DUG Options History — May 2018

In May 2018, DUG traded between $581.00 and $682.20. ATM implied volatility averaged 38.6%, placing in the 42.2% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 4.4% (HV 20d: 34.2%). Max pain ranged from $640.00 to $800.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.92.

Notable Days

  • 2018-05-31: Highest Volume — 66 contracts
  • 2018-05-02: Largest IV spike — 33.5% change
  • 2018-05-02: Highest IV Rank — 73.8%
  • 2018-05-02: Largest Expected Move — 15.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$626.85$581.00$682.20$682.20$618.20
Max Pain$732.73$640.00$800.00$800.00$640.00
ATM IV38.6%31.8%52.3%39.2%40.9%
Expected Move11.0%9.1%15.0%11.2%11.7%
HV 20d34.2%29.6%42.0%40.0%42.0%
HV 60d42.2%39.8%46.5%46.5%43.4%
IV Rank42.2%26.8%73.8%43.6%47.6%
IV Percentile74.2%45.6%97.6%81.3%82.5%
Term Structure-0.6%-13.8%8.4%-2.0%-2.1%
VWIV41.0%33.2%50.7%42.8%41.2%
Skew 25d-4.1%-9.8%9.0%-4.4%-5.5%
Skew 10d-5.5%-20.5%39.8%-9.0%24.2%
Call IV 25d41.3%36.1%48.7%42.9%44.4%
Put IV 25d37.2%31.0%49.5%38.5%38.9%
Bid-Ask Spread %66.3026.07116.1530.1526.07
Gamma HHI0.110.100.130.110.10
Net GEX-20.3K-25.7K-10.2K-19.0K-24.3K
Net DEX1.5M1.0M1.8M1.2M1.5M
Net VEX-7.3K-8.6K-6.2K-6.9K-8.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.551.210.581.16
Total Volume53.54541664166
Total OI8063896389

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-05-01$682.20$800.0039.2%11.2%40.0%43.6%42.8%-4.4%-2.0%-19.0K1.2M-6.9K0.5830.15N/AN/A26152439
2018-05-02$669.00$800.0052.3%15.0%40.1%73.8%47.8%9.0%-13.8%-10.3K1.1M-7.8K0.58110.86N/AN/A27153439
2018-05-03$677.80$760.0039.5%11.0%39.5%44.4%42.9%-6.4%-0.3%-11.0K1.0M-7.9K0.5543.12N/AN/A28153439
2018-05-04$664.60$760.0035.4%10.6%35.6%35.0%49.3%-8.5%1.8%-10.2K1.0M-7.8K0.5588.47N/AN/A28153439
2018-05-07$661.60$760.0044.8%11.1%35.5%56.5%40.7%-9.8%-0.7%-11.2K1.2M-7.2K0.9881.73N/AN/A28273439
2018-05-08$653.00$760.0043.8%12.3%29.9%54.2%35.3%2.9%-1.8%-22.2K1.5M-8.6K0.9985.12N/AN/A28283451
2018-05-09$626.80$760.0031.8%9.1%31.8%26.8%49.3%5.8%8.4%-25.7K1.7M-7.3K0.99116.15N/AN/A28283451
2018-05-10$616.40$760.0036.8%10.5%32.0%38.1%35.2%-5.8%0.5%-23.4K1.7M-7.8K0.9768.49N/AN/A29283450
2018-05-11$617.60$760.0036.3%10.4%32.0%37.0%46.6%-5.4%0.1%-22.2K1.7M-7.6K0.9898.61N/AN/A29283550
2018-05-14$608.00$760.0034.4%9.9%31.7%32.7%36.1%-4.8%0.9%-23.9K1.7M-7.2K0.9847.47N/AN/A29283549
2018-05-15$609.40$760.0035.9%10.3%31.9%36.1%36.8%-6.1%0.7%-25.1K1.7M-7.2K0.9772.61N/AN/A29283549
2018-05-16$601.60$760.0034.1%9.8%29.6%32.0%40.1%-3.9%1.4%-24.9K1.7M-7.1K0.9740.69N/AN/A29283549
2018-05-17$583.40$760.0037.7%10.8%30.8%40.3%37.5%-1.1%-0.7%-25.4K1.7M-6.6K0.9253.78N/AN/A28253549
2018-05-18$592.60$760.0033.6%9.6%30.5%30.7%38.0%-6.9%2.6%-22.7K1.8M-6.6K0.9277.13N/AN/A27253549
2018-05-21$581.00$760.0033.8%9.7%30.8%31.3%34.5%-3.8%-0.0%-21.6K1.7M-6.2K0.9630.42N/AN/A25242947
2018-05-22$597.20$680.0036.6%10.5%31.0%37.7%36.5%-7.6%-0.8%-21.5K1.6M-6.8K1.0228.18N/AN/A26263047
2018-05-23$599.00$680.0036.6%10.5%30.7%37.7%42.7%-8.9%-2.2%-24.5K1.6M-6.6K1.02102.40N/AN/A26263148
2018-05-24$616.40$680.0038.7%11.1%31.6%42.5%33.2%-1.5%-1.8%-19.3K1.5M-7.2K0.9795.14N/AN/A27263149
2018-05-25$649.20$680.0040.2%11.5%36.5%45.9%50.7%-5.3%0.3%-25.4K1.2M-7.8K1.00100.96N/AN/A29293249
2018-05-29$654.00$640.0044.0%12.6%36.6%54.8%43.1%-7.7%-1.5%-16.8K1.1M-8.1K1.0030.35N/AN/A29293448
2018-05-30$611.60$640.0042.1%12.1%42.0%50.4%42.3%-4.3%-2.7%-16.5K1.6M-6.5K1.2130.61N/AN/A29353448
2018-05-31$618.20$640.0040.9%11.7%42.0%47.6%41.2%-5.5%-2.1%-24.3K1.5M-8.1K1.1626.07N/AN/A31353455