DUG Options History — January 2021 In January 2021, DUG traded between $408.80 and $574.40. ATM implied volatility averaged 80.2%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 22.1%. IV traded above realized volatility by 9.8% (HV 20d: 70.4%). Max pain ranged from $460.00 to $600.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 1.27.
Notable Days 2021-01-15 : Highest Volume — 11 contracts2021-01-07 : Largest IV drop — 27.8% change2021-01-06 : Highest IV Rank — 22.8%2021-01-28 : Largest Expected Move — 28.7%Monthly Statistics Metric Avg Min Max Open Close Price $469.62 $408.80 $574.40 $574.40 $518.80 Max Pain $509.47 $460.00 $600.00 $460.00 $500.00 ATM IV 80.2% 69.5% 100.1% 82.6% 88.9% Expected Move 22.1% 19.0% 28.7% 22.0% 25.5% HV 20d 70.4% 62.2% 80.3% 67.5% 80.3% HV 60d 106.3% 104.8% 108.3% 104.8% 106.2% IV Rank 16.5% 13.2% 22.8% 18.0% 18.0% IV Percentile 48.9% 25.8% 74.6% 61.9% 69.0% Term Structure -1.6% -26.9% 13.0% -0.4% 5.2% VWIV 78.0% 70.7% 96.6% 76.0% 85.4% Skew 25d -3.7% -15.3% 28.7% -7.8% -15.3% Skew 10d -10.1% -28.2% 24.6% -28.2% -10.4% Call IV 25d 81.7% 73.5% 112.1% 81.4% 89.5% Put IV 25d 78.0% 67.7% 140.8% 73.6% 74.1% Bid-Ask Spread % 59.91 29.69 125.10 44.36 91.83 Gamma HHI 0.11 0.08 0.19 0.16 0.08 Net GEX 2.3K -5.6K 8.6K 2.2K 8.6K Net DEX 202.4K -175.1K 565.2K -9.2K -175.1K Net VEX -1.9K -2.7K -1.2K -2.7K -2.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.27 0.00 5.33 0.00 0.02 Total Volume 2.526 0 11 1 3 Total OI 56.842 41 72 59 50
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 2021-01-04 $574.40 $460.00 82.6% 22.0% 67.5% 18.0% 0.0% -7.8% -0.4% 2.2K -9.2K -2.7K 0.00 44.36 N/A N/A 1 0 45 14 2021-01-05 $518.60 $460.00 88.0% 22.0% 64.3% 19.9% 76.0% -3.4% 2.9% 2.1K 186.1K -2.2K 1.18 43.78 N/A N/A 2 2 46 14 2021-01-06 $490.60 $500.00 96.2% 22.4% 64.7% 22.8% 76.8% -5.1% -2.2% 716 260.9K -2.2K 0.67 44.04 N/A N/A 1 1 47 15 2021-01-07 $471.80 $500.00 69.5% 19.0% 64.9% 13.4% 74.5% -9.9% 5.1% 291 397.6K -1.7K 2.48 33.67 N/A N/A 1 3 48 16 2021-01-08 $476.40 $500.00 78.1% 20.0% 65.1% 16.5% 74.5% -5.4% 1.1% -5.3K 458.5K -1.9K 5.33 43.30 N/A N/A 0 1 48 19 2021-01-11 $462.60 $500.00 80.1% 22.2% 62.2% 17.2% 77.3% -4.9% -4.5% -5.6K 517.0K -1.6K 0.25 33.20 N/A N/A 2 1 48 19 2021-01-12 $427.60 $500.00 80.1% 21.1% 66.4% 17.2% 74.9% -6.3% 5.1% -1.3K 558.6K -1.3K 3.00 49.34 N/A N/A 0 0 50 19 2021-01-13 $438.20 $500.00 71.8% 20.6% 62.5% 14.2% 0.0% -4.6% -16.6% -1.2K 557.7K -1.4K 0.00 71.02 N/A N/A 0 0 50 19 2021-01-14 $408.80 $500.00 71.4% 20.5% 65.5% 14.1% 75.6% -0.3% 13.0% 2.0K 565.2K -1.2K 0.11 61.99 N/A N/A 4 1 50 19 2021-01-15 $445.40 $460.00 73.7% 21.1% 74.1% 14.9% 75.5% -5.6% 3.4% 40 530.2K -1.3K 4.76 53.45 N/A N/A 2 9 53 19 2021-01-19 $424.60 $600.00 72.8% 20.9% 75.0% 14.3% 74.0% -3.5% 2.0% 3.2K 59.5K -1.3K 0.83 55.84 N/A N/A 1 1 34 7 2021-01-20 $424.80 $600.00 70.9% 20.3% 72.9% 13.2% 70.7% -2.9% 1.1% 3.4K 53.4K -1.4K 4.00 42.78 N/A N/A 0 1 34 8 2021-01-21 $449.80 $600.00 72.3% 20.7% 76.0% 13.5% 74.1% -6.7% 2.7% 3.9K 6.2K -1.7K 0.75 29.69 N/A N/A 3 2 34 9 2021-01-22 $455.40 $500.00 73.1% 21.0% 74.7% 13.8% 74.7% -4.8% -0.2% 5.2K 39.4K -2.0K 0.32 67.83 N/A N/A 1 0 37 11 2021-01-25 $467.00 $500.00 79.3% 22.7% 74.3% 15.1% 79.2% -6.2% 2.8% 5.6K 8.5K -2.0K 0.25 58.70 N/A N/A 2 1 37 11 2021-01-26 $482.40 $500.00 78.7% 22.6% 74.6% 14.3% 81.5% 5.1% -0.3% 6.1K -3.8K -2.0K 0.10 78.95 N/A N/A 1 0 38 12 2021-01-27 $500.00 $500.00 96.2% 27.6% 76.1% 20.6% 84.0% 28.7% -26.9% 7.0K -120.4K -2.6K 0.00 125.10 N/A N/A 1 0 38 12 2021-01-28 $485.60 $500.00 100.1% 28.7% 76.3% 22.0% 96.6% -11.6% -23.7% 6.3K -44.3K -2.2K 0.00 109.48 N/A N/A 0 0 38 12 2021-01-29 $518.80 $500.00 88.9% 25.5% 80.3% 18.0% 85.4% -15.3% 5.2% 8.6K -175.1K -2.6K 0.02 91.83 N/A N/A 3 0 38 12
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