DUG Options History — June 2021

In June 2021, DUG traded between $222.80 and $251.80. ATM implied volatility averaged 53.6%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded below realized volatility by 1.1% (HV 20d: 54.7%). Max pain ranged from $240.00 to $320.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.26.

Notable Days

  • 2021-06-29: Highest Volume — 43 contracts
  • 2021-06-24: Largest IV spike — 31.7% change
  • 2021-06-18: Highest IV Rank — 11.6%
  • 2021-06-04: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$231.64$222.80$251.80$241.80$232.80
Max Pain$266.36$240.00$320.00$280.00$240.00
ATM IV53.6%42.7%61.4%58.7%53.2%
Expected Move16.1%12.2%23.1%16.8%15.3%
HV 20d54.7%47.0%61.9%61.3%52.9%
HV 60d54.9%51.5%57.3%56.9%55.5%
IV Rank6.8%0.2%11.6%10.0%6.6%
IV Percentile4.8%0.4%14.3%5.6%4.8%
Term Structure4.3%-14.0%21.6%-14.0%5.7%
VWIV56.9%48.8%74.9%50.9%53.2%
Skew 25d-5.4%-13.2%7.6%-3.8%7.6%
Skew 10d-11.7%-31.7%23.5%-5.2%8.9%
Call IV 25d58.6%38.2%73.0%52.0%38.2%
Put IV 25d53.2%40.8%60.5%48.2%45.9%
Bid-Ask Spread %50.3316.29104.1046.4291.84
Gamma HHI0.220.140.400.210.19
Net GEX-1.9K-4.7K-311-791-1.1K
Net DEX60.8K-55.9K192.5K63.2K-17.3K
Net VEX-1.2K-1.5K-574-710-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.001.050.250.00
Total Volume5.95504314
Total OI49.95533623362

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$241.80$280.0058.7%16.8%61.3%10.0%50.9%-3.8%-14.0%-79163.2K-7100.2546.42N/AN/A102013
2021-06-02$233.20$280.0053.8%15.4%61.9%7.0%54.9%-6.1%9.5%-2.3K102.7K-6340.8763.45N/AN/A112113
2021-06-03$231.40$320.0054.1%17.2%58.6%7.1%59.8%-9.5%-4.4%-2.5K107.3K-6690.0585.81N/AN/A102114
2021-06-04$228.00$300.0046.9%23.1%58.7%2.7%0.0%-4.9%-0.5%-2.7K105.8K-6630.0031.73N/AN/A002214
2021-06-07$230.20$300.0054.1%17.3%57.4%7.1%0.0%-8.1%-0.8%-2.8K96.5K-6660.0020.81N/AN/A002514
2021-06-08$225.60$300.0046.5%15.6%57.6%2.5%63.9%-10.3%6.3%-3.1K108.0K-6330.0020.53N/AN/A002514
2021-06-09$228.00$300.0052.6%15.1%52.1%6.2%0.0%2.6%21.6%-3.4K115.3K-5740.00104.10N/AN/A0102514
2021-06-10$227.60$300.0053.5%15.3%52.1%6.8%0.0%-4.3%7.2%-4.7K192.5K-9880.0125.24N/AN/A1002520
2021-06-11$230.20$300.0058.0%16.6%51.5%9.5%0.0%-11.9%2.9%-3.8K106.1K-1.4K0.0044.74N/AN/A003520
2021-06-14$233.00$300.0053.4%15.3%48.5%6.7%54.4%-6.4%6.3%-3.7K94.6K-1.3K0.1832.56N/AN/A313520
2021-06-15$223.60$240.0053.0%15.2%48.2%6.5%0.0%-13.2%8.6%-1.9K94.9K-1.4K0.0028.26N/AN/A103820
2021-06-16$223.80$240.0054.9%15.7%47.0%7.6%55.9%-5.1%6.4%-97085.8K-1.4K0.0094.99N/AN/A103820
2021-06-17$240.40$240.0052.7%15.1%48.6%6.3%48.8%-1.3%-13.1%-1.8K19.3K-1.4K0.2141.99N/AN/A203820
2021-06-18$251.80$240.0061.4%17.6%51.8%11.6%59.9%-4.5%1.6%-694-55.9K-1.5K0.1827.61N/AN/A204020
2021-06-21$234.00$240.0056.3%16.1%57.7%8.5%74.9%-8.4%9.5%-1.2K12.3K-1.5K0.6748.52N/AN/A213119
2021-06-22$229.40$240.0053.1%15.2%57.8%6.5%51.0%-7.3%2.8%-1.6K45.1K-1.4K0.4888.61N/AN/A113320
2021-06-23$227.20$240.0042.7%12.2%55.1%0.2%67.0%-12.9%14.1%-1.3K49.4K-1.4K1.0582.82N/AN/A19203419
2021-06-24$224.60$240.0056.2%16.1%54.9%8.4%53.7%1.5%2.5%-72323.7K-1.5K0.0253.14N/AN/A503619
2021-06-25$222.80$240.0050.4%14.4%54.7%4.9%49.5%-4.1%11.9%-75445.9K-1.5K0.1031.25N/AN/A104119
2021-06-28$237.80$240.0059.0%16.9%60.6%10.1%0.0%-3.2%5.3%-580-18.3K-1.4K0.0026.47N/AN/A004219
2021-06-29$238.80$240.0054.4%15.6%53.7%7.3%56.3%-4.3%4.8%-311-39.0K-1.5K0.8516.29N/AN/A23204219
2021-06-30$232.80$240.0053.2%15.3%52.9%6.6%53.2%7.6%5.7%-1.1K-17.3K-1.4K0.0091.84N/AN/A404319