DUG Options History — August 2020

In August 2020, DUG traded between $750.40 and $861.60. ATM implied volatility averaged 66.2%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 7.7% (HV 20d: 58.4%). Max pain ranged from $680.00 to $760.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 1.10.

Notable Days

  • 2020-08-21: Highest Volume — 9 contracts
  • 2020-08-11: Largest IV spike — 24.3% change
  • 2020-08-11: Highest IV Rank — 18.1%
  • 2020-08-03: Largest Expected Move — 22.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$809.52$750.40$861.60$855.40$861.60
Max Pain$728.57$680.00$760.00$760.00$740.00
ATM IV66.2%60.0%82.5%79.2%64.9%
Expected Move18.9%17.2%22.7%22.7%18.6%
HV 20d58.4%47.0%74.7%74.7%49.5%
HV 60d87.8%76.3%97.5%97.5%76.3%
IV Rank12.4%10.2%18.1%16.9%11.9%
IV Percentile53.4%49.2%65.1%61.9%50.4%
Term Structure5.6%-8.6%18.4%7.2%7.8%
VWIV64.9%38.6%72.4%49.8%38.6%
Skew 25d-8.9%-16.7%0.3%-8.4%-7.2%
Skew 10d-20.3%-45.0%4.8%-19.0%-32.6%
Call IV 25d73.3%59.4%89.1%78.4%71.7%
Put IV 25d64.4%55.4%76.6%70.0%64.5%
Bid-Ask Spread %70.4839.35103.9779.4667.66
Gamma HHI0.070.060.090.070.09
Net GEX13.7K3.5K24.7K14.2K24.7K
Net DEX-104.4K-420.7K165.7K-310.6K-411.4K
Net VEX-3.7K-4.5K-3.1K-4.5K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.100.0018.000.140.67
Total Volume1.5240900
Total OI5754605560

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-08-03$855.40$760.0079.2%22.7%74.7%16.9%49.8%-8.4%7.2%14.2K-310.6K-4.5K0.1479.46N/AN/A003916
2020-08-04$820.80$760.0071.5%20.5%73.6%14.2%70.7%-8.2%-4.2%12.0K-185.8K-4.1K0.5687.64N/AN/A113916
2020-08-05$801.60$760.0065.0%18.6%73.9%12.0%71.3%-5.4%1.8%8.4K4.6K-3.7K0.0690.22N/AN/A103816
2020-08-06$814.80$760.0060.7%18.3%65.6%10.5%0.0%-12.4%15.5%8.4K-32.6K-3.7K0.0088.96N/AN/A003816
2020-08-07$807.60$760.0067.7%20.6%63.8%12.9%0.0%-16.7%2.6%10.7K-84.3K-3.8K0.0064.67N/AN/A003916
2020-08-10$757.80$760.0066.3%20.2%66.9%12.4%0.0%-13.5%9.4%6.4K68.9K-3.4K18.0051.91N/AN/A013916
2020-08-11$756.40$760.0082.5%20.0%64.2%18.1%0.0%-4.9%5.0%3.5K165.7K-3.2K0.5039.35N/AN/A103916
2020-08-12$750.40$760.0067.7%19.4%62.5%12.9%70.5%-2.3%18.4%5.0K161.6K-3.2K0.3082.58N/AN/A103916
2020-08-13$772.80$760.0069.0%19.8%63.3%13.4%72.2%-6.7%3.4%6.6K105.9K-3.3K0.0047.67N/AN/A104016
2020-08-14$763.60$760.0067.8%19.5%62.5%13.0%0.0%-14.3%2.3%8.5K48.9K-3.5K0.0049.93N/AN/A004016
2020-08-17$768.40$680.0065.1%18.7%61.5%12.0%72.4%-10.5%6.1%8.3K82.2K-3.2K0.4348.59N/AN/A114116
2020-08-18$791.40$680.0060.0%17.2%47.0%10.2%0.0%0.3%2.8%11.5K58.5K-3.1K0.0093.19N/AN/A104216
2020-08-19$806.20$680.0060.3%17.3%47.0%10.3%70.1%-13.4%9.3%13.4K-4.6K-3.3K0.21103.97N/AN/A104216
2020-08-20$833.80$680.0060.6%17.4%48.3%10.4%62.5%-5.0%4.1%19.2K-126.0K-3.5K0.0387.66N/AN/A204316
2020-08-21$855.00$680.0065.6%18.8%49.0%12.2%65.7%-6.0%-8.6%18.0K-215.0K-3.6K0.0193.41N/AN/A904416
2020-08-24$809.80$680.0062.2%17.8%53.0%11.0%67.1%-8.4%9.7%15.7K-147.1K-3.7K0.0372.03N/AN/A604213
2020-08-25$826.40$720.0061.1%17.5%52.8%10.6%66.8%-14.4%8.2%21.4K-261.8K-4.2K0.0069.56N/AN/A104713
2020-08-26$860.20$720.0065.9%18.9%52.7%12.3%66.2%-10.5%1.4%24.5K-417.8K-4.5K0.0051.25N/AN/A104713
2020-08-27$857.60$720.0064.5%18.5%47.4%11.8%64.6%-8.8%7.1%24.7K-420.7K-4.5K0.0053.43N/AN/A204713
2020-08-28$828.40$720.0062.0%17.8%48.0%10.9%38.6%-9.5%7.6%21.8K-271.8K-4.2K0.6757.01N/AN/A004713
2020-08-31$861.60$740.0064.9%18.6%49.5%11.9%0.0%-7.2%7.8%24.7K-411.4K-4.3K0.0067.66N/AN/A004713