0.00 11.3% 3.2% 8.4% 3.6% 0.0% 3.1% -1.8% -2.2K 17.3K -71 0.00 111.66 N/A N/A 0 0 1 10 2023-08-11 $36.03 $0.00 30.7% 8.8% 8.7% 20.4% 0.0% 32.6% -1.6% -993 19.2K -69 0.00 139.00 N/A N/A 0 0 1 10 2023-08-14 $36.03 $0.00 9.5% 2.7% 8.7% 2.0% 0.0% -1.9% 3.6% -3.4K 19.4K -68 0.00 127.97 N/A N/A 0 0 1 10 2023-08-15 $35.61 $0.00 25.9% 7.4% 9.5% 16.2% 0.0% 25.0% -0.3% -1.3K 20.3K -66 0.00 141.96 N/A N/A 0 0 1 10 2023-08-16 $35.55 $0.00 10.2% 2.9% 9.4% 2.7% 0.0% 3.5% 2.3% -1.7K 24.1K -60 0.00 129.41 N/A N/A 0 0 1 10 2023-08-17 $35.23 $0.00 12.7% 3.6% 9.7% 4.8% 0.0% 12.5% 5.9% -1.7K 27.0K -50 0.00 133.50 N/A N/A 0 0 1 10 2023-08-18 $35.23 $0.00 16.9% 4.8% 9.4% 8.4% 0.0% 3.8% 1.7% -1.6K 27.3K -47 0.00 137.26 N/A N/A 0 0 1 10 2023-08-21 $35.37 $0.00 10.2% 2.9% 9.7% 2.6% 0.0% -2.8% 0.4% -1.8K 26.8K -48 0.00 130.53 N/A N/A 0 0 1 10 2023-08-22 $35.35 $0.00 34.1% 9.8% 9.6% 23.4% 0.0% 33.5% -4.4% -1.0K 23.2K -57 0.00 132.08 N/A N/A 0 0 1 10 2023-08-23 $35.61 $0.00 10.2% 2.9% 10.0% 2.7% 0.0% 3.7% 1.6% -1.8K 24.7K -56 0.00 128.06 N/A N/A 0 0 1 10 2023-08-24 $35.41 $0.00 26.7% 7.6% 9.9% 16.9% 0.0% 2.2% -6.8% -1.5K 29.3K -38 0.00 121.71 N/A N/A 0 0 1 10 2023-08-25 $35.64 $0.00 9.4% 2.7% 10.0% 1.9% 0.0% 62.6% 2.9% -2.4K 25.3K -52 0.00 138.10 N/A N/A 0 0 1 10 2023-08-28 $35.92 $0.00 8.6% 2.5% 10.5% 1.2% 0.0% 21.3% 0.4% -3.6K 23.8K -56 0.00 150.18 N/A N/A 0 0 1 10 2023-08-29 $36.24 $0.00 41.4% 11.9% 10.8% 29.7% 0.0% 24.6% -12.8% -1.9K 20.8K -59 0.00 148.87 N/A N/A 0 0 1 10 2023-08-30 $36.08 $0.00 9.6% 2.8% 9.6% 2.1% 0.0% 11.5% 10.3% -1.4K 20.6K -59 0.00 135.35 N/A N/A 0 0 1 10 2023-08-31 $35.95 $0.00 8.8% 2.5% 9.6% 1.5% 0.0% 29.8% -0.8% -3.3K 25.7K -50 0.00 143.59 N/A N/A 0 0 1 10
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