DBEU Options History — November 2024 In November 2024, DBEU traded between $40.63 and $41.61. ATM implied volatility averaged 29.6%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 16.5% (HV 20d: 13.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2024-11-12 : Largest IV spike — 127.9% change2024-11-12 : Highest IV Rank — 38.1%2024-11-26 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $41.12 $40.63 $41.61 $41.61 $40.75 ATM IV 29.6% 13.6% 44.5% 25.1% 13.6% Expected Move 8.2% 3.9% 10.6% 7.2% 3.9% HV 20d 13.1% 10.8% 16.4% 12.1% 16.0% HV 60d 12.1% 10.9% 13.3% 11.4% 13.3% IV Rank 23.5% 7.7% 38.1% 19.1% 7.7% IV Percentile 78.5% 29.0% 91.7% 74.6% 29.0% Term Structure -3.6% -11.5% 9.4% -3.3% 9.4% Skew 25d 27.1% 1.1% 44.6% 1.1% 2.0% Skew 10d 16.4% -1.1% 28.9% -1.1% 1.9% Call IV 25d 20.4% 10.7% 28.6% 28.6% 10.8% Put IV 25d 47.6% 12.8% 61.2% 29.6% 12.8% Bid-Ask Spread % 180.82 111.14 189.82 163.16 111.14 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2024-11-01 $41.61 $0.00 25.1% 7.2% 12.1% 19.1% 0.0% 1.1% -3.3% 0 0 0 0.00 163.16 N/A N/A 0 0 0 0 2024-11-04 $41.55 $0.00 28.8% 7.1% 12.0% 22.7% 0.0% 20.1% 2.3% 0 0 0 0.00 188.99 N/A N/A 0 0 0 0 2024-11-05 $41.52 $0.00 38.8% 7.4% 12.0% 32.6% 0.0% 15.8% -4.7% 0 0 0 0.00 189.00 N/A N/A 0 0 0 0 2024-11-06 $41.27 $0.00 41.1% 9.6% 11.4% 34.8% 0.0% 27.6% -10.7% 0 0 0 0.00 187.72 N/A N/A 0 0 0 0 2024-11-07 $41.48 $0.00 14.7% 7.9% 11.4% 8.8% 0.0% 38.0% -3.3% 0 0 0 0.00 189.82 N/A N/A 0 0 0 0 2024-11-08 $41.36 $0.00 30.0% 8.6% 11.1% 23.9% 0.0% 28.5% 0.4% 0 0 0 0.00 187.22 N/A N/A 0 0 0 0 2024-11-11 $40.80 $0.00 19.5% 8.1% 11.5% 13.5% 0.0% 22.3% -6.1% 0 0 0 0.00 186.12 N/A N/A 0 0 0 0 2024-11-12 $41.11 $0.00 44.5% 8.7% 10.8% 38.1% 0.0% 31.2% 3.6% 0 0 0 0.00 185.55 N/A N/A 0 0 0 0 2024-11-13 $41.33 $0.00 27.0% 7.7% 10.9% 20.9% 0.0% 31.3% -2.3% 0 0 0 0.00 184.15 N/A N/A 0 0 0 0 2024-11-14 $40.80 $0.00 29.8% 8.5% 11.4% 23.6% 0.0% 21.3% -5.1% 0 0 0 0.00 185.92 N/A N/A 0 0 0 0 2024-11-15 $41.42 $0.00 31.9% 9.2% 12.7% 25.8% 0.0% 30.0% -4.5% 0 0 0 0.00 185.38 N/A N/A 0 0 0 0 2024-11-18 $40.89 $0.00 21.8% 6.2% 13.2% 15.8% 0.0% 33.4% -3.6% 0 0 0 0.00 184.56 N/A N/A 0 0 0 0 2024-11-19 $41.05 $0.00 32.1% 9.2% 13.4% 25.9% 0.0% 19.7% -4.1% 0 0 0 0.00 184.19 N/A N/A 0 0 0 0 2024-11-20 $40.63 $0.00 28.1% 8.1% 13.7% 22.0% 0.0% 44.5% -3.3% 0 0 0 0.00 179.86 N/A N/A 0 0 0 0 2024-11-21 $41.20 $0.00 30.2% 8.7% 14.8% 24.1% 0.0% 40.3% -3.2% 0 0 0 0.00 184.25 N/A N/A 0 0 0 0 2024-11-22 $40.78 $0.00 31.1% 8.9% 15.1% 24.9% 0.0% 25.5% -7.7% 0 0 0 0.00 185.34 N/A N/A 0 0 0 0 2024-11-25 $41.34 $0.00 33.5% 9.6% 15.6% 27.3% 0.0% 23.7% -9.2% 0 0 0 0.00 184.72 N/A N/A 0 0 0 0 2024-11-26 $40.63 $0.00 36.9% 10.6% 16.4% 30.7% 0.0% 41.9% -11.5% 0 0 0 0.00 184.95 N/A N/A 0 0 0 0 2024-11-27 $40.86 $0.00 33.2% 9.5% 16.2% 27.0% 0.0% 44.6% -4.5% 0 0 0 0.00 184.42 N/A N/A 0 0 0 0 2024-11-29 $40.75 $0.00 13.6% 3.9% 16.0% 7.7% 0.0% 2.0% 9.4% 0 0 0 0.00 111.14 N/A N/A 0 0 0 0
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