DBEU Options History — April 2022 In April 2022, DBEU traded between $33.54 and $34.99. ATM implied volatility averaged 33.1%, placing in the 49.3% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 18.1% (HV 20d: 15.0%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2022-04-28 : Highest Volume — 61 contracts2022-04-13 : Largest IV drop — 60.7% change2022-04-12 : Highest IV Rank — 100.0%2022-04-28 : Largest Expected Move — 10.2%Monthly Statistics Metric Avg Min Max Open Close Price $34.49 $33.54 $34.99 $34.70 $34.03 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 33.1% 18.4% 60.9% 32.0% 32.0% Expected Move 7.6% 5.3% 10.2% 6.4% 9.2% HV 20d 15.0% 11.3% 23.4% 23.4% 13.7% HV 60d 21.4% 21.0% 21.7% 21.5% 21.7% IV Rank 49.3% 20.3% 100.0% 49.0% 45.9% IV Percentile 82.4% 37.7% 100.0% 90.9% 87.3% Term Structure -2.2% -17.9% 12.9% -13.5% -1.5% VWIV 32.2% 25.5% 39.2% 39.2% 32.1% Skew 25d 10.6% 1.9% 21.4% 13.4% 15.5% Skew 10d 18.9% -0.6% 35.1% 3.9% 22.6% Call IV 25d 25.3% 19.4% 35.6% 26.6% 33.6% Put IV 25d 35.9% 23.6% 49.1% 40.0% 49.1% Bid-Ask Spread % 126.30 101.80 151.38 122.76 143.44 Gamma HHI 0.98 0.95 1.00 0.96 0.99 Net GEX 6.8K -51 15.5K 10.1K 9.8K Net DEX -62.4K -117.7K 3.3K -106.6K -73.8K Net VEX -59 -201 0 -128 -189 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.02 0.00 0.02 Total Volume 39.4 0 61 60 61 Total OI 31.9 0 61 51 61
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-04-01 $34.70 $0.00 32.0% 6.4% 23.4% 49.0% 0.0% 13.4% -13.5% 10.1K -106.6K -128 0.00 122.76 N/A N/A 60 0 51 0 2022-04-04 $34.99 $0.00 40.8% 7.6% 21.7% 66.4% 0.0% 13.2% -3.9% 8.9K -112.6K -110 0.00 128.61 N/A N/A 60 0 51 0 2022-04-05 $34.75 $0.00 38.9% 5.9% 21.5% 62.6% 0.0% 8.0% 4.4% 9.7K -117.7K -101 0.00 122.02 N/A N/A 60 0 51 0 2022-04-06 $34.52 $0.00 42.8% 7.5% 17.2% 70.4% 0.0% 12.9% 0.1% 10.1K -102.1K -100 0.00 148.26 N/A N/A 60 0 51 0 2022-04-07 $34.74 $0.00 39.7% 6.3% 15.7% 64.3% 0.0% 14.6% 3.6% 10.4K -109.0K -92 0.00 120.97 N/A N/A 60 0 51 0 2022-04-08 $34.82 $0.00 36.1% 7.5% 15.7% 57.0% 0.0% 16.1% -3.4% 10.9K -115.4K -85 0.00 106.25 N/A N/A 60 0 51 0 2022-04-11 $34.55 $0.00 49.9% 8.5% 15.7% 84.7% 0.0% 21.4% -1.9% 15.1K -103.3K -59 0.00 137.15 N/A N/A 60 0 51 0 2022-04-12 $34.31 $0.00 60.9% 9.6% 15.8% 100.0% 0.0% 5.0% -8.7% 11.7K -110.0K -49 0.00 127.30 N/A N/A 60 0 51 0 2022-04-13 $34.54 $0.00 23.9% 6.9% 13.9% 30.7% 0.0% 5.8% -0.8% 15.5K -114.0K -35 0.00 114.04 N/A N/A 60 0 51 0 2022-04-14 $34.58 $0.00 23.9% 6.8% 13.6% 30.6% 0.0% 18.7% 0.4% 14.4K -114.4K -8 0.00 108.32 N/A N/A 60 0 51 0 2022-04-18 $34.60 $0.00 26.0% 7.4% 13.2% 34.6% 0.0% 12.1% -17.9% 0 0 0 0.00 128.51 N/A N/A 0 0 0 0 2022-04-19 $34.70 $0.00 18.4% 5.3% 13.0% 20.3% 0.0% 4.2% 9.1% 0 0 0 0.00 101.80 N/A N/A 0 1 0 0 2022-04-20 $34.83 $0.00 25.3% 7.2% 12.3% 33.2% 0.0% 5.9% 1.1% -41 3.3K -2 0.00 115.04 N/A N/A 0 1 0 1 2022-04-21 $34.56 $0.00 27.0% 7.7% 11.3% 36.5% 0.0% 2.3% -10.7% -44 3.2K -2 0.00 134.23 N/A N/A 0 1 0 1 2022-04-22 $34.38 $0.00 24.8% 7.1% 11.3% 32.4% 0.0% 6.9% 12.9% -48 3.2K -2 0.00 138.88 N/A N/A 0 1 0 1 2022-04-25 $34.26 $0.00 23.2% 6.7% 11.4% 29.4% 0.0% 1.9% 4.1% -51 3.1K -3 0.00 135.27 N/A N/A 0 1 0 1 2022-04-26 $33.54 $0.00 28.3% 8.1% 13.4% 38.8% 0.0% 12.4% -2.3% -20 3.3K -1 0.00 118.99 N/A N/A 0 1 0 1 2022-04-27 $33.91 $0.00 32.7% 9.4% 12.7% 47.2% 39.2% 4.9% -5.7% -49 3.0K -3 0.00 151.38 N/A N/A 60 0 0 1 2022-04-28 $34.41 $35.00 35.7% 10.2% 13.6% 52.8% 25.5% 17.1% -9.1% 10.3K -89.1K -201 0.02 122.75 N/A N/A 60 1 60 1 2022-04-29 $34.03 $35.00 32.0% 9.2% 13.7% 45.9% 32.1% 15.5% -1.5% 9.8K -73.8K -189 0.02 143.44 N/A N/A 60 1 60 1
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