DBEU Options History — August 2022

In August 2022, DBEU traded between $32.00 and $33.88. ATM implied volatility averaged 25.8%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 12.8% (HV 20d: 13.0%). Max pain ranged from $33.00 to $34.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.44.

Notable Days

2022-08-01: Highest Volume — 93 contracts
2022-08-30: Largest IV spike — 98.0% change
2022-08-08: Highest IV Rank — 48.7%
2022-08-02: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.21	$32.00	$33.88	$33.21	$32.00
Max Pain	$33.70	$33.00	$34.00	$33.00	$34.00
ATM IV	25.8%	12.7%	33.5%	23.3%	31.6%
Expected Move	7.0%	3.6%	9.6%	6.7%	9.0%
HV 20d	13.0%	10.4%	15.8%	15.8%	13.3%
HV 60d	17.4%	16.6%	19.3%	19.3%	17.3%
IV Rank	34.1%	9.6%	48.7%	29.5%	45.0%
IV Percentile	53.9%	4.4%	84.5%	46.8%	77.8%
Term Structure	-3.8%	-16.1%	10.4%	4.4%	-0.2%
VWIV	22.7%	10.3%	33.4%	18.8%	21.7%
Skew 25d	8.1%	1.2%	19.6%	6.6%	9.9%
Skew 10d	8.6%	-4.6%	25.5%	5.1%	-4.6%
Call IV 25d	20.6%	10.0%	37.3%	37.3%	22.6%
Put IV 25d	28.7%	11.9%	43.9%	43.8%	32.5%
Bid-Ask Spread %	124.18	75.42	161.60	142.16	137.08
Gamma HHI	0.75	0.60	0.91	0.60	0.79
Net GEX	9.9K	-583	22.2K	6.2K	7.5K
Net DEX	-81.2K	-170.7K	7.8K	-67.4K	-25.7K
Net VEX	-169	-288	-29	-276	-185
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.00	0.55	0.55	0.23
Total Volume	31.217	0	93	93	70
Total OI	83.913	5	101	101	75

Daily Data (23 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
2022-08-01	$33.21	$33.00	23.3%	6.7%	15.8%	29.5%	18.8%	6.6%	4.4%	6.2K	-67.4K	-276	0.55	142.16	N/A	N/A	60	33	60	41
2022-08-02	$33.06	$33.00	33.4%	9.6%	14.5%	48.4%	33.4%	12.4%	-4.6%	6.9K	-60.7K	-288	0.55	106.16	N/A	N/A	60	33	60	41
2022-08-03	$33.38	$33.00	31.5%	9.0%	14.5%	44.9%	29.1%	10.3%	-11.6%	8.6K	-80.5K	-267	0.55	134.60	N/A	N/A	60	33	60	41
2022-08-04	$33.38	$0.00	27.2%	6.0%	14.2%	36.8%	0.0%	4.0%	-3.6%	9.1K	-94.6K	-249	0.55	75.42	N/A	N/A	60	33	60	41
2022-08-05	$33.33	$0.00	31.6%	7.1%	14.2%	45.0%	0.0%	11.8%	-2.6%	11.3K	-79.2K	-246	0.55	114.97	N/A	N/A	60	33	60	41
2022-08-08	$33.38	$0.00	33.5%	5.9%	14.1%	48.7%	0.0%	6.5%	-6.5%	10.8K	-114.7K	-203	0.55	86.52	N/A	N/A	60	33	60	41
2022-08-09	$33.20	$0.00	31.5%	6.6%	14.3%	45.0%	0.0%	15.8%	1.8%	17.1K	-57.9K	-205	0.00	121.73	N/A	N/A	0	0	60	41
2022-08-10	$33.58	$0.00	12.7%	3.6%	14.5%	9.6%	0.0%	10.0%	10.4%	9.2K	-116.9K	-191	0.00	101.93	N/A	N/A	0	20	60	41
2022-08-11	$33.47	$0.00	23.2%	6.7%	13.7%	29.4%	0.0%	18.9%	-4.4%	22.2K	-107.5K	-149	0.00	119.45	N/A	N/A	0	0	60	32
2022-08-12	$33.83	$0.00	23.3%	6.7%	13.5%	29.5%	0.0%	9.3%	-6.3%	10.8K	-121.0K	-145	0.00	151.11	N/A	N/A	0	0	60	32
2022-08-15	$33.85	$0.00	17.8%	5.1%	13.5%	19.1%	0.0%	1.9%	-3.0%	13.4K	-157.6K	-81	0.00	126.54	N/A	N/A	0	0	60	32
2022-08-16	$33.88	$0.00	26.7%	7.7%	10.6%	36.0%	0.0%	3.1%	-6.5%	11.2K	-124.7K	-102	0.00	133.67	N/A	N/A	0	0	60	32
2022-08-17	$33.60	$0.00	25.2%	7.2%	10.6%	33.0%	0.0%	2.4%	-3.2%	9.1K	-104.0K	-96	0.00	161.60	N/A	N/A	0	0	60	32
2022-08-18	$33.70	$0.00	16.7%	4.8%	10.4%	17.1%	0.0%	12.1%	-10.7%	17.9K	-145.4K	-60	0.00	111.38	N/A	N/A	0	0	60	32
2022-08-19	$33.49	$0.00	23.1%	6.6%	10.6%	29.1%	0.0%	19.6%	-0.4%	-583	-170.7K	-30	0.00	101.84	N/A	N/A	0	0	60	32
2022-08-22	$33.00	$0.00	23.9%	6.8%	11.9%	30.6%	10.3%	9.5%	10.0%	-563	7.8K	-29	0.00	118.54	N/A	N/A	57	0	0	5
2022-08-23	$32.91	$34.00	31.5%	9.0%	11.8%	44.8%	0.0%	5.8%	-8.8%	8.2K	-54.2K	-201	0.00	134.86	N/A	N/A	0	0	57	5
2022-08-24	$33.06	$34.00	26.8%	7.7%	10.9%	36.1%	0.0%	3.0%	-6.7%	10.2K	-57.4K	-202	0.00	99.48	N/A	N/A	0	0	57	5
2022-08-25	$33.28	$34.00	21.1%	6.0%	10.9%	25.4%	0.0%	6.5%	-8.8%	15.7K	-54.2K	-193	0.00	129.93	N/A	N/A	0	0	57	5
2022-08-26	$32.47	$34.00	31.9%	9.1%	13.6%	45.6%	0.0%	1.6%	-16.1%	7.7K	-46.6K	-186	0.00	154.75	N/A	N/A	0	13	57	5
2022-08-29	$32.51	$34.00	15.2%	4.3%	13.6%	14.3%	0.0%	3.4%	-0.4%	8.6K	-8.8K	-128	0.00	147.53	N/A	N/A	0	0	57	18
2022-08-30	$32.26	$34.00	30.0%	8.6%	13.8%	42.1%	0.0%	1.2%	-9.7%	7.4K	-26.0K	-175	0.00	144.81	N/A	N/A	0	0	57	18
2022-08-31	$32.00	$34.00	31.6%	9.0%	13.3%	45.0%	21.7%	9.9%	-0.2%	7.5K	-25.7K	-185	0.23	137.08	N/A	N/A	57	13	57	18