DBEU Options History — September 2022

In September 2022, DBEU traded between $29.97 and $32.99. ATM implied volatility averaged 30.0%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 13.2% (HV 20d: 16.8%). Max pain ranged from $28.00 to $34.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.23.

Notable Days

2022-09-26: Highest Volume — 113 contracts
2022-09-29: Largest IV spike — 119.1% change
2022-09-06: Highest IV Rank — 75.4%
2022-09-02: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.42	$29.97	$32.99	$31.69	$29.97
Max Pain	$32.86	$28.00	$34.00	$34.00	$28.00
ATM IV	30.0%	16.0%	47.8%	18.6%	29.1%
Expected Move	7.9%	4.6%	10.8%	5.3%	8.3%
HV 20d	16.8%	13.6%	19.0%	13.6%	18.9%
HV 60d	16.0%	15.3%	17.4%	17.4%	16.0%
IV Rank	42.1%	15.9%	75.4%	20.7%	40.4%
IV Percentile	63.5%	8.3%	98.4%	19.0%	62.7%
Term Structure	-2.1%	-26.9%	13.0%	-0.7%	-1.4%
VWIV	28.4%	15.9%	44.4%	23.3%	44.4%
Skew 25d	11.0%	0.9%	20.8%	8.3%	5.6%
Skew 10d	5.8%	-13.4%	37.7%	3.6%	-1.8%
Call IV 25d	24.3%	11.0%	43.6%	32.4%	23.6%
Put IV 25d	35.3%	25.8%	44.5%	40.7%	29.3%
Bid-Ask Spread %	121.55	93.23	149.56	146.07	93.23
Gamma HHI	0.71	0.44	0.97	0.64	0.97
Net GEX	1.0K	-6.9K	10.4K	3.6K	-5.5K
Net DEX	29.1K	-31.7K	118.0K	2.9K	94.1K
Net VEX	-269	-841	-39	-98	-694
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.23	0.23	0.23	0.23
Total Volume	45	0	113	0	113
Total OI	73.381	18	118	75	99

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
2022-09-01	$31.69	$34.00	18.6%	5.3%	13.6%	20.7%	0.0%	8.3%	-0.7%	3.6K	2.9K	-98	0.00	146.07	N/A	N/A	0	0	57	18
2022-09-02	$31.53	$34.00	37.6%	10.8%	13.6%	56.4%	0.0%	0.9%	-11.9%	4.8K	-16.9K	-158	0.00	149.56	N/A	N/A	0	0	57	18
2022-09-06	$31.85	$33.00	47.8%	7.9%	14.3%	75.4%	23.3%	12.1%	3.6%	5.9K	-31.7K	-143	0.23	125.02	N/A	N/A	57	13	57	18
2022-09-07	$31.99	$33.00	33.5%	7.2%	14.4%	48.7%	24.6%	14.4%	-1.8%	5.6K	-9.5K	-102	0.23	126.26	N/A	N/A	57	13	57	18
2022-09-08	$31.87	$33.00	28.9%	7.0%	13.6%	40.1%	0.0%	14.3%	1.4%	2.9K	5.6K	-71	0.00	135.06	N/A	N/A	0	0	57	18
2022-09-09	$32.59	$33.00	22.1%	8.0%	16.2%	27.4%	0.0%	5.1%	-7.3%	7.8K	-2.9K	-86	0.00	124.01	N/A	N/A	0	0	57	18
2022-09-12	$32.99	$33.00	34.4%	6.8%	16.3%	50.4%	0.0%	17.0%	-6.3%	10.4K	-9.5K	-80	0.00	99.89	N/A	N/A	0	0	57	18
2022-09-13	$32.24	$33.00	41.7%	8.8%	18.0%	64.1%	22.6%	12.2%	-7.7%	6.6K	-9.8K	-78	0.23	130.43	N/A	N/A	57	13	57	18
2022-09-14	$32.14	$33.00	32.1%	9.2%	18.0%	46.0%	0.0%	12.8%	-26.9%	6.4K	-17.6K	-64	0.00	124.45	N/A	N/A	0	0	57	18
2022-09-15	$31.96	$33.00	20.4%	5.9%	17.9%	24.2%	0.0%	9.0%	13.0%	4.7K	1.7K	-50	0.00	113.81	N/A	N/A	0	0	57	18
2022-09-16	$31.72	$33.00	31.2%	8.9%	17.9%	44.3%	24.2%	20.4%	-6.3%	3.8K	4.5K	-54	0.23	119.43	N/A	N/A	57	13	57	18
2022-09-19	$31.77	$33.00	29.5%	8.5%	17.9%	41.1%	0.0%	16.0%	1.7%	-1.5K	16.3K	-47	0.00	137.84	N/A	N/A	0	0	0	18
2022-09-20	$31.32	$33.00	27.6%	7.9%	17.9%	37.5%	0.0%	20.8%	0.9%	-1.4K	14.7K	-43	0.00	114.61	N/A	N/A	0	0	0	18
2022-09-21	$31.24	$33.00	31.2%	8.9%	17.9%	44.4%	0.0%	2.2%	-7.0%	-1.5K	16.2K	-42	0.00	144.72	N/A	N/A	0	0	0	18
2022-09-22	$31.20	$33.00	29.6%	8.5%	17.7%	41.3%	0.0%	9.7%	-5.6%	-1.5K	16.1K	-39	0.00	121.73	N/A	N/A	0	100	0	18
2022-09-23	$30.55	$33.00	30.7%	8.8%	18.4%	43.4%	0.0%	17.4%	3.0%	-5.9K	109.6K	-829	0.00	113.17	N/A	N/A	0	0	0	118
2022-09-26	$30.40	$33.00	28.0%	8.0%	16.8%	38.3%	15.9%	8.5%	1.2%	-6.9K	118.0K	-841	0.00	104.19	N/A	N/A	0	113	0	118
2022-09-27	$30.24	$33.00	25.0%	7.2%	16.7%	32.8%	27.3%	5.9%	9.8%	-5.5K	98.7K	-693	0.00	109.26	N/A	N/A	0	113	0	103
2022-09-28	$30.67	$33.00	16.0%	4.6%	17.8%	15.9%	29.6%	3.6%	4.8%	-6.1K	104.0K	-699	0.00	106.52	N/A	N/A	0	113	0	103
2022-09-29	$29.99	$33.00	35.1%	10.1%	19.0%	51.6%	43.7%	15.2%	-0.6%	-5.4K	107.5K	-730	0.00	113.33	N/A	N/A	0	113	0	103
2022-09-30	$29.97	$28.00	29.1%	8.3%	18.9%	40.4%	44.4%	5.6%	-1.4%	-5.5K	94.1K	-694	0.00	93.23	N/A	N/A	0	113	0	99