DUG Options History — May 2019

In May 2019, DUG traded between $749.80 and $922.80. ATM implied volatility averaged 43.2%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 8.0% (HV 20d: 35.2%). Max pain ranged from $640.00 to $720.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.47.

Notable Days

  • 2019-05-14: Highest Volume — 11 contracts
  • 2019-05-09: Largest IV spike — 30.1% change
  • 2019-05-13: Highest IV Rank — 57.8%
  • 2019-05-31: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$803.43$749.80$922.80$749.80$922.80
Max Pain$678.18$640.00$720.00$720.00$700.00
ATM IV43.2%34.8%56.4%44.1%47.3%
Expected Move11.9%10.0%13.6%12.6%13.6%
HV 20d35.2%31.4%41.0%31.4%39.2%
HV 60d34.5%32.9%36.9%33.7%36.8%
IV Rank36.9%23.6%57.8%38.3%43.4%
IV Percentile58.6%23.8%86.1%67.1%71.4%
Term Structure-1.0%-8.7%2.9%-8.7%-0.3%
VWIV41.0%30.8%50.8%37.4%45.6%
Skew 25d-11.1%-42.7%-0.5%-42.7%-8.7%
Skew 10d-7.8%-34.4%44.9%-34.4%-10.8%
Call IV 25d51.9%40.9%82.3%75.8%52.5%
Put IV 25d40.8%33.0%60.1%33.0%43.8%
Bid-Ask Spread %83.4560.05124.50124.5082.01
Gamma HHI0.290.210.340.340.21
Net GEX-884-4.0K5.5K192-177
Net DEX72.2K-633.5K424.6K424.6K-633.5K
Net VEX-3.0K-3.2K-2.6K-2.6K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.470.002.001.000.16
Total Volume1.86401104
Total OI29.77328322832

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$749.80$720.0044.1%12.6%31.4%38.3%37.4%-42.7%-8.7%192424.6K-2.6K1.00124.50N/AN/A001414
2019-05-02$782.00$720.0038.4%11.0%34.0%29.2%39.1%-6.6%1.4%-1.6K266.5K-2.9K1.00112.91N/AN/A001414
2019-05-03$764.40$720.0036.7%10.5%34.8%26.5%38.7%-10.3%-1.0%-2.0K277.7K-3.0K0.80114.45N/AN/A111414
2019-05-06$771.80$640.0041.0%12.2%31.8%33.4%0.0%-5.1%-2.1%-2.6K206.1K-3.0K0.0089.57N/AN/A001514
2019-05-07$787.00$640.0048.7%12.6%31.7%45.5%0.0%-10.1%0.4%-2.1K141.5K-3.2K0.0063.20N/AN/A001514
2019-05-08$778.60$640.0041.3%12.8%31.7%33.8%0.0%-7.0%-6.5%-2.6K180.3K-3.2K0.00105.04N/AN/A001514
2019-05-09$781.80$640.0053.7%13.2%31.4%53.5%50.8%-14.7%-1.2%-2.3K115.9K-3.1K0.0785.14N/AN/A101514
2019-05-10$777.80$640.0051.5%12.5%31.6%50.0%0.0%-7.7%-0.1%-814155.9K-3.1K0.0089.91N/AN/A001514
2019-05-13$804.40$640.0056.4%13.1%32.9%57.8%47.5%-12.0%-0.9%-1.0K81.6K-3.1K0.0362.35N/AN/A201514
2019-05-14$781.60$640.0051.1%12.4%35.2%49.4%46.3%-10.8%-2.6%3.1K142.4K-3.2K0.0962.73N/AN/A1011714
2019-05-15$771.40$640.0036.3%10.4%35.4%25.8%39.0%-0.5%-1.1%3.0K131.4K-3.0K0.0081.83N/AN/A101714
2019-05-16$766.60$640.0036.8%10.6%35.5%26.8%41.9%-8.5%0.2%5.5K274.3K-2.8K0.0062.82N/AN/A201714
2019-05-17$782.20$640.0037.9%10.9%35.9%28.4%42.1%-9.4%1.4%-1.2K206.6K-2.8K0.0067.28N/AN/A201614
2019-05-20$784.00$640.0038.9%11.2%31.8%30.1%33.9%-10.0%-0.3%-481227.8K-2.9K2.0060.05N/AN/A011513
2019-05-21$764.40$720.0034.8%10.0%33.8%23.6%32.5%-7.4%2.0%108338.5K-2.7K2.0065.87N/AN/A011614
2019-05-22$789.80$720.0037.4%10.7%34.0%27.6%30.8%-4.9%-6.0%-1.7K218.8K-2.8K1.3395.83N/AN/A011614
2019-05-23$848.00$720.0044.5%12.7%41.0%38.9%41.5%-10.5%-1.6%-3.8K-103.9K-3.2K0.4775.70N/AN/A111614
2019-05-24$841.60$720.0040.7%11.7%40.2%32.8%42.5%-7.6%1.2%-4.0K-96.2K-3.1K0.1974.01N/AN/A211614
2019-05-28$862.00$720.0042.5%12.2%40.3%35.8%0.0%-9.4%0.8%-3.3K-212.7K-3.0K0.0075.95N/AN/A101714
2019-05-29$870.60$720.0044.9%12.9%40.3%39.5%45.0%-6.6%0.3%-3.1K-314.5K-3.0K0.1779.56N/AN/A211714
2019-05-30$892.80$700.0046.0%13.2%40.1%41.2%42.3%-32.5%2.9%1.3K-441.1K-3.2K0.15105.23N/AN/A311814
2019-05-31$922.80$700.0047.3%13.6%39.2%43.4%45.6%-8.7%-0.3%-177-633.5K-2.9K0.1682.01N/AN/A311814