DUG Options History — January 2019

In January 2019, DUG traded between $800.20 and $978.20. ATM implied volatility averaged 49.1%, placing in the 46.2% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded below realized volatility by 11.2% (HV 20d: 60.3%). Max pain ranged from $760.00 to $860.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.95.

Notable Days

  • 2019-01-18: Highest Volume — 24 contracts
  • 2019-01-22: Largest IV spike — 19.8% change
  • 2019-01-03: Highest IV Rank — 72.0%
  • 2019-01-02: Largest Expected Move — 18.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$852.49$800.20$978.20$975.20$808.00
Max Pain$784.76$760.00$860.00$860.00$800.00
ATM IV49.1%39.4%65.3%63.3%41.3%
Expected Move13.9%11.3%18.1%18.1%11.5%
HV 20d60.3%38.4%73.5%68.7%40.1%
HV 60d59.7%57.6%61.4%59.3%57.9%
IV Rank46.2%30.8%72.0%68.7%33.8%
IV Percentile71.1%45.6%95.6%92.5%50.8%
Term Structure-1.8%-13.9%5.1%-1.9%0.7%
VWIV50.4%39.6%67.1%67.1%39.6%
Skew 25d-7.3%-11.7%22.8%-10.2%-7.6%
Skew 10d-18.1%-42.9%14.9%-20.6%-12.5%
Call IV 25d53.9%43.8%69.7%69.7%45.6%
Put IV 25d46.5%36.8%66.6%59.5%38.0%
Bid-Ask Spread %71.1548.76103.1572.4852.85
Gamma HHI0.440.340.560.470.39
Net GEX-42.3K-66.2K-18.1K-20.7K-66.2K
Net DEX682.3K-232.8K1.4M-169.8K1.3M
Net VEX-8.4K-10.5K-5.7K-5.7K-9.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.950.0012.000.072.55
Total Volume4.95212434
Total OI73.90567886779

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$975.20$860.0063.3%18.1%68.7%68.7%67.1%-10.2%-1.9%-20.7K-169.8K-5.7K0.0772.48N/AN/A301255
2019-01-03$978.20$760.0065.3%17.8%67.1%72.0%55.2%-11.7%-4.4%-18.1K-232.8K-6.5K0.0748.76N/AN/A301455
2019-01-04$908.80$760.0058.4%16.3%73.5%61.0%54.9%-10.7%-4.0%-27.4K161.6K-7.2K0.0756.91N/AN/A301455
2019-01-07$878.40$760.0058.6%16.3%73.5%61.3%50.3%-11.7%-3.4%-31.5K370.6K-7.2K2.0051.23N/AN/A011455
2019-01-08$861.40$760.0055.8%15.3%73.0%56.9%56.4%-9.7%-2.0%-32.8K478.5K-7.3K1.0049.19N/AN/A111455
2019-01-09$839.80$780.0050.5%14.5%69.8%48.5%59.6%-7.6%1.2%-38.7K659.5K-7.5K0.9080.09N/AN/A111455
2019-01-10$833.80$780.0049.1%14.1%69.8%46.1%51.5%-8.3%-0.7%-34.1K737.0K-7.5K0.3565.01N/AN/A311455
2019-01-11$843.40$780.0046.6%13.4%69.8%42.2%49.0%-7.8%-0.6%-34.4K503.8K-7.0K0.2166.34N/AN/A411555
2019-01-14$846.60$780.0046.7%13.4%69.8%42.4%0.0%-9.0%0.1%-29.0K532.2K-7.1K0.0069.25N/AN/A201655
2019-01-15$839.00$780.0045.6%13.1%66.9%40.6%46.5%-8.9%-0.5%-31.4K477.5K-7.5K1.0669.80N/AN/A331855
2019-01-16$839.40$780.0044.3%12.7%64.8%38.6%45.0%-9.3%-2.8%-32.5K698.8K-8.1K1.0988.98N/AN/A341857
2019-01-17$829.20$780.0042.5%12.2%63.5%35.8%45.1%-8.5%0.9%-35.9K665.1K-8.1K3.3172.97N/AN/A5182057
2019-01-18$800.20$780.0039.4%11.3%62.1%30.8%43.9%-7.3%5.1%-49.1K1.4M-10.4K3.2581.23N/AN/A6182068
2019-01-22$835.00$780.0047.1%13.5%60.5%43.1%51.1%-9.0%-1.8%-65.1K983.1K-9.7K0.0079.83N/AN/A101561
2019-01-23$851.00$780.0048.0%13.8%60.4%44.5%50.9%-9.1%-1.9%-53.5K809.9K-10.0K0.7466.10N/AN/A111561
2019-01-24$842.20$780.0045.2%13.0%52.6%40.1%49.5%-7.7%-1.9%-51.0K966.4K-10.5K0.8585.02N/AN/A111661
2019-01-25$818.00$780.0042.7%12.2%38.4%36.0%46.1%-7.6%-1.3%-60.7K1.1M-10.2K0.2480.17N/AN/A201661
2019-01-28$839.40$780.0046.1%13.2%40.6%41.4%49.7%-7.3%-2.5%-57.4K865.2K-9.7K5.0075.94N/AN/A011661
2019-01-29$827.80$780.0044.3%12.7%40.1%38.5%46.3%-7.9%-1.9%-58.6K1.0M-9.7K12.0078.92N/AN/A031660
2019-01-30$807.40$860.0050.1%14.4%40.4%47.8%49.3%22.8%-13.9%-60.0K1.1M-9.3K6.13103.15N/AN/A131762
2019-01-31$808.00$800.0041.3%11.5%40.1%33.8%39.6%-7.6%0.7%-66.2K1.3M-9.6K2.5552.85N/AN/A131762