DBEU Options History — February 2024 In February 2024, DBEU traded between $37.99 and $39.34. ATM implied volatility averaged 11.2%, placing in the 4.2% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 2.5% (HV 20d: 8.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-29 : Highest Volume — 13 contracts2024-02-06 : Largest IV spike — 72.1% change2024-02-06 : Highest IV Rank — 17.2%2024-02-06 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $38.73 $37.99 $39.34 $38.32 $39.31 ATM IV 11.2% 7.4% 25.4% 9.7% 7.4% Expected Move 3.1% 2.1% 4.5% 3.3% 2.1% HV 20d 8.7% 8.2% 9.2% 9.2% 8.4% HV 60d 7.8% 7.2% 8.1% 7.4% 7.9% IV Rank 4.2% 0.8% 17.2% 2.9% 0.8% IV Percentile 11.4% 1.6% 37.3% 5.6% 1.6% Term Structure -1.2% -10.7% 3.4% 1.5% 2.1% VWIV 8.3% 8.3% 8.3% 8.3% 8.3% Skew 25d -0.1% -7.1% 3.2% 1.3% -2.2% Skew 10d -3.4% -13.8% 2.7% -3.0% -13.8% Call IV 25d 10.1% 6.4% 16.2% 9.7% 10.3% Put IV 25d 10.0% 6.9% 14.8% 11.0% 8.2% Bid-Ask Spread % 147.72 128.61 171.03 132.78 159.00 Gamma HHI 0.58 0.45 1.00 0.64 1.00 Net GEX -1.2K -1.5K -618 -1.2K -618 Net DEX 7.7K 5.4K 10.4K 6.1K 6.1K Net VEX -58 -66 -45 -56 -46 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 0.8 0 13 1 13 Total OI 13.85 12 15 12 15
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 2024-02-01 $38.32 $0.00 9.7% 3.3% 9.2% 2.9% 0.0% 1.3% 1.5% -1.2K 6.1K -56 0.00 132.78 N/A N/A 0 1 1 11 2024-02-02 $38.27 $0.00 8.9% 2.9% 9.2% 2.1% 0.0% 2.8% 0.5% -1.3K 7.5K -61 0.00 141.89 N/A N/A 0 0 1 12 2024-02-05 $38.32 $0.00 14.8% 3.0% 9.1% 7.5% 0.0% 2.0% -0.1% -1.4K 8.1K -64 0.00 136.88 N/A N/A 0 0 1 12 2024-02-06 $38.45 $0.00 25.4% 4.5% 8.9% 17.2% 0.0% 1.6% -7.4% -1.2K 8.1K -66 0.00 171.03 N/A N/A 0 0 1 12 2024-02-07 $38.38 $0.00 10.1% 2.9% 8.5% 3.2% 0.0% 1.1% -0.2% -1.4K 8.5K -64 0.00 142.33 N/A N/A 0 0 1 12 2024-02-08 $38.34 $0.00 9.8% 2.8% 8.5% 2.9% 0.0% 0.0% 3.0% -1.4K 8.8K -65 0.00 128.61 N/A N/A 0 0 1 12 2024-02-09 $38.42 $0.00 10.1% 2.9% 8.3% 3.2% 0.0% 3.2% 2.5% -1.3K 7.9K -58 0.00 131.99 N/A N/A 0 0 1 12 2024-02-12 $38.49 $0.00 9.1% 2.6% 8.2% 2.3% 0.0% 1.5% 1.3% -1.1K 6.2K -49 0.00 148.81 N/A N/A 0 0 1 12 2024-02-13 $37.99 $0.00 10.1% 2.9% 8.7% 3.2% 0.0% -1.1% -2.1% -1.5K 10.4K -66 0.00 139.40 N/A N/A 0 0 1 12 2024-02-14 $38.48 $0.00 10.0% 2.9% 9.0% 3.1% 0.0% 1.9% -1.3% -1.3K 7.1K -51 0.00 133.66 N/A N/A 0 0 1 12 2024-02-15 $38.75 $0.00 7.9% 2.3% 8.6% 1.2% 0.0% -0.0% 1.3% -975 5.4K -45 0.00 148.41 N/A N/A 0 2 1 12 2024-02-16 $38.80 $0.00 8.2% 2.4% 8.6% 1.5% 0.0% -1.7% 1.9% -1.3K 9.6K -63 0.00 147.33 N/A N/A 0 0 1 14 2024-02-20 $38.93 $0.00 12.5% 3.6% 8.6% 5.5% 0.0% -0.1% -3.2% -1.2K 8.6K -66 0.00 156.90 N/A N/A 0 0 1 14 2024-02-21 $38.95 $0.00 11.1% 3.2% 8.5% 4.2% 0.0% 2.8% -1.7% -1.3K 10.0K -65 0.00 161.55 N/A N/A 0 0 1 14 2024-02-22 $39.34 $0.00 9.4% 2.7% 8.8% 2.6% 0.0% -2.0% 3.4% -1.3K 8.2K -64 0.00 156.74 N/A N/A 0 0 1 14 2024-02-23 $39.34 $0.00 13.9% 4.0% 8.7% 6.7% 0.0% -1.0% -9.0% -783 6.2K -50 0.00 144.71 N/A N/A 0 0 1 14 2024-02-26 $39.24 $0.00 15.7% 4.5% 8.4% 8.3% 0.0% -7.1% -10.7% -1.3K 7.4K -61 0.00 157.57 N/A N/A 0 0 1 14 2024-02-27 $39.33 $0.00 8.5% 2.4% 8.4% 1.7% 0.0% -6.7% -1.9% -810 6.6K -48 0.00 163.02 N/A N/A 0 0 1 14 2024-02-28 $39.16 $0.00 11.1% 3.2% 8.6% 4.1% 0.0% 2.5% -3.5% -812 6.8K -50 0.00 151.75 N/A N/A 0 0 1 14 2024-02-29 $39.31 $0.00 7.4% 2.1% 8.4% 0.8% 8.3% -2.2% 2.1% -618 6.1K -46 0.00 159.00 N/A N/A 13 0 1 14
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