DUG Options History — August 2019

In August 2019, DUG traded between $842.60 and $1005.80. ATM implied volatility averaged 48.5%, placing in the 44.9% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 2.8% (HV 20d: 45.7%). Max pain ranged from $760.00 to $940.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 53.48.

Notable Days

  • 2019-08-16: Highest Volume — 108 contracts
  • 2019-08-05: Largest IV spike — 25.7% change
  • 2019-08-05: Highest IV Rank — 60.1%
  • 2019-08-15: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$938.59$842.60$1005.80$842.60$948.00
Max Pain$892.73$760.00$940.00$760.00$940.00
ATM IV48.5%40.7%57.8%40.7%47.5%
Expected Move13.4%11.7%14.9%11.7%13.6%
HV 20d45.7%30.7%56.2%30.7%55.1%
HV 60d40.5%36.9%42.8%36.9%41.4%
IV Rank44.9%32.9%60.1%32.9%35.6%
IV Percentile69.2%52.8%86.9%52.8%66.7%
Term Structure-0.3%-3.7%1.7%1.7%-3.5%
VWIV46.0%35.6%55.3%38.4%55.3%
Skew 25d-10.3%-12.9%-2.6%-8.6%-8.8%
Skew 10d-12.5%-27.4%24.2%-22.2%-20.4%
Call IV 25d53.1%47.4%59.7%47.4%49.9%
Put IV 25d42.8%37.7%48.2%38.8%41.1%
Bid-Ask Spread %69.8653.6294.8294.8294.25
Gamma HHI0.260.130.340.340.31
Net GEX-63.6K-175.4K19.8K17.1K-175.0K
Net DEX419.5K-998.1K2.3M-743.8K1.9M
Net VEX-5.5K-10.0K-1.2K-1.4K-9.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio53.480.00720.670.080.00
Total Volume7.136010833
Total OI45.81811851585

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$842.60$760.0040.7%11.7%30.7%32.9%38.4%-8.6%1.7%17.1K-743.8K-1.4K0.0894.82N/AN/A30132
2019-08-02$865.60$760.0046.0%13.2%31.6%41.3%42.5%-8.2%-0.9%13.1K-822.6K-1.4K2.1485.00N/AN/A12132
2019-08-05$921.60$920.0057.8%14.1%37.4%60.1%53.7%-12.6%0.5%8.5K-942.8K-1.2K0.0859.02N/AN/A10132
2019-08-06$930.40$900.0055.1%14.1%37.4%55.7%47.7%-11.5%-1.4%8.3K-992.2K-1.2K0.0053.62N/AN/A00132
2019-08-07$929.60$900.0054.6%14.0%35.0%55.0%51.2%-12.9%-0.6%8.2K-998.1K-1.2K0.0061.52N/AN/A10132
2019-08-08$893.60$800.0044.1%12.1%39.0%38.3%35.6%-10.9%0.6%10.1K-937.6K-1.3K0.1759.52N/AN/A00142
2019-08-09$898.80$800.0043.7%12.3%38.3%37.6%45.1%-10.2%0.6%9.6K-562.1K-1.3K0.1358.66N/AN/A10102
2019-08-12$927.80$880.0054.4%13.6%38.9%54.6%0.0%-12.7%-2.0%10.7K-524.3K-1.3K203.5059.52N/AN/A02092
2019-08-13$911.60$880.0051.4%13.1%39.8%49.9%42.8%-11.2%-2.3%-1.8K-26.1K-3.7K0.1861.26N/AN/A10912
2019-08-14$981.20$880.0050.2%14.4%45.9%48.0%53.7%-12.8%-3.7%-166-248.3K-3.8K0.0084.48N/AN/A20912
2019-08-15$996.60$880.0052.0%14.9%45.9%50.8%51.3%-12.1%1.0%6.8K-402.9K-3.9K0.0569.63N/AN/A101112
2019-08-16$966.00$880.0047.0%13.5%47.2%42.9%44.6%-12.0%1.2%19.8K-289.5K-4.0K720.6765.70N/AN/A01081213
2019-08-19$918.60$940.0043.4%12.4%51.6%37.1%40.9%-11.1%1.1%-153.9K2.3M-9.6K0.0059.55N/AN/A03967
2019-08-20$936.40$940.0044.5%12.7%51.5%38.9%0.0%-10.1%0.7%-156.5K2.1M-10.0K0.0061.71N/AN/A00969
2019-08-21$926.20$940.0041.9%12.0%51.6%34.8%41.6%-8.3%1.2%-163.5K2.3M-9.9K1.1169.15N/AN/A11969
2019-08-22$933.00$940.0043.1%12.4%51.3%36.8%43.1%-8.9%1.7%-165.1K2.2M-9.8K0.0568.37N/AN/A20970
2019-08-23$998.60$940.0051.9%14.9%55.6%50.7%48.8%-2.6%0.1%-124.4K1.1M-9.1K3.0075.88N/AN/A011070
2019-08-26$998.40$940.0051.3%14.7%55.7%49.8%44.9%-9.4%0.1%-129.1K969.4K-8.8K0.0066.48N/AN/A001170
2019-08-27$1005.80$940.0051.2%14.7%54.2%49.5%55.3%-10.0%-1.0%-125.1K796.6K-8.4K0.0072.90N/AN/A101170
2019-08-28$974.60$940.0050.0%14.3%56.2%47.7%0.0%-10.4%-1.5%-142.4K1.3M-9.1K85.0076.66N/AN/A041170
2019-08-29$944.00$940.0044.7%12.8%55.7%39.2%0.0%-12.2%0.8%-175.4K1.8M-10.0K0.0079.28N/AN/A001174
2019-08-30$948.00$940.0047.5%13.6%55.1%35.6%0.0%-8.8%-3.5%-175.0K1.9M-9.8K0.0094.25N/AN/A301174