DBEU Options History — February 2022 In February 2022, DBEU traded between $33.76 and $35.97. ATM implied volatility averaged 23.4%, placing in the 44.5% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 7.9% (HV 20d: 15.5%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2022-02-22 : Highest Volume — 11 contracts2022-02-03 : Largest IV spike — 52.7% change2022-02-03 : Highest IV Rank — 58.9%2022-02-24 : Largest Expected Move — 8.3%Monthly Statistics Metric Avg Min Max Open Close Price $35.03 $33.76 $35.97 $35.83 $33.84 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 23.4% 16.5% 29.0% 19.3% 28.7% Expected Move 6.4% 4.7% 8.3% 5.5% 8.2% HV 20d 15.5% 12.2% 19.3% 12.2% 19.3% HV 60d 14.5% 13.3% 15.5% 13.3% 15.4% IV Rank 44.5% 26.9% 58.9% 34.0% 58.1% IV Percentile 70.4% 31.7% 91.7% 50.8% 89.7% Term Structure -3.6% -12.6% 4.7% -5.1% -12.6% VWIV 25.0% 19.3% 31.5% 22.3% 31.5% Skew 25d 5.6% -6.0% 14.4% -2.4% -6.0% Skew 10d 11.1% -5.3% 28.4% 7.9% -2.4% Call IV 25d 21.2% 15.3% 31.2% 19.7% 31.2% Put IV 25d 26.7% 17.3% 36.2% 17.3% 25.2% Bid-Ask Spread % 125.83 106.95 144.27 138.18 138.90 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.7K 1.1K 2.1K 1.6K 2.0K Net DEX -18.7K -22.9K -11.8K -22.4K -12.7K Net VEX -55 -61 -46 -61 -47 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 10.263 10 11 10 11 Total OI 10.211 10 11 10 11
Daily Data (19 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 2022-02-01 $35.83 $0.00 19.3% 5.5% 12.2% 34.0% 0.0% -2.4% -5.1% 1.6K -22.4K -61 0.00 138.18 N/A N/A 10 0 10 0 2022-02-02 $35.97 $0.00 19.0% 5.4% 12.3% 33.2% 0.0% 7.8% -0.7% 1.7K -22.9K -59 0.00 121.23 N/A N/A 10 0 10 0 2022-02-03 $35.27 $0.00 29.0% 7.5% 13.8% 58.9% 0.0% 2.6% -6.3% 1.1K -19.7K -61 0.00 109.34 N/A N/A 10 0 10 0 2022-02-04 $35.25 $0.00 22.7% 5.5% 13.7% 42.7% 0.0% 3.9% -1.8% 1.9K -19.1K -61 0.00 128.44 N/A N/A 10 0 10 0 2022-02-07 $35.29 $0.00 27.1% 6.0% 13.8% 54.0% 0.0% 6.9% -5.7% 1.6K -20.2K -59 0.00 111.04 N/A N/A 10 0 10 0 2022-02-08 $35.40 $0.00 26.8% 5.5% 13.5% 53.3% 0.0% 4.5% -1.3% 1.6K -20.1K -59 0.00 122.88 N/A N/A 10 0 10 0 2022-02-09 $35.94 $0.00 16.5% 4.7% 14.4% 26.9% 0.0% 7.1% -6.3% 2.1K -22.9K -55 0.00 106.95 N/A N/A 10 0 10 0 2022-02-10 $35.57 $0.00 17.7% 5.1% 14.8% 29.9% 0.0% 7.3% 4.7% 1.3K -20.7K -58 0.00 116.95 N/A N/A 10 0 10 0 2022-02-11 $35.02 $0.00 20.0% 5.7% 15.6% 35.8% 0.0% 6.9% -3.1% 1.7K -20.3K -56 0.00 144.27 N/A N/A 10 0 10 0 2022-02-14 $34.82 $0.00 20.3% 5.8% 15.6% 36.5% 0.0% 14.4% -3.2% 1.9K -17.3K -56 0.00 133.93 N/A N/A 10 0 10 0 2022-02-15 $35.39 $0.00 22.6% 6.5% 16.7% 42.5% 0.0% 11.1% -5.1% 1.9K -20.4K -55 0.00 109.59 N/A N/A 10 0 10 0 2022-02-16 $35.51 $0.00 20.0% 5.7% 16.7% 35.7% 0.0% 4.1% 1.2% 1.6K -20.0K -55 0.00 134.18 N/A N/A 10 0 10 0 2022-02-17 $34.99 $0.00 20.7% 5.9% 17.4% 37.5% 0.0% 2.5% -5.0% 1.7K -19.5K -54 0.00 143.11 N/A N/A 10 0 10 0 2022-02-18 $34.85 $0.00 22.1% 6.3% 16.5% 41.1% 0.0% -0.2% -4.9% 2.1K -17.6K -54 0.00 117.17 N/A N/A 10 0 10 0 2022-02-22 $34.35 $0.00 27.9% 8.0% 16.3% 56.0% 22.3% 8.9% -4.8% 1.5K -15.6K -51 0.00 119.98 N/A N/A 11 0 10 0 2022-02-23 $34.08 $35.00 26.6% 7.6% 16.5% 52.6% 19.3% 8.2% -5.4% 1.5K -16.5K -53 0.00 126.47 N/A N/A 11 0 11 0 2022-02-24 $33.76 $35.00 28.9% 8.3% 16.6% 58.7% 28.7% 6.2% -2.7% 1.6K -11.8K -46 0.00 139.44 N/A N/A 11 0 11 0 2022-02-25 $34.50 $35.00 28.9% 8.3% 18.2% 58.5% 23.1% 11.5% 0.3% 1.8K -15.9K -52 0.00 128.62 N/A N/A 11 0 11 0 2022-02-28 $33.84 $35.00 28.7% 8.2% 19.3% 58.1% 31.5% -6.0% -12.6% 2.0K -12.7K -47 0.00 138.90 N/A N/A 11 0 11 0
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