DUG Options History — October 2019

In October 2019, DUG traded between $852.20 and $967.00. ATM implied volatility averaged 41.2%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded below realized volatility by 1.7% (HV 20d: 42.9%). Max pain ranged from $780.00 to $920.00. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.21.

Notable Days

  • 2019-10-08: Highest Volume — 1 contracts
  • 2019-10-30: Largest IV spike — 24.9% change
  • 2019-10-08: Highest IV Rank — 41.5%
  • 2019-10-08: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$906.02$852.20$967.00$903.00$904.40
Max Pain$883.48$780.00$920.00$780.00$860.00
ATM IV41.2%35.5%52.1%45.4%35.5%
Expected Move11.9%10.2%14.2%13.0%10.2%
HV 20d42.9%36.9%49.9%45.7%36.9%
HV 60d46.5%44.7%48.0%44.8%45.7%
IV Rank21.2%10.2%41.5%30.4%10.2%
IV Percentile40.9%15.1%76.6%60.7%15.1%
Term Structure0.9%-4.8%10.8%0.0%0.7%
VWIV43.4%32.4%53.9%46.4%47.2%
Skew 25d-10.9%-39.3%0.7%-7.7%-2.4%
Skew 10d-13.4%-52.7%38.5%-21.0%-4.6%
Call IV 25d48.3%37.3%86.4%47.9%39.3%
Put IV 25d37.4%28.1%47.2%40.2%36.8%
Bid-Ask Spread %88.5159.82125.9495.36110.04
Gamma HHI0.200.170.250.170.24
Net GEX-15.4K-31.1K1.6K-10.5K-25.4K
Net DEX293.2K-141.2K728.9K290.0K515.1K
Net VEX-6.3K-7.2K-5.4K-7.1K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.001.250.000.00
Total Volume0.0430100
Total OI40.78337434238

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$903.00$780.0045.4%13.0%45.7%30.4%46.4%-7.7%0.0%-10.5K290.0K-7.1K0.0095.36N/AN/A001230
2019-10-02$952.60$780.0044.4%12.7%48.6%28.6%45.9%-39.3%10.8%-9.5K47.7K-7.2K0.17102.34N/AN/A001230
2019-10-03$936.00$920.0043.5%13.7%47.7%27.0%53.9%-14.2%3.3%-10.8K-80.8K-6.7K0.0087.10N/AN/A001230
2019-10-04$923.00$920.0040.5%12.3%48.0%19.6%0.0%-10.8%2.1%-8.5K68.6K-6.7K0.0060.94N/AN/A001330
2019-10-07$931.60$920.0045.8%12.8%45.3%29.7%0.0%-11.4%0.2%-9.0K50.7K-6.6K1.0060.50N/AN/A001330
2019-10-08$967.00$920.0052.1%14.2%45.7%41.5%50.0%-10.3%-2.9%-10.6K-141.2K-6.3K0.0063.11N/AN/A101330
2019-10-09$953.20$920.0047.9%13.7%46.2%33.6%44.6%-11.1%-0.7%-8.2K-53.3K-6.6K0.0067.03N/AN/A001330
2019-10-10$928.40$900.0043.8%12.5%47.6%25.8%0.0%-11.1%1.3%-6.1K39.4K-6.5K0.0059.82N/AN/A001330
2019-10-11$892.20$900.0041.9%12.0%49.9%22.3%0.0%-11.6%1.3%-5.6K302.1K-6.7K0.0072.57N/AN/A001330
2019-10-14$906.60$900.0041.2%11.8%39.5%20.9%43.3%-10.3%1.4%-3.8K171.0K-6.5K0.0064.62N/AN/A001330
2019-10-15$895.80$900.0038.8%11.1%39.0%16.3%37.5%-9.4%1.2%-1.7K237.4K-6.2K0.0070.93N/AN/A001330
2019-10-16$922.00$880.0041.4%11.9%39.8%21.4%38.1%-6.6%-1.0%-7.3K129.9K-6.1K1.0093.89N/AN/A001330
2019-10-17$919.60$900.0037.7%10.8%39.9%14.3%0.0%-15.6%-4.8%1.6K145.6K-6.5K0.00109.30N/AN/A001330
2019-10-18$927.80$900.0037.8%10.8%39.9%14.6%0.0%-9.2%2.8%-23.0K-10.6K-6.0K0.0092.99N/AN/A001330
2019-10-21$899.80$900.0036.7%10.5%41.7%12.5%38.4%-11.9%1.6%-23.6K411.5K-5.7K0.00102.36N/AN/A00830
2019-10-22$870.40$900.0038.5%11.0%42.2%15.9%32.4%-16.0%-0.3%-25.4K602.6K-6.0K1.25103.98N/AN/A00830
2019-10-23$865.40$880.0037.8%10.8%42.3%14.5%0.0%-8.4%-0.5%-26.9K653.6K-5.9K0.00101.44N/AN/A00830
2019-10-24$870.20$880.0038.8%11.1%41.3%16.4%0.0%-4.7%-0.2%-28.4K699.5K-5.8K0.0098.88N/AN/A00830
2019-10-25$852.20$880.0037.3%10.7%42.0%13.7%47.2%-9.1%0.2%-26.5K682.0K-6.0K0.0087.37N/AN/A00830
2019-10-28$863.00$860.0038.5%11.1%42.1%15.9%0.0%-8.7%0.3%-31.1K728.9K-5.6K0.0098.93N/AN/A00730
2019-10-29$857.20$860.0037.0%10.6%38.6%13.1%0.0%-11.0%1.6%-27.7K681.8K-5.8K0.00106.32N/AN/A00730
2019-10-30$897.00$860.0046.3%13.3%37.2%30.5%0.0%0.7%2.6%-26.7K571.4K-5.4K0.00125.94N/AN/A00730
2019-10-31$904.40$860.0035.5%10.2%36.9%10.2%0.0%-2.4%0.7%-25.4K515.1K-5.8K0.00110.04N/AN/A00830