DBEU Options History — March 2022

In March 2022, DBEU traded between $31.08 and $35.13. ATM implied volatility averaged 34.8%, placing in the 57.5% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 6.6% (HV 20d: 28.1%). Max pain ranged from $33.00 to $35.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.07.

Notable Days

  • 2022-03-09: Highest Volume — 65 contracts
  • 2022-03-23: Largest IV spike — 85.4% change
  • 2022-03-04: Highest IV Rank — 100.0%
  • 2022-03-08: Largest Expected Move — 17.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.55$31.08$35.13$33.19$34.48
Max Pain$33.89$33.00$35.00$35.00$33.00
ATM IV34.8%21.9%57.6%35.0%31.4%
Expected Move10.2%6.6%17.6%10.0%7.7%
HV 20d28.1%19.8%31.3%19.8%27.6%
HV 60d19.8%15.8%21.4%15.8%21.4%
IV Rank57.5%28.8%100.0%74.3%47.7%
IV Percentile90.8%66.3%100.0%96.4%90.5%
Term Structure-3.9%-16.6%14.7%-6.9%-2.9%
VWIV44.2%29.3%59.0%29.3%52.4%
Skew 25d13.2%-0.8%26.1%8.1%9.0%
Skew 10d15.4%0.4%34.6%4.8%3.7%
Call IV 25d29.1%19.4%44.1%30.2%30.0%
Put IV 25d42.3%27.9%54.4%38.3%39.0%
Bid-Ask Spread %118.5886.26170.62128.79108.27
Gamma HHI0.850.511.001.000.96
Net GEX5.9K34111.2K1.4K11.2K
Net DEX-67.4K-125.9K2.0K-13.3K-104.6K
Net VEX-134-232-35-46-133
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.070.000.360.000.00
Total Volume49.47811651160
Total OI41.34811641151

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$33.19$35.0035.0%10.0%19.8%74.3%29.3%8.1%-6.9%1.4K-13.3K-460.00128.79N/AN/A110110
2022-03-02$33.63$35.0036.1%10.4%20.2%77.1%34.5%17.7%-1.3%1.4K-14.0K-470.00125.69N/AN/A110110
2022-03-03$32.86$35.0037.0%10.6%21.2%79.3%48.8%8.4%-9.1%1.3K-10.5K-410.00122.66N/AN/A110110
2022-03-04$31.67$35.0052.4%15.0%23.6%100.0%48.2%14.9%-16.6%849-9.2K-360.36114.10N/AN/A114110
2022-03-07$31.08$33.0057.6%16.5%24.0%100.0%46.7%6.9%-11.4%3442.0K-350.36128.67N/AN/A114114
2022-03-08$31.71$33.0043.2%17.6%25.7%71.3%59.0%26.1%-9.5%412643-400.36125.39N/AN/A114114
2022-03-09$33.01$33.0032.2%11.6%30.2%49.4%33.5%18.9%-7.6%341-2.4K-440.07133.19N/AN/A614114
2022-03-10$32.46$33.0039.9%17.4%29.8%64.7%45.9%22.5%-5.4%6.1K-60.2K-2220.07130.44N/AN/A614613
2022-03-11$32.46$33.0027.5%11.8%29.7%40.0%52.4%14.1%14.7%5.7K-67.2K-2320.07133.43N/AN/A614613
2022-03-14$32.91$0.0044.2%8.4%30.1%73.2%0.0%24.7%-10.3%5.8K-69.0K-1950.07102.06N/AN/A614523
2022-03-15$33.19$0.0026.5%7.1%30.4%38.0%0.0%10.2%2.8%6.7K-63.6K-1910.0791.06N/AN/A614523
2022-03-16$33.96$0.0033.0%6.7%31.0%50.8%0.0%8.1%-9.9%7.2K-85.0K-1980.07122.69N/AN/A614523
2022-03-17$34.23$0.0034.0%12.2%31.2%53.0%0.0%14.2%10.5%6.8K-94.0K-1940.07170.62N/AN/A614523
2022-03-18$34.54$0.0028.7%6.7%31.0%42.2%0.0%2.7%-5.1%8.2K-102.0K-1880.0786.26N/AN/A614523
2022-03-21$34.29$0.0032.0%7.8%31.1%48.8%0.0%-0.8%-6.8%8.6K-105.2K-1720.00108.38N/AN/A600510
2022-03-22$34.70$0.0021.9%7.0%30.9%28.8%0.0%13.2%2.6%9.0K-107.6K-1710.0090.49N/AN/A600510
2022-03-23$34.16$0.0040.6%9.2%31.3%66.2%0.0%18.8%-14.1%7.1K-90.4K-1690.00126.92N/AN/A600510
2022-03-24$34.31$0.0031.2%9.4%31.2%47.2%0.0%14.3%10.4%7.5K-101.2K-1650.00110.00N/AN/A600510
2022-03-25$34.40$0.0030.4%10.5%30.2%45.8%0.0%17.6%4.5%9.6K-104.9K-1590.00135.34N/AN/A600510
2022-03-28$34.58$0.0028.1%7.7%29.4%41.1%0.0%7.4%-2.5%8.5K-107.2K-1450.00115.14N/AN/A600510
2022-03-29$35.13$0.0027.0%6.6%28.8%38.9%0.0%8.2%-6.9%10.8K-125.9K-1280.00115.41N/AN/A600510
2022-03-30$34.81$0.0029.4%6.7%28.8%43.8%0.0%17.5%-7.9%10.0K-115.3K-1340.00102.25N/AN/A600510
2022-03-31$34.48$0.0031.4%7.7%27.6%47.7%0.0%9.0%-2.9%11.2K-104.6K-1330.00108.27N/AN/A600510