DBEU Options History — July 2022

In July 2022, DBEU traded between $31.08 and $33.32. ATM implied volatility averaged 31.0%, placing in the 44.0% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 12.6% (HV 20d: 18.4%). Max pain ranged from $29.00 to $36.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.55.

Notable Days

2022-07-19: Highest Volume — 93 contracts
2022-07-18: Largest IV spike — 50.4% change
2022-07-11: Highest IV Rank — 71.1%
2022-07-18: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.03	$31.08	$33.32	$31.57	$33.32
Max Pain	$31.53	$29.00	$36.00	$36.00	$33.00
ATM IV	31.0%	21.7%	45.5%	33.1%	26.7%
Expected Move	7.9%	6.2%	11.3%	9.5%	7.7%
HV 20d	18.4%	14.0%	22.1%	20.8%	15.8%
HV 60d	19.1%	18.4%	19.9%	18.4%	19.4%
IV Rank	44.0%	26.5%	71.1%	47.8%	35.9%
IV Percentile	71.7%	40.9%	98.4%	85.7%	59.9%
Term Structure	-3.3%	-20.4%	13.8%	-10.6%	-2.6%
VWIV	28.5%	22.1%	42.6%	23.6%	24.8%
Skew 25d	10.6%	-3.6%	26.6%	26.6%	10.8%
Skew 10d	13.9%	3.6%	38.0%	3.6%	4.9%
Call IV 25d	24.3%	9.8%	33.9%	28.1%	22.2%
Put IV 25d	34.9%	21.2%	54.7%	54.7%	33.0%
Bid-Ask Spread %	115.01	71.11	147.76	115.92	129.45
Gamma HHI	0.76	0.54	1.00	1.00	0.67
Net GEX	5.0K	-1.1K	8.7K	25	8.2K
Net DEX	-34.0K	-93.3K	19.5K	-67	-93.3K
Net VEX	-268	-378	0	0	-289
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.55	0.34	11.00	1.00	0.55
Total Volume	76.6	2	93	2	93
Total OI	75.35	1	103	1	101

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
2022-07-01	$31.57	$36.00	33.1%	9.5%	20.8%	47.8%	23.6%	26.6%	-10.6%	25	-67	0	1.00	115.92	N/A	N/A	1	1	1	0
2022-07-05	$31.08	$0.00	38.8%	7.8%	21.2%	58.6%	0.0%	11.6%	-9.0%	8	-17	0	11.00	129.45	N/A	N/A	1	11	1	0
2022-07-06	$31.39	$0.00	38.3%	7.2%	21.4%	57.6%	0.0%	9.5%	-0.8%	-969	19.5K	-63	11.00	139.93	N/A	N/A	1	11	1	10
2022-07-07	$31.75	$0.00	30.5%	7.3%	22.1%	43.1%	27.9%	3.1%	-11.1%	-1.1K	18.9K	-66	0.34	77.05	N/A	N/A	61	21	1	10
2022-07-08	$31.81	$29.00	37.8%	7.7%	22.0%	56.6%	32.7%	-3.6%	-6.7%	6.1K	-43.1K	-337	0.34	113.22	N/A	N/A	61	21	61	20
2022-07-11	$31.69	$29.00	45.5%	8.2%	21.5%	71.1%	29.5%	6.6%	-1.9%	6.0K	-39.9K	-320	0.34	71.11	N/A	N/A	61	21	61	20
2022-07-12	$31.63	$29.00	40.1%	7.5%	20.9%	61.0%	30.9%	1.5%	-3.1%	6.3K	-37.5K	-307	0.34	95.40	N/A	N/A	61	21	61	20
2022-07-13	$31.59	$29.00	21.7%	6.2%	19.3%	26.6%	22.3%	11.4%	4.5%	7.4K	-26.5K	-292	0.34	93.08	N/A	N/A	61	21	61	20
2022-07-14	$31.22	$29.00	26.2%	7.5%	19.4%	34.9%	28.6%	13.8%	13.8%	4.9K	-27.2K	-296	0.39	96.52	N/A	N/A	61	24	61	20
2022-07-15	$31.62	$29.00	26.1%	7.5%	19.1%	34.9%	34.1%	14.6%	8.0%	6.1K	-45.4K	-343	0.36	127.83	N/A	N/A	61	22	61	23
2022-07-18	$31.65	$29.00	39.3%	11.3%	14.0%	59.5%	42.6%	20.5%	5.6%	5.2K	-53.0K	-340	0.52	145.78	N/A	N/A	60	31	60	23
2022-07-19	$32.48	$33.00	21.7%	6.2%	16.6%	26.5%	29.0%	18.8%	-3.9%	6.3K	-47.7K	-378	0.55	114.00	N/A	N/A	60	33	60	43
2022-07-20	$32.22	$33.00	27.4%	7.9%	16.4%	37.3%	22.1%	3.0%	-5.7%	5.2K	-22.8K	-348	0.55	94.35	N/A	N/A	60	33	60	41
2022-07-21	$32.46	$33.00	29.3%	8.4%	16.3%	40.7%	24.6%	11.0%	-20.4%	7.3K	-51.7K	-350	0.55	94.50	N/A	N/A	60	33	60	41
2022-07-22	$32.31	$33.00	29.5%	8.5%	16.2%	41.2%	27.8%	8.0%	-8.4%	6.1K	-37.4K	-346	0.55	129.33	N/A	N/A	60	33	60	41
2022-07-25	$32.54	$33.00	22.9%	6.6%	15.8%	28.8%	25.3%	9.8%	-4.0%	7.3K	-47.4K	-324	0.55	131.27	N/A	N/A	60	33	60	41
2022-07-26	$32.37	$33.00	30.9%	8.8%	16.0%	43.7%	33.7%	11.8%	-4.4%	5.8K	-34.9K	-323	0.55	122.98	N/A	N/A	60	33	60	41
2022-07-27	$32.80	$33.00	28.8%	8.3%	16.5%	39.8%	30.4%	9.3%	-5.7%	5.3K	-50.4K	-327	0.55	147.76	N/A	N/A	60	33	60	41
2022-07-28	$33.01	$33.00	25.9%	7.4%	16.5%	34.4%	22.7%	13.2%	-0.1%	8.7K	-61.0K	-302	0.55	131.38	N/A	N/A	60	33	60	41
2022-07-29	$33.32	$33.00	26.7%	7.7%	15.8%	35.9%	24.8%	10.8%	-2.6%	8.2K	-93.3K	-289	0.55	129.45	N/A	N/A	60	33	60	41