DUG Options History — February 2021 In February 2021, DUG traded between $311.80 and $508.80. ATM implied volatility averaged 85.4%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 12.9% (HV 20d: 72.5%). Max pain ranged from $340.00 to $500.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.52.
Notable Days 2021-02-22 : Highest Volume — 10 contracts2021-02-24 : Largest IV spike — 53.8% change2021-02-24 : Highest IV Rank — 27.4%2021-02-24 : Largest Expected Move — 37.3%Monthly Statistics Metric Avg Min Max Open Close Price $395.44 $311.80 $508.80 $508.80 $333.00 Max Pain $400.00 $340.00 $500.00 $500.00 $340.00 ATM IV 85.4% 71.7% 130.3% 85.5% 87.9% Expected Move 24.0% 20.6% 37.3% 24.5% 25.2% HV 20d 72.5% 65.2% 80.5% 80.2% 68.8% HV 60d 84.6% 71.3% 106.9% 106.2% 71.3% IV Rank 15.4% 10.9% 27.4% 16.8% 10.9% IV Percentile 53.6% 23.4% 87.7% 63.1% 65.5% Term Structure -4.5% -77.4% 19.5% 12.5% -8.2% VWIV 81.1% 71.3% 106.1% 85.1% 83.0% Skew 25d -4.5% -38.9% 20.6% 20.5% -2.4% Skew 10d -5.3% -33.5% 43.7% -7.3% -9.4% Call IV 25d 89.9% 67.4% 149.3% 149.3% 80.7% Put IV 25d 85.3% 47.9% 169.8% 169.8% 78.3% Bid-Ask Spread % 98.64 68.49 131.23 119.33 104.65 Gamma HHI 0.12 0.07 0.24 0.07 0.22 Net GEX 2.4K -804 6.0K 6.0K 3.0K Net DEX 145.7K -63.4K 283.5K -63.4K 30.0K Net VEX -1.0K -2.1K -551 -2.1K -954 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.00 4.00 0.00 0.03 Total Volume 1.789 0 10 1 2 Total OI 49.158 40 52 48 52
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 2021-02-01 $508.80 $500.00 85.5% 24.5% 80.2% 16.8% 0.0% 20.5% 12.5% 6.0K -63.4K -2.1K 0.00 119.33 N/A N/A 1 0 36 12 2021-02-02 $496.20 $500.00 75.7% 21.7% 80.5% 13.2% 85.1% -13.7% 19.5% 6.0K 10.2K -1.7K 0.00 105.44 N/A N/A 1 0 36 12 2021-02-03 $459.00 $500.00 106.0% 30.4% 77.1% 24.1% 74.3% 11.7% -36.7% 5.1K 16.7K -1.8K 0.15 131.23 N/A N/A 1 0 35 12 2021-02-04 $451.00 $360.00 81.7% 23.1% 75.0% 15.4% 0.0% 20.6% 0.1% 4.5K 124.8K -1.4K 0.00 89.03 N/A N/A 1 0 35 12 2021-02-05 $439.60 $360.00 80.0% 23.1% 74.3% 14.8% 75.2% 2.0% -4.8% 4.1K 163.4K -1.2K 2.50 85.72 N/A N/A 0 0 36 12 2021-02-08 $402.00 $420.00 102.5% 21.4% 80.1% 22.9% 0.0% -5.3% -20.2% 1.0K 234.4K -730 0.00 105.86 N/A N/A 1 0 36 12 2021-02-09 $411.00 $420.00 77.7% 21.8% 80.4% 14.0% 80.2% 17.7% 6.9% 1.7K 227.6K -925 0.06 82.97 N/A N/A 2 0 37 12 2021-02-10 $401.00 $420.00 75.3% 21.6% 76.1% 13.1% 82.9% -7.2% 0.9% 3.1K 192.9K -1.1K 0.00 125.88 N/A N/A 1 0 39 12 2021-02-11 $410.60 $420.00 73.8% 21.2% 76.0% 12.5% 73.6% -3.4% 14.5% 2.9K 208.0K -959 0.07 68.49 N/A N/A 1 0 39 12 2021-02-12 $397.80 $400.00 71.7% 20.6% 72.8% 11.8% 71.3% -13.9% -14.5% 2.8K 162.9K -1.3K 0.43 75.97 N/A N/A 2 1 39 12 2021-02-16 $375.00 $400.00 74.6% 21.4% 67.8% 12.8% 77.3% -0.9% 16.0% -716 266.9K -718 0.50 73.07 N/A N/A 1 0 38 12 2021-02-17 $366.40 $400.00 75.8% 21.7% 66.4% 13.2% 74.6% -4.1% 4.8% -804 283.5K -614 0.32 82.06 N/A N/A 2 1 39 12 2021-02-18 $382.00 $340.00 86.1% 24.7% 68.6% 17.0% 76.6% -15.3% 2.6% 164 238.7K -774 4.00 91.64 N/A N/A 0 0 40 12 2021-02-19 $369.00 $340.00 75.6% 21.7% 65.2% 13.0% 75.5% -32.0% 1.3% 1.0K 274.5K -640 0.00 86.94 N/A N/A 0 0 40 12 2021-02-22 $343.00 $400.00 86.0% 24.7% 68.3% 15.2% 84.9% -6.7% -0.3% 414 106.8K -551 0.48 104.87 N/A N/A 7 3 33 7 2021-02-23 $333.00 $380.00 84.7% 24.3% 66.9% 11.3% 81.0% -3.6% 1.5% 2.0K 85.1K -786 0.18 105.69 N/A N/A 1 0 39 10 2021-02-24 $311.80 $360.00 130.3% 37.3% 66.3% 27.4% 106.1% -38.9% -77.4% 1.7K 77.0K -782 0.86 130.55 N/A N/A 1 1 40 9 2021-02-25 $323.20 $340.00 92.0% 26.4% 66.4% 12.5% 96.0% -10.8% -4.9% 999 128.3K -679 0.22 104.75 N/A N/A 2 1 41 10 2021-02-26 $333.00 $340.00 87.9% 25.2% 68.8% 10.9% 83.0% -2.4% -8.2% 3.0K 30.0K -954 0.03 104.65 N/A N/A 2 0 42 10
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