DBEU Options History — May 2022 In May 2022, DBEU traded between $32.37 and $34.38. ATM implied volatility averaged 31.0%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 12.2% (HV 20d: 18.8%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.02.
Notable Days 2022-05-02 : Highest Volume — 61 contracts2022-05-16 : Largest IV spike — 42.2% change2022-05-06 : Highest IV Rank — 70.1%2022-05-04 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $33.55 $32.37 $34.38 $33.94 $34.38 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 31.0% 19.0% 44.9% 37.3% 21.4% Expected Move 8.2% 5.5% 12.1% 10.7% 6.1% HV 20d 18.8% 13.2% 22.3% 13.5% 20.1% HV 60d 21.9% 19.5% 22.7% 21.4% 19.5% IV Rank 44.0% 21.5% 70.1% 55.7% 26.0% IV Percentile 75.9% 37.7% 97.6% 92.9% 50.0% Term Structure -3.8% -12.2% 6.4% -6.9% 6.4% VWIV 35.7% 32.4% 39.7% 35.3% 35.3% Skew 25d 12.1% 0.8% 32.8% 14.1% 32.8% Skew 10d 9.8% -2.0% 32.8% -0.6% -2.0% Call IV 25d 27.9% 12.4% 38.6% 29.7% 12.4% Put IV 25d 40.0% 22.2% 50.5% 43.8% 45.2% Bid-Ask Spread % 125.78 96.60 148.81 123.55 125.36 Gamma HHI 0.99 0.94 1.00 0.99 1.00 Net GEX 6.5K -36 16.7K 9.8K -18 Net DEX -28.0K -81.5K 3.4K -68.4K 3.4K Net VEX -63 -173 0 -173 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.02 0.02 0.02 0.02 Total Volume 46.714 1 61 61 61 Total OI 43.857 1 61 61 1
Daily Data (21 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 2022-05-02 $33.94 $35.00 37.3% 10.7% 13.5% 55.7% 35.3% 14.1% -6.9% 9.8K -68.4K -173 0.02 123.55 N/A N/A 60 1 60 1 2022-05-03 $34.09 $35.00 32.0% 9.2% 13.2% 45.8% 32.4% 10.5% -1.7% 12.4K -73.7K -168 0.02 128.44 N/A N/A 60 1 60 1 2022-05-04 $34.38 $35.00 42.3% 12.1% 13.5% 65.2% 39.7% 7.7% -12.2% 9.9K -81.5K -169 0.02 148.81 N/A N/A 60 1 60 1 2022-05-05 $33.60 $0.00 41.2% 8.1% 15.5% 63.1% 0.0% 9.2% 5.6% 9.7K -61.1K -148 0.02 134.99 N/A N/A 60 1 60 1 2022-05-06 $33.24 $0.00 44.9% 9.2% 15.6% 70.1% 0.0% 17.8% -9.1% 8.5K -44.3K -119 0.02 117.99 N/A N/A 60 1 60 1 2022-05-09 $32.37 $0.00 43.9% 9.7% 17.7% 68.0% 0.0% 0.8% -7.7% 5.8K -20.5K -70 0.02 96.60 N/A N/A 60 1 60 1 2022-05-10 $32.68 $0.00 41.1% 7.4% 18.2% 62.9% 0.0% 3.9% -9.7% 7.0K -21.6K -71 0.02 111.96 N/A N/A 60 1 60 1 2022-05-11 $32.70 $0.00 32.3% 9.3% 18.2% 46.4% 0.0% 7.0% -4.2% 7.3K -38.1K -93 0.02 136.57 N/A N/A 60 1 60 1 2022-05-12 $32.78 $0.00 29.8% 8.5% 18.0% 41.7% 0.0% 5.2% -3.1% 5.8K -17.3K -53 0.02 130.18 N/A N/A 60 1 60 1 2022-05-13 $33.59 $0.00 21.4% 6.2% 20.4% 26.1% 0.0% 8.3% 3.1% 13.6K -37.8K -84 0.02 120.90 N/A N/A 60 1 60 1 2022-05-16 $33.65 $0.00 30.5% 8.7% 20.4% 43.0% 0.0% 10.0% -4.1% 10.4K -51.3K -69 0.02 134.59 N/A N/A 60 1 60 1 2022-05-17 $33.99 $0.00 26.9% 7.7% 20.7% 36.2% 0.0% 9.4% -4.5% 16.7K -36.4K -54 0.02 142.24 N/A N/A 60 1 60 1 2022-05-18 $33.27 $0.00 23.6% 6.8% 21.9% 30.1% 0.0% 14.2% 2.4% 10.9K -48.0K -49 0.02 111.53 N/A N/A 60 1 60 1 2022-05-19 $33.12 $0.00 31.6% 9.1% 21.8% 45.1% 0.0% 16.8% -4.4% 653 2.8K -2 0.02 137.73 N/A N/A 60 1 60 1 2022-05-20 $33.31 $0.00 19.6% 5.6% 21.9% 22.6% 0.0% 10.9% -0.6% 8.3K -11.6K -4 0.02 121.53 N/A N/A 60 1 60 1 2022-05-23 $33.66 $0.00 21.8% 6.2% 22.3% 26.6% 0.0% 8.9% -0.2% -22 3.3K -1 0.00 110.65 N/A N/A 0 1 0 1 2022-05-24 $33.68 $0.00 25.9% 7.4% 21.0% 34.4% 0.0% 14.4% -8.1% -20 3.3K -1 0.00 137.34 N/A N/A 0 1 0 1 2022-05-25 $33.70 $0.00 32.6% 9.3% 20.6% 46.9% 0.0% 18.7% -8.7% -36 3.2K -2 0.00 148.31 N/A N/A 0 1 0 1 2022-05-26 $34.01 $0.00 31.9% 9.1% 20.2% 45.6% 0.0% 8.0% -6.6% -29 3.3K -1 0.00 107.18 N/A N/A 0 1 0 1 2022-05-27 $34.35 $0.00 19.0% 5.5% 20.1% 21.5% 0.0% 25.6% -4.5% -28 3.3K -1 0.00 114.86 N/A N/A 0 1 0 1 2022-05-31 $34.38 $0.00 21.4% 6.1% 20.1% 26.0% 35.3% 32.8% 6.4% -18 3.4K 0 0.02 125.36 N/A N/A 60 1 0 1
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