DUG Options History — June 2020

In June 2020, DUG traded between $595.60 and $888.40. ATM implied volatility averaged 94.2%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 26.7%. IV traded below realized volatility by 21.6% (HV 20d: 115.9%). Max pain ranged from $900.00 to $1400.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.12.

Notable Days

  • 2020-06-23: Highest Volume — 69 contracts
  • 2020-06-08: Largest IV spike — 23.3% change
  • 2020-06-12: Highest IV Rank — 29.6%
  • 2020-06-12: Largest Expected Move — 32.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$776.55$595.60$888.40$860.00$825.00
Max Pain$1272.73$900.00$1400.00$900.00$1300.00
ATM IV94.2%73.9%114.8%81.0%89.5%
Expected Move26.7%21.0%32.9%23.2%25.6%
HV 20d115.9%98.1%132.8%99.2%119.1%
HV 60d138.5%113.8%169.2%169.2%113.8%
IV Rank22.4%15.3%29.6%17.8%20.7%
IV Percentile77.4%72.6%84.9%75.4%73.4%
Term Structure-3.5%-16.3%9.3%8.9%3.0%
VWIV94.0%64.3%117.9%76.2%99.0%
Skew 25d-15.8%-36.7%-4.4%-8.7%-8.9%
Skew 10d-35.7%-62.3%-9.4%-41.7%-24.3%
Call IV 25d104.4%79.7%144.3%93.4%98.0%
Put IV 25d88.6%69.0%109.6%84.7%89.2%
Bid-Ask Spread %90.5573.6996.9893.2095.33
Gamma HHI0.050.040.120.060.05
Net GEX3.0K-4.3K11.4K3.4K908
Net DEX383.2K-87.1K949.1K588.3K191.1K
Net VEX-5.2K-7.0K-2.3K-4.4K-6.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.0014.870.570.67
Total Volume906900
Total OI89.727781017891

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$860.00$900.0081.0%23.2%99.2%17.8%0.0%-8.7%8.9%3.4K588.3K-4.4K0.5793.20N/AN/A005325
2020-06-02$824.00$900.0076.0%21.8%98.1%16.0%76.2%-7.5%0.4%1.4K685.9K-4.1K0.7691.22N/AN/A115325
2020-06-03$762.00$900.0073.9%21.2%100.9%15.3%73.7%-10.6%-1.5%-3.4K904.4K-2.8K0.3696.90N/AN/A315425
2020-06-04$775.40$1400.0075.0%21.8%100.0%15.7%79.9%-20.2%2.5%826707.3K-3.7K0.5973.69N/AN/A41245725
2020-06-05$661.40$1400.0082.1%21.0%112.0%18.2%64.3%-10.7%0.1%-4.3K949.1K-2.3K0.1791.30N/AN/A616125
2020-06-08$595.60$1400.00101.3%23.6%113.5%24.9%83.0%-24.4%-4.5%-3.3K825.3K-3.1K1.3193.54N/AN/A116325
2020-06-09$626.40$1400.0086.0%24.9%115.5%19.5%87.3%-18.3%-7.4%-2.2K775.8K-3.7K0.2386.54N/AN/A216425
2020-06-10$688.40$1400.0092.2%26.4%121.3%21.7%89.8%-13.8%-9.7%-833706.1K-3.9K0.1895.37N/AN/A516526
2020-06-11$816.00$1400.00108.2%31.0%132.5%27.3%117.9%-25.2%-13.2%8.5K107.8K-6.3K0.0889.28N/AN/A716726
2020-06-12$787.80$1300.00114.8%32.9%132.7%29.6%116.6%-16.9%-16.1%10.5K22.0K-6.7K0.1491.99N/AN/A207127
2020-06-15$786.20$1300.00114.7%32.9%132.8%29.6%108.1%-36.7%-14.1%11.4K-87.1K-7.0K0.0088.39N/AN/A307127
2020-06-16$739.20$1300.00109.3%31.3%119.0%27.7%106.7%-25.7%-16.3%7.4K213.6K-6.1K0.1085.35N/AN/A417327
2020-06-17$777.60$1300.00102.0%29.2%118.8%25.1%106.7%-4.4%-5.9%7.4K163.8K-6.1K0.8994.54N/AN/A117327
2020-06-18$771.60$1300.00101.6%29.1%116.5%25.0%114.2%-31.4%-7.2%7.7K111.9K-6.2K0.2586.69N/AN/A107327
2020-06-19$771.00$1300.0099.2%28.4%115.4%24.2%97.5%-12.6%-5.4%2.6K299.3K-5.4K0.0689.59N/AN/A107427
2020-06-22$784.60$1300.0090.8%26.0%115.5%21.2%102.9%-15.0%5.6%3.7K279.4K-5.8K0.0085.77N/AN/A106124
2020-06-23$778.40$1300.0086.7%24.9%113.0%19.8%89.3%-8.5%-1.4%2.4K396.3K-5.2K0.5287.45N/AN/A45246124
2020-06-24$853.80$1300.0094.6%27.1%118.1%22.5%89.2%-5.5%1.0%4.2K199.4K-5.8K14.8796.98N/AN/A1116124
2020-06-25$838.00$1300.0097.6%28.0%117.4%23.6%109.3%-15.5%9.3%1.7K186.2K-6.3K0.0796.27N/AN/A106127
2020-06-26$888.40$1300.00100.0%28.7%119.2%24.4%69.3%-7.9%-2.7%3.8K97.8K-6.4K1.7394.67N/AN/A116227
2020-06-29$873.20$1300.0096.5%27.7%118.3%23.2%93.9%-18.4%-3.1%3.2K107.8K-6.4K1.0088.11N/AN/A116228
2020-06-30$825.00$1300.0089.5%25.6%119.1%20.7%99.0%-8.9%3.0%908191.1K-6.1K0.6795.33N/AN/A006328