DUG Options History — December 2018

In December 2018, DUG traded between $743.80 and $1144.80. ATM implied volatility averaged 65.5%, placing in the 72.8% IV rank vs the trailing year. The 30-day expected move averaged 18.2%. IV traded above realized volatility by 4.8% (HV 20d: 60.7%). Max pain ranged from $720.00 to $860.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 3.68.

Notable Days

  • 2018-12-12: Highest Volume — 31 contracts
  • 2018-12-10: Largest IV spike — 48.4% change
  • 2018-12-24: Highest IV Rank — 100.0%
  • 2018-12-24: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$919.93$743.80$1144.80$743.80$1002.40
Max Pain$780.00$720.00$860.00$720.00$860.00
ATM IV65.5%50.3%83.0%64.7%65.1%
Expected Move18.2%14.6%23.8%18.6%18.7%
HV 20d60.7%54.0%71.9%58.0%70.3%
HV 60d51.9%47.0%58.9%47.0%58.8%
IV Rank72.8%48.8%100.0%71.8%71.5%
IV Percentile95.3%84.1%100.0%98.8%95.6%
Term Structure-3.5%-19.6%7.1%-19.6%-2.1%
VWIV60.0%42.1%81.5%54.1%42.1%
Skew 25d-6.6%-14.3%12.6%-6.2%-10.4%
Skew 10d-10.0%-24.8%17.1%-20.7%-20.7%
Call IV 25d68.2%53.9%88.8%53.9%71.1%
Put IV 25d61.6%47.7%80.4%47.7%60.7%
Bid-Ask Spread %81.7965.70121.5390.7070.11
Gamma HHI0.320.080.550.140.52
Net GEX-277-22.8K53.2K-22.8K-21.4K
Net DEX-458.7K-1.7M134.8K134.8K-99.2K
Net VEX-4.0K-6.3K-2.2K-2.6K-5.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.680.0011.500.500.00
Total Volume9.6503102
Total OI57.736803664

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$743.80$720.0064.7%18.6%58.0%71.8%54.1%-6.2%-19.6%-22.8K134.8K-2.6K0.5090.70N/AN/A001026
2018-12-04$784.80$720.0060.0%17.2%59.4%64.2%61.0%-10.2%-10.8%-7.8K-124.5K-2.2K7.0086.37N/AN/A011026
2018-12-05$785.00$720.0062.0%17.8%59.5%67.5%61.6%-8.6%-11.4%-6.6K-114.5K-2.3K7.0087.59N/AN/A011026
2018-12-06$821.20$740.0072.7%14.6%58.6%84.7%58.4%12.6%5.9%-8.7K-67.3K-2.9K7.83118.12N/AN/A021027
2018-12-07$797.60$740.0050.3%15.4%58.1%48.8%45.6%10.5%2.8%-9.1K-62.0K-2.6K7.63121.53N/AN/A131029
2018-12-10$852.00$740.0074.7%17.0%61.6%87.8%58.3%-6.4%-1.2%-4.1K-311.4K-2.4K0.0878.43N/AN/A1311031
2018-12-11$852.40$760.0064.6%16.5%59.6%71.7%57.9%-11.8%-2.0%19.8K-496.2K-2.9K0.1668.58N/AN/A1322032
2018-12-12$840.60$760.0054.5%15.6%57.5%55.5%55.5%-9.8%-2.1%18.0K-378.7K-2.9K1.2068.93N/AN/A14172033
2018-12-13$843.60$760.0052.3%15.0%57.4%51.8%53.1%-9.0%0.3%12.5K-169.7K-4.3K1.2872.28N/AN/A14172041
2018-12-14$890.20$760.0055.6%15.9%59.1%57.2%54.4%-8.4%-0.8%18.5K-311.1K-5.8K0.2673.99N/AN/A1442052
2018-12-17$928.00$800.0061.5%17.6%59.1%66.7%64.5%-6.2%-2.9%26.7K-663.0K-5.3K11.5077.33N/AN/A152052
2018-12-18$956.20$800.0064.1%18.4%59.5%70.9%56.8%-3.4%-4.5%23.0K-939.4K-5.6K3.4178.63N/AN/A152057
2018-12-19$991.20$800.0060.2%17.3%57.8%64.7%52.7%1.3%7.1%53.2K-1.3M-4.9K1.17104.64N/AN/A222157
2018-12-20$1047.60$800.0067.4%19.3%57.2%76.2%51.3%-5.7%1.5%-8.9K-1.7M-3.9K0.4595.97N/AN/A422159
2018-12-21$1069.80$800.0071.3%20.4%54.0%82.4%57.7%-12.3%-4.0%-14.9K-1.7M-4.0K0.4965.70N/AN/A422159
2018-12-24$1144.80$800.0083.0%23.8%54.9%100.0%80.6%-9.6%-6.6%-12.8K-450.8K-3.7K0.8670.34N/AN/A33847
2018-12-26$1022.20$840.0077.8%22.3%71.9%91.7%81.0%-10.8%-6.3%-17.0K-192.1K-4.9K8.2769.45N/AN/A111947
2018-12-27$1008.80$840.0078.2%22.4%70.9%92.4%81.5%-14.3%-9.1%-22.8K-33.2K-6.3K6.9770.49N/AN/A212955
2018-12-28$1016.40$840.0069.3%19.9%69.6%78.3%73.0%-13.7%-4.4%-20.2K-149.9K-5.8K7.6366.66N/AN/A2121055
2018-12-31$1002.40$860.0065.1%18.7%70.3%71.5%42.1%-10.4%-2.1%-21.4K-99.2K-5.2K0.0070.11N/AN/A20955