DUG Options History — May 2021 In May 2021, DUG traded between $242.00 and $283.00. ATM implied volatility averaged 61.9%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 2.0% (HV 20d: 60.0%). Max pain ranged from $260.00 to $300.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.97.
Notable Days 2021-05-05 : Highest Volume — 8 contracts2021-05-11 : Largest IV spike — 34.1% change2021-05-12 : Highest IV Rank — 22.1%2021-05-12 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $261.60 $242.00 $283.00 $282.20 $262.00 Max Pain $285.00 $260.00 $300.00 $300.00 $280.00 ATM IV 61.9% 51.9% 78.6% 56.0% 51.9% Expected Move 17.4% 14.9% 22.5% 16.1% 14.9% HV 20d 60.0% 53.0% 66.4% 53.0% 58.4% HV 60d 58.1% 56.5% 59.6% 59.6% 56.5% IV Rank 11.9% 5.8% 22.1% 8.3% 5.8% IV Percentile 12.4% 0.8% 59.1% 1.2% 0.8% Term Structure 7.3% -31.6% 48.0% -2.1% 7.3% VWIV 61.6% 50.5% 72.3% 65.8% 62.1% Skew 25d -2.2% -25.6% 34.0% -4.1% -7.8% Skew 10d -8.6% -55.9% 21.4% -22.6% -5.0% Call IV 25d 62.5% 45.3% 74.5% 61.5% 58.8% Put IV 25d 60.4% 44.0% 79.2% 57.4% 51.0% Bid-Ask Spread % 95.22 39.52 136.50 78.14 43.75 Gamma HHI 0.24 0.15 0.70 0.15 0.22 Net GEX -5.0K -27.7K 1.5K -2.3K 954 Net DEX 99.8K -12.1K 207.5K 31.4K 8.5K Net VEX -811 -959 -682 -902 -777 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.97 0.00 10.00 0.00 0.23 Total Volume 1.8 0 8 0 1 Total OI 32.55 26 36 30 32
Daily Data (20 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 2021-05-03 $282.20 $300.00 56.0% 16.1% 53.0% 8.3% 0.0% -4.1% -2.1% -2.3K 31.4K -902 0.00 78.14 N/A N/A 0 0 15 15 2021-05-04 $283.00 $300.00 61.7% 17.7% 53.0% 11.8% 65.8% -3.4% -3.5% -2.3K 32.7K -901 0.00 100.42 N/A N/A 1 0 15 15 2021-05-05 $265.60 $300.00 68.8% 19.7% 57.0% 16.1% 72.3% 1.8% 48.0% -2.6K 64.9K -947 3.81 136.50 N/A N/A 2 6 16 15 2021-05-06 $262.80 $300.00 71.8% 18.6% 55.4% 18.0% 0.0% -0.4% 2.1% -4.2K 94.3K -933 4.64 109.26 N/A N/A 1 3 16 17 2021-05-07 $252.00 $300.00 62.0% 15.3% 56.0% 12.0% 64.6% 2.6% 9.3% -5.1K 129.3K -853 9.00 108.79 N/A N/A 0 1 16 17 2021-05-10 $249.00 $300.00 55.0% 17.1% 55.2% 7.7% 62.8% 11.6% 3.3% -5.6K 207.5K -690 0.23 111.11 N/A N/A 1 0 15 18 2021-05-11 $265.40 $300.00 73.8% 18.1% 61.5% 19.2% 0.0% -10.1% -0.1% -6.2K 130.8K -820 0.00 113.21 N/A N/A 0 0 16 18 2021-05-12 $262.40 $300.00 78.6% 22.5% 59.1% 22.1% 0.0% 34.0% -31.6% -2.9K 78.9K -959 0.00 132.79 N/A N/A 2 0 16 18 2021-05-13 $267.80 $300.00 71.5% 20.5% 59.6% 17.8% 0.0% -4.2% 8.7% -6.6K 112.3K -860 0.00 106.37 N/A N/A 1 0 16 18 2021-05-14 $253.00 $300.00 58.8% 16.9% 61.4% 10.0% 60.0% -1.8% 15.6% -5.9K 162.4K -776 1.40 101.62 N/A N/A 1 1 16 18 2021-05-17 $242.00 $260.00 59.7% 17.1% 62.2% 10.5% 59.1% -25.6% 13.8% -4.6K 198.7K -748 1.00 77.62 N/A N/A 1 1 16 19 2021-05-18 $248.00 $260.00 58.9% 16.9% 59.2% 10.0% 50.5% -4.8% 8.1% -5.3K 201.9K -758 0.00 41.23 N/A N/A 1 0 17 19 2021-05-19 $264.40 $260.00 66.5% 19.1% 65.0% 14.7% 0.0% -8.0% 2.2% -8.1K 129.8K -840 0.08 107.98 N/A N/A 1 0 17 19 2021-05-20 $262.20 $260.00 62.1% 17.8% 64.2% 12.0% 63.4% -9.6% 6.1% -8.1K 161.7K -760 10.00 77.10 N/A N/A 0 3 17 19 2021-05-21 $260.60 $260.00 61.7% 17.7% 64.2% 11.8% 62.4% -7.7% 7.1% -27.7K 161.1K -724 0.00 105.66 N/A N/A 0 0 17 19 2021-05-24 $257.00 $280.00 58.3% 16.7% 64.2% 9.7% 59.8% -3.5% 8.5% -2.3K 54.6K -703 0.00 86.64 N/A N/A 1 0 13 13 2021-05-25 $267.80 $280.00 53.3% 15.3% 66.4% 6.6% 62.6% 7.5% 23.2% -2.5K 43.6K -682 0.02 116.64 N/A N/A 5 0 13 13 2021-05-26 $262.00 $280.00 52.0% 14.9% 62.1% 5.8% 56.3% -2.3% 16.5% 1.5K -12.1K -809 5.00 109.97 N/A N/A 0 0 18 13 2021-05-27 $262.80 $280.00 56.5% 16.2% 62.1% 8.6% 62.1% -7.7% 4.2% 328 3.3K -777 0.00 39.52 N/A N/A 2 0 18 13 2021-05-28 $262.00 $280.00 51.9% 14.9% 58.4% 5.8% 0.0% -7.8% 7.3% 954 8.5K -777 0.23 43.75 N/A N/A 1 0 19 13
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