DBEU Options History — March 2025

In March 2025, DBEU traded between $44.12 and $46.83. ATM implied volatility averaged 18.8%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 4.5% (HV 20d: 14.3%). Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-03-13: Highest Volume — 2 contracts
  • 2025-03-12: Largest IV spike — 149.3% change
  • 2025-03-14: Highest IV Rank — 41.3%
  • 2025-03-13: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$45.43$44.12$46.83$46.44$44.12
ATM IV18.8%10.7%27.2%15.6%22.7%
Expected Move5.3%2.8%10.9%4.5%5.5%
HV 20d14.3%9.5%16.3%10.3%14.9%
HV 60d11.9%11.3%13.1%12.8%11.9%
IV Rank24.0%6.4%41.3%19.9%31.8%
IV Percentile52.8%15.1%81.7%40.9%69.0%
Term Structure-2.9%-13.9%4.5%-2.0%-3.0%
Skew 25d1.1%-12.3%11.4%-12.3%11.4%
Skew 10d5.5%-1.1%12.3%5.7%4.7%
Call IV 25d18.8%6.3%30.4%24.9%24.8%
Put IV 25d19.9%10.4%36.3%12.6%36.3%
Bid-Ask Spread %155.20128.42172.66141.38169.00
Gamma HHI1.001.001.001.001.00
Net GEX17903270322
Net DEX-3.2K-6.1K00-4.7K
Net VEX-15-2600-26
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0950200
Total OI1.1430202

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$46.44$0.0015.6%4.5%10.3%19.9%0.0%-12.3%-2.0%0000.00141.38N/AN/A0000
2025-03-04$46.62$0.0014.8%4.2%9.5%18.2%0.0%-10.3%0.6%0000.00138.94N/AN/A0000
2025-03-05$46.83$0.0014.0%4.0%9.5%16.7%0.0%6.1%4.5%0000.00128.42N/AN/A0000
2025-03-06$46.30$0.0016.5%4.7%10.6%18.7%0.0%5.3%-0.1%0000.00139.61N/AN/A0000
2025-03-07$45.86$0.0015.7%4.5%11.3%16.9%0.0%2.3%-1.9%0000.00141.41N/AN/A0000
2025-03-10$44.73$0.0013.6%3.9%14.6%12.4%0.0%2.0%-2.2%0000.00143.36N/AN/A0000
2025-03-11$44.78$0.0010.7%5.1%14.4%6.4%0.0%3.1%-0.7%0000.00152.34N/AN/A0000
2025-03-12$44.88$0.0026.7%9.7%14.3%40.2%0.0%2.3%-13.9%0000.00160.98N/AN/A0000
2025-03-13$44.49$0.0025.0%10.9%14.4%36.7%0.0%4.6%-4.6%0000.00160.84N/AN/A2000
2025-03-14$45.34$0.0027.2%8.7%16.0%41.3%0.0%0.7%-10.6%319-5.7K-260.00160.22N/AN/A0020
2025-03-17$45.75$0.0017.3%4.2%16.3%20.4%0.0%-0.1%-4.0%314-6.1K-260.00158.01N/AN/A0020
2025-03-18$45.75$0.0017.8%4.1%16.0%21.5%0.0%1.6%-4.9%298-6.0K-260.00157.42N/AN/A0020
2025-03-19$45.85$0.0017.6%4.8%15.4%21.1%0.0%2.2%0.1%299-6.1K-250.00159.57N/AN/A0020
2025-03-20$45.73$0.0017.0%2.8%15.5%19.7%0.0%-0.4%-5.6%308-6.0K-250.00145.92N/AN/A0020
2025-03-21$45.22$0.0019.1%4.9%16.0%24.1%0.0%5.2%-0.9%317-5.6K-260.00155.71N/AN/A0020
2025-03-24$45.23$0.0027.0%5.0%16.0%40.9%0.0%2.5%-10.5%321-5.6K-260.00160.96N/AN/A0020
2025-03-25$45.43$0.0020.0%4.4%15.9%26.1%0.0%4.8%-5.1%319-5.8K-260.00172.36N/AN/A0020
2025-03-26$45.09$0.0018.4%4.4%16.1%22.6%0.0%2.2%-2.5%298-5.4K-260.00170.80N/AN/A0020
2025-03-27$44.94$0.0018.9%5.2%16.1%23.6%0.0%-6.5%2.4%327-5.4K-260.00169.37N/AN/A0020
2025-03-28$44.58$0.0019.0%5.6%16.3%24.0%0.0%-3.0%3.2%311-5.1K-260.00172.66N/AN/A0020
2025-03-31$44.12$0.0022.7%5.5%14.9%31.8%0.0%11.4%-3.0%322-4.7K-260.00169.00N/AN/A0020