DBEU Options History — November 2023 In November 2023, DBEU traded between $34.69 and $36.52. ATM implied volatility averaged 44.2%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 32.8% (HV 20d: 11.4%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-13 : Highest Volume — 10 contracts2023-11-03 : Largest IV spike — 263.0% change2023-11-20 : Highest IV Rank — 60.6%2023-11-20 : Largest Expected Move — 22.1%Monthly Statistics Metric Avg Min Max Open Close Price $35.76 $34.69 $36.52 $34.69 $36.52 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 44.2% 14.5% 77.0% 36.1% 19.9% Expected Move 12.5% 4.3% 22.1% 10.4% 5.7% HV 20d 11.4% 8.3% 14.2% 13.0% 8.3% HV 60d 11.3% 11.1% 11.6% 11.1% 11.1% IV Rank 32.1% 6.3% 60.6% 25.1% 11.1% IV Percentile 62.7% 13.5% 96.4% 47.6% 19.4% Term Structure -3.2% -16.5% 15.9% 10.1% 8.1% VWIV 16.4% 16.4% 16.4% 16.4% 16.4% Skew 25d 27.7% -14.5% 64.8% 47.7% 64.8% Skew 10d 31.6% -17.4% 83.6% 54.3% 83.6% Call IV 25d 26.1% 13.8% 40.4% 18.7% 18.0% Put IV 25d 53.8% 8.0% 95.9% 66.4% 82.8% Bid-Ask Spread % 155.87 133.97 173.53 155.86 154.29 Gamma HHI 0.66 0.50 1.00 1.00 0.50 Net GEX 48 -544 2.1K 53 18 Net DEX 11.2K -4.1K 30.0K -396 30.0K Net VEX -50 -96 -2 -3 -45 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.762 0 10 0 0 Total OI 8.524 1 13 1 13
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 2023-11-01 $34.69 $0.00 36.1% 10.4% 13.0% 25.1% 0.0% 47.7% 10.1% 53 -396 -3 0.00 155.86 N/A N/A 0 0 1 0 2023-11-02 $35.26 $0.00 14.5% 5.8% 14.2% 6.3% 0.0% 25.1% -14.1% 46 -200 -2 0.00 142.16 N/A N/A 2 0 1 0 2023-11-03 $35.17 $0.00 52.5% 12.9% 13.8% 39.3% 0.0% 9.0% 3.7% 331 -3.7K -9 0.00 142.01 N/A N/A 0 0 3 0 2023-11-06 $35.06 $0.00 19.0% 10.5% 13.8% 10.3% 0.0% -8.4% -6.6% 583 -2.5K -7 0.00 165.90 N/A N/A 0 0 3 0 2023-11-07 $35.05 $0.00 66.7% 10.2% 13.0% 51.7% 0.0% 42.6% -4.8% 274 -3.9K -9 0.00 169.09 N/A N/A 0 0 3 0 2023-11-08 $35.17 $0.00 37.8% 10.8% 12.9% 26.6% 0.0% 39.6% -5.0% 276 -4.0K -9 0.00 173.53 N/A N/A 0 0 3 0 2023-11-09 $35.30 $0.00 35.3% 10.1% 13.0% 24.4% 0.0% 42.0% -2.9% 274 -4.1K -9 0.00 169.28 N/A N/A 0 0 3 0 2023-11-10 $35.40 $0.00 56.0% 16.1% 12.7% 42.4% 0.0% 8.1% 15.9% 270 -3.5K -5 0.00 133.97 N/A N/A 0 0 3 0 2023-11-13 $35.45 $0.00 72.5% 20.8% 12.7% 56.7% 0.0% 24.4% -16.5% 468 -4.1K -8 0.00 140.86 N/A N/A 0 10 3 0 2023-11-14 $35.81 $0.00 44.6% 12.8% 13.2% 32.5% 0.0% -14.5% -3.0% -544 22.2K -83 0.00 144.37 N/A N/A 0 0 3 10 2023-11-15 $35.95 $0.00 51.9% 14.9% 12.2% 38.9% 0.0% -0.5% -6.0% 0 18.1K -89 0.00 144.59 N/A N/A 0 0 3 10 2023-11-16 $35.89 $0.00 42.0% 12.1% 11.1% 30.3% 0.0% 48.9% 6.5% -182 21.0K -76 0.00 145.77 N/A N/A 0 0 3 10 2023-11-17 $36.17 $0.00 40.8% 11.7% 10.4% 29.2% 16.4% -0.2% -10.3% 2.1K 18.4K -82 0.00 163.09 N/A N/A 4 0 3 10 2023-11-20 $36.30 $37.00 77.0% 22.1% 10.2% 60.6% 0.0% -8.7% -7.2% -530 22.5K -88 0.00 163.68 N/A N/A 0 0 3 10 2023-11-21 $36.17 $37.00 43.3% 12.4% 10.1% 31.3% 0.0% 45.9% -6.9% -476 21.4K -92 0.00 160.50 N/A N/A 0 0 3 10 2023-11-22 $36.27 $37.00 14.9% 4.3% 9.8% 6.7% 0.0% 35.7% 7.9% -483 21.2K -91 0.00 164.87 N/A N/A 0 0 3 10 2023-11-24 $36.47 $37.00 49.0% 14.1% 9.6% 36.3% 0.0% 47.2% -10.7% -374 19.0K -96 0.00 155.34 N/A N/A 0 0 3 10 2023-11-27 $36.30 $37.00 51.5% 14.8% 8.8% 38.5% 0.0% 55.6% -12.5% -365 22.7K -80 0.00 167.81 N/A N/A 0 0 3 10 2023-11-28 $36.16 $37.00 49.7% 14.2% 8.5% 36.9% 0.0% 22.7% -11.2% -370 25.6K -75 0.00 149.81 N/A N/A 0 0 3 10 2023-11-29 $36.30 $37.00 52.8% 15.2% 8.5% 39.6% 0.0% 55.5% -1.7% -323 19.4K -91 0.00 166.43 N/A N/A 0 0 3 10 2023-11-30 $36.52 $37.00 19.9% 5.7% 8.3% 11.1% 0.0% 64.8% 8.1% 18 30.0K -45 0.00 154.29 N/A N/A 0 0 3 10
« Oct 2023 | All History | Dec 2023 » Home DBEU History November 2023