DBEU Options History — October 2024 In October 2024, DBEU traded between $41.22 and $42.67. ATM implied volatility averaged 19.8%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 8.2% (HV 20d: 11.6%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 8 of 23 days.
Notable Days 2024-10-11 : Largest IV spike — 98.3% change2024-10-01 : Highest IV Rank — 24.5%2024-10-01 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $42.13 $41.22 $42.67 $42.20 $41.22 Max Pain $36.00 $36.00 $36.00 $36.00 $36.00 ATM IV 19.8% 9.6% 30.6% 30.6% 24.3% Expected Move 5.6% 2.7% 8.8% 8.8% 7.0% HV 20d 11.6% 10.7% 13.2% 12.0% 12.1% HV 60d 13.1% 11.2% 13.6% 13.5% 11.5% IV Rank 13.8% 3.7% 24.5% 24.5% 18.2% IV Percentile 53.8% 7.5% 80.2% 80.2% 72.6% Term Structure -1.6% -21.3% 10.0% -21.3% -1.2% Skew 25d 0.0% -10.3% 7.1% -10.0% 4.5% Skew 10d 6.4% -13.4% 21.0% 19.1% 11.7% Call IV 25d 21.0% 8.4% 37.6% 35.6% 27.0% Put IV 25d 21.0% 9.0% 31.5% 25.6% 31.5% Bid-Ask Spread % 162.60 140.96 175.78 154.84 167.99 Gamma HHI 0.99 0.98 1.00 0.98 0.98 Net GEX 1.8K 0 6.3K 6.3K 0 Net DEX -9.5K -29.8K 0 -29.8K 0 Net VEX -11 -90 0 -90 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 34.696 0 57 57 0
Daily Data (23 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 2024-10-01 $42.20 $36.00 30.6% 8.8% 12.0% 24.5% 0.0% -10.0% -21.3% 6.3K -29.8K -90 0.00 154.84 N/A N/A 0 0 57 0 2024-10-02 $42.16 $36.00 11.6% 3.3% 11.6% 5.7% 0.0% -2.3% -1.4% 939 -9.5K -7 0.00 145.62 N/A N/A 0 0 57 0 2024-10-03 $41.83 $0.00 11.4% 2.8% 11.8% 5.5% 0.0% 7.1% 2.9% 251 -8.6K -2 0.00 140.96 N/A N/A 0 0 57 0 2024-10-04 $42.23 $0.00 12.4% 4.0% 11.3% 6.5% 0.0% 0.4% -5.6% 505 -8.9K -3 0.00 148.42 N/A N/A 0 0 57 0 2024-10-07 $42.00 $0.00 17.6% 2.7% 10.9% 11.6% 0.0% 2.3% 9.2% 1.9K -11.2K -13 0.00 152.67 N/A N/A 0 0 57 0 2024-10-08 $41.95 $0.00 9.9% 2.7% 10.7% 4.0% 0.0% 0.4% 0.8% 5 -8.4K 0 0.00 145.00 N/A N/A 0 0 57 0 2024-10-09 $42.40 $0.00 10.2% 2.9% 11.1% 4.3% 0.0% 1.6% 2.1% 2.5K -12.2K -16 0.00 143.60 N/A N/A 0 0 57 0 2024-10-10 $42.11 $0.00 9.6% 2.8% 11.4% 3.7% 0.0% 0.6% 1.8% 84 -8.5K 0 0.00 155.12 N/A N/A 0 0 57 0 2024-10-11 $42.39 $0.00 19.0% 5.5% 11.5% 13.0% 0.0% 0.8% -0.1% 6.2K -27.3K -49 0.00 169.88 N/A N/A 0 0 57 0 2024-10-14 $42.67 $0.00 23.2% 6.6% 11.7% 17.1% 0.0% 0.6% -0.4% 5.9K -22.6K -31 0.00 168.39 N/A N/A 0 0 57 0 2024-10-15 $42.00 $0.00 18.1% 5.2% 13.1% 12.2% 0.0% 4.7% -0.8% 3.0K -14.1K -14 0.00 169.52 N/A N/A 0 0 57 0 2024-10-16 $42.19 $0.00 18.3% 5.3% 13.2% 12.4% 0.0% 1.9% 6.2% 3.7K -16.2K -13 0.00 170.61 N/A N/A 0 0 57 0 2024-10-17 $42.39 $0.00 22.5% 6.5% 12.5% 16.5% 0.0% -2.5% -5.4% 5.6K -23.6K -16 0.00 169.67 N/A N/A 0 0 57 0 2024-10-18 $42.61 $0.00 17.6% 5.1% 11.4% 11.7% 0.0% -0.5% 0.4% 4.8K -18.0K -3 0.00 170.44 N/A N/A 0 0 57 0 2024-10-21 $42.31 $0.00 20.0% 5.7% 11.7% 14.0% 0.0% 6.7% 10.0% 0 0 0 0.00 172.03 N/A N/A 0 0 0 0 2024-10-22 $42.29 $0.00 25.7% 7.4% 11.5% 19.6% 0.0% -0.4% -0.1% 0 0 0 0.00 175.78 N/A N/A 0 0 0 0 2024-10-23 $42.09 $0.00 27.3% 7.8% 11.7% 21.2% 0.0% 1.7% -13.4% 0 0 0 0.00 169.61 N/A N/A 0 0 0 0 2024-10-24 $42.06 $0.00 27.9% 8.0% 10.7% 21.8% 0.0% 1.1% -14.5% 0 0 0 0.00 169.24 N/A N/A 0 0 0 0 2024-10-25 $42.03 $0.00 21.1% 6.0% 10.7% 15.1% 0.0% 2.0% -0.3% 0 0 0 0.00 168.66 N/A N/A 0 0 0 0 2024-10-28 $42.41 $0.00 27.6% 7.9% 11.1% 21.5% 0.0% -4.9% -2.1% 0 0 0 0.00 175.14 N/A N/A 0 0 0 0 2024-10-29 $42.00 $0.00 25.5% 7.3% 11.5% 19.5% 0.0% -10.3% -1.9% 0 0 0 0.00 168.48 N/A N/A 0 0 0 0 2024-10-30 $41.53 $0.00 23.8% 6.8% 12.2% 17.8% 0.0% -4.7% -2.1% 0 0 0 0.00 168.13 N/A N/A 0 0 0 0 2024-10-31 $41.22 $0.00 24.3% 7.0% 12.1% 18.2% 0.0% 4.5% -1.2% 0 0 0 0.00 167.99 N/A N/A 0 0 0 0
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