DBEU Options History — March 2024 In March 2024, DBEU traded between $39.26 and $41.03. ATM implied volatility averaged 12.4%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 3.8% (HV 20d: 8.6%). Max pain ranged from $36.00 to $39.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 14 of 20 days.
Notable Days 2024-03-05 : Largest IV spike — 115.1% change2024-03-11 : Highest IV Rank — 19.9%2024-03-19 : Largest Expected Move — 4.9%Monthly Statistics Metric Avg Min Max Open Close Price $40.21 $39.26 $41.03 $39.48 $41.03 Max Pain $36.15 $36.00 $39.00 $39.00 $36.00 ATM IV 12.4% 5.8% 27.6% 5.8% 7.7% Expected Move 3.1% 1.7% 4.9% 1.7% 2.2% HV 20d 8.6% 7.7% 10.5% 8.5% 7.7% HV 60d 8.4% 8.0% 8.6% 8.0% 8.5% IV Rank 6.2% 0.0% 19.9% 0.0% 1.9% IV Percentile 18.2% 0.0% 47.6% 0.0% 2.4% Term Structure 1.7% -5.5% 6.6% 2.0% 4.1% Skew 25d 0.5% -5.9% 9.1% -5.3% 9.1% Skew 10d -2.3% -13.7% 22.2% -13.7% -4.4% Call IV 25d 10.9% 5.2% 19.0% 12.0% 7.9% Put IV 25d 11.4% 6.6% 17.4% 6.6% 17.0% Bid-Ask Spread % 132.98 120.27 144.87 144.87 128.50 Gamma HHI 0.80 0.51 1.00 0.78 0.98 Net GEX 1.9K -1.0K 6.0K 6.0K -724 Net DEX -17.5K -44.8K 5.6K -30.9K 2.5K Net VEX -56 -87 -38 -83 -38 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 22.15 15 28 28 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 2024-03-01 $39.48 $39.00 5.8% 1.7% 8.5% 0.0% 0.0% -5.3% 2.0% 6.0K -30.9K -83 0.00 144.87 N/A N/A 0 0 14 14 2024-03-04 $39.48 $36.00 8.7% 4.7% 8.4% 2.6% 0.0% 1.3% -5.5% 5.4K -29.2K -87 0.00 141.03 N/A N/A 0 0 14 14 2024-03-05 $39.26 $36.00 18.7% 2.8% 8.8% 11.7% 0.0% -0.7% 4.9% 3.9K -23.0K -82 0.00 142.82 N/A N/A 0 0 14 14 2024-03-06 $39.58 $36.00 15.1% 2.3% 9.1% 8.5% 0.0% 0.1% 3.7% 5.9K -32.4K -77 0.00 136.84 N/A N/A 0 0 14 14 2024-03-07 $40.05 $36.00 15.8% 3.1% 9.7% 9.1% 0.0% 1.0% 1.5% 3.4K -36.2K -69 0.00 128.04 N/A N/A 0 0 14 14 2024-03-08 $39.81 $36.00 14.1% 3.2% 10.1% 7.6% 0.0% 5.4% 5.3% 4.8K -35.1K -68 0.00 120.27 N/A N/A 0 0 14 14 2024-03-11 $39.88 $36.00 27.6% 4.6% 10.1% 19.9% 0.0% 0.2% -4.1% 3.0K -30.9K -72 0.00 127.07 N/A N/A 0 0 14 14 2024-03-12 $40.28 $36.00 14.0% 2.1% 10.5% 7.4% 0.0% 0.3% 2.7% 2.4K -44.8K -50 0.00 137.61 N/A N/A 0 0 14 14 2024-03-13 $40.30 $36.00 7.9% 2.3% 8.9% 1.9% 0.0% -2.1% 4.3% 3.1K -41.0K -51 0.00 125.05 N/A N/A 0 0 14 14 2024-03-14 $40.22 $36.00 8.4% 2.4% 8.2% 2.4% 0.0% 2.8% 6.6% 3.3K -41.4K -47 0.00 129.86 N/A N/A 0 0 14 14 2024-03-15 $40.22 $36.00 16.9% 4.9% 8.0% 11.0% 0.0% 0.8% -1.0% 3.0K -36.5K -53 0.00 132.42 N/A N/A 0 0 14 14 2024-03-18 $40.13 $36.00 9.9% 2.8% 8.2% 4.1% 0.0% 2.0% 0.9% -680 4.3K -43 0.00 125.11 N/A N/A 0 0 1 14 2024-03-19 $40.16 $36.00 17.2% 4.9% 8.1% 11.2% 0.0% 1.1% -2.4% -1.0K 5.6K -50 0.00 136.13 N/A N/A 0 0 1 14 2024-03-20 $40.45 $36.00 8.8% 2.5% 8.4% 2.9% 0.0% -3.9% -2.0% -731 3.9K -44 0.00 132.16 N/A N/A 0 0 1 14 2024-03-21 $40.68 $36.00 8.1% 2.3% 8.0% 2.2% 0.0% -0.4% 3.0% -674 3.1K -41 0.00 135.80 N/A N/A 0 0 1 14 2024-03-22 $40.72 $36.00 9.2% 2.6% 7.9% 3.3% 0.0% -2.9% 3.0% -689 3.2K -41 0.00 131.88 N/A N/A 0 0 1 14 2024-03-25 $40.69 $36.00 9.9% 2.8% 7.8% 4.0% 0.0% 0.7% 6.3% -689 2.7K -39 0.00 136.25 N/A N/A 0 0 1 14 2024-03-26 $40.76 $36.00 12.6% 3.6% 7.8% 6.7% 0.0% 5.6% -1.8% -617 2.7K -39 0.00 129.62 N/A N/A 0 0 1 14 2024-03-27 $41.03 $36.00 11.8% 3.4% 7.7% 5.9% 0.0% -5.9% 1.6% -591 2.6K -39 0.00 138.19 N/A N/A 0 0 1 14 2024-03-28 $41.03 $36.00 7.7% 2.2% 7.7% 1.9% 0.0% 9.1% 4.1% -724 2.5K -38 0.00 128.50 N/A N/A 0 0 1 14
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