DBEU Options History — October 2023 In October 2023, DBEU traded between $33.83 and $35.74. ATM implied volatility averaged 39.1%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 27.6% (HV 20d: 11.5%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 12 of 22 days.
Notable Days 2023-10-18 : Largest IV spike — 425.2% change2023-10-06 : Highest IV Rank — 61.6%2023-10-18 : Largest Expected Move — 20.7%Monthly Statistics Metric Avg Min Max Open Close Price $34.84 $33.83 $35.74 $35.04 $34.38 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 39.1% 11.4% 78.2% 17.8% 33.3% Expected Move 9.5% 3.3% 20.7% 5.1% 9.5% HV 20d 11.5% 10.3% 12.7% 11.1% 12.6% HV 60d 10.4% 9.7% 11.1% 10.0% 10.9% IV Rank 27.8% 3.7% 61.6% 9.2% 22.6% IV Percentile 50.9% 9.5% 97.2% 15.1% 42.1% Term Structure 1.1% -18.2% 18.4% 6.3% -9.6% Skew 25d 17.9% -12.3% 54.4% 21.7% 34.7% Skew 10d 25.1% -26.7% 68.4% 9.6% 68.4% Call IV 25d 18.4% 9.4% 33.0% 16.5% 11.8% Put IV 25d 36.3% 5.1% 71.9% 38.2% 46.5% Bid-Ask Spread % 141.64 123.54 155.95 124.56 148.75 Gamma HHI 0.90 0.63 1.00 0.91 1.00 Net GEX -19.1K -53.7K 61 -35.1K 28 Net DEX 77.6K -936 156.1K 118.2K -109 Net VEX -117 -285 -1 -247 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 76.682 1 112 112 1
Daily Data (22 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 2023-10-02 $35.04 $37.00 17.8% 5.1% 11.1% 9.2% 0.0% 21.7% 6.3% -35.1K 118.2K -247 0.00 124.56 N/A N/A 0 0 1 111 2023-10-03 $34.78 $37.00 27.2% 7.8% 11.2% 17.4% 0.0% 35.1% -1.0% -42.3K 146.4K -250 0.00 139.85 N/A N/A 0 0 1 111 2023-10-04 $34.86 $37.00 26.5% 7.6% 11.3% 16.7% 0.0% 37.0% -11.2% -28.6K 151.1K -275 0.00 134.96 N/A N/A 0 0 1 111 2023-10-05 $34.93 $0.00 36.0% 8.6% 11.3% 25.0% 0.0% 18.1% -4.2% -22.0K 156.1K -285 0.00 123.54 N/A N/A 0 0 1 111 2023-10-06 $35.27 $0.00 78.2% 6.6% 11.9% 61.6% 0.0% 42.6% 0.9% -44.2K 113.7K -169 0.00 126.88 N/A N/A 0 0 1 111 2023-10-09 $35.13 $0.00 77.8% 3.8% 11.8% 61.3% 0.0% 40.0% 18.4% -21.5K 126.1K -229 0.00 144.03 N/A N/A 0 0 1 111 2023-10-10 $35.56 $0.00 51.7% 13.3% 12.6% 38.7% 0.0% -7.5% 5.3% -16.8K 117.3K -224 0.00 128.46 N/A N/A 0 0 1 111 2023-10-11 $35.74 $0.00 35.9% 10.3% 12.6% 24.9% 0.0% -8.2% -6.5% -17.4K 102.2K -190 0.00 146.50 N/A N/A 0 0 1 111 2023-10-12 $35.69 $0.00 60.9% 17.5% 10.3% 46.7% 0.0% 47.6% -2.0% -14.0K 46.3K -77 0.00 144.41 N/A N/A 0 0 1 111 2023-10-13 $35.39 $0.00 17.4% 5.0% 10.6% 8.9% 0.0% 54.4% 8.3% -14.7K 136.8K -197 0.00 155.95 N/A N/A 0 0 1 111 2023-10-16 $35.50 $0.00 18.9% 5.4% 10.3% 10.1% 0.0% -4.8% -4.1% -18.3K 117.4K -137 0.00 128.30 N/A N/A 0 0 1 111 2023-10-17 $35.44 $0.00 13.8% 4.0% 10.3% 5.7% 0.0% 2.4% 16.8% -15.5K 133.4K -131 0.00 127.90 N/A N/A 0 0 1 111 2023-10-18 $34.97 $0.00 72.4% 20.7% 11.0% 56.6% 0.0% -2.6% 6.0% -28.7K 111.8K -85 0.00 141.42 N/A N/A 0 0 1 111 2023-10-19 $34.53 $0.00 44.4% 12.7% 11.2% 32.3% 0.0% 13.6% 3.3% -53.7K 90.5K -50 0.00 145.32 N/A N/A 0 0 1 111 2023-10-20 $34.22 $0.00 23.8% 6.8% 11.5% 14.4% 0.0% -12.3% 17.1% -47.3K 43.1K -5 0.00 153.13 N/A N/A 0 0 1 111 2023-10-23 $34.10 $0.00 65.7% 18.8% 11.4% 50.8% 0.0% 21.3% -11.1% 51 -936 -6 0.00 149.17 N/A N/A 0 0 1 0 2023-10-24 $34.43 $0.00 31.2% 8.9% 11.9% 20.8% 0.0% 43.4% 3.6% 61 -570 -4 0.00 149.24 N/A N/A 0 0 1 0 2023-10-25 $34.28 $0.00 11.4% 3.3% 12.0% 3.7% 0.0% 8.1% 7.1% 47 -446 -3 0.00 143.42 N/A N/A 0 0 1 0 2023-10-26 $34.16 $0.00 28.0% 8.0% 11.7% 18.1% 0.0% -11.3% 15.3% 39 -182 -2 0.00 151.47 N/A N/A 0 0 1 0 2023-10-27 $33.83 $0.00 50.1% 14.4% 12.1% 37.2% 0.0% 16.8% -18.2% 53 -490 -4 0.00 153.70 N/A N/A 0 0 1 0 2023-10-30 $34.25 $0.00 39.0% 11.2% 12.7% 27.6% 0.0% 4.1% -17.0% 53 -457 -3 0.00 155.10 N/A N/A 0 0 1 0 2023-10-31 $34.38 $0.00 33.3% 9.5% 12.6% 22.6% 0.0% 34.7% -9.6% 28 -109 -1 0.00 148.75 N/A N/A 0 0 1 0
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