DBEU Options History — June 2022 In June 2022, DBEU traded between $31.29 and $34.51. ATM implied volatility averaged 27.7%, placing in the 37.8% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 8.4% (HV 20d: 19.3%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.39.
Notable Days 2022-06-07 : Highest Volume — 62 contracts2022-06-08 : Largest IV spike — 48.8% change2022-06-30 : Highest IV Rank — 63.7%2022-06-30 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $32.61 $31.29 $34.51 $34.14 $31.29 Max Pain $36.71 $35.00 $40.00 $35.00 $36.00 ATM IV 27.7% 17.4% 41.5% 30.6% 41.5% Expected Move 7.6% 5.1% 11.9% 8.8% 11.9% HV 20d 19.3% 14.7% 21.7% 20.2% 20.8% HV 60d 17.9% 16.6% 19.1% 19.1% 18.3% IV Rank 37.8% 18.4% 63.7% 43.3% 63.7% IV Percentile 67.6% 23.8% 94.0% 80.6% 94.0% Term Structure -1.2% -15.8% 21.1% -7.6% -15.8% VWIV 37.6% 15.5% 49.7% 32.8% 24.1% Skew 25d 9.7% -1.8% 19.5% -0.3% 2.6% Skew 10d 4.9% -15.9% 26.5% 3.4% 26.5% Call IV 25d 24.8% 8.6% 40.9% 30.5% 40.9% Put IV 25d 34.4% 20.7% 45.6% 30.3% 43.5% Bid-Ask Spread % 119.05 81.71 139.37 123.98 103.72 Gamma HHI 0.98 0.85 1.00 1.00 1.00 Net GEX 5.6K 15 15.1K 12.6K 25 Net DEX -24.4K -84.7K 3.1K -65.9K -74 Net VEX -51 -164 0 -155 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.02 1.00 0.02 1.00 Total Volume 38.952 2 62 61 2 Total OI 38.714 1 62 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 2022-06-01 $34.14 $35.00 30.6% 8.8% 20.2% 43.3% 32.8% -0.3% -7.6% 12.6K -65.9K -155 0.02 123.98 N/A N/A 60 1 60 1 2022-06-02 $34.45 $40.00 35.4% 6.7% 20.2% 52.1% 39.9% 12.4% 7.5% 11.9K -84.7K -164 0.02 123.23 N/A N/A 60 1 60 1 2022-06-03 $34.22 $40.00 28.2% 6.6% 18.5% 38.7% 44.7% 18.8% 2.6% 14.7K -70.4K -150 0.02 121.20 N/A N/A 60 1 60 1 2022-06-06 $34.47 $40.00 31.9% 6.8% 18.1% 45.6% 42.8% 15.2% 1.6% 15.1K -78.6K -141 0.02 129.91 N/A N/A 60 1 60 1 2022-06-07 $34.51 $40.00 17.4% 5.9% 14.7% 18.4% 15.5% 12.1% 3.5% 13.3K -74.6K -129 0.02 117.91 N/A N/A 61 1 60 1 2022-06-08 $34.11 $36.00 25.8% 7.4% 15.4% 34.3% 17.9% 7.5% -0.8% 14.9K -63.7K -117 0.02 109.38 N/A N/A 61 1 61 1 2022-06-09 $33.57 $36.00 24.2% 6.9% 16.7% 31.2% 23.8% 0.9% -8.6% 12.1K -27.3K -74 0.02 123.40 N/A N/A 61 1 61 1 2022-06-10 $33.01 $36.00 22.9% 6.6% 17.9% 28.8% 35.8% 19.5% 7.7% 7.9K -31.2K -70 0.02 129.81 N/A N/A 61 1 61 1 2022-06-13 $32.24 $36.00 28.8% 8.2% 17.4% 39.8% 30.4% 7.7% -4.0% 4.4K -7.4K -22 0.02 116.00 N/A N/A 61 1 61 1 2022-06-14 $31.94 $36.00 28.4% 8.2% 17.5% 39.2% 42.6% -1.8% -5.2% 3.5K -6.1K -18 0.02 106.52 N/A N/A 61 1 61 1 2022-06-15 $32.46 $36.00 24.6% 7.0% 18.2% 32.0% 44.9% 4.5% -4.4% 6.5K -20.3K -31 0.02 139.37 N/A N/A 61 1 61 1 2022-06-16 $31.31 $36.00 29.4% 8.4% 20.8% 41.0% 19.5% 18.6% 18.3% 224 2.9K -1 0.02 81.71 N/A N/A 61 1 61 1 2022-06-17 $31.44 $36.00 29.6% 8.5% 21.0% 41.3% 46.3% 12.6% 21.1% 38 2.9K -1 0.02 127.75 N/A N/A 61 1 61 1 2022-06-21 $31.82 $36.00 17.8% 5.1% 21.4% 19.2% 44.4% 15.0% -2.7% 20 3.1K 0 1.00 116.70 N/A N/A 1 1 1 1 2022-06-22 $31.58 $36.00 25.0% 7.2% 21.0% 32.8% 43.9% 8.0% -1.7% 15 3.1K 0 1.00 121.07 N/A N/A 1 1 1 1 2022-06-23 $31.39 $36.00 28.1% 8.0% 20.9% 38.5% 49.7% 6.5% -3.1% 30 3.0K -1 1.00 126.45 N/A N/A 1 1 1 1 2022-06-24 $31.80 $36.00 23.4% 6.7% 21.7% 29.7% 47.9% 13.7% 1.6% 23 3.1K 0 1.00 128.49 N/A N/A 1 1 1 1 2022-06-27 $31.77 $36.00 30.0% 8.6% 21.2% 42.0% 46.3% 4.7% -15.5% 20 -47 0 1.00 122.32 N/A N/A 1 1 1 0 2022-06-28 $31.67 $36.00 31.1% 8.9% 20.7% 44.1% 47.9% 17.0% -9.8% 22 -57 0 1.00 114.17 N/A N/A 1 1 1 0 2022-06-29 $31.69 $36.00 28.3% 8.1% 20.6% 38.9% 47.6% 7.6% -9.2% 17 -34 0 1.00 116.88 N/A N/A 1 1 1 0 2022-06-30 $31.29 $36.00 41.5% 11.9% 20.8% 63.7% 24.1% 2.6% -15.8% 25 -74 0 1.00 103.72 N/A N/A 1 1 1 0
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