DBEU Options History — January 2025

In January 2025, DBEU traded between $41.45 and $44.23. ATM implied volatility averaged 12.9%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded above realized volatility by 2.1% (HV 20d: 10.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days.

Notable Days

  • 2025-01-21: Largest IV spike — 80.5% change
  • 2025-01-08: Highest IV Rank — 33.3%
  • 2025-01-03: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.73$41.45$44.23$41.51$44.09
ATM IV12.9%7.9%21.8%13.1%9.4%
Expected Move3.2%2.3%5.0%3.7%2.7%
HV 20d10.8%6.9%16.9%16.9%7.4%
HV 60d16.5%16.1%16.8%16.8%16.1%
IV Rank14.5%4.4%33.3%11.2%7.5%
IV Percentile26.4%2.0%66.3%29.0%7.5%
Term Structure-0.8%-13.8%17.9%-1.8%-1.7%
Skew 25d0.7%-4.7%2.9%1.4%0.6%
Skew 10d-1.5%-11.5%6.6%-5.7%6.4%
Call IV 25d9.8%7.7%13.8%12.4%8.8%
Put IV 25d10.5%8.7%14.5%13.8%9.4%
Bid-Ask Spread %148.05138.29159.03139.91139.09
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$41.51$0.0013.1%3.7%16.9%11.2%0.0%1.4%-1.8%0000.00139.91N/AN/A0000
2025-01-03$41.45$0.0017.5%5.0%15.7%24.3%0.0%-1.0%-13.8%0000.00144.76N/AN/A0000
2025-01-06$41.64$0.0012.7%2.6%15.6%14.4%0.0%-0.1%0.4%0000.00150.34N/AN/A0000
2025-01-07$41.88$0.0013.9%3.0%15.8%16.9%0.0%0.2%-2.1%0000.00158.39N/AN/A0000
2025-01-08$41.97$0.0021.8%4.1%15.2%33.3%0.0%2.9%-0.6%0000.00149.55N/AN/A0000
2025-01-10$41.81$0.0015.6%2.9%15.2%20.3%0.0%0.9%1.2%0000.00145.77N/AN/A0000
2025-01-13$41.72$0.0020.4%2.7%12.8%30.5%0.0%0.6%-0.9%0000.00153.90N/AN/A0000
2025-01-14$41.74$0.0017.0%3.8%9.4%23.2%0.0%1.9%-8.9%0000.00159.03N/AN/A0000
2025-01-15$42.23$0.0010.1%2.9%9.7%9.0%0.0%1.1%-0.8%0000.00145.19N/AN/A0000
2025-01-16$42.69$0.0014.6%4.2%10.3%18.3%0.0%2.8%17.9%0000.00153.93N/AN/A0000
2025-01-17$42.92$0.007.9%2.3%10.3%4.4%0.0%0.8%4.2%0000.00157.41N/AN/A0000
2025-01-21$43.26$0.0014.3%4.1%8.6%17.7%0.0%2.6%-4.3%0000.00145.05N/AN/A0000
2025-01-22$43.27$0.009.4%2.7%8.5%7.6%0.0%-4.7%-0.5%0000.00143.09N/AN/A0000
2025-01-23$43.56$0.009.8%2.8%7.7%8.2%0.0%0.6%-0.4%0000.00146.34N/AN/A0000
2025-01-24$43.51$0.009.4%2.7%7.7%7.5%0.0%0.5%-2.1%0000.00147.49N/AN/A0000
2025-01-27$43.65$0.0010.8%3.1%7.7%10.4%0.0%1.2%-1.1%0000.00138.29N/AN/A0000
2025-01-28$43.70$0.009.1%2.6%7.7%6.9%0.0%1.2%0.1%0000.00145.13N/AN/A0000
2025-01-29$43.84$0.009.9%2.8%6.9%8.5%0.0%1.1%-1.9%0000.00149.81N/AN/A0000
2025-01-30$44.23$0.0010.5%3.0%7.0%9.9%0.0%-1.0%1.0%0000.00148.56N/AN/A0000
2025-01-31$44.09$0.009.4%2.7%7.4%7.5%0.0%0.6%-1.7%0000.00139.09N/AN/A0000