DBEU Options History — September 2024 In September 2024, DBEU traded between $40.95 and $42.61. ATM implied volatility averaged 23.8%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 12.3% (HV 20d: 11.5%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-05 : Highest Volume — 20 contracts2024-09-11 : Largest IV drop — 53.3% change2024-09-10 : Highest IV Rank — 33.7%2024-09-18 : Largest Expected Move — 10.0%Monthly Statistics Metric Avg Min Max Open Close Price $41.83 $40.95 $42.61 $41.97 $42.41 Max Pain $36.00 $36.00 $36.00 $36.00 $36.00 ATM IV 23.8% 16.4% 40.0% 24.9% 29.3% Expected Move 6.3% 4.7% 10.0% 7.1% 8.4% HV 20d 11.5% 9.9% 13.2% 9.9% 13.0% HV 60d 13.1% 12.8% 13.5% 12.8% 13.4% IV Rank 17.8% 10.4% 33.7% 18.8% 23.2% IV Percentile 63.6% 39.7% 84.1% 68.7% 78.6% Term Structure -4.6% -18.6% 6.4% 2.9% -18.6% Skew 25d 1.5% -5.2% 11.4% 0.9% 1.8% Skew 10d 14.0% 0.5% 38.3% 0.5% 22.6% Call IV 25d 22.0% 18.2% 32.2% 25.6% 25.1% Put IV 25d 23.4% 18.4% 38.7% 26.5% 26.9% Bid-Ask Spread % 160.70 154.43 180.01 164.32 163.62 Gamma HHI 0.97 0.93 0.99 0.97 0.98 Net GEX 5.7K 4.0K 8.1K 6.6K 7.3K Net DEX -30.2K -53.4K -21.1K -34.5K -37.1K Net VEX -115 -186 -77 -156 -104 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 1.9 0 20 0 0 Total OI 57 57 57 57 57
Daily Data (20 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 2024-09-03 $41.97 $0.00 24.9% 7.1% 9.9% 18.8% 0.0% 0.9% 2.9% 6.6K -34.5K -156 0.00 164.32 N/A N/A 0 0 57 0 2024-09-04 $41.62 $0.00 22.5% 6.4% 10.6% 16.4% 0.0% -5.2% -6.1% 5.5K -28.5K -136 0.00 166.60 N/A N/A 0 0 57 0 2024-09-05 $41.44 $36.00 25.7% 5.8% 10.8% 19.6% 0.0% 1.1% -4.8% 5.4K -29.7K -133 0.00 161.70 N/A N/A 20 0 57 0 2024-09-06 $40.95 $36.00 23.4% 5.0% 10.9% 17.3% 0.0% 0.4% 0.3% 4.0K -21.1K -99 0.00 157.14 N/A N/A 0 0 57 0 2024-09-09 $41.42 $36.00 28.2% 5.4% 11.5% 22.1% 0.0% 1.3% -0.6% 4.9K -24.7K -109 0.00 156.77 N/A N/A 0 0 57 0 2024-09-10 $41.22 $36.00 40.0% 6.2% 11.6% 33.7% 0.0% 1.1% -8.1% 4.5K -23.7K -108 0.00 157.80 N/A N/A 0 0 57 0 2024-09-11 $41.48 $36.00 18.7% 5.3% 11.6% 12.7% 0.0% 0.6% -0.9% 4.7K -22.8K -91 0.00 157.72 N/A N/A 0 0 57 0 2024-09-12 $41.67 $36.00 16.6% 4.8% 11.5% 10.7% 0.0% 0.6% 0.6% 5.0K -24.2K -105 0.00 156.91 N/A N/A 0 0 57 0 2024-09-13 $41.85 $36.00 16.4% 4.7% 10.5% 10.4% 0.0% -0.5% 0.7% 5.7K -28.0K -118 0.00 162.78 N/A N/A 0 0 57 0 2024-09-16 $41.90 $36.00 23.7% 6.8% 10.5% 17.6% 0.0% 1.6% -13.2% 5.9K -29.6K -111 0.00 158.68 N/A N/A 0 0 57 0 2024-09-17 $41.76 $36.00 23.8% 6.8% 10.4% 17.8% 0.0% 0.6% -15.1% 5.8K -31.0K -125 0.00 156.86 N/A N/A 0 0 57 0 2024-09-18 $41.75 $36.00 34.7% 10.0% 10.3% 28.5% 0.0% 8.1% -5.2% 6.3K -53.4K -186 0.00 180.01 N/A N/A 0 0 57 0 2024-09-19 $42.28 $36.00 23.1% 6.6% 11.1% 17.1% 0.0% 0.6% -12.4% 6.9K -34.4K -120 0.00 158.76 N/A N/A 13 0 57 0 2024-09-20 $41.68 $36.00 17.0% 4.9% 12.3% 11.0% 0.0% 0.3% -2.0% 4.5K -21.2K -77 0.00 155.73 N/A N/A 5 0 57 0 2024-09-23 $41.80 $36.00 20.8% 6.0% 12.2% 14.8% 0.0% -0.2% -8.2% 4.9K -23.1K -84 0.00 157.74 N/A N/A 0 0 57 0 2024-09-24 $42.06 $36.00 18.3% 5.2% 12.4% 12.3% 0.0% 0.5% -2.6% 5.5K -24.5K -82 0.00 157.58 N/A N/A 0 0 57 0 2024-09-25 $42.08 $36.00 17.8% 5.1% 12.4% 11.8% 0.0% -0.2% -1.2% 5.3K -23.4K -80 0.00 158.03 N/A N/A 0 0 57 0 2024-09-26 $42.61 $36.00 25.6% 7.3% 13.2% 19.5% 0.0% 4.4% -4.2% 8.1K -50.3K -160 0.00 170.89 N/A N/A 0 0 57 0 2024-09-27 $42.59 $36.00 26.5% 7.6% 13.0% 20.4% 0.0% 11.4% 6.4% 7.8K -38.6K -114 0.00 154.43 N/A N/A 0 0 57 0 2024-09-30 $42.41 $36.00 29.3% 8.4% 13.0% 23.2% 0.0% 1.8% -18.6% 7.3K -37.1K -104 0.00 163.62 N/A N/A 0 0 57 0
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