DBEU Options History — August 2024 In August 2024, DBEU traded between $39.53 and $42.59. ATM implied volatility averaged 26.5%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 10.3% (HV 20d: 16.3%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-26 : Highest Volume — 40 contracts2024-08-14 : Largest IV drop — 58.7% change2024-08-13 : Highest IV Rank — 47.4%2024-08-06 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $41.30 $39.53 $42.59 $41.27 $42.59 ATM IV 26.5% 15.2% 53.9% 28.4% 18.2% Expected Move 6.1% 4.4% 9.0% 8.2% 5.2% HV 20d 16.3% 12.3% 17.6% 13.2% 12.3% HV 60d 12.2% 10.4% 12.7% 10.4% 12.4% IV Rank 20.4% 9.2% 47.4% 22.3% 12.2% IV Percentile 64.4% 39.7% 92.9% 75.8% 52.8% Term Structure -3.7% -14.3% 7.6% -6.5% 7.6% Skew 25d 1.3% -3.7% 7.0% -0.4% 0.3% Skew 10d 6.4% -4.9% 23.7% 0.7% 4.8% Call IV 25d 22.2% 18.2% 33.3% 27.7% 22.6% Put IV 25d 23.5% 19.1% 36.1% 27.3% 22.8% Bid-Ask Spread % 167.38 157.21 187.71 166.38 164.08 Gamma HHI 0.74 0.51 0.99 0.59 0.98 Net GEX 1.9K 88 8.4K 142 8.4K Net DEX -15.2K -52.3K -6.0K -7.5K -52.3K Net VEX -51 -226 -3 -6 -226 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 2.5 0 40 0 0 Total OI 15.182 2 57 2 57
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 2024-08-01 $41.27 $0.00 28.4% 8.2% 13.2% 22.3% 0.0% -0.4% -6.5% 142 -7.5K -6 0.00 166.38 N/A N/A 0 0 2 0 2024-08-02 $40.48 $0.00 26.4% 7.6% 14.6% 20.3% 0.0% 0.7% -6.7% 181 -7.1K -7 0.00 164.14 N/A N/A 0 0 2 0 2024-08-05 $39.53 $0.00 38.5% 6.9% 16.5% 32.2% 0.0% 0.2% -2.1% 211 -6.1K -11 0.00 177.20 N/A N/A 0 0 2 0 2024-08-06 $39.78 $0.00 47.9% 9.0% 16.8% 41.5% 0.0% 2.9% -11.1% 191 -6.0K -11 0.00 187.71 N/A N/A 0 0 2 0 2024-08-07 $39.91 $0.00 34.4% 6.3% 16.3% 28.2% 0.0% 7.0% -10.6% 215 -6.7K -8 0.00 164.97 N/A N/A 0 0 2 0 2024-08-08 $40.46 $0.00 44.0% 7.8% 17.2% 37.6% 0.0% 4.1% 1.3% 184 -6.7K -9 0.00 179.62 N/A N/A 0 0 2 0 2024-08-09 $40.69 $0.00 29.8% 6.2% 16.9% 23.6% 0.0% 1.5% -1.5% 168 -7.4K -6 0.00 167.57 N/A N/A 0 0 2 0 2024-08-12 $40.60 $0.00 41.5% 6.6% 16.6% 35.2% 0.0% 0.5% -14.3% 170 -7.4K -6 0.00 165.50 N/A N/A 0 0 2 0 2024-08-13 $40.85 $0.00 53.9% 6.3% 16.8% 47.4% 0.0% 6.8% -13.9% 157 -7.5K -5 0.00 166.03 N/A N/A 0 0 2 0 2024-08-14 $41.11 $0.00 22.2% 6.4% 16.9% 16.2% 0.0% -3.7% -7.3% 142 -7.6K -4 0.00 164.44 N/A N/A 0 0 2 0 2024-08-15 $41.69 $0.00 17.8% 5.1% 17.6% 11.9% 0.0% 1.4% -6.2% 98 -8.0K -3 0.00 168.02 N/A N/A 0 0 2 0 2024-08-16 $41.67 $0.00 15.2% 4.4% 17.6% 9.2% 0.0% -1.2% 6.9% 105 -7.9K -3 0.00 165.93 N/A N/A 0 0 2 0 2024-08-19 $41.86 $0.00 17.9% 5.1% 17.1% 11.9% 0.0% -0.4% -1.4% 88 -8.1K -3 0.00 168.83 N/A N/A 10 0 2 0 2024-08-20 $41.63 $0.00 16.9% 4.8% 17.1% 11.0% 0.0% 0.4% -2.6% 1.2K -12.2K -32 0.00 157.21 N/A N/A 5 0 12 0 2024-08-21 $41.78 $0.00 17.4% 5.0% 16.9% 11.5% 0.0% 0.8% -2.5% 1.8K -14.9K -52 0.00 166.82 N/A N/A 0 0 17 0 2024-08-22 $41.84 $0.00 17.2% 4.9% 16.9% 11.2% 0.0% 2.6% -2.4% 1.8K -15.4K -51 0.00 165.07 N/A N/A 0 0 17 0 2024-08-23 $42.03 $0.00 16.9% 4.8% 16.6% 11.0% 0.0% 0.7% 4.9% 1.9K -15.8K -50 0.00 164.56 N/A N/A 0 0 17 0 2024-08-26 $42.08 $0.00 18.4% 5.3% 16.6% 12.5% 0.0% 0.9% -3.3% 1.9K -15.4K -49 0.00 165.58 N/A N/A 40 0 17 0 2024-08-27 $42.11 $0.00 18.2% 5.2% 16.6% 12.3% 0.0% 0.7% -2.5% 7.1K -37.5K -193 0.00 163.91 N/A N/A 0 0 57 0 2024-08-28 $42.14 $0.00 21.9% 6.3% 16.2% 15.9% 0.0% 0.9% -2.3% 7.1K -36.9K -189 0.00 165.24 N/A N/A 0 0 57 0 2024-08-29 $42.45 $0.00 20.3% 5.8% 14.5% 14.3% 0.0% 1.0% -4.1% 7.9K -39.9K -189 0.00 163.51 N/A N/A 0 0 57 0 2024-08-30 $42.59 $0.00 18.2% 5.2% 12.3% 12.2% 0.0% 0.3% 7.6% 8.4K -52.3K -226 0.00 164.08 N/A N/A 0 0 57 0
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