DBEU Options History — December 2024 In December 2024, DBEU traded between $40.79 and $42.47. ATM implied volatility averaged 26.2%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 3.8% (HV 20d: 22.4%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days.
Notable Days 2024-12-09 : Largest IV spike — 63.1% change2024-12-18 : Highest IV Rank — 44.3%2024-12-03 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $41.64 $40.79 $42.47 $42.19 $41.18 ATM IV 26.2% 9.3% 48.2% 29.8% 10.1% Expected Move 6.6% 2.7% 13.0% 8.6% 2.9% HV 20d 22.4% 17.7% 24.5% 20.1% 17.7% HV 60d 16.4% 14.9% 17.0% 14.9% 16.7% IV Rank 24.4% 5.4% 44.3% 23.7% 6.7% IV Percentile 63.8% 6.3% 96.4% 86.5% 14.3% Term Structure -0.8% -5.5% 2.4% -2.8% -0.8% Skew 25d 22.0% -8.3% 50.9% 31.4% 0.8% Skew 10d 27.4% -10.2% 50.9% 36.2% 0.8% Call IV 25d 20.4% 8.4% 35.4% 31.1% 9.3% Put IV 25d 42.4% 9.3% 73.8% 62.5% 10.0% Bid-Ask Spread % 174.46 138.93 193.49 184.57 141.43 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 (21 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 2024-12-02 $42.19 $0.00 29.8% 8.6% 20.1% 23.7% 0.0% 31.4% -2.8% 0 0 0 0.00 184.57 N/A N/A 0 0 0 0 2024-12-03 $41.45 $0.00 45.3% 13.0% 21.1% 38.9% 0.0% 19.2% -4.1% 0 0 0 0.00 193.49 N/A N/A 0 0 0 0 2024-12-04 $42.16 $0.00 32.4% 9.3% 22.0% 26.3% 0.0% 38.6% -5.5% 0 0 0 0.00 188.92 N/A N/A 0 0 0 0 2024-12-05 $41.90 $0.00 48.2% 8.4% 22.0% 41.8% 0.0% 29.2% -3.5% 0 0 0 0.00 192.02 N/A N/A 0 0 0 0 2024-12-06 $41.91 $0.00 28.2% 5.0% 21.9% 22.1% 0.0% 16.2% 2.0% 0 0 0 0.00 188.94 N/A N/A 0 0 0 0 2024-12-09 $42.42 $0.00 46.0% 7.2% 22.3% 39.7% 0.0% 27.3% 0.7% 0 0 0 0.00 192.06 N/A N/A 0 0 0 0 2024-12-10 $42.45 $0.00 42.2% 7.0% 21.6% 35.9% 0.0% 49.5% 2.4% 0 0 0 0.00 190.43 N/A N/A 0 0 0 0 2024-12-11 $41.49 $0.00 31.2% 8.9% 23.2% 25.1% 0.0% 28.2% -0.2% 0 0 0 0.00 189.18 N/A N/A 0 0 0 0 2024-12-12 $42.47 $0.00 22.6% 6.5% 24.5% 20.0% 0.0% 50.9% 2.1% 0 0 0 0.00 190.44 N/A N/A 0 0 0 0 2024-12-13 $42.01 $0.00 26.1% 7.5% 24.4% 31.5% 0.0% 26.4% 1.2% 0 0 0 0.00 191.43 N/A N/A 0 0 0 0 2024-12-16 $41.91 $0.00 26.6% 7.6% 23.9% 32.2% 0.0% 30.2% 0.7% 0 0 0 0.00 191.41 N/A N/A 0 0 0 0 2024-12-17 $41.78 $0.00 28.0% 8.0% 23.4% 34.5% 0.0% 36.2% 1.4% 0 0 0 0.00 188.05 N/A N/A 0 0 0 0 2024-12-18 $41.17 $0.00 34.4% 9.9% 24.0% 44.3% 0.0% 41.4% -2.5% 0 0 0 0.00 184.96 N/A N/A 0 0 0 0 2024-12-19 $41.12 $0.00 33.4% 9.6% 23.7% 42.8% 0.0% 41.2% -1.3% 0 0 0 0.00 182.89 N/A N/A 0 0 0 0 2024-12-20 $40.79 $0.00 13.2% 3.8% 23.3% 11.5% 0.0% 1.4% -1.5% 0 0 0 0.00 149.57 N/A N/A 0 0 0 0 2024-12-23 $41.05 $0.00 9.3% 2.7% 23.2% 5.4% 0.0% -0.5% -1.0% 0 0 0 0.00 152.06 N/A N/A 0 0 0 0 2024-12-24 $41.30 $0.00 13.2% 3.8% 22.7% 11.4% 0.0% 0.9% -2.5% 0 0 0 0.00 140.00 N/A N/A 0 0 0 0 2024-12-26 $41.39 $0.00 10.2% 2.9% 21.8% 6.8% 0.0% 1.2% -0.8% 0 0 0 0.00 141.69 N/A N/A 0 0 0 0 2024-12-27 $41.13 $0.00 9.4% 2.7% 21.9% 5.6% 0.0% -8.3% -0.1% 0 0 0 0.00 138.93 N/A N/A 0 0 0 0 2024-12-30 $41.09 $0.00 10.2% 2.9% 21.8% 6.9% 0.0% 0.4% -1.7% 0 0 0 0.00 151.28 N/A N/A 0 0 0 0 2024-12-31 $41.18 $0.00 10.1% 2.9% 17.7% 6.7% 0.0% 0.8% -0.8% 0 0 0 0.00 141.43 N/A N/A 0 0 0 0
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