DBEU Options History — December 2022

Name: DBEU Options Analytics - December 2022
Creator: Options Analysis Suite

In December 2022, DBEU traded between $33.30 and $34.80. ATM implied volatility averaged 61.5%, placing in the 60.0% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 49.2% (HV 20d: 12.3%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.

Notable Days

2022-12-02: Highest Volume — 2 contracts
2022-12-14: Largest IV drop — 65.9% change
2022-12-05: Highest IV Rank — 100.0%
2022-12-02: Largest Expected Move — 17.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.04	$33.30	$34.80	$34.80	$33.51
Max Pain	$32.00	$32.00	$32.00	$32.00	$32.00
ATM IV	61.5%	40.5%	122.4%	58.1%	50.4%
Expected Move	12.7%	10.0%	17.1%	16.7%	14.4%
HV 20d	12.3%	8.8%	14.4%	14.3%	13.0%
HV 60d	16.3%	14.4%	17.8%	17.8%	14.6%
IV Rank	60.0%	26.3%	100.0%	94.3%	34.4%
IV Percentile	93.7%	83.3%	100.0%	99.2%	92.9%
Term Structure	-2.2%	-13.1%	17.6%	-5.2%	-5.6%
VWIV	104.9%	104.9%	104.9%	104.9%	104.9%
Skew 25d	48.5%	37.0%	68.7%	66.6%	57.7%
Skew 10d	65.3%	50.7%	91.2%	88.2%	78.2%
Call IV 25d	34.2%	23.4%	48.5%	46.5%	42.0%
Put IV 25d	82.8%	66.3%	117.2%	113.1%	99.8%
Bid-Ask Spread %	157.27	150.64	163.53	157.57	157.73
Gamma HHI	0.61	0.54	0.75	0.67	0.62
Net GEX	-2.5K	-5.8K	-1.3K	-4.7K	-2.3K
Net DEX	18.6K	568	39.2K	8.9K	18.7K
Net VEX	-342	-460	-210	-248	-338
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.095	0	2	0	0
Total OI	97	97	97	97	97

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	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2022-12-01	$34.80	$0.00	58.1%	16.7%	14.3%	94.3%	0.0%	66.6%	-5.2%	-4.7K	8.9K	-248	157.57	N/A	N/A	0	11	86
2022-12-02	$34.77	$0.00	59.6%	17.1%	14.4%	97.4%	104.9%	68.7%	-13.1%	-1.9K	19.4K	-390	157.31	N/A	N/A	2	11	86
2022-12-05	$34.56	$32.00	66.7%	10.0%	13.6%	100.0%	0.0%	37.2%	-2.5%	-2.0K	21.0K	-384	157.20	N/A	N/A	0	11	86
2022-12-06	$34.45	$32.00	75.5%	11.0%	13.7%	100.0%	0.0%	37.0%	-2.6%	-1.3K	568	-214	157.93	N/A	N/A	0	11	86
2022-12-07	$34.28	$32.00	75.6%	10.6%	13.9%	100.0%	0.0%	41.0%	-1.2%	-1.7K	7.0K	-270	152.07	N/A	N/A	0	11	86
2022-12-08	$34.22	$32.00	83.4%	11.1%	13.7%	100.0%	0.0%	45.1%	-3.8%	-1.5K	3.6K	-237	158.68	N/A	N/A	0	11	86
2022-12-09	$34.31	$32.00	89.0%	11.3%	8.9%	100.0%	0.0%	38.8%	-3.7%	-2.2K	20.7K	-373	158.18	N/A	N/A	0	11	86
2022-12-12	$34.38	$32.00	115.8%	11.5%	8.8%	100.0%	0.0%	40.0%	2.2%	-5.8K	12.6K	-240	157.38	N/A	N/A	0	11	86
2022-12-13	$34.67	$32.00	122.4%	10.8%	9.1%	100.0%	0.0%	40.3%	-3.0%	-2.0K	16.8K	-367	157.14	N/A	N/A	0	11	86
2022-12-14	$34.49	$32.00	41.7%	12.0%	9.3%	27.3%	0.0%	40.9%	-3.9%	-2.1K	18.7K	-364	157.55	N/A	N/A	0	11	86
2022-12-15	$33.84	$32.00	40.5%	11.6%	11.6%	26.3%	0.0%	42.2%	17.6%	-2.5K	25.9K	-394	159.55	N/A	N/A	0	11	86
2022-12-16	$33.39	$32.00	45.5%	13.1%	12.5%	30.8%	0.0%	40.7%	-1.9%	-2.4K	23.5K	-400	163.53	N/A	N/A	0	11	86
2022-12-19	$33.30	$32.00	46.1%	13.2%	12.1%	31.3%	0.0%	46.7%	-3.3%	-2.4K	23.5K	-393	157.94	N/A	N/A	0	11	86
2022-12-20	$33.39	$32.00	43.2%	12.4%	12.2%	28.7%	0.0%	55.0%	-0.0%	-2.3K	20.0K	-355	159.02	N/A	N/A	0	11	86
2022-12-21	$33.89	$32.00	44.3%	12.7%	13.2%	29.7%	0.0%	47.2%	-3.2%	-2.0K	13.7K	-323	158.11	N/A	N/A	0	11	86
2022-12-22	$33.61	$32.00	42.2%	12.1%	13.4%	27.8%	0.0%	52.1%	-2.3%	-4.6K	6.3K	-210	150.64	N/A	N/A	0	11	86
2022-12-23	$33.70	$32.00	42.9%	12.3%	13.1%	28.4%	0.0%	58.7%	4.3%	-2.1K	15.3K	-319	152.31	N/A	N/A	0	11	86
2022-12-27	$33.80	$32.00	48.8%	14.0%	12.7%	33.8%	0.0%	53.3%	-5.4%	-2.1K	36.8K	-460	158.57	N/A	N/A	0	11	86
2022-12-28	$33.55	$32.00	48.9%	14.0%	12.8%	33.8%	0.0%	54.6%	-4.7%	-2.2K	39.2K	-456	156.59	N/A	N/A	0	11	86
2022-12-29	$33.90	$32.00	50.6%	14.5%	12.5%	35.3%	0.0%	55.6%	-5.3%	-2.0K	38.0K	-456	157.67	N/A	N/A	0	11	86
2022-12-30	$33.51	$32.00	50.4%	14.4%	13.0%	34.4%	0.0%	57.7%	-5.6%	-2.3K	18.7K	-338	157.73	N/A	N/A	0	11	86