DBEU Options History — March 2023

In March 2023, DBEU traded between $34.70 and $37.07. ATM implied volatility averaged 46.5%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 32.0% (HV 20d: 14.5%). Max pain ranged from $28.00 to $34.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-03-02: Highest Volume — 29 contracts
  • 2023-03-09: Largest IV spike — 153.9% change
  • 2023-03-14: Highest IV Rank — 94.0%
  • 2023-03-03: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.90$34.70$37.07$36.57$36.64
Max Pain$28.78$28.00$34.00$34.00$28.00
ATM IV46.5%13.1%115.7%28.1%43.5%
Expected Move11.1%7.1%13.5%8.1%12.5%
HV 20d14.5%9.7%18.9%9.7%18.9%
HV 60d12.6%11.4%13.6%11.4%12.9%
IV Rank32.2%2.4%94.0%15.8%29.5%
IV Percentile69.7%1.2%99.2%30.2%77.0%
Term Structure-4.4%-15.3%10.4%0.4%1.7%
VWIV28.6%28.6%28.6%28.6%28.6%
Skew 25d32.4%-21.9%71.4%71.4%11.2%
Skew 10d24.0%-27.8%73.0%73.0%-19.2%
Call IV 25d24.1%12.2%30.3%26.0%20.5%
Put IV 25d56.4%7.7%97.4%97.4%31.7%
Bid-Ask Spread %131.20107.38151.38148.34122.49
Gamma HHI0.690.450.920.860.82
Net GEX-1.6K-27.7K8.6K-16.3K8.6K
Net DEX-4.8K-53.6K101.3K40.7K-42.3K
Net VEX-164-305-19-155-100
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.30402900
Total OI165.913117208179117

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$36.57$34.0028.1%8.1%9.7%15.8%0.0%71.4%0.4%-16.3K40.7K-1550.00148.34N/AN/A003176
2023-03-02$36.83$34.0039.7%11.4%9.9%26.1%0.0%54.0%-10.6%-9.5K-2.6K-190.00151.38N/AN/A2903176
2023-03-03$37.07$34.0047.0%13.5%10.0%32.6%0.0%16.2%-13.3%-13.2K-44.8K-2180.00150.42N/AN/A0032176
2023-03-06$36.93$28.0044.0%7.1%9.8%30.0%0.0%22.8%-4.9%4.8K-53.6K-1610.00111.58N/AN/A0032176
2023-03-07$36.68$28.0013.1%9.6%9.9%2.4%0.0%-0.8%-14.9%6.8K-44.3K-1500.00108.11N/AN/A0032176
2023-03-08$36.73$28.0023.8%8.8%9.7%11.9%0.0%27.3%0.1%3.5K-52.9K-1550.00115.10N/AN/A0032176
2023-03-09$36.31$28.0060.4%11.4%10.5%44.6%0.0%23.8%-12.9%-4.9K42.4K-3050.00112.36N/AN/A0032176
2023-03-10$35.73$28.0076.8%9.5%11.9%59.3%0.0%39.2%6.8%-27.7K840-1890.00131.59N/AN/A0032176
2023-03-13$35.22$28.0089.5%12.0%12.8%70.7%0.0%26.9%-10.0%-6.0K86.8K-2460.00135.05N/AN/A0032176
2023-03-14$35.59$28.00115.7%11.9%12.9%94.0%0.0%38.6%-14.6%-5.6K73.0K-2350.00136.48N/AN/A0032176
2023-03-15$34.87$28.0043.9%12.6%14.4%29.9%28.6%32.4%-11.0%-6.4K101.3K-1930.00137.57N/AN/A1032176
2023-03-16$35.31$28.0036.6%10.5%15.2%23.4%0.0%24.3%7.7%-6.6K85.3K-1670.00132.48N/AN/A0032176
2023-03-17$34.70$28.0038.7%11.1%16.1%25.3%0.0%48.0%-1.4%608-15.5K-2540.00145.82N/AN/A0032176
2023-03-20$35.15$28.0040.0%11.5%17.0%26.3%0.0%49.5%0.7%4.7K-29.8K-1220.00141.76N/AN/A003285
2023-03-21$35.75$28.0039.1%11.2%18.2%25.6%0.0%49.3%-2.4%1.7K-36.8K-2120.00145.56N/AN/A003285
2023-03-22$35.48$28.0043.8%12.5%18.3%29.8%0.0%50.1%-3.3%1.4K-33.6K-2150.00144.41N/AN/A003285
2023-03-23$35.33$28.0040.1%11.5%18.0%26.5%0.0%47.1%-0.4%3.8K-29.0K-1000.00138.60N/AN/A003285
2023-03-24$35.30$28.0045.9%13.2%17.6%31.7%0.0%51.9%-15.3%1.8K-27.5K-2060.00124.45N/AN/A003285
2023-03-27$35.62$28.0034.8%10.0%17.6%21.7%0.0%-21.9%-6.9%4.3K-32.5K-1010.00120.93N/AN/A003285
2023-03-28$35.44$28.0044.9%12.9%17.6%30.8%0.0%6.8%0.1%4.2K-25.4K-850.00129.39N/AN/A003285
2023-03-29$36.05$28.0041.6%11.9%18.8%27.8%0.0%52.6%10.4%7.9K-27.6K-900.00126.30N/AN/A003285
2023-03-30$36.38$28.0039.1%11.2%18.9%25.6%0.0%23.5%-8.0%5.8K-41.6K-1040.00107.38N/AN/A003285
2023-03-31$36.64$28.0043.5%12.5%18.9%29.5%0.0%11.2%1.7%8.6K-42.3K-1000.00122.49N/AN/A003285