DUG Options History — July 2019

In July 2019, DUG traded between $755.00 and $819.80. ATM implied volatility averaged 35.8%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 4.4% (HV 20d: 31.4%). Max pain ranged from $740.00 to $840.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.41.

Notable Days

  • 2019-07-19: Highest Volume — 14 contracts
  • 2019-07-03: Largest IV spike — 111.2% change
  • 2019-07-03: Highest IV Rank — 86.4%
  • 2019-07-03: Largest Expected Move — 21.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$790.41$755.00$819.80$769.80$799.40
Max Pain$760.91$740.00$840.00$840.00$760.00
ATM IV35.8%30.1%74.5%51.2%33.9%
Expected Move10.4%8.6%21.4%14.7%9.7%
HV 20d31.4%24.6%37.3%35.4%24.6%
HV 60d37.1%35.5%38.1%37.5%35.5%
IV Rank25.1%16.1%86.4%49.5%22.1%
IV Percentile24.0%5.2%97.2%77.0%21.8%
Term Structure-1.2%-37.8%5.2%-26.5%5.2%
VWIV35.5%25.2%70.9%25.2%36.2%
Skew 25d-2.7%-7.5%48.9%-1.2%1.3%
Skew 10d-9.7%-17.2%8.9%-14.6%4.5%
Call IV 25d37.6%33.9%43.2%39.1%36.8%
Put IV 25d34.9%28.4%92.0%37.9%38.0%
Bid-Ask Spread %85.0065.30128.66111.21114.43
Gamma HHI0.560.340.730.410.53
Net GEX14.7K-43.6K48.1K11.1K27.5K
Net DEX144.1K-564.7K759.5K584.5K-564.7K
Net VEX-1.1K-1.9K-710-1.5K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.002.000.000.08
Total Volume1.54501403
Total OI25.13611333215

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$769.80$840.0051.2%14.7%35.4%49.5%0.0%-1.2%-26.5%11.1K584.5K-1.5K0.00111.21N/AN/A001715
2019-07-02$799.60$840.0035.3%10.1%37.3%24.3%25.2%-5.9%2.4%3.2K353.2K-1.6K0.00104.32N/AN/A101715
2019-07-03$793.00$840.0074.5%21.4%36.1%86.4%70.9%48.9%-37.8%-3.6K333.1K-1.9K0.00128.66N/AN/A101615
2019-07-05$788.20$780.0031.5%9.9%33.8%18.2%37.6%-7.5%1.0%642429.9K-1.5K0.5365.30N/AN/A111715
2019-07-08$784.00$740.0032.0%9.8%33.8%19.1%36.8%-6.8%2.7%6.9K483.3K-1.3K0.0065.71N/AN/A001716
2019-07-09$786.00$740.0031.6%9.7%33.9%18.5%36.6%-6.9%1.5%5.7K441.6K-1.3K0.0066.24N/AN/A101716
2019-07-10$764.00$740.0042.8%12.3%35.0%36.2%37.8%-3.1%-1.0%14.4K551.6K-1.2K0.50116.98N/AN/A111716
2019-07-11$764.00$740.0032.2%9.2%31.0%19.4%34.7%-5.3%1.7%33.1K671.5K-1.1K0.5082.17N/AN/A111716
2019-07-12$755.00$740.0030.4%8.7%30.6%16.5%33.1%-5.5%4.1%47.6K759.5K-9400.4779.24N/AN/A111716
2019-07-15$773.00$740.0033.1%9.5%32.0%20.9%33.8%-6.6%2.6%48.1K630.4K-8791.0074.72N/AN/A001716
2019-07-16$788.40$740.0032.5%9.3%32.8%19.9%33.4%-5.4%2.3%18.3K490.6K-8462.0077.88N/AN/A001716
2019-07-17$808.40$740.0033.3%9.6%33.0%21.2%34.5%-6.7%2.6%-38.0K365.3K-7770.4474.16N/AN/A101716
2019-07-18$813.60$740.0034.2%9.8%33.1%22.6%35.2%-5.6%2.0%-43.6K364.0K-7860.3684.18N/AN/A101715
2019-07-19$799.40$740.0032.8%9.4%30.1%20.4%31.5%-6.7%3.9%25.8K455.0K-7100.0275.80N/AN/A1401715
2019-07-22$795.20$740.0033.2%9.5%29.8%21.0%34.3%-5.7%-0.1%23.5K-413.5K-1.1K0.0073.73N/AN/A0092
2019-07-23$789.80$740.0031.0%8.9%29.3%17.5%31.7%-5.6%2.6%25.8K-398.9K-1.1K0.8080.15N/AN/A00102
2019-07-24$783.80$760.0030.1%8.6%29.0%16.1%31.0%-3.3%2.7%27.0K-373.4K-1.1K0.5785.65N/AN/A00102
2019-07-25$804.00$760.0032.6%9.3%27.7%20.0%32.0%-5.8%1.7%22.6K-470.1K-1.0K0.6777.07N/AN/A00102
2019-07-26$810.40$760.0032.6%9.4%27.3%20.1%30.9%-5.3%0.9%22.4K-506.4K-9830.5775.94N/AN/A00102
2019-07-29$819.80$760.0033.7%9.7%26.6%21.8%0.0%-5.3%0.0%18.7K-548.5K-8550.0076.38N/AN/A10102
2019-07-30$800.20$760.0033.7%9.7%28.1%21.8%33.4%-4.6%-0.1%27.1K-467.1K-1.1K0.0880.11N/AN/A30102
2019-07-31$799.40$760.0033.9%9.7%24.6%22.1%36.2%1.3%5.2%27.5K-564.7K-1.6K0.08114.43N/AN/A30132