DUG Options History — June 2018

In June 2018, DUG traded between $601.60 and $655.60. ATM implied volatility averaged 40.7%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 1.9% (HV 20d: 42.6%). Max pain ranged from $620.00 to $740.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.33.

Notable Days

  • 2018-06-01: Highest Volume — 66 contracts
  • 2018-06-13: Largest IV spike — 54.4% change
  • 2018-06-13: Highest IV Rank — 99.9%
  • 2018-06-13: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$623.78$601.60$655.60$617.20$605.80
Max Pain$734.29$620.00$740.00$620.00$740.00
ATM IV40.7%33.4%63.7%37.5%41.4%
Expected Move11.6%9.6%18.3%10.8%11.9%
HV 20d42.6%40.9%47.9%41.6%41.3%
HV 60d42.1%40.3%43.4%43.2%40.3%
IV Rank47.0%30.3%99.9%39.9%48.8%
IV Percentile76.8%51.2%99.6%73.0%81.3%
Term Structure-1.0%-11.0%9.5%0.5%-1.7%
VWIV43.9%36.3%68.9%38.3%61.4%
Skew 25d-4.3%-15.6%45.1%-6.0%-8.8%
Skew 10d-12.1%-32.0%7.9%-8.8%-8.8%
Call IV 25d43.4%39.4%49.1%41.9%47.9%
Put IV 25d39.1%33.3%89.5%35.9%39.2%
Bid-Ask Spread %67.6322.15118.4225.28109.11
Gamma HHI0.110.100.140.100.12
Net GEX-26.1K-41.3K-7.5K-22.0K-28.6K
Net DEX1.5M1.2M1.7M1.5M1.7M
Net VEX-7.0K-8.0K-5.6K-8.0K-5.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.331.061.591.161.50
Total Volume53.76246666650
Total OI85.90580919081

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$617.20$620.0037.5%10.8%41.6%39.9%38.3%-6.0%0.5%-22.0K1.5M-8.0K1.1625.28N/AN/A31353555
2018-06-04$627.80$740.0038.8%11.0%41.9%42.7%43.3%-7.1%-0.1%-21.2K1.4M-7.8K1.2745.28N/AN/A28353555
2018-06-05$632.40$740.0039.0%11.1%42.0%43.2%43.4%-7.6%0.5%-20.5K1.4M-8.0K1.2631.92N/AN/A28353555
2018-06-06$627.00$740.0036.3%10.5%41.9%37.0%42.0%-6.0%0.3%-19.9K1.4M-7.7K1.2651.32N/AN/A28353655
2018-06-07$603.60$740.0036.2%10.6%41.5%36.8%37.5%-6.3%-0.2%-21.0K1.6M-7.3K1.0658.76N/AN/A28303655
2018-06-08$610.80$740.0036.8%10.8%41.4%38.2%42.9%-6.3%0.1%-21.1K1.6M-7.1K1.0622.60N/AN/A28303655
2018-06-11$601.60$740.0038.7%10.3%41.7%42.5%40.9%-6.0%0.1%-22.5K1.7M-6.8K1.0622.15N/AN/A28303655
2018-06-12$611.20$740.0041.2%10.4%41.8%48.4%36.3%-5.4%0.1%-19.1K1.6M-7.1K1.0649.45N/AN/A28303655
2018-06-13$613.80$740.0063.7%18.3%41.8%99.9%68.9%45.1%-9.8%-20.3K1.5M-7.0K1.06118.42N/AN/A28303655
2018-06-14$622.20$740.0034.4%9.9%41.8%32.6%40.6%-6.1%0.9%-7.5K1.5M-7.0K1.0656.98N/AN/A28303655
2018-06-15$647.40$740.0035.7%10.2%42.0%35.7%39.0%-6.5%0.7%-31.6K1.2M-7.4K1.2126.91N/AN/A25303655
2018-06-18$633.80$740.0039.1%11.2%42.8%43.5%43.9%-7.4%-2.6%-32.8K1.4M-6.9K1.5972.45N/AN/A18282753
2018-06-19$635.60$740.0038.4%11.0%41.9%41.7%41.8%-6.5%0.4%-32.5K1.4M-7.1K1.5868.24N/AN/A18282753
2018-06-20$625.60$740.0045.6%13.1%41.6%58.5%39.6%-5.7%-11.0%-32.3K1.4M-6.5K1.5887.32N/AN/A18282753
2018-06-21$655.60$740.0043.1%12.4%44.5%52.8%38.0%-7.6%-0.4%-31.6K1.3M-7.1K1.5690.17N/AN/A18282753
2018-06-22$622.00$740.0033.4%9.6%47.9%30.3%43.4%2.0%9.5%-41.3K1.5M-6.2K1.56107.15N/AN/A18282853
2018-06-25$646.00$740.0044.2%12.7%46.1%55.3%45.5%-11.7%-2.4%-31.6K1.3M-6.8K1.5389.39N/AN/A19282853
2018-06-26$629.40$740.0038.9%11.1%46.9%42.9%40.6%-4.2%6.9%-28.9K1.2M-6.9K1.4989.55N/AN/A19282853
2018-06-27$614.60$740.0048.5%13.9%41.1%65.2%51.6%-15.6%-10.5%-31.7K1.5M-6.6K1.49104.00N/AN/A19282853
2018-06-28$616.00$740.0042.7%12.3%40.9%51.8%42.7%-6.7%-1.7%-30.1K1.5M-6.6K1.5093.68N/AN/A20302853
2018-06-29$605.80$740.0041.4%11.9%41.3%48.8%61.4%-8.8%-1.7%-28.6K1.7M-5.6K1.50109.11N/AN/A20302853