DUG Options History — February 2020 In February 2020, DUG traded between $909.80 and $1337.20. ATM implied volatility averaged 51.5%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 2.5% (HV 20d: 49.0%). Max pain ranged from $680.00 to $820.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.64.
Notable Days 2020-02-19 : Highest Volume — 11 contracts2020-02-27 : Largest IV spike — 31.3% change2020-02-28 : Highest IV Rank — 100.0%2020-02-28 : Largest Expected Move — 32.9%Monthly Statistics Metric Avg Min Max Open Close Price $1006.22 $909.80 $1337.20 $988.00 $1337.20 Max Pain $737.89 $680.00 $820.00 $720.00 $820.00 ATM IV 51.5% 39.1% 114.9% 45.8% 114.9% Expected Move 14.8% 11.2% 32.9% 13.1% 32.9% HV 20d 49.0% 30.4% 68.5% 31.9% 67.8% HV 60d 38.3% 32.1% 48.5% 33.3% 48.5% IV Rank 26.2% 11.1% 100.0% 19.3% 100.0% IV Percentile 73.9% 52.4% 100.0% 82.1% 100.0% Term Structure -3.9% -24.1% 1.0% -2.7% -24.1% VWIV 51.2% 37.0% 113.6% 46.9% 113.6% Skew 25d -8.5% -17.1% -5.0% -8.6% -17.1% Skew 10d -13.4% -21.6% 6.1% -13.4% -21.6% Call IV 25d 55.8% 43.5% 117.7% 51.3% 117.7% Put IV 25d 47.3% 36.2% 100.6% 42.7% 100.6% Bid-Ask Spread % 67.47 57.88 81.29 69.45 76.00 Gamma HHI 0.10 0.08 0.13 0.11 0.08 Net GEX 20.3K -651 39.0K 18.2K 2.0K Net DEX -1.2M -1.9M -757.5K -1.3M -1.7M Net VEX -3.8K -4.8K -2.0K -3.5K -3.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.64 0.00 16.75 0.02 0.02 Total Volume 2.316 0 11 2 3 Total OI 55.053 47 65 47 60
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2020-02-03 $988.00 $720.00 45.8% 13.1% 31.9% 19.3% 46.9% -8.6% -2.7% 18.2K -1.3M -3.5K 0.02 69.45 N/A N/A 2 0 20 27 2020-02-04 $987.60 $720.00 43.3% 12.4% 30.4% 16.3% 40.4% -7.6% -1.3% 23.8K -1.4M -3.7K 0.33 70.44 N/A N/A 1 0 22 27 2020-02-05 $913.00 $720.00 41.6% 11.9% 44.8% 14.3% 43.3% -8.0% -0.3% 26.7K -865.1K -4.6K 8.00 70.73 N/A N/A 0 1 22 27 2020-02-06 $928.60 $820.00 40.6% 11.9% 44.3% 12.9% 39.6% -8.0% -0.4% 27.2K -955.9K -4.6K 0.60 57.88 N/A N/A 0 0 22 28 2020-02-07 $945.20 $820.00 41.6% 12.1% 43.9% 14.2% 0.0% -8.4% -0.7% 26.0K -1.1M -4.4K 0.00 61.59 N/A N/A 0 0 22 28 2020-02-10 $961.60 $820.00 43.2% 12.0% 43.9% 16.1% 42.6% -7.9% -1.2% 27.8K -1.2M -3.8K 0.29 60.44 N/A N/A 2 1 22 28 2020-02-11 $937.60 $820.00 41.8% 12.0% 45.7% 14.5% 39.2% -7.7% -1.0% 28.5K -1.1M -3.9K 0.93 61.84 N/A N/A 3 3 22 29 2020-02-12 $909.80 $680.00 40.2% 11.5% 47.6% 12.4% 38.4% -8.0% -0.8% 26.2K -811.7K -4.6K 0.94 59.26 N/A N/A 2 2 23 31 2020-02-13 $921.00 $680.00 41.3% 11.8% 47.5% 13.8% 42.8% -7.6% -1.3% 25.9K -950.0K -4.4K 0.00 62.82 N/A N/A 1 0 23 32 2020-02-14 $929.60 $680.00 39.1% 11.2% 47.1% 11.1% 37.0% -8.6% 0.7% 25.9K -1.1M -4.2K 0.09 62.11 N/A N/A 1 0 23 32 2020-02-18 $943.00 $680.00 40.0% 11.5% 47.1% 12.2% 40.9% -7.0% 0.3% 33.0K -1.2M -3.7K 0.19 69.58 N/A N/A 1 0 23 32 2020-02-19 $915.60 $680.00 39.1% 11.2% 47.8% 11.1% 40.3% -7.3% -0.2% 39.0K -890.6K -3.9K 16.75 69.19 N/A N/A 1 10 23 32 2020-02-20 $918.40 $680.00 39.7% 11.4% 47.6% 11.9% 39.1% -7.2% 1.0% 22.7K -757.5K -4.8K 1.00 70.01 N/A N/A 0 0 23 42 2020-02-21 $946.20 $680.00 44.8% 12.8% 48.4% 18.2% 44.0% -9.3% -1.7% 14.6K -1.0M -4.4K 0.50 67.41 N/A N/A 0 0 23 42 2020-02-24 $1027.00 $680.00 55.2% 15.8% 55.0% 31.0% 53.9% -7.5% -4.5% -651 -1.2M -3.3K 0.05 71.93 N/A N/A 1 0 17 41 2020-02-25 $1123.40 $680.00 65.2% 18.7% 60.5% 43.3% 62.1% -5.0% -8.9% 2.9K -1.6M -2.5K 0.27 81.29 N/A N/A 4 1 17 41 2020-02-26 $1182.00 $820.00 69.9% 20.0% 61.6% 49.2% 67.5% -9.7% -9.5% 8.8K -1.8M -2.4K 1.00 67.05 N/A N/A 1 1 19 42 2020-02-27 $1303.40 $820.00 91.8% 26.3% 68.5% 76.3% 89.6% -10.7% -16.8% 7.4K -1.9M -2.0K 0.13 72.97 N/A N/A 2 0 17 42 2020-02-28 $1337.20 $820.00 114.9% 32.9% 67.8% 100.0% 113.6% -17.1% -24.1% 2.0K -1.7M -3.3K 0.02 76.00 N/A N/A 3 0 17 43
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