DUG Options History — September 2020

In September 2020, DUG traded between $878.60 and $1157.00. ATM implied volatility averaged 71.7%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 16.4% (HV 20d: 55.3%). Max pain ranged from $740.00 to $1020.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.57.

Notable Days

  • 2020-09-08: Highest Volume — 16 contracts
  • 2020-09-09: Largest IV drop — 15.6% change
  • 2020-09-08: Highest IV Rank — 18.6%
  • 2020-09-08: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1015.66$878.60$1157.00$878.60$1157.00
Max Pain$981.90$740.00$1020.00$740.00$1020.00
ATM IV71.7%64.7%83.9%68.0%71.3%
Expected Move20.7%18.6%23.1%19.5%20.4%
HV 20d55.3%43.7%66.3%47.4%66.3%
HV 60d63.9%60.9%72.8%72.8%63.4%
IV Rank14.3%11.9%18.6%13.0%14.2%
IV Percentile54.3%46.0%66.7%54.0%51.6%
Term Structure5.8%-1.8%13.1%3.8%11.3%
VWIV71.1%52.4%88.1%68.4%71.6%
Skew 25d-11.6%-16.9%-4.1%-13.7%-6.8%
Skew 10d-18.5%-38.7%28.2%-27.5%28.2%
Call IV 25d79.8%71.9%93.1%76.5%77.5%
Put IV 25d68.2%61.1%77.2%62.8%70.6%
Bid-Ask Spread %87.1469.3795.0175.8495.01
Gamma HHI0.120.090.170.090.11
Net GEX46.3K26.8K72.2K26.8K39.5K
Net DEX-1.2M-1.8M-493.6K-493.6K-1.8M
Net VEX-4.4K-5.3K-4.0K-4.4K-4.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.005.000.000.11
Total Volume3.66701601
Total OI64.71459706067

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-09-01$878.60$740.0068.0%19.5%47.4%13.0%68.4%-13.7%3.8%26.8K-493.6K-4.4K0.0075.84N/AN/A004713
2020-09-02$884.80$740.0066.7%19.1%46.3%12.6%55.5%-16.0%9.7%27.2K-541.7K-4.4K0.0069.37N/AN/A004713
2020-09-03$906.20$1000.0072.5%22.8%46.6%14.6%88.1%-15.5%-1.8%27.7K-646.1K-4.5K0.0087.22N/AN/A404713
2020-09-04$904.60$1000.0075.8%23.1%46.4%15.8%80.3%-12.1%-0.7%28.2K-661.8K-4.6K0.0383.27N/AN/A1004713
2020-09-08$968.00$1000.0083.9%23.1%43.7%18.6%78.8%-16.9%1.3%57.6K-1.6M-5.3K0.0881.84N/AN/A1515713
2020-09-09$957.00$1000.0070.8%20.3%44.3%14.0%58.5%-13.8%5.4%54.7K-1.1M-4.8K0.0484.56N/AN/A505413
2020-09-10$1025.60$1000.0074.7%21.4%48.0%15.4%71.7%-13.5%3.1%51.9K-1.6M-4.9K0.0686.17N/AN/A305214
2020-09-11$1029.20$1000.0073.6%21.1%47.9%15.0%73.6%-12.7%2.3%56.1K-1.7M-4.9K0.0085.50N/AN/A1105413
2020-09-14$1008.80$1000.0066.6%19.1%48.6%12.5%52.4%-10.2%10.5%65.2K-1.5M-4.6K0.0086.72N/AN/A205413
2020-09-15$1032.20$1000.0067.6%19.4%48.6%12.9%67.8%-12.1%5.1%65.8K-1.6M-4.4K0.0090.00N/AN/A205313
2020-09-16$941.20$1000.0064.7%18.6%61.3%11.9%66.3%-10.1%6.0%64.3K-815.3K-4.0K0.0690.30N/AN/A505313
2020-09-17$956.80$1000.0067.3%19.3%61.2%12.8%70.4%-11.1%3.5%72.2K-935.9K-4.0K0.0090.08N/AN/A105414
2020-09-18$971.00$1000.0066.7%19.1%60.6%12.6%71.0%-10.7%3.8%48.1K-1.1M-4.0K0.0090.84N/AN/A005414
2020-09-21$1037.00$1000.0073.4%21.0%63.8%14.9%74.3%-13.6%7.8%43.6K-1.1M-4.1K1.1986.90N/AN/A224613
2020-09-22$1043.20$1020.0071.9%20.6%59.2%14.4%72.0%-12.0%6.8%43.6K-1.1M-4.3K5.0087.73N/AN/A004715
2020-09-23$1131.20$1020.0078.0%22.4%63.9%16.5%79.8%-4.1%10.1%43.1K-1.6M-4.2K0.0090.37N/AN/A304715
2020-09-24$1140.00$1020.0080.3%23.0%63.3%17.3%79.0%-11.6%5.6%37.2K-1.7M-4.5K0.9191.94N/AN/A114717
2020-09-25$1138.80$1020.0076.2%21.8%63.3%15.9%71.8%-12.6%4.0%39.0K-1.7M-4.4K2.3190.35N/AN/A124818
2020-09-28$1079.80$1020.0066.6%19.1%65.5%12.5%67.6%-7.2%13.1%41.5K-1.1M-4.3K1.5092.63N/AN/A114819
2020-09-29$1137.80$1020.0069.6%20.0%66.3%13.6%74.6%-7.6%10.8%39.0K-1.6M-4.1K0.7193.36N/AN/A214819
2020-09-30$1157.00$1020.0071.3%20.4%66.3%14.2%71.6%-6.8%11.3%39.5K-1.8M-4.0K0.1195.01N/AN/A104819