DBEU Options History — April 2024 In April 2024, DBEU traded between $39.95 and $41.25. ATM implied volatility averaged 14.5%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 5.5% (HV 20d: 9.0%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-11 : Highest Volume — 2 contracts2024-04-24 : Largest IV spike — 106.9% change2024-04-08 : Highest IV Rank — 16.4%2024-04-15 : Largest Expected Move — 5.6%Monthly Statistics Metric Avg Min Max Open Close Price $40.55 $39.95 $41.25 $41.25 $40.65 Max Pain $36.00 $36.00 $36.00 $36.00 $36.00 ATM IV 14.5% 9.3% 22.4% 16.0% 9.8% Expected Move 3.9% 2.4% 5.6% 4.6% 2.8% HV 20d 9.0% 7.7% 10.7% 7.7% 9.8% HV 60d 8.7% 8.4% 9.1% 8.4% 9.1% IV Rank 8.5% 3.4% 16.4% 10.0% 3.9% IV Percentile 30.7% 9.1% 48.4% 35.3% 12.7% Term Structure 0.4% -12.7% 20.6% -12.7% 10.2% Skew 25d 0.5% -6.0% 9.7% -5.5% -0.0% Skew 10d -1.2% -10.7% 15.7% -2.9% -3.3% Call IV 25d 13.4% 8.4% 22.6% 16.4% 10.3% Put IV 25d 14.0% 7.9% 22.9% 10.9% 10.3% Bid-Ask Spread % 148.63 128.50 169.62 139.15 165.05 Gamma HHI 0.75 0.49 1.00 0.94 0.65 Net GEX -601 -792 -422 -629 -527 Net DEX -228 -5.4K 3.6K 1.8K -3.8K Net VEX -45 -58 -36 -36 -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 0.091 0 2 0 0 Total OI 13 7 17 15 7
Daily Data (22 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 2024-04-01 $41.25 $36.00 16.0% 4.6% 7.7% 10.0% 0.0% -5.5% -12.7% -629 1.8K -36 0.00 139.15 N/A N/A 0 0 1 14 2024-04-02 $40.75 $36.00 17.0% 4.9% 9.2% 11.0% 0.0% -2.0% -4.7% -560 2.4K -36 0.00 132.44 N/A N/A 0 0 1 14 2024-04-03 $40.79 $36.00 14.2% 4.1% 8.9% 8.3% 0.0% 3.6% -10.4% -701 2.9K -39 0.00 128.50 N/A N/A 0 0 1 14 2024-04-04 $40.45 $0.00 15.7% 3.5% 9.2% 9.8% 0.0% -3.4% -1.3% -791 3.6K -39 0.00 136.43 N/A N/A 0 0 1 14 2024-04-05 $40.52 $0.00 11.0% 2.4% 8.3% 5.2% 0.0% -2.0% 3.5% -696 3.5K -39 0.00 138.78 N/A N/A 0 0 1 14 2024-04-08 $40.77 $0.00 22.4% 3.8% 8.2% 16.4% 0.0% -1.7% -1.1% -792 2.8K -38 0.00 142.94 N/A N/A 0 0 1 14 2024-04-09 $40.53 $0.00 16.9% 4.6% 8.6% 10.9% 0.0% 6.4% -3.4% -750 3.5K -38 0.00 151.41 N/A N/A 0 0 1 14 2024-04-10 $40.49 $0.00 12.1% 3.5% 7.9% 6.2% 0.0% 2.5% 0.3% -675 3.3K -37 0.00 141.18 N/A N/A 0 0 1 14 2024-04-11 $40.63 $0.00 14.1% 4.0% 7.9% 8.2% 0.0% 1.3% -2.4% -698 3.1K -37 0.00 140.84 N/A N/A 2 0 1 14 2024-04-12 $40.28 $0.00 13.5% 3.9% 8.5% 7.6% 0.0% -4.0% 0.8% -564 -1.1K -58 0.00 145.51 N/A N/A 0 0 3 14 2024-04-15 $40.26 $0.00 19.4% 5.6% 8.5% 13.4% 0.0% 0.6% -2.6% -770 -422 -55 0.00 165.56 N/A N/A 0 0 3 14 2024-04-16 $40.02 $0.00 16.4% 4.7% 8.8% 10.5% 0.0% 3.0% -2.5% -497 -673 -56 0.00 147.30 N/A N/A 0 0 3 14 2024-04-17 $39.98 $0.00 16.4% 4.7% 8.8% 10.5% 0.0% -0.8% -2.3% -439 -592 -56 0.00 140.55 N/A N/A 0 0 3 14 2024-04-18 $39.95 $0.00 19.1% 5.5% 8.3% 13.2% 0.0% 1.3% 20.6% -617 243 -54 0.00 168.67 N/A N/A 0 0 3 14 2024-04-19 $40.03 $0.00 12.3% 3.5% 8.0% 6.4% 0.0% -6.0% 1.3% -422 -1.6K -53 0.00 144.56 N/A N/A 0 0 3 14 2024-04-22 $40.58 $0.00 11.2% 3.2% 9.5% 5.3% 0.0% 3.9% 5.2% -492 -2.7K -50 0.00 151.77 N/A N/A 0 0 3 4 2024-04-23 $40.94 $0.00 9.3% 2.7% 10.1% 3.4% 0.0% 3.7% 3.8% -509 -4.9K -43 0.00 157.70 N/A N/A 0 0 3 4 2024-04-24 $40.75 $0.00 19.2% 5.5% 10.2% 13.2% 0.0% 0.3% 1.1% -455 -2.9K -47 0.00 169.62 N/A N/A 0 0 3 4 2024-04-25 $40.58 $0.00 10.8% 3.1% 10.0% 4.9% 0.0% -0.4% 2.6% -554 -3.6K -45 0.00 152.76 N/A N/A 0 0 3 4 2024-04-26 $41.00 $0.00 10.6% 3.0% 10.7% 4.7% 0.0% 1.1% 0.3% -452 -4.6K -45 0.00 152.41 N/A N/A 0 0 3 4 2024-04-29 $40.91 $0.00 10.8% 3.1% 10.5% 4.9% 0.0% 9.7% 1.5% -622 -5.4K -40 0.00 156.67 N/A N/A 0 0 3 4 2024-04-30 $40.65 $0.00 9.8% 2.8% 9.8% 3.9% 0.0% -0.0% 10.2% -527 -3.8K -46 0.00 165.05 N/A N/A 0 0 3 4
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