DUG Options History — October 2018

In October 2018, DUG traded between $567.20 and $810.20. ATM implied volatility averaged 45.2%, placing in the 57.7% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 11.0% (HV 20d: 34.2%). Max pain ranged from $640.00 to $800.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 3.33.

Notable Days

  • 2018-10-04: Highest Volume — 55 contracts
  • 2018-10-11: Largest IV spike — 41.8% change
  • 2018-10-30: Highest IV Rank — 100.0%
  • 2018-10-30: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$657.14$567.20$810.20$581.00$746.00
Max Pain$660.87$640.00$800.00$800.00$640.00
ATM IV45.2%28.9%63.8%30.1%55.9%
Expected Move12.9%8.3%18.3%8.6%16.0%
HV 20d34.2%20.3%49.8%25.3%49.8%
HV 60d32.4%27.5%39.0%30.0%39.0%
IV Rank57.7%20.5%100.0%23.2%82.0%
IV Percentile75.6%19.4%100.0%26.2%95.6%
Term Structure-2.7%-11.9%13.2%2.3%-7.1%
VWIV44.2%29.9%64.0%32.4%60.0%
Skew 25d-7.7%-14.0%0.0%-4.9%-11.2%
Skew 10d-14.3%-23.6%11.6%-11.6%-23.6%
Call IV 25d52.3%33.0%86.6%34.0%64.1%
Put IV 25d44.6%28.1%83.9%29.1%52.8%
Bid-Ask Spread %75.1124.57125.3380.9570.26
Gamma HHI0.220.100.360.190.16
Net GEX-66.1K-98.8K1.5K-98.8K-29.4K
Net DEX1.5M-429.6K3.0M2.8M1.8K
Net VEX-3.2K-4.4K-1.8K-3.8K-3.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.332.224.814.302.97
Total Volume42.04325555329
Total OI74.47842938856

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$581.00$800.0030.1%8.6%25.3%23.2%32.4%-4.9%2.3%-98.8K2.8M-3.8K4.3080.95N/AN/A10431573
2018-10-02$578.00$800.0030.5%8.7%24.6%24.1%31.3%-5.7%2.4%-98.7K2.8M-3.7K4.0424.57N/AN/A11431573
2018-10-03$568.00$800.0028.9%8.3%24.9%20.5%33.8%-4.9%13.2%-93.6K2.9M-3.5K4.0588.93N/AN/A11431673
2018-10-04$575.80$640.0035.6%9.9%21.4%35.7%39.6%-8.3%0.3%-91.4K2.8M-3.8K3.8982.41N/AN/A11441673
2018-10-05$578.60$640.0035.0%10.1%21.4%34.4%38.4%-7.2%-0.0%-95.0K2.8M-3.9K3.8988.65N/AN/A11441674
2018-10-08$574.60$640.0037.0%10.3%21.2%38.9%29.9%-6.6%0.8%-95.5K2.7M-3.7K3.1088.02N/AN/A11351674
2018-10-09$567.20$640.0034.9%9.5%20.3%34.1%31.6%-6.1%4.6%-97.6K3.0M-3.3K3.1691.27N/AN/A11361674
2018-10-10$604.00$640.0041.1%11.8%31.7%48.3%37.1%-7.4%-2.1%-93.2K2.5M-3.3K3.04104.01N/AN/A12361673
2018-10-11$638.60$640.0058.3%16.7%37.7%87.6%60.9%-2.7%-1.8%-75.5K1.8M-4.4K2.95125.33N/AN/A12351773
2018-10-12$639.20$640.0047.6%13.6%37.2%63.1%47.4%-5.2%-2.8%-87.9K1.8M-3.9K2.7794.69N/AN/A12331773
2018-10-15$641.60$640.0047.3%13.6%37.1%62.5%45.9%-8.7%-5.0%-91.1K1.8M-3.5K2.7489.08N/AN/A12331774
2018-10-16$632.60$640.0040.4%11.6%36.6%46.6%40.0%-9.1%-1.5%-92.5K1.8M-3.4K2.7086.36N/AN/A12331774
2018-10-17$646.00$640.0043.0%12.3%37.0%52.7%35.1%0.0%-11.1%-97.4K1.7M-3.2K2.65110.74N/AN/A12321774
2018-10-18$652.60$640.0040.5%11.6%37.1%46.9%39.7%-9.4%-1.6%-75.7K1.6M-2.9K2.2372.84N/AN/A14321774
2018-10-19$659.60$640.0041.1%11.8%36.7%48.4%39.6%-9.4%-1.0%-66.5K1.6M-3.2K2.2271.52N/AN/A15321974
2018-10-22$674.40$640.0045.1%12.9%34.9%57.5%41.3%-4.5%-4.7%-45.8K300.0K-3.0K3.8578.64N/AN/A520834
2018-10-23$710.00$640.0051.6%14.8%37.4%72.3%47.6%-8.8%-3.9%-30.0K13.9K-2.6K3.5867.44N/AN/A620834
2018-10-24$753.40$640.0056.9%16.3%41.3%84.5%50.3%-13.0%-7.2%-18.9K-168.5K-2.4K3.6464.20N/AN/A620934
2018-10-25$749.60$640.0052.7%15.1%41.6%74.8%52.7%-8.9%-6.0%-18.0K-222.0K-1.9K3.3726.01N/AN/A723834
2018-10-26$767.40$640.0058.9%16.9%41.5%89.0%56.6%-10.9%-7.5%-15.1K-231.0K-2.4K3.3333.64N/AN/A7231036
2018-10-29$810.20$640.0063.7%18.3%42.1%100.0%64.0%-14.0%-9.6%1.5K-429.6K-1.8K3.3249.64N/AN/A7231036
2018-10-30$765.80$640.0063.8%18.3%48.9%100.0%61.2%-9.6%-11.9%-14.1K-242.9K-2.3K4.8138.38N/AN/A7331036
2018-10-31$746.00$640.0055.9%16.0%49.8%82.0%60.0%-11.2%-7.1%-29.4K1.8K-3.0K2.9770.26N/AN/A7221046