DBEU Options History — April 2023 In April 2023, DBEU traded between $36.50 and $37.72. ATM implied volatility averaged 34.6%, placing in the 21.6% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 21.6% (HV 20d: 13.0%). Max pain ranged from $28.00 to $36.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 9 of 19 days.
Notable Days 2023-04-18 : Highest Volume — 10 contracts2023-04-27 : Largest IV spike — 198.8% change2023-04-04 : Highest IV Rank — 38.4%2023-04-04 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $37.25 $36.50 $37.72 $36.72 $37.55 Max Pain $33.82 $28.00 $36.00 $28.00 $36.00 ATM IV 34.6% 13.0% 53.5% 22.0% 41.5% Expected Move 9.4% 3.7% 15.3% 6.3% 11.9% HV 20d 13.0% 8.1% 18.9% 18.9% 8.1% HV 60d 12.8% 12.6% 13.1% 12.9% 13.0% IV Rank 21.6% 2.3% 38.4% 10.3% 27.7% IV Percentile 51.3% 1.2% 89.7% 9.9% 72.6% Term Structure 1.2% -7.6% 14.9% -0.8% 14.3% VWIV 7.8% 7.8% 7.8% 7.8% 7.8% Skew 25d 14.7% -17.6% 48.6% 12.4% 33.7% Skew 10d 20.1% -18.0% 70.5% -17.6% 70.5% Call IV 25d 20.4% 8.1% 28.5% 14.0% 28.5% Put IV 25d 35.1% 7.9% 63.0% 26.4% 62.1% Bid-Ask Spread % 133.48 98.92 169.69 98.92 147.79 Gamma HHI 0.77 0.44 0.91 0.87 0.44 Net GEX 4.5K -3.8K 13.4K 9.1K -2.4K Net DEX -42.4K -112.1K 28.7K -51.8K 28.7K Net VEX -78 -139 -30 -106 -134 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.053 0 10 0 0 Total OI 92.263 11 127 117 21
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 2023-04-03 $36.72 $28.00 22.0% 6.3% 18.9% 10.3% 0.0% 12.4% -0.8% 9.1K -51.8K -106 0.00 98.92 N/A N/A 0 0 32 85 2023-04-04 $36.50 $28.00 53.5% 15.3% 18.9% 38.4% 0.0% 16.6% -0.3% 9.0K -50.1K -103 0.00 116.19 N/A N/A 0 0 32 85 2023-04-05 $36.58 $28.00 25.2% 7.2% 18.9% 13.2% 0.0% -11.6% -3.1% 8.7K -45.0K -94 0.00 100.10 N/A N/A 0 0 32 85 2023-04-06 $36.85 $0.00 40.4% 6.3% 18.6% 26.7% 0.0% -1.8% 2.0% 8.7K -49.3K -91 0.00 114.34 N/A N/A 0 0 32 85 2023-04-10 $37.01 $0.00 29.9% 5.2% 17.5% 17.4% 0.0% -3.4% -2.9% 13.4K -54.3K -79 0.00 140.69 N/A N/A 0 0 32 85 2023-04-11 $37.01 $0.00 39.9% 10.0% 16.5% 26.3% 0.0% -17.6% 1.3% 10.8K -54.0K -78 0.00 122.89 N/A N/A 0 0 32 85 2023-04-12 $37.07 $0.00 38.1% 10.9% 16.2% 24.7% 0.0% 25.3% -7.6% 7.3K -63.1K -78 0.00 137.12 N/A N/A 0 0 32 85 2023-04-13 $37.36 $0.00 33.2% 9.5% 13.9% 20.3% 0.0% 48.6% 14.9% 4.8K -66.9K -77 0.00 169.69 N/A N/A 0 0 32 85 2023-04-14 $37.48 $0.00 36.9% 10.6% 13.5% 23.6% 0.0% 30.2% -6.1% 7.3K -71.8K -68 0.00 138.83 N/A N/A 0 0 32 85 2023-04-17 $37.46 $0.00 26.4% 7.6% 11.3% 14.2% 0.0% 42.8% -4.5% 6.4K -69.9K -54 0.00 126.00 N/A N/A 0 0 32 85 2023-04-18 $37.61 $0.00 28.9% 8.3% 10.8% 16.5% 7.8% -16.8% -4.7% 7.9K -75.4K -47 0.00 120.21 N/A N/A 0 10 32 85 2023-04-19 $37.58 $36.00 30.5% 8.7% 9.6% 17.9% 0.0% 1.1% -2.0% 2.7K -66.1K -60 0.00 136.45 N/A N/A 0 0 32 95 2023-04-20 $37.47 $36.00 39.5% 11.3% 9.1% 25.9% 0.0% 14.7% 5.7% 4.0K -63.3K -59 0.00 150.37 N/A N/A 0 0 32 95 2023-04-21 $37.70 $36.00 38.0% 10.9% 8.7% 24.6% 0.0% 22.5% -3.3% -1.8K -112.1K -32 0.00 149.55 N/A N/A 0 0 32 95 2023-04-24 $37.72 $36.00 37.7% 10.8% 8.7% 24.4% 0.0% 19.5% 5.5% -1.7K 5.4K -34 0.00 147.59 N/A N/A 0 0 1 10 2023-04-25 $37.39 $36.00 43.6% 12.5% 9.4% 29.6% 0.0% 28.6% 2.8% -1.7K 4.2K -30 0.00 154.47 N/A N/A 0 10 1 10 2023-04-26 $37.16 $36.00 13.0% 3.7% 9.5% 2.3% 0.0% 6.6% 8.2% -3.8K 23.3K -123 0.00 108.82 N/A N/A 0 0 1 20 2023-04-27 $37.58 $36.00 38.9% 11.1% 8.5% 25.4% 0.0% 28.1% 3.1% -2.6K 26.4K -139 0.00 156.16 N/A N/A 0 0 1 20 2023-04-28 $37.55 $36.00 41.5% 11.9% 8.1% 27.7% 0.0% 33.7% 14.3% -2.4K 28.7K -134 0.00 147.79 N/A N/A 0 0 1 20
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