DUG Options History — April 2021 In April 2021, DUG traded between $284.40 and $332.20. ATM implied volatility averaged 76.4%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 26.7% (HV 20d: 49.7%). Max pain ranged from $280.00 to $300.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 2.60.
Notable Days 2021-04-13 : Highest Volume — 29 contracts2021-04-12 : Largest IV spike — 122.3% change2021-04-13 : Highest IV Rank — 100.0%2021-04-05 : Largest Expected Move — 34.9%Monthly Statistics Metric Avg Min Max Open Close Price $312.00 $284.40 $332.20 $295.60 $299.60 Max Pain $295.24 $280.00 $300.00 $300.00 $300.00 ATM IV 76.4% 42.4% 205.9% 70.5% 60.1% Expected Move 19.4% 12.2% 34.9% 20.2% 17.2% HV 20d 49.7% 41.2% 62.0% 62.0% 50.7% HV 60d 62.2% 57.7% 66.8% 66.8% 58.7% IV Rank 18.5% 0.0% 100.0% 8.0% 10.8% IV Percentile 27.5% 0.0% 100.0% 18.3% 3.2% Term Structure -5.2% -106.8% 36.1% 6.3% -2.6% VWIV 63.7% 42.0% 99.3% 69.2% 55.7% Skew 25d 0.0% -38.1% 61.4% 5.7% -2.1% Skew 10d -9.0% -85.2% 18.7% -6.6% -1.8% Call IV 25d 70.5% 40.1% 111.2% 62.5% 63.7% Put IV 25d 70.5% 37.2% 172.6% 68.1% 61.5% Bid-Ask Spread % 104.09 58.48 141.85 111.78 69.20 Gamma HHI 0.25 0.13 0.49 0.26 0.15 Net GEX 3.4K -1.6K 12.4K 5.2K -1.0K Net DEX -74.8K -155.6K 28.5K -78.1K -17.8K Net VEX -939 -1.4K -687 -936 -870 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.60 0.00 43.00 43.00 0.25 Total Volume 3.095 0 29 2 1 Total OI 46.619 26 65 60 30
Daily Data (21 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 2021-04-01 $295.60 $300.00 70.5% 20.2% 62.0% 8.0% 69.2% 5.7% 6.3% 5.2K -78.1K -936 43.00 111.78 N/A N/A 0 2 48 12 2021-04-05 $307.00 $280.00 95.6% 34.9% 57.3% 29.7% 0.0% 61.4% -45.8% 4.2K -56.7K -936 0.00 141.85 N/A N/A 3 0 47 14 2021-04-06 $308.00 $280.00 63.6% 17.8% 56.7% 3.0% 0.0% -5.3% 0.8% 8.1K -64.2K -847 0.00 109.35 N/A N/A 0 0 50 14 2021-04-07 $307.00 $280.00 65.5% 17.5% 55.0% 5.0% 0.0% -1.4% 0.8% 8.0K -75.3K -864 0.00 111.42 N/A N/A 0 0 50 14 2021-04-08 $316.20 $280.00 57.6% 17.0% 51.2% 0.0% 0.0% -11.8% 1.5% 10.4K -118.5K -798 0.18 64.78 N/A N/A 1 0 50 14 2021-04-09 $319.40 $280.00 54.9% 15.9% 51.1% 0.0% 57.4% -8.0% 0.4% 12.4K -147.3K -843 0.53 71.38 N/A N/A 3 2 51 14 2021-04-12 $324.00 $300.00 122.1% 17.4% 51.0% 64.7% 0.0% -5.7% 4.2% 321 -155.6K -829 0.70 111.88 N/A N/A 1 0 48 15 2021-04-13 $323.40 $300.00 205.9% 17.7% 50.9% 100.0% 99.3% -4.9% 8.3% 4.0K -103.7K -993 0.61 108.49 N/A N/A 18 11 48 15 2021-04-14 $305.80 $300.00 99.9% 28.6% 53.2% 29.8% 0.0% 42.3% -68.9% 3.7K -7.2K -859 0.35 126.25 N/A N/A 1 0 47 15 2021-04-15 $309.00 $300.00 44.9% 12.9% 53.2% 0.0% 53.2% -2.3% 30.8% 6.9K -22.0K -687 0.00 99.45 N/A N/A 0 0 48 15 2021-04-16 $314.00 $300.00 56.1% 16.1% 44.1% 6.9% 58.1% -2.1% -14.5% 652 -35.0K -720 1.30 120.76 N/A N/A 4 5 48 15 2021-04-19 $315.60 $300.00 57.1% 16.4% 43.8% 7.6% 70.3% -3.1% 25.1% -299 -62.0K -1.1K 0.00 126.51 N/A N/A 0 0 13 13 2021-04-20 $332.20 $300.00 71.4% 20.5% 46.9% 16.5% 68.7% -3.3% -9.1% 1.7K -105.3K -870 0.04 101.87 N/A N/A 2 0 13 13 2021-04-21 $322.20 $300.00 62.0% 17.8% 46.7% 10.6% 62.7% 5.4% 36.1% 1.3K -115.2K -1.1K 1.30 126.02 N/A N/A 1 2 15 13 2021-04-22 $328.20 $300.00 75.1% 21.5% 43.1% 18.8% 0.0% -14.9% 25.7% 899 -133.8K -1.4K 0.00 114.63 N/A N/A 0 0 16 14 2021-04-23 $322.80 $300.00 64.8% 18.6% 43.6% 12.4% 61.7% -6.6% -0.8% 2.0K -117.4K -1.1K 0.50 90.19 N/A N/A 0 0 16 14 2021-04-26 $318.60 $300.00 42.4% 12.2% 41.2% 0.0% 42.0% -2.9% 5.8% 2.4K -97.3K -1.0K 0.05 90.94 N/A N/A 2 0 16 14 2021-04-27 $310.40 $300.00 58.7% 16.8% 42.5% 9.9% 63.0% -1.4% 1.4% 1.1K -67.2K -1.0K 0.06 58.48 N/A N/A 4 0 15 14 2021-04-28 $288.60 $300.00 112.0% 32.1% 49.6% 42.6% 66.7% -38.1% -106.8% -56 -20.2K -1.1K 0.16 132.37 N/A N/A 1 0 14 14 2021-04-29 $284.40 $300.00 63.7% 18.3% 49.3% 13.0% 55.7% -0.5% -7.3% -1.6K 28.5K -938 0.33 98.41 N/A N/A 1 0 15 15 2021-04-30 $299.60 $300.00 60.1% 17.2% 50.7% 10.8% 0.0% -2.1% -2.6% -1.0K -17.8K -870 0.25 69.20 N/A N/A 1 0 15 15
« Mar 2021 | All History | May 2021 » Home DUG History April 2021