DBEU Options History — June 2024 In June 2024, DBEU traded between $41.45 and $42.69. ATM implied volatility averaged 19.5%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 10.8% (HV 20d: 8.7%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2024-06-10 : Largest IV spike — 343.8% change2024-06-10 : Highest IV Rank — 44.2%2024-06-28 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $42.00 $41.45 $42.69 $42.13 $41.45 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 19.5% 9.8% 50.6% 15.6% 27.4% Expected Move 4.7% 2.3% 7.9% 4.5% 7.9% HV 20d 8.7% 7.3% 9.9% 7.8% 9.4% HV 60d 8.9% 8.4% 9.3% 8.5% 9.0% IV Rank 13.5% 3.9% 44.2% 9.6% 21.3% IV Percentile 49.1% 11.1% 88.1% 41.3% 69.4% Term Structure -4.4% -16.3% 0.3% -8.2% -16.3% Skew 25d 0.9% -8.4% 15.3% -4.6% 2.1% Skew 10d 3.3% -12.9% 18.9% 0.9% 2.1% Call IV 25d 16.7% 11.7% 23.9% 15.4% 23.9% Put IV 25d 17.6% 6.5% 31.5% 10.8% 26.0% Bid-Ask Spread % 149.48 138.43 167.28 163.33 150.26 Gamma HHI 0.66 0.41 1.00 1.00 0.42 Net GEX -164 -441 33 0 -430 Net DEX -13.9K -17.1K -6.6K -16.9K -6.6K Net VEX -7 -26 0 0 -22 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 7.684 7 8 8 7
Daily Data (19 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 2024-06-03 $42.13 $0.00 15.6% 4.5% 7.8% 9.6% 0.0% -4.6% -8.2% 0 -16.9K 0 0.00 163.33 N/A N/A 0 0 4 4 2024-06-04 $42.08 $0.00 17.8% 5.1% 7.4% 11.9% 0.0% 15.3% -5.7% 0 -16.8K 0 0.00 167.28 N/A N/A 0 0 4 4 2024-06-05 $42.49 $0.00 12.6% 3.6% 7.4% 6.7% 0.0% -6.7% 0.3% 0 -17.0K 0 0.00 159.06 N/A N/A 0 0 4 4 2024-06-06 $42.69 $40.00 22.6% 2.3% 7.4% 16.6% 0.0% -2.7% -1.2% 0 -17.1K 0 0.00 150.79 N/A N/A 0 0 4 4 2024-06-07 $42.50 $40.00 11.4% 3.3% 7.5% 5.5% 0.0% -8.4% -7.7% -21 -17.0K 0 0.00 149.01 N/A N/A 0 0 4 4 2024-06-10 $42.41 $40.00 50.6% 4.9% 7.3% 44.2% 0.0% -0.9% -4.9% -294 -16.4K -3 0.00 156.73 N/A N/A 0 0 4 4 2024-06-11 $42.02 $40.00 24.4% 3.8% 8.0% 18.4% 0.0% -3.5% -4.3% 0 -16.8K 0 0.00 143.10 N/A N/A 0 0 4 4 2024-06-12 $42.35 $40.00 9.8% 2.8% 8.3% 3.9% 0.0% 11.1% -1.7% 0 -16.9K 0 0.00 139.92 N/A N/A 0 0 4 4 2024-06-13 $41.92 $40.00 17.5% 5.0% 8.8% 11.5% 0.0% -3.5% -6.9% 0 -16.8K 0 0.00 138.43 N/A N/A 0 0 4 4 2024-06-14 $41.55 $40.00 15.0% 4.3% 9.2% 9.0% 0.0% 7.9% -0.6% 33 -16.6K 0 0.00 139.92 N/A N/A 0 0 4 4 2024-06-17 $41.61 $40.00 14.1% 4.0% 9.3% 8.1% 0.0% -0.1% -1.8% 12 -16.6K 0 0.00 145.49 N/A N/A 0 0 4 4 2024-06-18 $41.78 $40.00 17.2% 4.9% 9.4% 11.3% 0.0% -0.1% -3.3% -389 -16.7K 0 0.00 143.15 N/A N/A 0 0 4 4 2024-06-20 $42.00 $40.00 11.7% 3.4% 9.7% 5.8% 0.0% -2.4% -2.6% 0 -16.8K 0 0.00 142.78 N/A N/A 0 0 4 4 2024-06-21 $41.73 $40.00 24.6% 7.0% 9.6% 18.5% 0.0% 8.4% -3.0% -386 -7.1K -26 0.00 149.57 N/A N/A 0 0 3 4 2024-06-24 $41.97 $40.00 18.8% 5.4% 9.8% 12.8% 0.0% 0.7% -4.0% -384 -8.5K -20 0.00 150.37 N/A N/A 0 0 3 4 2024-06-25 $41.97 $40.00 18.9% 5.4% 9.7% 12.9% 0.0% 1.7% -3.5% -392 -8.7K -18 0.00 149.71 N/A N/A 0 0 3 4 2024-06-26 $41.72 $40.00 19.3% 5.5% 9.9% 13.3% 0.0% 1.9% -3.8% -430 -8.0K -19 0.00 149.93 N/A N/A 0 0 3 4 2024-06-27 $41.58 $40.00 20.7% 5.9% 9.5% 14.7% 0.0% 0.8% -3.5% -441 -7.4K -21 0.00 151.34 N/A N/A 0 0 3 4 2024-06-28 $41.45 $40.00 27.4% 7.9% 9.4% 21.3% 0.0% 2.1% -16.3% -430 -6.6K -22 0.00 150.26 N/A N/A 0 0 3 4
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