DUG Options History — July 2021

In July 2021, DUG traded between $224.40 and $301.80. ATM implied volatility averaged 58.1%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded below realized volatility by 3.6% (HV 20d: 61.7%). Max pain ranged from $220.00 to $240.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2021-07-27: Highest Volume — 12 contracts
  • 2021-07-19: Largest IV spike — 19.8% change
  • 2021-07-27: Highest IV Rank — 17.2%
  • 2021-07-27: Largest Expected Move — 20.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$260.46$224.40$301.80$224.40$270.40
Max Pain$237.14$220.00$240.00$240.00$240.00
ATM IV58.1%47.2%70.6%48.7%59.6%
Expected Move16.9%13.5%20.3%14.0%17.1%
HV 20d61.7%54.3%67.3%54.4%63.4%
HV 60d59.0%55.5%62.7%55.9%58.9%
IV Rank9.6%2.9%17.2%3.9%10.5%
IV Percentile17.1%2.0%46.4%2.0%19.8%
Term Structure5.2%-5.1%53.6%9.9%3.6%
VWIV65.5%46.5%96.0%46.5%57.9%
Skew 25d-10.3%-19.4%17.6%-9.7%-11.1%
Skew 10d-27.3%-57.0%8.7%-2.6%-34.7%
Call IV 25d66.5%40.8%81.9%50.8%69.0%
Put IV 25d56.3%39.9%68.4%41.2%57.9%
Bid-Ask Spread %65.1528.93120.3428.9364.90
Gamma HHI0.170.100.390.160.14
Net GEX2.1K-4.6K6.4K2.1K6.4K
Net DEX-217.6K-362.2K767767-362.2K
Net VEX-1.8K-2.6K-1.2K-1.5K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.005.590.210.02
Total Volume4.66701236
Total OI64.14347786678

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$224.40$240.0048.7%14.0%54.4%3.9%46.5%-9.7%9.9%2.1K767-1.5K0.2128.93N/AN/A214719
2021-07-02$225.60$240.0047.2%13.5%54.3%2.9%47.4%-7.3%9.4%2.6K-7.5K-1.5K0.0534.00N/AN/A604719
2021-07-06$239.40$220.0053.6%17.1%58.2%6.8%53.3%-4.7%-1.8%3.9K-264.5K-1.7K0.2331.36N/AN/A315320
2021-07-07$247.60$220.0055.8%16.9%58.6%8.2%55.9%-4.8%-0.1%1.5K-203.9K-1.6K0.0468.90N/AN/A304620
2021-07-08$251.40$220.0062.6%17.9%58.7%12.3%59.0%-6.7%-0.6%1.0K-194.3K-1.6K3.2363.67N/AN/A124420
2021-07-09$240.60$240.0052.5%16.8%61.2%6.2%58.9%-7.8%1.4%-2.0K-85.1K-1.6K0.0059.97N/AN/A404422
2021-07-12$239.80$240.0051.9%15.8%61.2%5.8%0.0%-7.6%4.7%-4.6K-60.4K-1.4K0.0046.12N/AN/A004422
2021-07-13$243.80$240.0057.2%16.3%61.3%9.0%0.0%-7.6%-0.5%-4.4K-109.4K-1.4K0.0043.38N/AN/A004422
2021-07-14$259.40$240.0049.9%14.3%62.5%4.6%96.0%17.6%6.7%617-217.7K-1.2K0.19120.34N/AN/A204422
2021-07-15$266.20$240.0056.6%16.2%62.8%8.7%0.0%-12.6%53.6%3.0K-291.5K-1.4K0.0066.25N/AN/A304422
2021-07-16$281.00$240.0058.2%16.7%60.8%9.6%52.2%-16.4%6.7%3.9K-295.2K-1.2K5.59110.21N/AN/A164222
2021-07-19$301.80$240.0069.7%20.0%63.5%16.7%76.9%-13.5%-5.1%3.6K-342.5K-1.8K0.0189.99N/AN/A703116
2021-07-20$289.80$240.0063.2%18.1%58.7%12.7%72.6%-17.4%12.4%4.8K-343.2K-2.0K0.0577.64N/AN/A703616
2021-07-21$269.40$240.0056.8%16.3%65.1%8.8%71.4%-17.7%6.4%2.9K-222.8K-2.0K0.1778.58N/AN/A414116
2021-07-22$276.00$240.0062.1%17.8%64.9%12.0%72.2%-15.4%5.7%3.7K-281.2K-2.3K0.5073.69N/AN/A004418
2021-07-23$278.20$240.0057.5%16.5%64.5%9.2%74.7%-14.1%2.4%4.3K-316.2K-2.3K0.0863.48N/AN/A714418
2021-07-26$265.60$240.0065.1%18.7%67.3%13.9%72.6%-19.4%-2.5%2.5K-226.3K-2.1K0.3241.33N/AN/A624418
2021-07-27$272.20$240.0070.6%20.3%64.3%17.2%82.3%-14.3%-2.4%2.4K-222.1K-2.0K0.0062.27N/AN/A1203918
2021-07-28$265.60$240.0063.3%18.1%65.2%12.7%64.1%-14.3%-3.0%2.4K-238.2K-2.1K0.7191.94N/AN/A214421
2021-07-29$261.40$240.0058.7%16.8%64.7%9.9%64.4%-10.5%2.8%4.3K-285.5K-2.5K1.1951.20N/AN/A345521
2021-07-30$270.40$240.0059.6%17.1%63.4%10.5%57.9%-11.1%3.6%6.4K-362.2K-2.6K0.0264.90N/AN/A605622