DUG Options History — August 2021

In August 2021, DUG traded between $259.80 and $310.40. ATM implied volatility averaged 58.3%, placing in the 9.7% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 2.7% (HV 20d: 55.7%). Max pain ranged from $240.00 to $280.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 2.12.

Notable Days

  • 2021-08-19: Highest Volume — 14 contracts
  • 2021-08-11: Largest IV spike — 57.8% change
  • 2021-08-11: Highest IV Rank — 27.1%
  • 2021-08-11: Largest Expected Move — 24.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$274.70$259.80$310.40$272.20$271.80
Max Pain$267.27$240.00$280.00$240.00$260.00
ATM IV58.3%49.9%86.7%64.8%51.3%
Expected Move17.0%14.3%24.9%18.6%14.7%
HV 20d55.7%42.1%63.4%63.4%55.4%
HV 60d57.2%54.8%59.2%58.9%57.6%
IV Rank9.7%4.6%27.1%13.7%5.4%
IV Percentile19.8%3.2%91.3%30.2%5.2%
Term Structure5.2%-6.7%46.4%-3.2%4.8%
VWIV56.0%32.8%71.0%64.5%46.2%
Skew 25d-13.2%-73.2%-1.4%-10.1%-5.5%
Skew 10d-24.7%-57.1%44.4%-26.9%-12.0%
Call IV 25d70.9%56.2%130.5%69.5%56.2%
Put IV 25d57.7%47.8%118.8%59.4%50.7%
Bid-Ask Spread %64.2130.55120.2273.9064.54
Gamma HHI0.140.110.180.130.12
Net GEX8.6K3.0K20.0K6.6K9.0K
Net DEX-447.2K-934.8K-284.3K-400.3K-365.8K
Net VEX-2.8K-3.3K-2.2K-2.8K-2.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.120.0024.001.741.67
Total Volume3.13601430
Total OI92.045811038488

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$272.20$240.0064.8%18.6%63.4%13.7%64.5%-10.1%-3.2%6.6K-400.3K-2.8K1.7473.90N/AN/A125925
2021-08-03$264.40$240.0059.4%17.0%61.9%10.4%58.9%-13.3%2.5%5.2K-361.1K-2.9K0.0070.66N/AN/A106425
2021-08-04$276.00$260.0058.8%16.9%62.6%10.0%40.0%-4.1%1.1%6.9K-462.6K-3.1K0.2794.18N/AN/A216527
2021-08-05$270.60$280.0059.9%17.8%63.1%10.7%61.5%-11.8%-6.7%6.6K-384.5K-3.1K0.0036.21N/AN/A006627
2021-08-06$266.80$280.0050.9%16.6%60.9%5.1%58.7%-11.4%-1.5%5.3K-384.7K-2.9K10.0041.58N/AN/A016627
2021-08-09$272.20$280.0055.2%17.9%61.1%7.8%57.2%-14.3%-2.3%8.0K-424.5K-3.0K0.0069.55N/AN/A006627
2021-08-10$263.20$280.0054.9%16.7%62.5%7.7%0.0%-9.6%-1.8%5.6K-354.9K-2.9K24.0088.12N/AN/A016628
2021-08-11$259.80$280.0086.7%24.9%58.8%27.1%71.0%-1.4%46.4%3.0K-284.3K-2.8K0.74120.22N/AN/A116628
2021-08-12$260.60$280.0058.8%16.9%58.1%10.0%59.0%-6.5%0.7%4.8K-336.9K-2.8K0.7876.97N/AN/A326629
2021-08-13$266.40$260.0058.2%16.7%55.1%9.6%0.0%-7.7%2.4%5.5K-322.5K-2.7K0.0069.62N/AN/A106830
2021-08-16$277.00$260.0058.9%16.9%50.3%10.1%55.9%-10.2%0.3%10.6K-507.9K-2.8K1.4335.00N/AN/A127032
2021-08-17$282.20$260.0055.0%15.8%49.0%7.7%52.6%-12.9%7.0%12.1K-601.5K-2.9K0.3130.55N/AN/A317132
2021-08-18$290.60$260.0060.2%17.2%42.1%10.8%56.4%-73.2%45.3%14.2K-787.0K-3.3K0.0097.50N/AN/A207230
2021-08-19$310.40$260.0069.3%19.9%47.1%16.4%65.4%-17.9%-1.0%20.0K-881.0K-3.0K0.0065.68N/AN/A1407031
2021-08-20$305.60$260.0057.6%16.5%47.7%9.3%32.8%-20.8%3.4%15.6K-934.8K-3.0K0.0090.20N/AN/A207231
2021-08-23$283.20$260.0056.8%16.3%52.8%8.8%47.9%-8.4%0.7%10.5K-441.3K-2.3K0.1046.46N/AN/A305724
2021-08-24$273.80$260.0056.0%16.1%53.7%8.3%55.1%-13.3%7.2%8.9K-353.2K-2.3K0.1348.06N/AN/A415724
2021-08-25$269.60$280.0050.7%14.5%53.3%5.1%70.1%-8.4%0.4%7.5K-286.8K-2.2K0.0092.43N/AN/A205824
2021-08-26$277.00$280.0059.3%17.0%53.7%10.3%63.3%-11.9%-0.2%9.9K-381.6K-2.6K0.0036.65N/AN/A1006225
2021-08-27$262.80$280.0050.8%14.6%55.8%5.1%52.2%-10.5%5.5%7.6K-296.9K-2.6K0.4732.47N/AN/A526325
2021-08-30$267.20$280.0049.9%14.3%56.1%4.6%51.7%-6.7%2.7%6.3K-285.1K-2.2K5.0032.09N/AN/A005725
2021-08-31$271.80$260.0051.3%14.7%55.4%5.4%46.2%-5.5%4.8%9.0K-365.8K-2.4K1.6764.54N/AN/A006127