DUG Options History — July 2018

In July 2018, DUG traded between $584.00 and $628.20. ATM implied volatility averaged 35.9%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded below realized volatility by 3.3% (HV 20d: 39.1%). Max pain ranged from $580.00 to $740.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.64.

Notable Days

  • 2018-07-16: Highest Volume — 54 contracts
  • 2018-07-06: Largest IV drop — 19.9% change
  • 2018-07-03: Highest IV Rank — 55.1%
  • 2018-07-03: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$609.80$584.00$628.20$628.20$591.80
Max Pain$595.24$580.00$740.00$740.00$580.00
ATM IV35.9%31.3%44.2%39.9%31.9%
Expected Move10.4%9.0%12.7%11.4%9.2%
HV 20d39.1%28.8%45.2%43.0%28.8%
HV 60d38.7%37.8%40.1%40.1%37.8%
IV Rank36.0%25.5%55.1%45.2%27.0%
IV Percentile59.3%36.5%87.3%77.8%42.1%
Term Structure0.7%-7.2%6.4%3.7%1.0%
VWIV37.0%32.4%49.4%45.8%32.7%
Skew 25d-6.7%-11.0%-3.9%-4.4%-5.0%
Skew 10d-11.6%-20.0%-4.1%-10.6%-6.4%
Call IV 25d40.9%34.6%47.7%46.4%34.6%
Put IV 25d34.2%29.5%42.0%42.0%29.5%
Bid-Ask Spread %60.2618.89102.8195.9743.02
Gamma HHI0.130.110.170.120.17
Net GEX-34.0K-44.8K-25.5K-28.8K-44.8K
Net DEX1.4M1.1M1.7M1.4M1.4M
Net VEX-5.3K-6.5K-4.3K-6.5K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.641.382.061.591.89
Total Volume47.42938544940
Total OI76.28663858163

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$628.20$740.0039.9%11.4%43.0%45.2%45.8%-4.4%3.7%-28.8K1.4M-6.5K1.5995.97N/AN/A19302853
2018-07-03$619.00$740.0044.2%12.7%43.2%55.1%49.4%-10.3%-7.2%-31.5K1.5M-6.3K1.59102.81N/AN/A19302953
2018-07-05$619.40$580.0041.8%12.3%43.1%49.7%40.5%-9.5%-3.3%-30.0K1.5M-6.0K1.59102.47N/AN/A19302953
2018-07-06$611.00$580.0033.5%10.9%41.1%30.6%39.1%-9.3%6.4%-30.3K1.4M-6.1K1.5586.11N/AN/A20302953
2018-07-09$594.40$580.0036.8%11.0%42.1%38.2%37.7%-8.8%-1.1%-31.7K1.5M-5.8K1.5484.85N/AN/A20312953
2018-07-10$584.00$580.0034.2%10.4%42.2%32.3%37.3%-7.0%0.8%-34.7K1.7M-5.2K1.4982.30N/AN/A21313053
2018-07-11$611.80$580.0039.6%11.3%45.1%44.5%38.0%-11.0%0.2%-36.6K1.7M-4.8K1.4888.82N/AN/A21313053
2018-07-12$608.20$580.0039.2%11.2%45.2%43.6%39.3%-5.2%1.2%-34.0K1.6M-5.6K1.4585.91N/AN/A21313053
2018-07-13$602.00$580.0036.0%10.3%45.0%36.4%35.6%-5.8%1.0%-32.7K1.5M-5.6K1.4545.97N/AN/A21313152
2018-07-16$617.80$580.0037.6%10.8%43.5%40.1%36.6%-6.5%0.3%-29.5K1.4M-5.7K1.4328.40N/AN/A22323152
2018-07-17$619.80$580.0036.1%10.4%43.0%36.6%35.8%-7.8%0.9%-26.5K1.4M-5.6K1.4341.55N/AN/A22323152
2018-07-18$620.60$580.0035.6%10.2%43.0%35.5%35.4%-5.8%0.1%-28.4K1.4M-5.4K1.3839.23N/AN/A22313152
2018-07-19$619.60$580.0034.8%10.0%42.6%33.6%34.7%-5.8%1.9%-27.5K1.4M-5.3K1.3934.60N/AN/A22313153
2018-07-20$624.00$580.0034.1%9.8%39.0%32.0%33.1%-6.4%0.8%-25.5K1.4M-5.2K1.4018.89N/AN/A22313154
2018-07-23$628.20$580.0034.6%9.9%34.2%33.1%34.7%-6.6%1.0%-36.8K1.1M-5.1K1.7428.21N/AN/A14241647
2018-07-24$616.60$580.0034.3%9.8%31.8%32.3%33.7%-5.3%0.9%-38.4K1.2M-4.8K1.9323.78N/AN/A13251747
2018-07-25$604.40$580.0032.9%9.4%31.3%29.1%32.4%-4.3%-0.2%-41.0K1.3M-4.8K2.0529.88N/AN/A13261747
2018-07-26$592.40$580.0031.3%9.0%31.0%25.5%34.5%-3.9%2.7%-39.8K1.3M-4.5K2.0575.25N/AN/A13261647
2018-07-27$602.40$580.0031.6%9.1%31.7%26.3%36.2%-8.1%3.6%-41.7K1.4M-4.3K2.0692.00N/AN/A13261647
2018-07-30$590.20$580.0032.8%9.4%31.9%29.0%34.1%-4.2%0.8%-44.0K1.4M-4.4K1.8835.46N/AN/A14261647
2018-07-31$591.80$580.0031.9%9.2%28.8%27.0%32.7%-5.0%1.0%-44.8K1.4M-4.3K1.8943.02N/AN/A14261647