DBEU Options History — July 2024 In July 2024, DBEU traded between $41.37 and $42.58. ATM implied volatility averaged 21.7%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 11.6% (HV 20d: 10.1%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-19 : Highest Volume — 1 contracts2024-07-22 : Largest IV spike — 159.9% change2024-07-08 : Highest IV Rank — 22.7%2024-07-30 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $41.84 $41.37 $42.58 $41.80 $42.10 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 21.7% 10.0% 28.8% 24.2% 25.6% Expected Move 5.9% 2.9% 7.9% 6.9% 7.3% HV 20d 10.1% 9.3% 11.2% 9.8% 11.2% HV 60d 9.3% 8.9% 9.6% 9.0% 9.6% IV Rank 15.7% 4.1% 22.7% 18.1% 19.5% IV Percentile 60.4% 13.9% 74.6% 65.5% 70.2% Term Structure -5.5% -18.6% 4.0% -12.7% 1.0% Skew 25d 1.3% -7.0% 7.5% -1.6% -0.1% Skew 10d 3.4% -6.2% 15.1% 9.1% 0.6% Call IV 25d 20.8% 8.6% 29.9% 25.4% 25.6% Put IV 25d 22.1% 9.6% 30.3% 23.8% 25.5% Bid-Ask Spread % 168.13 151.42 180.50 151.47 166.47 Gamma HHI 0.53 0.42 0.66 0.43 0.64 Net GEX -229 -604 127 -400 97 Net DEX -8.3K -10.3K -7.4K -7.6K -8.0K Net VEX -10 -21 -4 -20 -4 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 0.045 0 1 0 0 Total OI 5.182 2 7 7 2
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 2024-07-01 $41.80 $40.00 24.2% 6.9% 9.8% 18.1% 0.0% -1.6% -12.7% -400 -7.6K -20 0.00 151.47 N/A N/A 0 0 3 4 2024-07-02 $41.67 $40.00 26.0% 7.4% 9.8% 19.9% 0.0% -0.6% -3.4% -426 -7.4K -20 0.00 151.42 N/A N/A 0 0 3 4 2024-07-03 $41.88 $40.00 24.5% 7.0% 10.0% 18.4% 0.0% 3.9% -5.5% -382 -7.5K -21 0.00 152.03 N/A N/A 0 0 3 4 2024-07-05 $42.06 $0.00 26.6% 4.4% 9.4% 20.5% 0.0% 4.4% -1.4% -390 -8.9K -15 0.00 176.94 N/A N/A 0 0 3 4 2024-07-08 $41.93 $0.00 28.8% 6.3% 9.3% 22.7% 0.0% 3.0% -2.4% -409 -8.6K -14 0.00 180.50 N/A N/A 0 0 3 4 2024-07-09 $41.64 $0.00 26.6% 6.4% 9.4% 20.5% 0.0% 0.6% -14.6% -466 -8.0K -15 0.00 175.60 N/A N/A 0 0 3 4 2024-07-10 $42.06 $0.00 18.0% 5.2% 10.2% 12.0% 0.0% 0.7% -1.3% -396 -8.8K -13 0.00 178.26 N/A N/A 0 0 3 4 2024-07-11 $42.20 $0.00 19.3% 5.5% 9.7% 13.3% 0.0% 7.5% -3.0% -375 -9.2K -11 0.00 179.77 N/A N/A 0 0 3 4 2024-07-12 $42.58 $0.00 21.2% 6.1% 9.9% 15.2% 0.0% 7.2% -2.0% -310 -10.3K -8 0.00 174.24 N/A N/A 0 0 3 4 2024-07-15 $42.11 $0.00 16.8% 4.8% 10.0% 10.8% 0.0% 5.3% 4.0% -387 -9.1K -10 0.00 171.02 N/A N/A 0 0 3 4 2024-07-16 $42.11 $0.00 19.4% 5.5% 9.4% 13.4% 0.0% 1.2% -2.4% -381 -9.3K -9 0.00 172.91 N/A N/A 0 0 3 4 2024-07-17 $41.78 $0.00 17.2% 4.9% 9.9% 11.2% 0.0% 0.1% -3.8% -449 -8.9K -9 0.00 169.81 N/A N/A 0 0 3 4 2024-07-18 $41.54 $0.00 20.2% 5.8% 10.0% 14.1% 0.0% -1.8% -15.0% -518 -8.1K -8 0.00 170.83 N/A N/A 0 0 3 4 2024-07-19 $41.48 $0.00 10.0% 2.9% 9.8% 4.1% 0.0% 0.9% -1.5% -604 -8.7K -4 0.00 160.24 N/A N/A 1 0 3 4 2024-07-22 $41.99 $0.00 25.9% 7.4% 10.5% 19.9% 0.0% 2.4% -18.6% 91 -8.1K -4 0.00 166.32 N/A N/A 0 0 2 0 2024-07-23 $41.80 $0.00 17.7% 5.1% 10.4% 11.8% 0.0% 0.7% -3.5% 99 -8.0K -4 0.00 166.49 N/A N/A 0 0 2 0 2024-07-24 $41.47 $0.00 20.7% 5.9% 10.8% 14.7% 0.0% 0.8% -5.2% 118 -7.8K -4 0.00 165.56 N/A N/A 0 0 2 0 2024-07-25 $41.37 $0.00 20.9% 6.0% 10.6% 14.9% 0.0% -7.0% -5.7% 127 -7.7K -5 0.00 167.89 N/A N/A 0 0 2 0 2024-07-26 $41.75 $0.00 19.0% 5.4% 11.1% 13.0% 0.0% 0.6% -4.2% 105 -7.9K -4 0.00 165.89 N/A N/A 0 0 2 0 2024-07-29 $41.59 $0.00 21.9% 6.3% 11.1% 15.8% 0.0% 0.7% -6.0% 111 -7.9K -4 0.00 167.46 N/A N/A 0 0 2 0 2024-07-30 $41.68 $0.00 27.7% 7.9% 10.7% 21.6% 0.0% -0.5% -14.1% 109 -7.9K -4 0.00 167.78 N/A N/A 0 0 2 0 2024-07-31 $42.10 $0.00 25.6% 7.3% 11.2% 19.5% 0.0% -0.1% 1.0% 97 -8.0K -4 0.00 166.47 N/A N/A 0 0 2 0
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