DUG Options History — November 2018

In November 2018, DUG traded between $690.60 and $829.80. ATM implied volatility averaged 56.2%, placing in the 64.9% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 1.3% (HV 20d: 54.9%). Max pain ranged from $640.00 to $700.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.89.

Notable Days

  • 2018-11-07: Highest Volume — 30 contracts
  • 2018-11-12: Largest IV spike — 62.1% change
  • 2018-11-12: Highest IV Rank — 100.0%
  • 2018-11-28: Largest Expected Move — 19.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$763.10$690.60$829.80$742.00$778.00
Max Pain$694.29$640.00$700.00$640.00$700.00
ATM IV56.2%39.4%82.3%53.2%55.6%
Expected Move15.1%10.9%19.5%15.3%16.0%
HV 20d54.9%50.2%61.4%50.2%55.5%
HV 60d42.0%38.8%46.3%38.9%45.9%
IV Rank64.9%44.4%100.0%76.0%57.3%
IV Percentile91.6%64.7%100.0%95.2%92.5%
Term Structure-3.7%-13.0%3.2%-4.5%-4.9%
VWIV57.3%42.7%77.1%55.6%61.9%
Skew 25d-6.3%-13.7%16.2%-7.8%-9.2%
Skew 10d-10.7%-23.1%7.9%-5.3%-16.3%
Call IV 25d59.3%44.2%88.1%59.2%61.6%
Put IV 25d53.1%41.9%84.2%51.4%52.4%
Bid-Ask Spread %79.3924.70116.3277.8971.72
Gamma HHI0.130.090.230.150.11
Net GEX-20.6K-48.0K-6.2K-33.3K-12.6K
Net DEX-32.7K-274.7K297.4K128.1K-89.5K
Net VEX-2.9K-3.5K-2.4K-3.5K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.891.462.952.951.83
Total Volume26.33323302925
Total OI50.33334665836

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-11-01$742.00$640.0053.2%15.3%50.2%76.0%55.6%-7.8%-4.5%-33.3K128.1K-3.5K2.9577.89N/AN/A7221147
2018-11-02$740.80$640.0053.6%15.4%50.4%76.7%55.1%-10.2%-6.0%-28.5K18.7K-3.0K2.6448.58N/AN/A7191147
2018-11-05$716.00$700.0054.1%13.9%52.7%78.0%46.6%-10.8%-1.9%-38.1K163.8K-3.1K2.6330.71N/AN/A7191147
2018-11-06$719.60$700.0054.5%13.6%52.0%78.9%45.4%-10.0%-1.6%-35.9K89.9K-2.8K2.6524.70N/AN/A7191147
2018-11-07$690.60$700.0039.7%12.7%51.5%45.1%42.7%-3.0%-11.8%-48.0K297.4K-3.0K1.7095.19N/AN/A11191147
2018-11-08$724.60$700.0039.4%10.9%50.6%44.4%45.4%4.5%0.8%-22.3K89.7K-2.7K1.70116.26N/AN/A11191347
2018-11-09$716.80$700.0049.9%13.0%51.0%68.3%51.6%-8.2%-0.5%-25.4K32.3K-2.8K1.4684.40N/AN/A11171347
2018-11-12$754.40$700.0080.8%14.7%53.4%100.0%54.2%-4.5%-5.6%-22.2K13.9K-3.2K1.6280.72N/AN/A11171352
2018-11-13$793.80$700.0082.3%15.7%54.8%100.0%57.0%-10.2%-1.3%-20.1K-274.7K-2.9K1.5580.68N/AN/A11171352
2018-11-14$788.00$700.0058.1%16.6%55.1%61.2%58.9%-9.7%-9.9%-13.6K-239.3K-3.0K1.4779.85N/AN/A12171352
2018-11-15$769.40$700.0054.1%15.5%56.4%54.8%63.8%16.2%1.6%-30.1K-102.1K-3.2K1.53116.32N/AN/A12181452
2018-11-16$751.00$700.0050.8%14.6%57.5%49.5%57.9%-10.4%0.4%-17.7K-16.6K-3.1K1.5370.84N/AN/A12181452
2018-11-19$759.80$700.0053.0%15.2%57.3%53.0%57.2%-11.3%-4.0%-17.4K59.6K-3.1K1.8771.06N/AN/A815925
2018-11-20$804.40$700.0056.9%16.3%57.9%59.3%58.6%-10.4%-2.9%-12.0K-52.5K-3.0K1.7980.55N/AN/A915925
2018-11-21$776.60$700.0053.4%15.3%56.1%53.6%77.1%-3.9%3.2%-10.1K-5.7K-3.2K1.84114.82N/AN/A8151026
2018-11-23$829.80$700.0058.9%16.9%60.5%62.5%63.5%-11.4%-4.1%-6.2K-258.1K-2.5K1.8977.18N/AN/A8151026
2018-11-26$805.00$700.0056.0%16.1%61.4%57.9%61.5%-13.7%-4.8%-8.8K-188.9K-2.5K1.8473.28N/AN/A8151026
2018-11-27$810.00$700.0054.2%15.5%58.3%55.0%59.6%-9.1%-2.9%-8.0K-209.6K-2.4K1.7577.17N/AN/A9151026
2018-11-28$786.60$700.0068.2%19.5%55.5%77.4%72.5%8.4%-13.0%-7.2K-147.2K-2.8K1.75113.70N/AN/A9151026
2018-11-29$767.80$700.0053.8%15.4%55.4%54.4%57.6%-6.9%-4.2%-14.3K3.7K-2.9K1.7581.68N/AN/A9151026
2018-11-30$778.00$700.0055.6%16.0%55.5%57.3%61.9%-9.2%-4.9%-12.6K-89.5K-2.6K1.8371.72N/AN/A9161026