DBEU Options History — October 2021

In October 2021, DBEU traded between $33.97 and $35.62. ATM implied volatility averaged 19.6%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 6.9% (HV 20d: 12.7%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2021-10-20: Highest Volume — 3 contracts
2021-10-04: Largest IV spike — 134.9% change
2021-10-04: Highest IV Rank — 49.6%
2021-10-04: Largest Expected Move — 7.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.86	$33.97	$35.62	$34.25	$35.62
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	19.6%	7.5%	42.6%	18.1%	15.7%
Expected Move	4.4%	2.2%	7.1%	5.2%	4.5%
HV 20d	12.7%	8.3%	15.6%	14.1%	8.3%
HV 60d	10.7%	10.1%	11.5%	11.5%	10.1%
IV Rank	18.4%	2.0%	49.6%	16.4%	13.1%
IV Percentile	36.2%	0.4%	86.5%	31.0%	27.8%
Term Structure	-0.1%	-12.9%	9.1%	1.6%	-3.8%
VWIV	12.0%	9.2%	14.8%	9.4%	13.4%
Skew 25d	1.4%	-12.3%	10.5%	-12.3%	-4.3%
Skew 10d	-0.5%	-9.9%	14.0%	-4.8%	-5.7%
Call IV 25d	17.4%	9.1%	36.4%	36.4%	18.4%
Put IV 25d	18.9%	12.3%	31.8%	24.0%	14.0%
Bid-Ask Spread %	128.04	92.78	163.61	148.92	115.04
Gamma HHI	0.54	0.50	0.88	0.55	0.88
Net GEX	505	306	728	546	350
Net DEX	-7.6K	-9.6K	-5.8K	-6.9K	-9.6K
Net VEX	-12	-18	-3	-13	-3
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	1.143	0	3	0	3
Total OI	3	3	3	3	3

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2021-10-01	$34.25	$0.00	18.1%	5.2%	14.1%	16.4%	0.0%	-12.3%	1.6%	546	-6.9K	-13	148.92	N/A	N/A	0	3
2021-10-04	$33.97	$35.00	42.6%	7.1%	14.3%	49.6%	0.0%	2.3%	-4.0%	306	-5.8K	-18	163.61	N/A	N/A	0	3
2021-10-05	$34.25	$35.00	22.2%	4.5%	14.7%	22.0%	0.0%	5.1%	-2.1%	557	-7.0K	-12	147.25	N/A	N/A	0	3
2021-10-06	$34.05	$35.00	30.5%	6.1%	14.6%	33.2%	0.0%	10.5%	-12.9%	513	-6.3K	-15	123.33	N/A	N/A	0	3
2021-10-07	$34.36	$35.00	24.5%	4.4%	15.0%	25.0%	0.0%	3.2%	-1.0%	437	-6.4K	-16	135.31	N/A	N/A	0	3
2021-10-08	$34.31	$35.00	26.3%	4.4%	15.0%	27.4%	0.0%	2.2%	0.2%	472	-6.5K	-15	136.04	N/A	N/A	0	3
2021-10-11	$34.22	$35.00	30.5%	4.7%	14.8%	33.2%	0.0%	2.7%	-1.0%	509	-6.5K	-15	129.82	N/A	N/A	0	3
2021-10-12	$34.31	$35.00	42.1%	5.7%	14.9%	48.9%	0.0%	7.1%	0.8%	414	-6.8K	-16	143.22	N/A	N/A	0	3
2021-10-13	$34.64	$35.00	20.3%	5.8%	15.3%	19.4%	0.0%	3.0%	-4.8%	474	-7.1K	-14	139.40	N/A	N/A	0	3
2021-10-14	$34.98	$35.00	15.9%	4.5%	15.6%	13.3%	0.0%	1.9%	1.4%	502	-7.6K	-13	122.73	N/A	N/A	0	3
2021-10-15	$35.18	$35.00	12.5%	3.6%	15.2%	8.8%	0.0%	3.4%	-0.4%	458	-8.4K	-8	127.59	N/A	N/A	0	3
2021-10-18	$35.00	$35.00	12.9%	3.7%	12.9%	9.3%	0.0%	0.8%	0.2%	572	-7.5K	-13	128.73	N/A	N/A	0	3
2021-10-19	$35.09	$35.00	12.6%	3.6%	12.0%	8.8%	0.0%	6.8%	-0.6%	467	-7.9K	-11	138.18	N/A	N/A	0	3
2021-10-20	$35.19	$35.00	9.4%	2.7%	11.4%	4.6%	9.4%	3.2%	1.7%	728	-7.9K	-12	92.78	N/A	N/A	3	3
2021-10-21	$35.23	$35.00	14.0%	4.0%	11.2%	10.8%	13.9%	-2.4%	3.1%	506	-8.1K	-12	117.14	N/A	N/A	3	3
2021-10-22	$35.40	$35.00	14.9%	4.3%	10.9%	12.0%	13.6%	0.8%	-0.4%	496	-8.1K	-12	119.89	N/A	N/A	3	3
2021-10-25	$35.37	$35.00	10.7%	3.1%	10.9%	6.4%	9.9%	-2.6%	9.1%	678	-8.7K	-9	106.25	N/A	N/A	3	3
2021-10-26	$35.58	$35.00	7.5%	2.2%	8.5%	2.0%	11.6%	5.0%	5.0%	525	-8.5K	-12	116.41	N/A	N/A	3	3
2021-10-27	$35.50	$35.00	13.9%	4.0%	8.6%	10.7%	14.8%	-2.6%	9.1%	398	-9.2K	-5	119.71	N/A	N/A	3	3
2021-10-28	$35.55	$35.00	14.6%	4.2%	8.3%	11.6%	9.2%	-3.5%	-3.0%	707	-9.0K	-7	117.47	N/A	N/A	3	3
2021-10-29	$35.62	$35.00	15.7%	4.5%	8.3%	13.1%	13.4%	-4.3%	-3.8%	350	-9.6K	-3	115.04	N/A	N/A	3	3