DUG Options History — September 2018 In September 2018, DUG traded between $581.80 and $660.80. ATM implied volatility averaged 33.7%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 4.6% (HV 20d: 29.0%). Max pain ranged from $580.00 to $800.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 16 of 19 days. Put/call ratio averaged 2.17.
Notable Days 2018-09-26 : Highest Volume — 53 contracts2018-09-26 : Largest IV spike — 52.6% change2018-09-26 : Highest IV Rank — 57.0%2018-09-26 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $623.15 $581.80 $660.80 $635.40 $592.80 Max Pain $776.84 $580.00 $800.00 $580.00 $800.00 ATM IV 33.7% 27.9% 44.9% 36.4% 30.3% Expected Move 9.7% 8.0% 12.9% 10.5% 8.7% HV 20d 29.0% 24.4% 35.6% 34.7% 25.3% HV 60d 32.8% 29.9% 35.4% 35.0% 29.9% IV Rank 31.3% 18.2% 57.0% 37.7% 23.6% IV Percentile 45.8% 19.4% 89.7% 60.7% 27.8% Term Structure 1.1% -5.6% 3.5% -1.2% 2.5% VWIV 36.0% 29.7% 48.7% 34.9% 30.9% Skew 25d -7.0% -22.1% -2.4% -7.3% -5.1% Skew 10d -9.7% -15.4% 4.9% 4.9% -7.1% Call IV 25d 38.0% 32.3% 58.4% 39.0% 32.9% Put IV 25d 31.0% 26.9% 36.3% 31.7% 27.8% Bid-Ask Spread % 54.07 18.03 107.05 79.72 74.46 Gamma HHI 0.15 0.11 0.20 0.15 0.19 Net GEX -52.0K -96.9K -26.2K -40.0K -96.9K Net DEX 1.5M 745.8K 2.6M 1.1M 2.6M Net VEX -3.0K -4.5K -2.2K -2.6K -4.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.17 1.16 4.36 1.29 4.30 Total Volume 38.737 29 53 29 53 Total OI 68.316 59 88 59 88
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-09-04 $635.40 $580.00 36.4% 10.5% 34.7% 37.7% 34.9% -7.3% -1.2% -40.0K 1.1M -2.6K 1.29 79.72 N/A N/A 13 16 17 42 2018-09-05 $634.80 $580.00 35.0% 10.0% 33.6% 34.3% 35.8% -2.4% 0.4% -34.4K 1.0M -2.8K 1.27 64.17 N/A N/A 13 16 17 42 2018-09-06 $656.80 $800.00 34.6% 12.4% 34.9% 33.5% 48.7% -6.6% -5.6% -32.1K 853.9K -2.9K 1.16 85.63 N/A N/A 14 17 17 42 2018-09-07 $660.80 $800.00 35.3% 10.8% 34.5% 35.0% 39.2% -8.5% 1.2% -26.2K 745.8K -3.2K 1.22 75.16 N/A N/A 14 17 18 42 2018-09-10 $660.40 $800.00 36.1% 10.1% 34.4% 37.0% 39.4% -8.2% 0.6% -29.5K 818.4K -2.6K 1.22 77.99 N/A N/A 14 17 18 42 2018-09-11 $644.20 $800.00 41.8% 10.6% 35.2% 49.8% 35.5% -7.2% 1.4% -27.9K 854.8K -2.6K 1.59 79.32 N/A N/A 14 22 18 42 2018-09-12 $635.40 $800.00 33.9% 9.7% 35.6% 31.9% 38.1% -6.9% 1.9% -41.7K 1.2M -3.1K 1.59 32.95 N/A N/A 14 22 18 47 2018-09-13 $641.20 $800.00 32.8% 9.4% 25.7% 29.2% 38.5% -6.1% 2.2% -38.8K 1.1M -2.9K 1.62 65.05 N/A N/A 13 22 18 47 2018-09-14 $630.40 $800.00 32.8% 9.4% 25.9% 29.4% 36.2% -5.5% 2.1% -42.2K 1.3M -2.8K 1.62 58.05 N/A N/A 13 22 18 47 2018-09-17 $633.20 $800.00 34.4% 9.9% 25.9% 33.1% 37.5% -6.2% 1.4% -42.0K 1.2M -2.6K 1.61 57.81 N/A N/A 13 22 18 47 2018-09-18 $619.40 $800.00 32.6% 9.4% 26.6% 29.0% 32.7% -6.7% 1.0% -45.4K 1.4M -2.4K 1.61 38.88 N/A N/A 13 22 18 47 2018-09-19 $613.40 $800.00 31.4% 9.0% 26.4% 26.1% 32.0% -6.9% 1.8% -47.2K 1.4M -2.3K 1.38 22.97 N/A N/A 13 19 18 47 2018-09-20 $616.40 $800.00 29.8% 8.5% 25.0% 22.5% 30.5% -4.9% 2.3% -45.8K 1.4M -2.2K 1.41 26.78 N/A N/A 13 19 18 47 2018-09-21 $608.00 $800.00 27.9% 8.0% 24.4% 18.2% 31.6% -5.8% 3.5% -54.0K 1.5M -2.2K 2.78 19.44 N/A N/A 13 37 18 47 2018-09-24 $590.20 $800.00 30.7% 8.8% 25.7% 24.7% 33.7% -5.5% 2.8% -83.6K 2.4M -3.6K 3.43 23.45 N/A N/A 11 37 15 65 2018-09-25 $581.80 $800.00 29.4% 8.4% 25.7% 21.6% 31.1% -5.2% 3.2% -82.4K 2.5M -3.5K 3.78 20.36 N/A N/A 11 41 15 66 2018-09-26 $591.80 $800.00 44.9% 12.9% 26.4% 57.0% 47.3% -22.1% -2.5% -81.1K 2.3M -4.5K 3.92 107.05 N/A N/A 11 42 15 70 2018-09-27 $593.40 $800.00 29.6% 8.5% 25.8% 22.0% 29.7% -5.4% 2.6% -96.6K 2.6M -4.2K 4.36 18.03 N/A N/A 10 43 15 72 2018-09-28 $592.80 $800.00 30.3% 8.7% 25.3% 23.6% 30.9% -5.1% 2.5% -96.9K 2.6M -4.2K 4.30 74.46 N/A N/A 10 43 15 73
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