DUG Options History — April 2019

In April 2019, DUG traded between $675.60 and $731.40. ATM implied volatility averaged 39.7%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 7.4% (HV 20d: 32.3%). Max pain ranged from $720.00 to $740.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.07.

Notable Days

  • 2019-04-25: Highest Volume — 9 contracts
  • 2019-04-23: Largest IV spike — 65.1% change
  • 2019-04-24: Highest IV Rank — 69.3%
  • 2019-04-24: Largest Expected Move — 18.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$705.23$675.60$731.40$708.60$728.20
Max Pain$729.52$720.00$740.00$740.00$720.00
ATM IV39.7%32.6%63.7%33.3%35.2%
Expected Move11.3%9.3%18.3%10.4%10.1%
HV 20d32.3%26.4%37.9%37.6%30.0%
HV 60d34.4%32.9%37.4%37.4%33.1%
IV Rank31.3%20.0%69.3%21.2%24.2%
IV Percentile41.2%11.9%92.9%15.1%29.0%
Term Structure-4.2%-28.4%3.0%3.0%1.0%
VWIV38.5%32.0%44.6%42.0%39.1%
Skew 25d-5.0%-16.5%23.5%-5.9%-6.1%
Skew 10d-8.5%-51.2%30.7%11.2%-13.8%
Call IV 25d44.2%37.2%73.6%39.7%40.8%
Put IV 25d39.2%30.3%75.1%33.8%34.7%
Bid-Ask Spread %91.0465.38124.2782.9988.71
Gamma HHI0.470.230.700.650.34
Net GEX-37.0K-101.7K899-78.9K-179
Net DEX1.9M451.1K2.9M2.2M452.5K
Net VEX-2.6K-4.2K-1.3K-3.9K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.070.000.440.000.00
Total Volume2.0950900
Total OI53.52420676728

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$708.60$740.0033.3%10.4%37.6%21.2%0.0%-5.9%3.0%-78.9K2.2M-3.9K0.0082.99N/AN/A001453
2019-04-02$717.80$740.0035.3%10.5%37.9%24.4%0.0%-6.3%0.9%-87.3K2.2M-3.8K0.0065.38N/AN/A001453
2019-04-03$731.40$740.0055.7%14.1%36.9%56.6%0.0%23.5%-19.8%-79.0K1.9M-4.2K0.00116.51N/AN/A001453
2019-04-04$722.40$740.0035.1%10.5%37.0%24.0%0.0%-9.5%1.1%-101.7K2.1M-4.1K0.0076.03N/AN/A001453
2019-04-05$697.40$740.0035.0%10.3%34.8%23.9%42.0%-7.4%0.4%-70.8K2.4M-3.1K0.1780.91N/AN/A001453
2019-04-08$690.80$740.0037.3%10.5%33.2%27.4%0.0%-7.6%1.4%-52.8K2.7M-2.3K0.0087.41N/AN/A101453
2019-04-09$706.00$740.0037.7%10.3%34.3%28.1%0.0%-7.7%2.6%-68.7K2.5M-2.8K0.0077.95N/AN/A101453
2019-04-10$700.40$740.0040.7%11.7%33.7%32.9%44.6%-16.5%-10.4%-60.7K2.6M-2.3K0.27104.15N/AN/A101453
2019-04-11$702.00$740.0036.1%10.4%33.8%25.7%36.3%-7.1%1.6%-59.2K2.6M-2.5K0.4468.33N/AN/A101453
2019-04-12$698.20$740.0035.9%10.3%33.7%25.3%36.6%-7.2%1.2%-43.2K2.7M-2.1K0.3671.13N/AN/A101453
2019-04-15$705.40$720.0036.1%10.4%32.3%25.6%0.0%-7.2%0.8%-48.0K2.8M-2.1K0.0068.60N/AN/A001453
2019-04-16$698.00$720.0033.8%9.7%31.8%22.0%0.0%-7.0%1.6%-8.7K2.9M-1.7K0.0077.20N/AN/A001453
2019-04-17$697.80$720.0051.9%14.9%29.2%50.7%37.4%1.5%-23.4%1232.9M-1.7K0.00113.24N/AN/A001453
2019-04-18$704.00$720.0032.6%9.3%29.3%20.0%42.6%-6.9%2.2%8992.9M-1.6K0.0096.88N/AN/A001453
2019-04-22$676.60$720.0032.8%9.4%26.6%20.3%36.3%-5.6%0.4%-10.2K759.0K-1.3K0.0089.73N/AN/A70614
2019-04-23$675.60$720.0054.1%15.5%26.4%54.1%32.0%6.5%-23.2%-2.1K593.7K-2.2K0.00109.35N/AN/A701314
2019-04-24$696.80$720.0063.7%18.3%28.3%69.3%34.6%-12.8%-28.4%-2.3K596.4K-2.3K0.00124.27N/AN/A701314
2019-04-25$701.20$720.0036.4%10.4%28.3%26.1%39.4%-5.7%-0.8%-2.2K526.3K-2.5K0.07111.08N/AN/A811414
2019-04-26$727.20$720.0037.5%10.7%31.4%27.8%38.1%-2.9%-0.9%-2.2K487.3K-2.6K0.07116.04N/AN/A811414
2019-04-29$724.00$720.0037.1%10.6%31.4%27.1%40.9%-6.9%-0.4%47451.1K-2.6K0.0085.95N/AN/A001414
2019-04-30$728.20$720.0035.2%10.1%30.0%24.2%39.1%-6.1%1.0%-179452.5K-2.6K0.0088.71N/AN/A001414