DBEU Options History — February 2023 In February 2023, DBEU traded between $36.20 and $37.02. ATM implied volatility averaged 39.0%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 31.6% (HV 20d: 7.5%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 10 of 19 days.
Notable Days 2023-02-10 : Highest Volume — 42 contracts2023-02-21 : Largest IV spike — 250.6% change2023-02-06 : Highest IV Rank — 39.6%2023-02-01 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $36.64 $36.20 $37.02 $36.20 $36.53 Max Pain $34.00 $34.00 $34.00 $34.00 $34.00 ATM IV 39.0% 11.3% 54.8% 51.6% 47.5% Expected Move 10.0% 3.2% 14.8% 14.8% 13.6% HV 20d 7.5% 6.5% 9.7% 7.8% 9.7% HV 60d 11.7% 11.3% 13.1% 13.1% 11.4% IV Rank 25.5% 0.8% 39.6% 36.7% 33.1% IV Percentile 64.9% 0.4% 92.1% 91.3% 85.7% Term Structure -1.1% -14.1% 16.1% -11.1% 0.2% VWIV 59.9% 59.9% 59.9% 59.9% 59.9% Skew 25d 32.5% -19.6% 76.1% 48.4% 65.9% Skew 10d 35.6% -14.7% 77.7% 51.0% 58.6% Call IV 25d 22.7% 8.1% 38.4% 38.4% 21.7% Put IV 25d 55.2% 7.8% 95.9% 86.8% 87.6% Bid-Ask Spread % 145.90 113.37 165.71 149.43 157.55 Gamma HHI 0.66 0.43 0.97 0.64 0.77 Net GEX -20.2K -41.2K 443 -41.2K -18.9K Net DEX 102.0K -4.9K 211.2K 131.1K 41.8K Net VEX -326 -738 -17 -387 -253 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 2.211 0 42 0 0 Total OI 295.421 179 375 333 179
Daily Data (19 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 2023-02-01 $36.20 $34.00 51.6% 14.8% 7.8% 36.7% 0.0% 48.4% -11.1% -41.2K 131.1K -387 0.00 149.43 N/A N/A 0 0 3 330 2023-02-02 $36.37 $34.00 54.7% 9.7% 7.1% 39.6% 0.0% 25.8% -9.5% -29.1K 202.3K -681 0.00 165.71 N/A N/A 0 0 3 330 2023-02-03 $36.63 $34.00 52.6% 9.3% 7.3% 37.7% 0.0% 52.0% -1.4% -21.3K 198.9K -738 0.00 159.75 N/A N/A 0 0 3 330 2023-02-06 $36.41 $34.00 54.8% 8.3% 6.9% 39.6% 0.0% 13.1% -7.9% -22.7K 172.3K -537 0.00 138.42 N/A N/A 0 0 3 330 2023-02-07 $36.62 $34.00 40.5% 7.8% 6.9% 26.8% 0.0% -3.0% -2.5% -22.0K 147.7K -475 0.00 142.51 N/A N/A 0 0 3 330 2023-02-08 $36.50 $34.00 29.8% 8.6% 7.1% 17.3% 0.0% 47.0% -1.0% -25.2K 134.9K -421 0.00 140.06 N/A N/A 0 0 3 330 2023-02-09 $36.49 $34.00 36.4% 10.4% 6.9% 23.2% 0.0% -19.6% 2.4% -24.5K 164.7K -431 0.00 143.80 N/A N/A 0 0 3 330 2023-02-10 $36.38 $34.00 34.5% 9.9% 6.8% 21.5% 59.9% 29.4% 5.6% -26.0K 145.5K -469 0.00 150.56 N/A N/A 0 42 3 330 2023-02-13 $36.73 $34.00 24.5% 7.0% 7.3% 12.5% 0.0% 50.8% 0.6% -26.0K 211.2K -534 0.00 149.06 N/A N/A 0 0 3 372 2023-02-14 $36.87 $34.00 29.9% 8.6% 7.3% 17.4% 0.0% 33.6% 2.7% -32.1K 99.9K -243 0.00 143.69 N/A N/A 0 0 3 372 2023-02-15 $37.00 $34.00 38.9% 11.2% 7.1% 25.4% 0.0% -10.3% -13.2% 443 -4.9K -17 0.00 139.41 N/A N/A 0 0 3 372 2023-02-16 $36.90 $34.00 22.8% 6.5% 6.6% 11.0% 0.0% 16.0% 0.8% -15.6K 103.1K -110 0.00 138.01 N/A N/A 0 0 3 372 2023-02-17 $37.02 $34.00 11.3% 3.2% 6.5% 0.8% 0.0% 5.4% 2.5% -3.0K -144 -53 0.00 113.37 N/A N/A 0 0 3 372 2023-02-21 $36.72 $34.00 39.7% 11.4% 7.2% 26.1% 0.0% 53.8% 16.1% -6.5K 11.0K -109 0.00 147.14 N/A N/A 0 0 3 176 2023-02-22 $36.62 $34.00 44.6% 12.8% 7.2% 30.5% 0.0% 44.0% -14.1% -24.9K 48.6K -273 0.00 149.38 N/A N/A 0 0 3 176 2023-02-23 $36.90 $34.00 44.8% 12.9% 7.6% 30.7% 0.0% 76.1% 4.9% -5.8K 92.5K -301 0.00 150.02 N/A N/A 0 0 3 176 2023-02-24 $36.44 $34.00 40.9% 11.7% 9.0% 27.2% 0.0% 41.8% 10.1% -24.3K 33.4K -140 0.00 149.35 N/A N/A 0 0 3 176 2023-02-27 $36.75 $34.00 41.3% 11.8% 9.5% 27.5% 0.0% 46.7% -5.8% -15.6K 3.3K -18 0.00 144.88 N/A N/A 0 0 3 176 2023-02-28 $36.53 $34.00 47.5% 13.6% 9.7% 33.1% 0.0% 65.9% 0.2% -18.9K 41.8K -253 0.00 157.55 N/A N/A 0 0 3 176
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