DBEU Options History — June 2023

In June 2023, DBEU traded between $35.35 and $37.66. ATM implied volatility averaged 42.0%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 28.4% (HV 20d: 13.5%). Max pain ranged from $36.00 to $39.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2023-06-21: Highest Volume — 20 contracts
2023-06-06: Largest IV spike — 158.6% change
2023-06-13: Highest IV Rank — 72.5%
2023-06-02: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$36.86	$35.35	$37.66	$36.86	$36.23
Max Pain	$38.35	$36.00	$39.00	$36.00	$38.00
ATM IV	42.0%	18.6%	90.8%	52.5%	44.5%
Expected Move	9.7%	5.3%	15.9%	15.0%	12.8%
HV 20d	13.5%	10.9%	18.8%	10.9%	18.8%
HV 60d	12.4%	10.3%	13.9%	13.5%	13.5%
IV Rank	30.2%	9.9%	72.5%	39.3%	32.4%
IV Percentile	58.6%	8.7%	98.8%	88.9%	75.0%
Term Structure	-2.4%	-16.7%	13.7%	-10.0%	-16.7%
VWIV	12.2%	12.1%	12.3%	12.1%	12.3%
Skew 25d	31.0%	1.2%	69.4%	66.5%	17.5%
Skew 10d	44.2%	0.2%	77.5%	66.2%	35.8%
Call IV 25d	22.5%	7.6%	38.9%	38.9%	26.6%
Put IV 25d	53.4%	13.8%	106.8%	105.4%	44.1%
Bid-Ask Spread %	143.84	132.60	165.12	165.12	140.96
Gamma HHI	0.51	0.35	0.91	0.48	0.35
Net GEX	-2.4K	-5.7K	599	-2.7K	599
Net DEX	20.8K	-10.3K	33.5K	31.6K	5.5K
Net VEX	-111	-172	-84	-130	-132
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	1.048	0	20	0	0
Total OI	24.524	11	31	23	31

Daily Data (21 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	Call OI	Put OI
2023-06-01	$36.86	$36.00	52.5%	15.0%	10.9%	39.3%	0.0%	66.5%	-10.0%	-2.7K	31.6K	-130	165.12	N/A	N/A	0	1	22
2023-06-02	$37.44	$36.00	55.4%	15.9%	12.2%	41.9%	0.0%	69.4%	-9.4%	-2.6K	27.8K	-125	160.92	N/A	N/A	0	1	22
2023-06-05	$37.22	$39.00	23.0%	9.2%	11.4%	13.7%	0.0%	1.2%	-4.1%	-5.7K	26.4K	-110	142.01	N/A	N/A	0	1	22
2023-06-06	$37.41	$39.00	59.5%	7.9%	11.6%	45.4%	0.0%	18.0%	-3.6%	-3.5K	32.0K	-117	142.18	N/A	N/A	0	1	22
2023-06-07	$37.27	$39.00	61.3%	8.2%	11.5%	47.0%	0.0%	6.2%	-0.6%	-3.2K	33.5K	-109	144.63	N/A	N/A	0	1	22
2023-06-08	$37.35	$39.00	50.0%	9.0%	11.5%	37.2%	0.0%	36.4%	-8.4%	-4.5K	26.4K	-104	135.34	N/A	N/A	0	1	22
2023-06-09	$37.20	$39.00	33.1%	8.9%	11.6%	22.5%	0.0%	3.1%	-10.4%	-5.1K	28.4K	-108	140.76	N/A	N/A	0	1	22
2023-06-12	$37.39	$39.00	69.7%	8.2%	11.7%	54.2%	0.0%	9.3%	-2.2%	-3.6K	31.8K	-104	142.16	N/A	N/A	0	1	22
2023-06-13	$37.52	$39.00	90.8%	9.8%	11.7%	72.5%	0.0%	40.1%	-5.2%	-3.3K	31.4K	-101	139.96	N/A	N/A	0	1	22
2023-06-14	$37.53	$39.00	29.8%	8.5%	11.4%	19.7%	0.0%	45.1%	11.4%	-4.7K	24.1K	-93	139.16	N/A	N/A	0	1	22
2023-06-15	$37.66	$39.00	29.1%	8.3%	11.4%	19.0%	0.0%	1.4%	13.7%	-3.4K	29.0K	-97	135.66	N/A	N/A	0	1	22
2023-06-16	$37.66	$39.00	33.7%	9.7%	11.2%	23.0%	0.0%	15.9%	-3.2%	-2.2K	15.7K	-84	148.15	N/A	N/A	0	1	22
2023-06-20	$37.34	$39.00	31.9%	9.1%	11.5%	21.5%	12.1%	15.1%	12.9%	-1.7K	15.3K	-88	142.40	N/A	N/A	2	1	10
2023-06-21	$37.09	$0.00	34.7%	9.9%	11.7%	23.9%	12.3%	49.1%	6.1%	-1.9K	18.3K	-91	149.34	N/A	N/A	20	1	10
2023-06-22	$36.95	$38.00	31.8%	9.1%	11.3%	21.4%	0.0%	49.6%	0.5%	252	-10.3K	-172	152.97	N/A	N/A	0	21	10
2023-06-23	$35.35	$38.00	43.2%	12.4%	18.7%	31.2%	0.0%	50.5%	3.6%	-259	6.1K	-144	147.57	N/A	N/A	0	21	10
2023-06-26	$35.40	$38.00	18.6%	5.3%	18.8%	9.9%	0.0%	34.2%	-1.5%	-13	16.7K	-102	140.43	N/A	N/A	0	21	10
2023-06-27	$35.62	$38.00	31.3%	9.0%	18.6%	21.0%	0.0%	57.2%	-10.2%	-820	14.4K	-118	139.98	N/A	N/A	0	21	10
2023-06-28	$35.73	$38.00	36.5%	10.5%	18.4%	25.5%	0.0%	44.5%	-10.7%	-1.3K	17.3K	-102	138.29	N/A	N/A	0	21	10
2023-06-29	$35.82	$38.00	21.2%	6.1%	18.3%	12.2%	0.0%	20.1%	-1.2%	308	14.7K	-110	132.60	N/A	N/A	0	21	10
2023-06-30	$36.23	$38.00	44.5%	12.8%	18.8%	32.4%	0.0%	17.5%	-16.7%	599	5.5K	-132	140.96	N/A	N/A	0	21	10