DBEU Options History — December 2023 In December 2023, DBEU traded between $36.79 and $37.87. ATM implied volatility averaged 42.3%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 35.9% (HV 20d: 6.4%). Max pain ranged from $37.00 to $39.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-04 : Highest Volume — 2 contracts2023-12-26 : Largest IV spike — 526.3% change2023-12-11 : Highest IV Rank — 86.8%2023-12-01 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $37.41 $36.79 $37.87 $36.79 $37.80 Max Pain $38.89 $37.00 $39.00 $37.00 $39.00 ATM IV 42.3% 6.6% 107.2% 83.7% 10.5% Expected Move 8.0% 1.9% 24.0% 24.0% 3.0% HV 20d 6.4% 5.9% 6.8% 6.8% 5.9% HV 60d 10.3% 9.5% 11.2% 11.2% 9.5% IV Rank 31.0% 0.0% 86.8% 66.4% 3.6% IV Percentile 51.6% 0.0% 98.8% 97.6% 7.5% Term Structure 5.1% -9.8% 19.4% -9.8% -2.2% VWIV 7.2% 7.2% 7.2% 7.2% 7.2% Skew 25d 19.3% -8.6% 65.0% 26.4% -2.2% Skew 10d 25.6% -11.8% 84.2% -11.8% -7.8% Call IV 25d 17.1% 6.9% 35.2% 27.9% 9.1% Put IV 25d 36.4% 5.7% 93.5% 54.3% 6.8% Bid-Ask Spread % 152.27 142.94 167.55 151.05 153.84 Gamma HHI 0.95 0.50 1.00 0.50 1.00 Net GEX -339 -1.1K 311 148 155 Net DEX 12.8K -1.8K 26.7K 23.6K -1.6K Net VEX -45 -86 -1 -81 -11 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 0.2 0 2 0 0 Total OI 6.7 1 13 13 1
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 2023-12-01 $36.79 $37.00 83.7% 24.0% 6.8% 66.4% 0.0% 26.4% -9.8% 148 23.6K -81 0.00 151.05 N/A N/A 0 0 3 10 2023-12-04 $36.80 $39.00 54.7% 7.3% 6.6% 41.3% 0.0% 22.8% -1.2% -564 25.2K -72 0.00 151.10 N/A N/A 2 0 3 10 2023-12-05 $36.82 $39.00 76.8% 4.1% 6.3% 60.4% 0.0% 52.9% 0.7% -838 23.5K -83 0.00 154.63 N/A N/A 0 0 1 10 2023-12-06 $36.94 $39.00 61.6% 4.3% 6.3% 47.2% 0.0% 19.6% 8.9% -1.0K 26.7K -75 0.00 148.59 N/A N/A 0 0 1 10 2023-12-07 $37.00 $39.00 18.6% 11.2% 6.3% 9.9% 0.0% 11.3% 13.0% -941 24.6K -81 0.00 153.54 N/A N/A 0 0 1 10 2023-12-08 $37.31 $39.00 34.4% 4.4% 6.6% 23.7% 0.0% 4.2% 6.2% -977 24.9K -80 0.00 151.81 N/A N/A 0 0 1 10 2023-12-11 $37.37 $39.00 107.2% 3.5% 6.6% 86.8% 0.0% 23.5% 3.4% -1.1K 23.4K -82 0.00 150.73 N/A N/A 0 0 1 10 2023-12-12 $37.34 $39.00 89.9% 8.9% 6.7% 71.8% 0.0% 17.8% 2.0% -1.0K 25.5K -76 0.00 162.36 N/A N/A 0 0 1 10 2023-12-13 $37.56 $39.00 52.6% 15.1% 6.2% 39.4% 0.0% 34.7% -4.3% -632 21.6K -81 0.00 167.55 N/A N/A 0 0 1 10 2023-12-14 $37.63 $39.00 53.5% 15.3% 6.2% 40.2% 0.0% 22.4% 16.5% -919 23.9K -79 0.00 156.67 N/A N/A 0 0 1 10 2023-12-15 $37.46 $39.00 11.9% 3.4% 6.5% 4.3% 0.0% 7.1% 9.0% -545 21.3K -86 0.00 145.91 N/A N/A 0 0 1 10 2023-12-18 $37.55 $39.00 30.5% 8.8% 6.2% 21.5% 0.0% 43.3% 4.0% 126 -1.5K -4 0.00 151.57 N/A N/A 0 0 1 0 2023-12-19 $37.69 $39.00 27.0% 7.7% 6.2% 18.3% 0.0% 35.7% 6.6% 311 -529 -3 0.00 153.11 N/A N/A 0 0 1 0 2023-12-20 $37.47 $39.00 30.0% 8.6% 6.5% 21.1% 0.0% 8.5% 19.4% 121 -1.5K -4 0.00 156.46 N/A N/A 0 0 1 0 2023-12-21 $37.70 $39.00 16.7% 4.8% 6.7% 8.8% 0.0% 9.2% 7.4% 178 -290 -1 0.00 149.11 N/A N/A 0 0 1 0 2023-12-22 $37.70 $39.00 6.6% 1.9% 6.6% 0.0% 0.0% -0.9% 7.8% 237 -246 -1 0.00 142.94 N/A N/A 0 0 1 0 2023-12-26 $37.87 $39.00 41.3% 11.8% 6.2% 31.8% 0.0% 65.0% 7.7% 78 -1.8K -4 0.00 148.12 N/A N/A 0 0 1 0 2023-12-27 $37.77 $39.00 22.9% 6.6% 6.0% 14.9% 0.0% -6.1% 7.8% 192 -299 -1 0.00 144.39 N/A N/A 0 0 1 0 2023-12-28 $37.72 $39.00 15.1% 4.3% 6.1% 7.8% 7.2% -8.6% -1.6% 217 -1.2K -3 0.00 151.97 N/A N/A 2 0 1 0 2023-12-29 $37.80 $0.00 10.5% 3.0% 5.9% 3.6% 0.0% -2.2% -2.2% 155 -1.6K -11 0.00 153.84 N/A N/A 0 0 1 0
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