DUG Options History — February 2019 In February 2019, DUG traded between $730.40 and $828.60. ATM implied volatility averaged 40.4%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 3.9% (HV 20d: 36.5%). Max pain ranged from $780.00 to $800.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 2.55.
Notable Days 2019-02-08 : Highest Volume — 7 contracts2019-02-04 : Largest IV drop — 53.5% change2019-02-01 : Highest IV Rank — 87.9%2019-02-27 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $769.16 $730.40 $828.60 $775.20 $766.20 Max Pain $784.21 $780.00 $800.00 $780.00 $780.00 ATM IV 40.4% 34.7% 75.4% 75.4% 35.9% Expected Move 11.2% 9.9% 13.8% 12.5% 10.3% HV 20d 36.5% 33.0% 41.4% 41.4% 34.3% HV 60d 55.1% 52.2% 58.1% 58.1% 52.3% IV Rank 32.4% 23.3% 87.9% 87.9% 25.2% IV Percentile 41.1% 21.0% 98.0% 98.0% 27.0% Term Structure 1.0% -9.2% 10.8% -2.4% 4.1% VWIV 40.2% 34.3% 56.1% 48.3% 37.2% Skew 25d -4.4% -9.7% 29.5% -1.4% -6.1% Skew 10d -8.7% -17.6% 9.7% -0.6% -3.3% Call IV 25d 44.4% 38.7% 77.8% 77.8% 40.8% Put IV 25d 40.0% 32.4% 76.4% 76.4% 34.7% Bid-Ask Spread % 83.23 61.46 116.24 116.24 96.47 Gamma HHI 0.45 0.28 0.60 0.44 0.60 Net GEX -68.7K -80.6K -59.6K -65.1K -70.3K Net DEX 1.5M 1.0M 1.8M 1.1M 1.5M Net VEX -7.9K -9.4K -6.7K -9.4K -6.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.55 0.00 27.40 5.10 0.00 Total Volume 1.474 0 7 6 0 Total OI 72.737 65 80 79 66
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 2019-02-01 $775.20 $780.00 75.4% 12.5% 41.4% 87.9% 48.3% -1.4% -2.4% -65.1K 1.1M -9.4K 5.10 116.24 N/A N/A 1 5 17 62 2019-02-04 $770.40 $780.00 35.1% 10.8% 34.3% 24.0% 0.0% -5.2% 0.1% -77.1K 1.7M -9.2K 0.50 65.19 N/A N/A 0 0 16 64 2019-02-05 $770.60 $780.00 36.3% 10.7% 33.0% 25.9% 0.0% -6.0% 2.1% -80.6K 1.8M -9.1K 0.50 77.51 N/A N/A 0 0 16 64 2019-02-06 $778.80 $780.00 41.4% 11.9% 33.2% 33.9% 0.0% 29.5% -5.9% -76.5K 1.5M -9.1K 0.00 109.20 N/A N/A 0 0 16 64 2019-02-07 $815.40 $780.00 43.4% 12.4% 36.9% 37.2% 0.0% -7.0% -4.7% -78.0K 1.2M -9.2K 0.00 70.45 N/A N/A 0 0 16 64 2019-02-08 $828.60 $780.00 41.7% 12.0% 37.3% 34.5% 43.1% -6.8% -1.1% -69.9K 1.1M -9.1K 27.40 62.77 N/A N/A 0 7 16 64 2019-02-11 $813.80 $800.00 40.3% 11.6% 37.5% 32.3% 0.0% -6.8% 1.6% -67.9K 1.0M -8.2K 0.38 61.46 N/A N/A 1 0 17 59 2019-02-12 $794.80 $800.00 38.7% 11.1% 38.3% 29.8% 0.0% -6.5% 2.3% -61.4K 1.3M -8.0K 0.33 62.49 N/A N/A 1 0 17 59 2019-02-13 $772.80 $800.00 42.6% 12.2% 39.2% 35.9% 56.1% -4.8% -9.2% -65.9K 1.5M -8.3K 0.15 101.00 N/A N/A 1 0 17 59 2019-02-14 $761.60 $800.00 36.3% 10.4% 39.4% 25.9% 38.0% -6.7% 2.9% -59.6K 1.7M -7.7K 0.26 69.87 N/A N/A 2 1 17 59 2019-02-15 $743.60 $780.00 36.1% 10.3% 39.9% 25.5% 35.5% -5.4% 3.3% -66.3K 1.8M -7.4K 0.21 73.90 N/A N/A 2 1 17 58 2019-02-19 $734.60 $780.00 36.0% 10.3% 38.3% 25.4% 0.0% -6.5% 2.9% -62.8K 1.7M -7.0K 0.00 72.80 N/A N/A 0 0 12 53 2019-02-20 $730.40 $780.00 35.2% 10.1% 34.1% 24.1% 36.7% -6.2% 1.3% -62.8K 1.8M -6.8K 4.43 91.73 N/A N/A 0 2 12 53 2019-02-21 $757.60 $780.00 37.2% 10.7% 36.4% 27.4% 36.1% -9.6% 10.8% -66.1K 1.6M -7.2K 2.38 94.44 N/A N/A 1 1 12 53 2019-02-22 $750.20 $780.00 36.6% 10.5% 36.4% 26.5% 34.3% -5.0% 2.5% -68.7K 1.6M -7.1K 1.73 85.39 N/A N/A 1 1 12 53 2019-02-25 $746.80 $780.00 34.7% 9.9% 35.3% 23.3% 39.9% -6.9% 2.8% -71.3K 1.6M -6.9K 0.00 85.27 N/A N/A 0 0 13 53 2019-02-26 $753.80 $780.00 36.5% 10.5% 33.9% 26.3% 37.8% -6.6% 2.3% -66.7K 1.6M -6.8K 0.00 90.22 N/A N/A 0 0 13 53 2019-02-27 $748.80 $780.00 48.0% 13.8% 33.7% 44.4% 39.8% -9.7% 2.5% -68.2K 1.7M -6.7K 0.00 94.98 N/A N/A 0 0 13 53 2019-02-28 $766.20 $780.00 35.9% 10.3% 34.3% 25.2% 37.2% -6.1% 4.1% -70.3K 1.5M -6.8K 0.00 96.47 N/A N/A 0 0 13 53
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