DBEU Options History — December 2021

In December 2021, DBEU traded between $34.71 and $36.65. ATM implied volatility averaged 24.3%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 8.3% (HV 20d: 16.0%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.20.

Notable Days

2021-12-01: Highest Volume — 4 contracts
2021-12-30: Largest IV spike — 98.3% change
2021-12-13: Highest IV Rank — 52.8%
2021-12-03: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.80	$34.71	$36.65	$34.86	$36.46
Max Pain	$32.27	$32.00	$34.00	$34.00	$32.00
ATM IV	24.3%	11.3%	45.0%	29.3%	19.8%
Expected Move	5.7%	3.2%	8.6%	8.4%	5.7%
HV 20d	16.0%	13.3%	18.3%	13.3%	13.6%
HV 60d	12.5%	11.8%	13.6%	12.3%	11.8%
IV Rank	24.7%	7.2%	52.8%	31.5%	18.6%
IV Percentile	63.3%	8.3%	96.0%	82.5%	52.8%
Term Structure	-2.1%	-10.4%	6.3%	-9.8%	6.3%
VWIV	29.9%	24.1%	43.0%	30.2%	40.2%
Skew 25d	3.4%	-2.2%	11.3%	8.2%	-0.9%
Skew 10d	2.2%	-10.6%	17.5%	17.5%	-3.3%
Call IV 25d	19.3%	12.2%	35.4%	32.1%	18.9%
Put IV 25d	22.6%	16.0%	40.3%	40.3%	18.0%
Bid-Ask Spread %	128.24	107.62	150.27	134.63	122.47
Gamma HHI	0.68	0.35	1.00	0.36	1.00
Net GEX	119	-200	361	159	133
Net DEX	-8.8K	-10.0K	-6.3K	-6.3K	-9.8K
Net VEX	-9	-17	-7	-17	-7
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.00	0.33	0.33	0.00
Total Volume	3.591	3	4	4	3
Total OI	3.591	3	4	4	3

Daily Data (22 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
2021-12-01	$34.86	$34.00	29.3%	8.4%	13.3%	31.5%	30.2%	8.2%	-9.8%	159	-6.3K	-17	0.33	134.63	N/A	N/A	3	1	3	1
2021-12-02	$35.10	$34.00	26.4%	7.6%	13.3%	27.6%	29.8%	3.9%	-10.4%	52	-7.6K	-10	0.33	150.27	N/A	N/A	3	1	3	1
2021-12-03	$34.71	$34.00	29.9%	8.6%	13.7%	32.4%	29.5%	-2.2%	-10.0%	166	-6.3K	-15	0.33	149.54	N/A	N/A	3	1	3	1
2021-12-06	$35.31	$32.00	30.9%	5.0%	15.3%	33.7%	29.9%	2.9%	2.7%	-200	-8.1K	-10	0.33	143.69	N/A	N/A	3	1	3	1
2021-12-07	$36.02	$32.00	29.3%	5.6%	17.0%	31.5%	31.1%	4.2%	-3.1%	108	-9.4K	-8	0.33	139.87	N/A	N/A	3	1	3	1
2021-12-08	$36.05	$32.00	26.7%	4.6%	17.0%	28.0%	30.2%	3.4%	1.7%	138	-9.4K	-8	0.33	121.95	N/A	N/A	3	1	3	1
2021-12-09	$35.85	$32.00	25.3%	5.2%	17.1%	26.2%	30.8%	2.9%	1.2%	35	-8.9K	-9	0.33	114.41	N/A	N/A	3	1	3	1
2021-12-10	$35.84	$32.00	35.2%	4.9%	16.8%	39.5%	32.8%	7.6%	-0.9%	104	-9.3K	-8	0.33	113.84	N/A	N/A	3	1	3	1
2021-12-13	$35.67	$32.00	45.0%	5.1%	16.9%	52.8%	24.5%	4.4%	-1.5%	12	-8.8K	-9	0.33	129.25	N/A	N/A	3	1	3	1
2021-12-14	$35.43	$32.00	26.1%	5.0%	16.9%	27.3%	28.6%	3.6%	1.2%	144	-9.0K	-8	0.33	131.87	N/A	N/A	3	1	3	1
2021-12-15	$35.77	$32.00	20.9%	6.0%	17.4%	20.2%	26.7%	8.6%	-6.0%	361	-8.6K	-11	0.33	129.90	N/A	N/A	3	1	3	1
2021-12-16	$35.72	$32.00	19.2%	5.5%	17.4%	17.9%	29.2%	11.3%	1.7%	131	-9.2K	-8	0.33	130.31	N/A	N/A	3	1	3	1
2021-12-17	$35.46	$32.00	26.4%	7.6%	17.5%	27.6%	29.7%	8.6%	-2.8%	65	-7.8K	-12	0.33	126.22	N/A	N/A	3	1	3	1
2021-12-20	$35.24	$32.00	18.3%	5.2%	17.4%	16.6%	32.4%	-0.5%	-4.8%	125	-9.0K	-8	0.00	133.29	N/A	N/A	3	0	3	0
2021-12-21	$35.67	$32.00	19.0%	5.4%	18.1%	17.6%	30.1%	2.0%	-1.7%	234	-9.1K	-9	0.00	126.95	N/A	N/A	3	0	3	0
2021-12-22	$35.99	$32.00	16.8%	4.8%	18.2%	14.5%	24.1%	0.1%	1.9%	171	-9.4K	-8	0.00	125.24	N/A	N/A	3	0	3	0
2021-12-23	$36.20	$32.00	21.4%	6.1%	18.3%	20.8%	25.6%	0.2%	-9.0%	183	-9.4K	-9	0.00	107.62	N/A	N/A	3	0	3	0
2021-12-27	$36.53	$32.00	16.4%	4.7%	14.7%	14.1%	25.8%	4.0%	4.3%	103	-9.7K	-7	0.00	130.54	N/A	N/A	3	0	3	0
2021-12-28	$36.65	$32.00	17.8%	5.1%	14.6%	16.0%	26.5%	-0.2%	0.4%	126	-10.0K	-7	0.00	124.33	N/A	N/A	3	0	3	0
2021-12-29	$36.58	$32.00	11.3%	3.2%	13.5%	7.2%	26.3%	2.1%	-1.6%	120	-9.8K	-7	0.00	111.50	N/A	N/A	3	0	3	0
2021-12-30	$36.48	$32.00	22.5%	6.4%	13.7%	22.3%	43.0%	0.3%	-6.1%	146	-9.8K	-7	0.00	123.69	N/A	N/A	3	0	3	0
2021-12-31	$36.46	$32.00	19.8%	5.7%	13.6%	18.6%	40.2%	-0.9%	6.3%	133	-9.8K	-7	0.00	122.47	N/A	N/A	3	0	3	0