DBEU Options History — January 2023

In January 2023, DBEU traded between $34.22 and $36.09. ATM implied volatility averaged 41.1%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 27.1% (HV 20d: 14.0%). Max pain ranged from $32.00 to $34.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-01-23: Highest Volume — 784 contracts
2023-01-30: Largest IV spike — 310.8% change
2023-01-10: Highest IV Rank — 47.4%
2023-01-03: Largest Expected Move — 16.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.60	$34.22	$36.09	$34.22	$36.03
Max Pain	$33.50	$32.00	$34.00	$32.00	$34.00
ATM IV	41.1%	10.5%	64.6%	58.1%	27.7%
Expected Move	10.4%	3.0%	16.6%	16.6%	8.0%
HV 20d	14.0%	10.1%	16.4%	15.3%	10.1%
HV 60d	13.8%	13.1%	14.9%	14.9%	13.1%
IV Rank	26.2%	0.0%	47.4%	41.4%	15.4%
IV Percentile	68.1%	0.0%	97.2%	95.6%	33.7%
Term Structure	-4.6%	-13.2%	11.8%	-7.0%	2.1%
VWIV	25.8%	25.8%	25.8%	25.8%	25.8%
Skew 25d	34.8%	-2.5%	69.6%	69.6%	61.8%
Skew 10d	49.2%	-6.9%	94.3%	94.3%	56.0%
Call IV 25d	25.0%	7.6%	44.4%	38.9%	22.4%
Put IV 25d	59.7%	15.2%	110.4%	108.5%	84.2%
Bid-Ask Spread %	141.67	114.51	158.20	155.24	143.04
Gamma HHI	0.65	0.48	0.98	0.57	0.98
Net GEX	-8.3K	-41.0K	7.3K	-1.7K	-34.7K
Net DEX	28.9K	-17.8K	162.9K	9.8K	77.0K
Net VEX	-247	-622	-18	-272	-306
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	39.3	0	784	0	0
Total OI	166.95	86	333	97	333

Daily Data (20 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	Call Vol	Put Vol	Call OI	Put OI
2023-01-03	$34.22	$32.00	58.1%	16.6%	15.3%	41.4%	0.0%	69.6%	-7.0%	-1.7K	9.8K	-272	155.24	N/A	N/A	0	0	11	86
2023-01-04	$34.62	$32.00	56.4%	16.2%	15.8%	39.9%	0.0%	65.9%	-8.4%	-1.5K	6.1K	-271	155.48	N/A	N/A	0	0	11	86
2023-01-05	$34.75	$0.00	56.0%	10.2%	15.8%	39.5%	0.0%	53.1%	-7.0%	-1.3K	4.2K	-240	158.20	N/A	N/A	0	0	11	86
2023-01-06	$35.20	$0.00	58.0%	10.3%	16.2%	41.4%	0.0%	41.3%	-2.9%	-843	-3.0K	-186	153.87	N/A	N/A	0	0	11	86
2023-01-09	$35.17	$0.00	61.3%	10.9%	16.2%	44.4%	0.0%	25.3%	-5.9%	-1.0K	5.7K	-265	140.95	N/A	N/A	0	0	11	86
2023-01-10	$35.31	$0.00	64.6%	10.1%	16.2%	47.4%	0.0%	24.5%	-5.7%	-1.2K	13.6K	-299	139.90	N/A	N/A	0	0	11	86
2023-01-11	$35.56	$0.00	39.7%	11.4%	16.4%	24.6%	0.0%	30.9%	-9.9%	-242	-4.0K	-178	136.70	N/A	N/A	0	0	11	86
2023-01-12	$35.78	$0.00	33.7%	9.7%	16.3%	19.2%	0.0%	37.3%	-3.6%	-416	-7.6K	-154	152.27	N/A	N/A	0	0	11	86
2023-01-13	$35.98	$0.00	27.0%	7.7%	16.1%	13.0%	0.0%	43.5%	-13.2%	6.4K	-11.6K	-109	132.99	N/A	N/A	0	0	11	86
2023-01-17	$36.09	$0.00	41.3%	11.8%	14.0%	26.1%	0.0%	35.0%	-8.2%	-484	-4.3K	-192	139.14	N/A	N/A	0	0	11	86
2023-01-18	$35.94	$0.00	32.5%	9.3%	12.9%	18.1%	0.0%	43.4%	-8.8%	-918	-17.8K	-18	138.24	N/A	N/A	0	0	11	86
2023-01-19	$35.69	$0.00	41.4%	11.9%	13.3%	26.2%	0.0%	37.9%	-5.6%	-321	-6.9K	-135	139.31	N/A	N/A	0	0	11	86
2023-01-20	$35.81	$0.00	35.2%	10.1%	13.3%	20.6%	0.0%	43.9%	-6.2%	7.3K	18.5K	-204	146.82	N/A	N/A	0	0	11	86
2023-01-23	$36.02	$0.00	45.0%	12.9%	12.6%	29.5%	25.8%	-2.5%	2.5%	-1.1K	5.8K	-89	157.04	N/A	N/A	0	784	1	85
2023-01-24	$35.92	$34.00	47.1%	13.5%	12.1%	31.4%	0.0%	42.4%	-13.2%	-41.0K	115.4K	-387	148.38	N/A	N/A	0	0	1	330
2023-01-25	$35.98	$34.00	28.7%	8.2%	12.1%	14.7%	0.0%	15.2%	-12.8%	-30.5K	162.9K	-622	135.32	N/A	N/A	1	0	1	330
2023-01-26	$36.03	$34.00	14.8%	4.2%	12.2%	1.9%	0.0%	19.2%	3.6%	-22.5K	46.9K	-279	124.37	N/A	N/A	0	0	2	330
2023-01-27	$36.04	$34.00	10.5%	3.0%	11.6%	0.0%	0.0%	7.6%	11.8%	-16.4K	51.6K	-309	121.68	N/A	N/A	1	0	2	330
2023-01-30	$35.95	$34.00	43.0%	12.3%	11.5%	29.0%	0.0%	0.1%	6.5%	-23.4K	114.8K	-424	114.51	N/A	N/A	0	0	3	330
2023-01-31	$36.03	$34.00	27.7%	8.0%	10.1%	15.4%	0.0%	61.8%	2.1%	-34.7K	77.0K	-306	143.04	N/A	N/A	0	0	3	330