DBEU Options History — November 2022

In November 2022, DBEU traded between $32.06 and $34.85. ATM implied volatility averaged 40.0%, placing in the 58.0% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 25.4% (HV 20d: 14.6%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 2.95.

Notable Days

  • 2022-11-17: Highest Volume — 172 contracts
  • 2022-11-17: Largest IV spike — 60.1% change
  • 2022-11-29: Highest IV Rank — 97.6%
  • 2022-11-29: Largest Expected Move — 17.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.61$32.06$34.85$32.38$34.85
Max Pain$31.00$31.00$31.00$31.00$31.00
ATM IV40.0%18.2%59.7%37.9%55.8%
Expected Move11.3%7.2%17.1%10.9%16.0%
HV 20d14.6%13.3%16.0%15.1%15.1%
HV 60d18.1%17.4%18.9%17.5%17.8%
IV Rank58.0%13.8%97.6%55.5%89.7%
IV Percentile79.4%9.5%99.6%88.1%98.4%
Term Structure-6.9%-17.0%3.8%-5.5%0.4%
VWIV37.8%35.2%40.5%40.5%35.2%
Skew 25d27.0%-9.5%64.0%-9.5%64.0%
Skew 10d36.1%-1.2%86.1%13.7%86.1%
Call IV 25d32.4%20.0%45.2%37.3%45.2%
Put IV 25d59.4%27.8%109.2%27.8%109.2%
Bid-Ask Spread %141.1265.73163.56136.06156.62
Gamma HHI0.560.410.740.460.54
Net GEX2.2K-6.4K12.3K3.6K-1.8K
Net DEX-32.5K-198.9K34.3K-6.9K23.3K
Net VEX-461-729-57-729-385
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.951.498.581.818.58
Total Volume124.76201721602
Total OI137.2869716715697

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$32.38$31.0037.9%10.9%15.1%55.5%40.5%-9.5%-5.5%3.6K-6.9K-7291.81136.06N/AN/A571035799
2022-11-02$32.06$31.0035.8%10.3%15.6%49.3%35.2%-2.9%-17.0%4.2K-2.1K-7261.81121.76N/AN/A571035799
2022-11-03$32.11$0.0018.2%7.4%14.6%13.8%0.0%17.5%-4.4%8.7K25.9K-6761.8165.73N/AN/A571035799
2022-11-04$32.74$0.0027.2%7.2%14.4%32.1%0.0%5.9%-1.4%7.2K-15.1K-7231.7899.93N/AN/A581035799
2022-11-07$32.76$0.0036.5%8.9%14.4%50.8%0.0%14.6%-7.2%6.5K-24.8K-6391.78125.48N/AN/A581035899
2022-11-08$32.99$0.0043.5%8.5%13.3%65.0%0.0%4.7%-0.1%3.0K-42.5K-5471.78151.43N/AN/A581035899
2022-11-09$32.83$0.0031.6%9.1%13.5%41.0%0.0%12.1%-5.9%4.5K-27.8K-6411.78144.70N/AN/A581035899
2022-11-10$33.83$0.0026.7%7.7%16.0%31.0%0.0%1.7%-5.2%12.3K-92.1K-4951.78146.76N/AN/A581035899
2022-11-11$34.03$0.0028.3%8.1%15.5%34.2%0.0%11.7%-7.1%6.6K-85.4K-5521.78127.92N/AN/A581035899
2022-11-14$33.95$0.0031.5%9.0%14.8%40.6%0.0%7.7%-0.8%5.6K-88.1K-4711.78143.64N/AN/A581035899
2022-11-15$33.86$0.0032.3%9.3%14.9%42.4%0.0%6.4%-4.2%5.7K-77.6K-4951.78143.10N/AN/A581035899
2022-11-16$33.71$0.0029.8%8.5%14.6%37.2%0.0%10.5%-7.7%10.0K-88.3K-4751.78125.10N/AN/A581035899
2022-11-17$33.81$0.0047.6%13.7%14.5%73.2%0.0%56.9%-13.2%-1.6K-95.0K-571.49155.76N/AN/A691035899
2022-11-18$34.06$0.0047.4%13.6%14.3%72.7%0.0%46.1%-13.0%-4.3K-198.9K-621.49158.13N/AN/A691036899
2022-11-21$34.03$0.0047.4%13.6%14.3%72.7%0.0%37.9%-15.5%-6.4K15.5K-2778.58160.96N/AN/A121031186
2022-11-22$34.27$0.0048.2%13.8%14.1%74.4%0.0%56.2%3.8%-5.7K4.4K-1808.58163.56N/AN/A121031186
2022-11-23$34.28$0.0051.1%14.7%14.2%80.2%0.0%55.6%-8.2%-6.1K11.8K-2338.58161.04N/AN/A121031186
2022-11-25$34.57$0.0048.6%13.9%14.2%75.2%0.0%58.8%-8.4%-2.0K22.6K-4380.00159.77N/AN/A001186
2022-11-28$34.24$0.0055.8%16.0%14.9%89.7%0.0%47.4%-11.6%-2.2K34.3K-4600.00158.36N/AN/A001186
2022-11-29$34.41$0.0059.7%17.1%14.7%97.6%0.0%63.5%-12.6%-2.1K25.5K-4300.00157.65N/AN/A001186
2022-11-30$34.85$0.0055.8%16.0%15.1%89.7%0.0%64.0%0.4%-1.8K23.3K-3850.00156.62N/AN/A021186