DBEU Options History — September 2023 In September 2023, DBEU traded between $35.23 and $36.34. ATM implied volatility averaged 29.6%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 19.4% (HV 20d: 10.2%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days.
Notable Days 2023-09-14 : Highest Volume — 100 contracts2023-09-08 : Largest IV spike — 269.1% change2023-09-05 : Highest IV Rank — 41.7%2023-09-01 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $35.78 $35.23 $36.34 $36.03 $35.42 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 29.6% 7.4% 55.2% 52.6% 15.8% Expected Move 7.2% 2.7% 15.1% 15.1% 4.5% HV 20d 10.2% 8.4% 11.5% 9.5% 10.6% HV 60d 12.2% 9.7% 14.0% 13.4% 9.7% IV Rank 19.5% 0.2% 41.7% 39.4% 7.4% IV Percentile 38.8% 0.4% 88.5% 86.5% 13.5% Term Structure 2.1% -10.2% 18.3% -10.2% 9.3% VWIV 31.0% 16.3% 45.7% 45.7% 16.3% Skew 25d 23.0% -7.8% 64.6% 64.6% 27.3% Skew 10d 25.2% -11.9% 60.7% 60.7% 45.3% Call IV 25d 15.6% 6.0% 35.3% 25.4% 13.8% Put IV 25d 38.5% 4.6% 90.0% 90.0% 41.1% Bid-Ask Spread % 135.88 116.44 158.05 155.44 130.20 Gamma HHI 0.86 0.67 0.96 0.94 0.85 Net GEX -9.2K -27.6K -1.7K -2.4K -27.6K Net DEX 75.4K 20.6K 151.9K 21.5K 97.6K Net VEX -209 -449 -38 -58 -244 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 5.05 0 100 0 0 Total OI 66.5 11 112 11 112
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 2023-09-01 $36.03 $0.00 52.6% 15.1% 9.5% 39.4% 0.0% 64.6% -10.2% -2.4K 21.5K -58 0.00 155.44 N/A N/A 0 0 1 10 2023-09-05 $35.80 $37.00 55.2% 3.7% 9.3% 41.7% 0.0% 3.7% 5.9% -2.5K 27.7K -40 0.00 127.62 N/A N/A 0 0 1 10 2023-09-06 $35.69 $37.00 7.4% 2.9% 9.3% 0.2% 0.0% 5.2% 5.9% -3.0K 27.1K -42 0.00 127.25 N/A N/A 0 0 1 10 2023-09-07 $35.69 $37.00 7.8% 3.4% 9.2% 0.5% 0.0% 2.1% 9.3% -2.4K 27.4K -43 0.00 117.89 N/A N/A 0 0 1 10 2023-09-08 $35.75 $37.00 28.8% 2.7% 9.1% 18.8% 0.0% 14.0% 7.0% -2.8K 28.3K -39 0.00 122.42 N/A N/A 0 0 1 10 2023-09-11 $35.94 $37.00 55.2% 6.5% 9.1% 41.7% 0.0% 22.9% 1.0% -1.7K 21.7K -52 0.00 135.45 N/A N/A 0 0 1 10 2023-09-12 $35.84 $37.00 29.6% 6.9% 9.1% 19.5% 0.0% -7.8% 2.3% -1.8K 27.7K -38 0.00 129.64 N/A N/A 0 0 1 10 2023-09-13 $35.63 $37.00 13.6% 3.9% 8.4% 5.6% 0.0% 9.0% 13.3% -2.6K 25.0K -45 0.00 134.32 N/A N/A 0 0 1 10 2023-09-14 $36.34 $37.00 12.8% 3.7% 10.9% 4.9% 45.7% 6.8% 18.3% -3.4K 20.6K -51 0.00 117.10 N/A N/A 0 100 1 10 2023-09-15 $36.29 $37.00 28.1% 8.0% 10.2% 18.1% 16.3% 9.3% -0.9% -14.3K 66.4K -285 0.00 126.72 N/A N/A 0 1 1 110 2023-09-18 $35.97 $37.00 39.0% 11.2% 10.9% 27.6% 0.0% 51.1% -3.1% -6.9K 143.3K -449 0.00 157.15 N/A N/A 0 0 1 111 2023-09-19 $36.03 $37.00 38.6% 11.1% 10.8% 27.3% 0.0% 51.8% -2.3% -7.0K 142.2K -442 0.00 158.05 N/A N/A 0 0 1 111 2023-09-20 $36.18 $37.00 20.0% 5.7% 10.9% 11.1% 0.0% 1.0% -4.1% -14.8K 56.7K -219 0.00 149.68 N/A N/A 0 0 1 111 2023-09-21 $35.77 $37.00 40.4% 11.6% 11.5% 28.8% 0.0% 52.6% -3.3% -7.1K 146.3K -426 0.00 157.78 N/A N/A 0 0 1 111 2023-09-22 $35.73 $37.00 40.8% 11.7% 11.3% 29.2% 0.0% 53.2% -3.1% -7.2K 146.6K -420 0.00 156.41 N/A N/A 0 0 1 111 2023-09-25 $35.55 $37.00 10.8% 3.1% 11.2% 3.1% 0.0% 2.0% 6.8% -17.8K 110.0K -326 0.00 124.67 N/A N/A 0 0 1 111 2023-09-26 $35.28 $37.00 23.5% 6.8% 11.1% 14.2% 0.0% 26.1% -0.2% -22.5K 94.8K -283 0.00 138.96 N/A N/A 0 0 1 111 2023-09-27 $35.23 $37.00 37.8% 10.8% 10.5% 26.6% 0.0% 43.4% -6.3% -18.9K 151.9K -352 0.00 134.38 N/A N/A 0 0 1 111 2023-09-28 $35.42 $37.00 34.7% 10.0% 10.7% 23.9% 0.0% 20.9% -4.3% -16.7K 125.8K -329 0.00 116.44 N/A N/A 0 0 1 111 2023-09-29 $35.42 $37.00 15.8% 4.5% 10.6% 7.4% 0.0% 27.3% 9.3% -27.6K 97.6K -244 0.00 130.20 N/A N/A 0 0 1 111
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