DBEU Options History — January 2024 In January 2024, DBEU traded between $36.94 and $38.36. ATM implied volatility averaged 16.2%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 8.3% (HV 20d: 7.9%). Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 11 of 21 days.
Notable Days 2024-01-09 : Highest Volume — 10 contracts2024-01-03 : Largest IV drop — 79.5% change2024-01-02 : Highest IV Rank — 58.4%2024-01-02 : Largest Expected Move — 20.1%Monthly Statistics Metric Avg Min Max Open Close Price $37.64 $36.94 $38.36 $37.64 $38.19 ATM IV 16.2% 7.2% 70.3% 70.3% 17.1% Expected Move 4.3% 2.0% 20.1% 20.1% 4.9% HV 20d 7.9% 5.9% 9.5% 5.9% 9.5% HV 60d 8.8% 7.5% 9.6% 9.6% 7.5% IV Rank 8.8% 0.6% 58.4% 58.4% 9.6% IV Percentile 18.0% 0.8% 94.8% 94.8% 23.8% Term Structure -0.8% -14.4% 10.5% 10.5% -5.3% Skew 25d 4.2% -10.5% 67.3% 67.3% 1.1% Skew 10d 3.3% -16.5% 95.3% 95.3% 3.2% Call IV 25d 13.4% 6.2% 35.2% 35.2% 11.5% Put IV 25d 17.5% 7.6% 102.5% 102.5% 12.6% Bid-Ask Spread % 145.53 120.48 168.16 158.13 142.91 Gamma HHI 0.88 0.75 1.00 1.00 0.81 Net GEX -910 -1.7K 188 69 -1.1K Net DEX 3.6K -2.0K 10.5K -1.5K 5.5K Net VEX -45 -74 -10 -10 -58 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.524 0 10 0 1 Total OI 8.143 1 11 1 11
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 2024-01-02 $37.64 $0.00 70.3% 20.1% 5.9% 58.4% 0.0% 67.3% 10.5% 69 -1.5K -10 0.00 158.13 N/A N/A 0 0 1 0 2024-01-03 $37.45 $0.00 14.4% 4.1% 6.3% 7.2% 0.0% -1.8% -3.5% 165 -1.5K -11 0.00 151.61 N/A N/A 0 0 1 0 2024-01-04 $37.61 $0.00 15.3% 2.3% 6.4% 8.0% 0.0% -3.5% 6.0% 178 -1.6K -11 0.00 143.35 N/A N/A 0 0 1 0 2024-01-05 $37.53 $0.00 21.4% 3.3% 6.4% 13.6% 0.0% -0.0% 1.4% 149 -1.8K -11 0.00 149.80 N/A N/A 0 0 1 0 2024-01-08 $37.80 $0.00 18.0% 2.6% 6.8% 10.5% 0.0% 1.6% 4.0% 188 -2.0K -10 0.00 120.48 N/A N/A 0 0 1 0 2024-01-09 $37.54 $0.00 7.2% 2.0% 6.8% 0.6% 0.0% 7.1% 6.6% 186 -1.4K -10 0.00 149.58 N/A N/A 0 10 1 0 2024-01-10 $37.63 $0.00 12.3% 3.5% 6.8% 5.2% 0.0% 2.9% -1.2% -1.2K 4.7K -60 0.00 145.05 N/A N/A 0 0 1 10 2024-01-11 $37.47 $0.00 10.1% 2.9% 7.0% 3.2% 0.0% 3.8% 0.6% -1.4K 5.9K -63 0.00 136.74 N/A N/A 0 0 1 10 2024-01-12 $37.64 $0.00 9.3% 2.7% 6.9% 2.5% 0.0% -1.1% 2.8% -1.4K 5.4K -63 0.00 154.56 N/A N/A 0 0 1 10 2024-01-16 $37.25 $0.00 15.5% 4.5% 7.8% 8.2% 0.0% 5.0% -7.2% -1.6K 7.1K -65 0.00 152.10 N/A N/A 0 0 1 10 2024-01-17 $36.94 $0.00 13.8% 4.0% 8.2% 6.6% 0.0% 10.2% -2.0% -1.7K 10.5K -74 0.00 143.21 N/A N/A 0 0 1 10 2024-01-18 $37.32 $0.00 9.9% 2.8% 9.0% 3.1% 0.0% -3.3% 2.0% -1.6K 6.8K -65 0.00 135.21 N/A N/A 0 0 1 10 2024-01-19 $37.28 $0.00 10.4% 3.0% 8.9% 3.5% 0.0% 2.1% 1.8% -1.5K 9.1K -71 0.00 141.09 N/A N/A 0 0 1 10 2024-01-22 $37.39 $0.00 10.6% 3.0% 8.7% 3.7% 0.0% 0.6% -1.2% -1.6K 6.2K -60 0.00 135.40 N/A N/A 0 0 1 10 2024-01-23 $37.35 $0.00 17.9% 5.1% 8.4% 10.3% 0.0% -4.7% -8.4% -1.6K 6.8K -63 0.00 147.06 N/A N/A 0 0 1 10 2024-01-24 $37.63 $0.00 16.6% 4.8% 8.9% 9.2% 0.0% -1.5% -14.4% -1.4K 4.7K -54 0.00 168.16 N/A N/A 0 0 1 10 2024-01-25 $37.86 $0.00 12.0% 3.5% 9.0% 5.0% 0.0% 0.7% -8.8% -1.2K 3.8K -52 0.00 161.18 N/A N/A 0 0 1 10 2024-01-26 $38.19 $0.00 9.9% 2.9% 9.4% 3.1% 0.0% -10.5% 0.5% -1.1K 3.9K -52 0.00 143.67 N/A N/A 0 0 1 10 2024-01-29 $38.30 $0.00 16.8% 4.8% 9.4% 9.4% 0.0% 7.3% -3.8% -845 2.1K -41 0.00 143.63 N/A N/A 0 0 1 10 2024-01-30 $38.36 $0.00 11.6% 3.3% 9.4% 4.6% 0.0% 4.5% 3.1% -876 2.7K -43 0.00 133.27 N/A N/A 0 0 1 10 2024-01-31 $38.19 $0.00 17.1% 4.9% 9.5% 9.6% 0.0% 1.1% -5.3% -1.1K 5.5K -58 0.00 142.91 N/A N/A 0 1 1 10
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