DBEU Options History — October 2022

In October 2022, DBEU traded between $30.15 and $32.23. ATM implied volatility averaged 31.3%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 10.6% (HV 20d: 20.7%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.81.

Notable Days

  • 2022-10-28: Highest Volume — 160 contracts
  • 2022-10-11: Largest IV spike — 83.6% change
  • 2022-10-11: Highest IV Rank — 87.2%
  • 2022-10-12: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.16$30.15$32.23$30.55$32.16
Max Pain$30.57$28.00$31.00$28.00$31.00
ATM IV31.3%20.0%54.1%33.3%30.6%
Expected Move8.2%5.7%12.3%9.5%8.8%
HV 20d20.7%17.4%22.7%20.4%17.4%
HV 60d17.3%16.5%17.7%16.5%17.5%
IV Rank44.3%23.4%87.2%48.3%41.6%
IV Percentile64.7%22.6%99.2%81.7%67.9%
Term Structure0.2%-16.9%51.9%-3.9%11.5%
VWIV29.3%17.0%43.2%43.2%35.5%
Skew 25d9.4%1.8%30.2%12.3%4.0%
Skew 10d15.0%-7.7%38.0%9.1%2.6%
Call IV 25d29.4%16.3%41.8%18.6%27.0%
Put IV 25d38.8%24.4%48.9%30.9%31.0%
Bid-Ask Spread %116.0977.30138.96109.99131.67
Gamma HHI0.630.460.970.970.46
Net GEX-6.2K-8.1K3.6K-5.4K3.6K
Net DEX90.0K2.4K123.8K79.6K2.4K
Net VEX-657-746-543-652-746
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.811.811.811.811.81
Total Volume116.19103160113160
Total OI109.1439915699156

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$30.55$28.0033.3%9.5%20.4%48.3%43.2%12.3%-3.9%-5.4K79.6K-6520.00109.99N/AN/A0113099
2022-10-04$31.37$28.0020.0%5.7%22.4%23.4%18.5%3.7%-3.1%-5.1K67.1K-5980.0095.65N/AN/A0113099
2022-10-05$31.36$28.0029.3%8.4%22.3%40.8%17.0%8.7%-1.9%-4.5K73.3K-6170.00102.17N/AN/A0126099
2022-10-06$30.93$31.0036.2%8.4%22.7%53.7%0.0%15.8%-5.2%-6.5K102.0K-7220.0077.30N/AN/A01130112
2022-10-07$30.46$31.0040.7%6.9%21.4%62.1%0.0%30.2%-6.8%-5.9K109.6K-7170.00110.00N/AN/A01130112
2022-10-10$30.56$31.0029.4%7.9%20.8%41.1%0.0%13.0%-3.4%-6.4K109.6K-7290.00106.03N/AN/A01130112
2022-10-11$30.20$31.0054.1%7.5%19.8%87.2%0.0%4.1%-3.3%-6.7K120.7K-7280.00102.42N/AN/A01130112
2022-10-12$30.15$31.0043.0%12.3%19.8%66.4%0.0%12.0%-16.9%-7.1K123.8K-7270.00130.88N/AN/A01130112
2022-10-13$30.59$31.0023.6%6.8%20.7%30.1%0.0%8.1%-1.5%-8.1K112.5K-6990.00129.03N/AN/A01130112
2022-10-14$30.42$31.0033.4%9.6%20.6%48.4%0.0%4.5%-2.9%-7.4K109.3K-7180.00121.80N/AN/A01130112
2022-10-17$31.02$31.0022.7%6.5%22.0%28.3%0.0%1.8%3.3%-6.7K102.1K-6780.00113.26N/AN/A01130112
2022-10-18$31.30$31.0026.1%7.5%21.7%34.8%0.0%16.6%-11.8%-7.9K90.5K-6130.0088.61N/AN/A01130112
2022-10-19$31.06$31.0026.7%7.7%21.9%36.0%0.0%6.2%-3.5%-6.9K90.2K-6490.00122.21N/AN/A01130112
2022-10-20$31.01$31.0023.4%6.7%21.9%29.8%0.0%5.0%51.9%-6.4K88.2K-6290.00125.99N/AN/A01130112
2022-10-21$31.33$31.0021.4%6.1%20.7%26.1%0.0%9.3%28.1%-8.0K94.1K-6370.00119.63N/AN/A01130112
2022-10-24$31.65$31.0033.8%9.7%20.8%49.2%0.0%11.1%-9.1%-7.3K84.3K-5820.00138.96N/AN/A0103099
2022-10-25$31.97$31.0030.6%8.8%20.8%43.3%0.0%9.9%0.1%-7.8K77.9K-5430.00134.37N/AN/A0103099
2022-10-26$32.01$31.0029.5%8.5%20.4%41.1%0.0%4.8%-6.6%-6.7K81.9K-5910.00123.42N/AN/A0103099
2022-10-27$31.98$31.0033.0%9.5%18.3%46.2%0.0%6.9%-8.5%-5.8K88.9K-6290.00120.80N/AN/A0103099
2022-10-28$32.23$31.0036.0%10.3%18.3%51.9%32.5%10.1%-2.1%-6.2K81.3K-5861.81133.79N/AN/A57103099
2022-10-31$32.16$31.0030.6%8.8%17.4%41.6%35.5%4.0%11.5%3.6K2.4K-7461.81131.67N/AN/A571035799