DUG Options History — October 2020

In October 2020, DUG traded between $1038.20 and $1268.80. ATM implied volatility averaged 80.4%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 11.1% (HV 20d: 69.3%). Max pain ranged from $1000.00 to $1100.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.94.

Notable Days

  • 2020-10-16: Highest Volume — 8 contracts
  • 2020-10-28: Largest IV spike — 31.7% change
  • 2020-10-30: Highest IV Rank — 28.1%
  • 2020-10-30: Largest Expected Move — 31.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1131.44$1038.20$1268.80$1230.60$1209.40
Max Pain$1006.36$1000.00$1100.00$1020.00$1100.00
ATM IV80.4%63.0%111.1%73.5%111.1%
Expected Move23.7%20.9%31.9%21.1%31.9%
HV 20d69.3%60.0%74.7%68.3%69.7%
HV 60d61.3%57.8%64.4%64.4%62.7%
IV Rank17.4%11.3%28.1%14.9%28.1%
IV Percentile59.5%38.1%83.3%54.8%83.3%
Term Structure-2.1%-18.9%15.2%15.2%-18.6%
VWIV83.9%71.8%109.4%73.8%105.3%
Skew 25d-11.0%-21.2%4.0%1.5%-15.5%
Skew 10d-20.9%-34.5%9.6%-23.2%-14.2%
Call IV 25d89.0%66.9%114.9%66.9%114.9%
Put IV 25d78.0%68.4%107.7%68.4%99.4%
Bid-Ask Spread %54.1636.3898.0598.0564.07
Gamma HHI0.210.090.850.090.15
Net GEX49.2K13.3K182.0K37.4K17.8K
Net DEX-1.4M-2.4M-654.6K-2.4M-1.3M
Net VEX-3.4K-4.2K-2.3K-3.4K-4.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.940.0017.000.000.00
Total Volume2.3640811
Total OI51.22724726835

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$1230.60$1020.0073.5%21.1%68.3%14.9%73.8%1.5%15.2%37.4K-2.4M-3.4K0.0098.05N/AN/A104919
2020-10-02$1192.60$1020.0078.0%22.4%70.3%16.5%74.4%-16.3%10.4%39.3K-2.0M-3.8K0.8696.82N/AN/A214919
2020-10-05$1126.60$1000.0069.6%23.0%74.6%13.6%85.0%-16.2%8.6%48.6K-1.7M-3.5K0.3842.49N/AN/A314919
2020-10-06$1143.80$1000.0072.7%22.7%71.5%14.7%80.2%-21.2%-1.8%51.2K-1.8M-3.7K1.4746.22N/AN/A225120
2020-10-07$1121.00$1000.0066.2%22.9%71.9%12.4%0.0%-15.7%0.0%60.3K-1.8M-3.4K0.0041.10N/AN/A005118
2020-10-08$1038.20$1000.0063.4%22.1%74.0%11.4%81.2%-14.5%1.2%67.7K-878.2K-3.5K0.0036.38N/AN/A105118
2020-10-09$1068.20$1000.0068.5%21.2%74.7%13.2%74.2%-8.1%2.2%63.4K-1.1M-3.5K0.1443.88N/AN/A205118
2020-10-12$1058.20$1000.0063.0%20.9%74.4%11.3%71.8%-13.0%0.2%84.1K-1.2M-3.1K17.0042.30N/AN/A015218
2020-10-13$1088.20$1000.0082.5%21.9%74.6%18.1%0.0%-9.5%-1.1%76.5K-1.5M-2.9K0.0051.72N/AN/A015218
2020-10-14$1080.40$1000.0075.2%21.6%65.8%15.6%0.0%-11.2%-2.3%101.3K-1.5M-2.7K2.0052.92N/AN/A015218
2020-10-15$1061.80$1000.0086.3%24.7%66.2%19.4%78.0%-17.6%-2.8%80.8K-1.2M-2.7K0.0772.51N/AN/A205219
2020-10-16$1101.40$1000.0079.9%22.9%67.1%17.2%82.0%-10.3%-6.5%182.0K-2.0M-2.3K0.0156.29N/AN/A805319
2020-10-19$1138.60$1000.0080.4%23.0%64.2%17.4%80.0%-9.4%-1.0%25.0K-1.1M-3.3K0.6352.78N/AN/A43195
2020-10-20$1112.20$1000.0081.3%23.3%65.0%17.7%78.3%-10.3%-7.1%17.7K-853.5K-3.4K12.5043.50N/AN/A01187
2020-10-21$1159.40$1000.0080.8%23.2%60.0%17.5%85.1%-9.0%-2.9%17.7K-1.0M-3.5K2.0051.94N/AN/A00189
2020-10-22$1067.40$1000.0078.2%22.4%66.9%16.6%76.2%-10.9%-3.3%14.7K-654.6K-3.4K0.4444.58N/AN/A31188
2020-10-23$1081.20$1000.0076.3%21.9%67.2%15.9%79.5%-9.9%-3.2%13.3K-670.4K-3.6K0.1736.76N/AN/A001810
2020-10-26$1158.60$1000.0087.7%25.1%69.0%19.9%94.3%-10.2%-2.5%16.2K-1.0M-3.5K0.0341.57N/AN/A401910
2020-10-27$1178.00$1000.0083.0%23.8%66.7%18.3%88.3%-13.3%-6.1%22.3K-1.2M-3.8K0.0850.12N/AN/A102210
2020-10-28$1268.80$1000.00109.3%31.3%71.4%27.5%109.4%4.0%-18.9%22.2K-1.7M-3.9K0.0663.64N/AN/A302310
2020-10-29$1207.00$1000.00101.4%29.1%70.6%24.7%96.5%-5.6%-6.9%22.5K-1.5M-3.9K3.0061.80N/AN/A122310
2020-10-30$1209.40$1100.00111.1%31.9%69.7%28.1%105.3%-15.5%-18.6%17.8K-1.3M-4.2K0.0064.07N/AN/A102312