DUG Options History — March 2019

In March 2019, DUG traded between $703.00 and $798.00. ATM implied volatility averaged 38.3%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 3.0% (HV 20d: 35.3%). Max pain ranged from $720.00 to $1000.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.35.

Notable Days

  • 2019-03-14: Highest Volume — 2 contracts
  • 2019-03-27: Largest IV spike — 31.2% change
  • 2019-03-27: Highest IV Rank — 48.0%
  • 2019-03-08: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$740.90$703.00$798.00$744.60$726.80
Max Pain$824.71$720.00$1000.00$760.00$740.00
ATM IV38.3%32.3%50.2%32.8%37.5%
Expected Move10.7%8.8%12.6%9.4%10.8%
HV 20d35.3%32.7%39.0%35.4%36.7%
HV 60d45.6%37.2%51.9%51.9%37.2%
IV Rank29.1%19.6%48.0%20.3%27.8%
IV Percentile39.4%11.1%77.8%12.7%39.7%
Term Structure-0.5%-19.4%11.0%11.0%2.4%
VWIV37.8%34.8%45.0%36.0%38.1%
Skew 25d-6.5%-9.0%-2.8%-3.7%-6.6%
Skew 10d-6.2%-17.0%53.9%-13.8%-12.5%
Call IV 25d42.1%36.1%49.7%36.1%41.5%
Put IV 25d35.6%30.7%42.0%32.5%34.9%
Bid-Ask Spread %69.1829.38108.1897.1778.79
Gamma HHI0.610.550.680.560.66
Net GEX-76.7K-89.3K-66.3K-66.5K-85.0K
Net DEX1.7M1.1M2.2M1.6M2.1M
Net VEX-5.6K-6.6K-4.4K-6.6K-4.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.001.000.001.00
Total Volume0.6670210
Total OI66.71466686667

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-03-01$744.60$760.0032.8%9.4%35.4%20.3%36.0%-3.7%11.0%-66.5K1.6M-6.6K0.0097.17N/AN/A101353
2019-03-04$738.20$780.0037.5%10.8%32.7%27.8%0.0%-7.0%-0.6%-69.3K1.7M-6.3K0.0094.83N/AN/A001353
2019-03-05$740.60$780.0034.6%9.9%32.7%23.2%34.8%-7.0%0.8%-72.9K1.7M-6.3K0.0099.25N/AN/A001353
2019-03-06$763.00$780.0038.7%11.1%34.6%29.7%36.1%-7.9%-7.8%-72.3K1.4M-6.5K0.00108.18N/AN/A001353
2019-03-07$765.40$780.0039.2%11.2%34.4%30.5%37.6%-7.7%-0.1%-71.0K1.4M-6.6K0.00102.78N/AN/A001353
2019-03-08$798.00$780.0044.0%12.6%33.6%38.2%45.0%-9.0%-1.1%-66.3K1.1M-6.5K0.2396.31N/AN/A101353
2019-03-11$771.00$1000.0043.3%11.8%35.0%36.9%0.0%-7.8%1.9%-76.4K1.4M-6.4K0.0034.84N/AN/A101453
2019-03-12$758.60$1000.0037.2%11.4%34.9%27.4%41.6%-7.5%2.9%-81.4K1.5M-6.2K0.1329.38N/AN/A101453
2019-03-13$742.80$1000.0041.7%9.5%34.7%34.5%35.7%-7.1%-0.2%-77.9K1.5M-5.9K0.0558.21N/AN/A101453
2019-03-14$741.00$1000.0034.1%10.9%33.4%22.4%37.4%-5.6%3.6%-85.5K1.8M-5.8K0.6733.91N/AN/A111453
2019-03-15$744.00$1000.0032.3%10.5%33.2%19.6%36.2%-5.7%4.2%-89.3K1.8M-5.8K0.6834.45N/AN/A111454
2019-03-18$721.00$0.0032.6%9.7%33.9%20.0%0.0%-5.2%-1.2%-80.8K2.0M-5.1K0.0067.95N/AN/A101353
2019-03-19$733.00$0.0035.1%10.2%34.3%24.0%0.0%-5.9%0.8%-83.5K1.9M-5.2K0.0051.90N/AN/A101453
2019-03-20$707.00$0.0041.9%8.8%36.6%34.7%0.0%-2.8%-19.4%-67.7K1.9M-4.8K0.00100.39N/AN/A101453
2019-03-21$703.00$0.0033.5%10.0%33.7%21.4%35.9%-5.9%1.0%-67.7K2.2M-4.4K0.3049.02N/AN/A101453
2019-03-22$737.80$720.0039.8%11.3%38.3%31.5%38.3%-8.4%-0.7%-76.8K1.8M-5.3K0.2156.84N/AN/A101453
2019-03-25$741.60$720.0042.7%11.1%38.3%36.1%0.0%-2.9%-5.3%-82.1K1.7M-5.3K0.0053.86N/AN/A001453
2019-03-26$725.20$720.0038.3%11.0%38.9%29.0%0.0%-7.5%0.1%-78.1K2.0M-4.9K0.0052.26N/AN/A001453
2019-03-27$730.40$720.0050.2%11.6%39.0%48.0%38.6%-8.7%-4.2%-74.5K1.9M-4.7K1.0085.80N/AN/A001453
2019-03-28$726.00$740.0037.8%11.5%37.9%28.2%38.5%-6.8%0.6%-85.3K1.9M-4.9K1.0066.58N/AN/A001453
2019-03-29$726.80$740.0037.5%10.8%36.7%27.8%38.1%-6.6%2.4%-85.0K2.1M-4.4K1.0078.79N/AN/A001453