DBEU Options History — January 2022

In January 2022, DBEU traded between $34.82 and $36.95. ATM implied volatility averaged 22.6%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 11.5% (HV 20d: 11.1%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2022-01-25: Highest Volume — 10 contracts
2022-01-26: Largest IV spike — 52.0% change
2022-01-26: Highest IV Rank — 49.8%
2022-01-26: Largest Expected Move — 12.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.97	$34.82	$36.95	$36.86	$35.52
Max Pain	$32.00	$32.00	$32.00	$32.00	$32.00
ATM IV	22.6%	16.4%	42.8%	16.4%	22.3%
Expected Move	6.3%	4.7%	12.3%	4.7%	6.4%
HV 20d	11.1%	9.6%	13.0%	13.0%	12.5%
HV 60d	12.3%	11.9%	13.1%	11.9%	13.1%
IV Rank	24.3%	14.1%	49.8%	14.1%	38.1%
IV Percentile	62.0%	31.7%	97.6%	31.7%	70.6%
Term Structure	-4.1%	-9.7%	-0.5%	-1.6%	-1.3%
VWIV	46.4%	41.9%	50.0%	47.5%	50.0%
Skew 25d	5.7%	-8.3%	12.9%	1.4%	11.5%
Skew 10d	3.3%	-20.7%	15.1%	0.4%	4.1%
Call IV 25d	20.7%	13.0%	48.6%	14.0%	20.1%
Put IV 25d	26.4%	15.4%	61.5%	15.4%	31.5%
Bid-Ask Spread %	138.25	121.38	169.10	121.38	134.26
Gamma HHI	1.00	0.99	1.00	1.00	1.00
Net GEX	396	109	1.9K	133	1.9K
Net DEX	-6.6K	-20.5K	-1.6K	-10.1K	-20.1K
Net VEX	-18	-64	-5	-6	-62
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	4.65	1	10	3	10
Total OI	3	1	10	3	10

Daily Data (20 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
2022-01-03	$36.86	$32.00	16.4%	4.7%	13.0%	14.1%	47.5%	1.4%	-1.6%	133	-10.1K	-6	121.38	N/A	N/A	3	3
2022-01-04	$36.95	$32.00	19.4%	5.6%	11.9%	18.1%	41.9%	-2.6%	-3.5%	128	-10.4K	-5	136.68	N/A	N/A	3	3
2022-01-05	$36.67	$0.00	22.7%	6.5%	10.4%	22.6%	50.0%	-8.3%	-6.9%	121	-2.5K	-7	144.97	N/A	N/A	3	1
2022-01-06	$36.53	$0.00	18.7%	5.9%	10.5%	17.2%	0.0%	8.4%	-6.7%	126	-2.4K	-7	143.02	N/A	N/A	3	1
2022-01-07	$36.51	$0.00	18.9%	5.3%	10.3%	17.5%	0.0%	6.0%	-1.9%	117	-2.4K	-7	126.95	N/A	N/A	3	1
2022-01-10	$36.15	$0.00	27.1%	5.7%	11.0%	28.5%	0.0%	5.4%	-2.5%	131	-2.3K	-7	134.67	N/A	N/A	3	1
2022-01-11	$36.42	$0.00	28.0%	5.7%	11.1%	29.8%	0.0%	5.5%	-2.1%	134	-2.5K	-6	144.92	N/A	N/A	3	1
2022-01-12	$36.49	$0.00	22.7%	6.5%	10.7%	22.7%	0.0%	7.0%	-3.1%	111	-2.4K	-7	134.95	N/A	N/A	3	1
2022-01-13	$36.27	$0.00	17.4%	5.0%	10.6%	15.4%	0.0%	2.4%	-1.6%	123	-2.4K	-7	135.81	N/A	N/A	3	1
2022-01-14	$36.32	$0.00	17.1%	4.9%	10.5%	15.0%	0.0%	7.6%	-1.3%	150	-2.4K	-6	131.16	N/A	N/A	3	1
2022-01-18	$36.04	$0.00	20.8%	6.0%	10.6%	20.0%	0.0%	5.7%	-9.7%	139	-2.3K	-6	142.50	N/A	N/A	3	1
2022-01-19	$36.13	$0.00	18.5%	5.3%	10.3%	16.9%	0.0%	2.2%	-5.0%	144	-2.4K	-6	140.49	N/A	N/A	3	1
2022-01-20	$35.99	$0.00	18.1%	5.2%	9.6%	16.3%	0.0%	5.2%	-0.5%	156	-2.4K	-6	134.09	N/A	N/A	3	1
2022-01-21	$35.39	$0.00	20.3%	5.8%	10.8%	19.3%	0.0%	10.2%	-2.0%	143	-2.2K	-6	132.00	N/A	N/A	3	1
2022-01-24	$34.82	$0.00	25.7%	7.4%	11.8%	26.7%	0.0%	4.9%	-7.3%	158	-1.6K	-6	129.64	N/A	N/A	1	1
2022-01-25	$34.82	$0.00	28.1%	8.1%	11.1%	30.0%	0.0%	10.9%	-5.4%	109	-1.8K	-6	148.24	N/A	N/A	10	1
2022-01-26	$34.98	$0.00	42.8%	12.3%	11.2%	49.8%	0.0%	12.9%	-9.7%	990	-19.3K	-64	169.10	N/A	N/A	10	10
2022-01-27	$35.32	$0.00	28.9%	8.3%	12.0%	38.8%	0.0%	9.0%	-6.1%	1.3K	-20.5K	-64	139.79	N/A	N/A	10	10
2022-01-28	$35.23	$0.00	18.6%	5.3%	12.0%	29.4%	0.0%	8.7%	-4.6%	1.7K	-18.6K	-64	140.46	N/A	N/A	10	10
2022-01-31	$35.52	$0.00	22.3%	6.4%	12.5%	38.1%	0.0%	11.5%	-1.3%	1.9K	-20.1K	-62	134.26	N/A	N/A	10	10