DBEU Options History — May 2024 In May 2024, DBEU traded between $40.58 and $42.63. ATM implied volatility averaged 14.4%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 5.7% (HV 20d: 8.8%). Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-10 : Highest Volume — 1 contracts2024-05-24 : Largest IV drop — 54.4% change2024-05-14 : Highest IV Rank — 16.8%2024-05-23 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $41.98 $40.58 $42.63 $40.58 $42.24 ATM IV 14.4% 9.7% 22.8% 11.5% 11.8% Expected Move 3.8% 2.8% 6.3% 3.3% 3.4% HV 20d 8.8% 7.3% 10.1% 9.9% 7.7% HV 60d 8.9% 8.5% 9.4% 9.1% 8.7% IV Rank 8.5% 3.9% 16.8% 5.6% 5.9% IV Percentile 33.6% 11.9% 55.2% 25.4% 26.6% Term Structure -2.7% -10.2% 7.3% 2.9% 5.6% Skew 25d -2.6% -13.4% 10.1% 0.7% 4.2% Skew 10d 0.1% -12.1% 17.6% -3.7% 15.4% Call IV 25d 14.3% 10.7% 20.1% 10.7% 18.9% Put IV 25d 11.7% 4.2% 24.5% 11.4% 23.1% Bid-Ask Spread % 160.98 150.22 174.05 164.86 167.45 Gamma HHI 0.68 0.37 1.00 0.75 1.00 Net GEX -244 -1.1K 213 -1.1K -760 Net DEX -13.5K -17.0K -4.0K -4.3K -15.8K Net VEX -10 -42 0 -38 -6 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 1 0 0 Total OI 7.636 7 8 7 8
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 2024-05-01 $40.58 $0.00 11.5% 3.3% 9.9% 5.6% 0.0% 0.7% 2.9% -1.1K -4.3K -38 0.00 164.86 N/A N/A 0 0 3 4 2024-05-02 $40.63 $0.00 13.1% 3.7% 9.4% 7.2% 0.0% -0.1% 7.3% -353 -4.0K -39 0.00 174.05 N/A N/A 0 0 3 4 2024-05-03 $40.84 $0.00 9.7% 2.8% 9.5% 3.9% 0.0% -0.4% 2.2% -445 -4.5K -42 0.00 162.50 N/A N/A 0 0 3 4 2024-05-06 $41.20 $0.00 11.7% 3.0% 9.8% 5.8% 0.0% -6.1% -1.4% -926 -7.2K -28 0.00 162.16 N/A N/A 0 0 3 4 2024-05-07 $41.58 $0.00 16.9% 3.7% 9.9% 11.0% 0.0% -12.1% -10.2% -11 -11.3K -11 0.00 165.10 N/A N/A 0 0 3 4 2024-05-08 $41.77 $0.00 11.8% 3.3% 10.0% 5.9% 0.0% -9.3% 4.3% -1.1K -11.2K -9 0.00 159.90 N/A N/A 0 0 3 4 2024-05-09 $42.02 $0.00 10.5% 3.4% 10.1% 4.7% 0.0% -5.1% -1.2% 0 -12.6K 0 0.00 151.06 N/A N/A 0 0 3 4 2024-05-10 $42.24 $0.00 15.3% 3.2% 9.4% 9.4% 0.0% -13.4% -8.1% 205 -12.0K -7 0.00 150.73 N/A N/A 1 0 3 4 2024-05-13 $42.20 $0.00 22.5% 3.4% 9.4% 16.5% 0.0% -9.6% -9.8% 141 -16.4K -5 0.00 165.19 N/A N/A 1 0 4 4 2024-05-14 $42.44 $0.00 22.8% 4.6% 8.9% 16.8% 0.0% -2.9% -5.0% -154 -16.7K -3 0.00 164.14 N/A N/A 0 0 4 4 2024-05-15 $42.63 $0.00 14.0% 4.0% 8.8% 8.0% 0.0% -5.3% -9.8% 170 -16.6K -5 0.00 153.89 N/A N/A 0 0 4 4 2024-05-16 $42.51 $0.00 11.7% 3.4% 8.9% 5.8% 0.0% 4.3% -3.1% 124 -16.9K -1 0.00 153.09 N/A N/A 0 0 4 4 2024-05-17 $42.56 $0.00 13.8% 4.0% 9.0% 7.9% 0.0% -1.7% -2.4% 152 -16.4K -7 0.00 150.22 N/A N/A 0 0 4 4 2024-05-20 $42.59 $0.00 12.9% 3.7% 8.1% 7.0% 0.0% 8.7% 5.0% 103 -16.7K -4 0.00 159.66 N/A N/A 0 0 4 4 2024-05-21 $42.60 $0.00 14.2% 4.1% 7.7% 8.3% 0.0% -2.5% -2.5% -50 -17.0K 0 0.00 161.82 N/A N/A 0 0 4 4 2024-05-22 $42.27 $0.00 18.8% 5.4% 8.2% 12.9% 0.0% -7.0% -6.9% 213 -16.2K -7 0.00 157.86 N/A N/A 0 0 4 4 2024-05-23 $42.20 $0.00 22.0% 6.3% 8.0% 16.0% 0.0% -1.4% -7.7% -676 -14.7K -13 0.00 162.82 N/A N/A 0 0 4 4 2024-05-24 $42.34 $0.00 10.1% 2.9% 7.3% 4.2% 0.0% 0.6% -4.0% 0 -16.9K 0 0.00 164.09 N/A N/A 0 0 4 4 2024-05-28 $42.22 $0.00 13.8% 4.0% 7.4% 7.9% 0.0% -2.3% -10.0% 0 -16.9K 0 0.00 165.63 N/A N/A 0 0 4 4 2024-05-29 $41.87 $0.00 17.7% 5.1% 7.7% 11.8% 0.0% -5.5% -0.6% -889 -16.0K -5 0.00 165.12 N/A N/A 0 0 4 4 2024-05-30 $42.03 $0.00 11.1% 3.2% 7.6% 5.2% 0.0% 10.1% -4.4% 41 -16.8K 0 0.00 160.17 N/A N/A 0 0 4 4 2024-05-31 $42.24 $0.00 11.8% 3.4% 7.7% 5.9% 0.0% 4.2% 5.6% -760 -15.8K -6 0.00 167.45 N/A N/A 0 0 4 4
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