DBEU Options History — May 2023

Name: DBEU Options Analytics - May 2023
Creator: Options Analysis Suite

In May 2023, DBEU traded between $36.70 and $37.94. ATM implied volatility averaged 26.3%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 16.0% (HV 20d: 10.3%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days.

Notable Days

2023-05-24: Highest Volume — 12 contracts
2023-05-16: Largest IV spike — 230.3% change
2023-05-03: Highest IV Rank — 37.6%
2023-05-03: Largest Expected Move — 15.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.42	$36.70	$37.94	$37.78	$36.70
Max Pain	$36.00	$36.00	$36.00	$36.00	$36.00
ATM IV	26.3%	7.2%	52.5%	46.3%	50.0%
Expected Move	7.6%	2.7%	15.1%	13.3%	14.3%
HV 20d	10.3%	8.0%	11.4%	8.0%	10.7%
HV 60d	13.3%	13.0%	13.5%	13.0%	13.5%
IV Rank	16.2%	0.0%	37.6%	32.0%	37.2%
IV Percentile	34.1%	0.0%	89.3%	83.3%	86.9%
Term Structure	-0.3%	-17.5%	17.4%	-5.2%	-8.8%
VWIV	20.2%	20.2%	20.2%	20.2%	20.2%
Skew 25d	19.1%	-9.0%	66.4%	18.5%	66.4%
Skew 10d	20.2%	-15.1%	75.2%	75.2%	64.1%
Call IV 25d	17.8%	5.8%	38.7%	32.2%	35.5%
Put IV 25d	36.9%	7.6%	101.9%	50.7%	101.9%
Bid-Ask Spread %	132.51	106.64	166.06	143.70	166.06
Gamma HHI	0.54	0.43	0.85	0.45	0.47
Net GEX	-2.7K	-4.8K	-1.2K	-2.4K	-2.6K
Net DEX	24.3K	14.2K	39.5K	26.2K	32.9K
Net VEX	-114	-135	-94	-135	-131
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.545	0	12	0	0
Total OI	20	11	23	21	23

Daily Data (22 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
2023-05-01	$37.78	$36.00	46.3%	13.3%	8.0%	32.0%	0.0%	18.5%	-5.2%	-2.4K	26.2K	-135	143.70	N/A	N/A	0	1	20
2023-05-02	$37.27	$36.00	51.3%	14.7%	9.7%	36.5%	0.0%	51.8%	-6.4%	-2.5K	30.0K	-133	152.03	N/A	N/A	0	1	20
2023-05-03	$37.24	$36.00	52.5%	15.1%	9.4%	37.6%	0.0%	-7.6%	-1.5%	-3.8K	26.8K	-126	140.80	N/A	N/A	0	1	20
2023-05-04	$37.09	$0.00	38.1%	8.6%	9.5%	24.7%	0.0%	-9.0%	8.4%	-4.0K	31.2K	-125	134.53	N/A	N/A	0	1	20
2023-05-05	$37.58	$0.00	7.2%	3.1%	10.2%	0.0%	0.0%	2.7%	0.9%	-1.9K	16.6K	-107	123.77	N/A	N/A	0	1	20
2023-05-08	$37.63	$0.00	7.7%	3.2%	10.2%	0.4%	0.0%	9.2%	-0.4%	-2.6K	16.8K	-109	110.25	N/A	N/A	0	1	20
2023-05-09	$37.45	$0.00	9.3%	3.6%	10.4%	1.8%	0.0%	5.3%	1.9%	-2.5K	16.6K	-102	106.64	N/A	N/A	0	1	20
2023-05-10	$37.34	$0.00	10.0%	2.9%	10.4%	2.5%	0.0%	-7.7%	7.8%	-3.4K	20.2K	-104	137.38	N/A	N/A	0	1	20
2023-05-11	$37.41	$0.00	18.0%	5.2%	10.1%	9.4%	0.0%	33.6%	1.7%	-2.9K	25.0K	-120	124.72	N/A	N/A	0	1	20
2023-05-12	$37.52	$0.00	11.3%	3.2%	10.1%	3.6%	0.0%	37.8%	1.7%	-2.8K	26.6K	-118	135.13	N/A	N/A	0	1	20
2023-05-15	$37.66	$0.00	10.2%	2.9%	10.1%	2.6%	0.0%	3.5%	-0.1%	-2.7K	25.1K	-114	122.85	N/A	N/A	0	1	20
2023-05-16	$37.41	$0.00	33.7%	9.7%	10.3%	23.0%	0.0%	39.1%	2.7%	-3.5K	19.4K	-106	124.53	N/A	N/A	0	1	20
2023-05-17	$37.56	$0.00	32.1%	9.2%	10.4%	21.7%	0.0%	26.1%	-8.6%	-3.1K	28.4K	-104	138.20	N/A	N/A	0	1	20
2023-05-18	$37.77	$0.00	17.2%	4.9%	10.5%	8.7%	0.0%	17.4%	17.4%	-2.6K	25.9K	-105	126.23	N/A	N/A	0	1	20
2023-05-19	$37.94	$0.00	11.0%	3.2%	10.4%	3.4%	0.0%	3.1%	12.2%	-1.2K	14.2K	-97	123.35	N/A	N/A	0	1	20
2023-05-22	$37.88	$0.00	9.3%	2.7%	10.5%	1.8%	0.0%	17.1%	15.7%	-1.2K	15.0K	-96	124.33	N/A	N/A	0	1	10
2023-05-23	$37.52	$0.00	26.4%	7.6%	10.6%	16.7%	0.0%	-6.6%	1.3%	-1.4K	16.1K	-96	122.65	N/A	N/A	0	1	10
2023-05-24	$37.03	$0.00	22.3%	6.4%	11.4%	13.1%	20.2%	6.2%	-5.8%	-1.2K	18.5K	-94	123.65	N/A	N/A	12	1	10
2023-05-25	$37.06	$36.00	19.8%	5.7%	10.6%	11.0%	0.0%	20.1%	-6.6%	-4.8K	29.6K	-132	128.58	N/A	N/A	0	1	22
2023-05-26	$37.39	$36.00	45.3%	13.0%	11.1%	33.1%	0.0%	39.5%	-17.3%	-3.7K	33.3K	-127	152.90	N/A	N/A	0	1	22
2023-05-30	$37.00	$36.00	48.9%	14.0%	11.4%	36.2%	0.0%	54.8%	-17.5%	-2.5K	39.5K	-123	153.03	N/A	N/A	0	1	22
2023-05-31	$36.70	$36.00	50.0%	14.3%	10.7%	37.2%	0.0%	66.4%	-8.8%	-2.6K	32.9K	-131	166.06	N/A	N/A	0	1	22