DUG Options History — September 2021

In September 2021, DUG traded between $215.60 and $279.60. ATM implied volatility averaged 60.6%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 1.4% (HV 20d: 59.2%). Max pain ranged from $220.00 to $260.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.38.

Notable Days

  • 2021-09-20: Highest Volume — 15 contracts
  • 2021-09-20: Largest IV spike — 23.5% change
  • 2021-09-15: Highest IV Rank — 19.6%
  • 2021-09-15: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$254.71$215.60$279.60$279.60$220.60
Max Pain$221.90$220.00$260.00$260.00$220.00
ATM IV60.6%50.4%74.4%56.4%65.8%
Expected Move17.5%16.0%21.3%16.2%18.9%
HV 20d59.2%54.2%64.7%54.2%62.8%
HV 60d58.8%56.8%61.6%57.7%60.1%
IV Rank11.1%4.9%19.6%8.5%14.3%
IV Percentile29.4%4.0%64.3%17.1%41.7%
Term Structure0.1%-10.6%16.4%-3.6%-0.1%
VWIV73.4%54.0%172.7%54.0%66.1%
Skew 25d-9.2%-23.0%4.4%-23.0%3.0%
Skew 10d-26.9%-47.6%-9.9%-9.9%-14.7%
Call IV 25d68.2%59.1%92.3%67.0%61.6%
Put IV 25d58.9%44.1%96.7%44.1%64.6%
Bid-Ask Spread %65.1020.50111.85111.8531.16
Gamma HHI0.150.120.330.140.16
Net GEX6.5K-1.2K13.9K10.2K1.8K
Net DEX-224.8K-420.3K92.9K-397.5K-20.0K
Net VEX-2.1K-2.5K-1.6K-2.2K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.380.0022.000.000.09
Total Volume2.28601503
Total OI88.61980958891

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$279.60$260.0056.4%16.2%54.2%8.5%54.0%-23.0%-3.6%10.2K-397.5K-2.2K0.00111.85N/AN/A006127
2021-09-02$267.80$220.0057.4%16.1%56.0%9.1%0.0%-13.3%1.5%7.5K-322.7K-2.4K0.5877.57N/AN/A216128
2021-09-03$269.00$220.0050.4%16.6%55.7%4.9%0.0%-9.8%1.2%8.6K-325.6K-2.3K0.0829.78N/AN/A106128
2021-09-07$271.40$220.0053.4%16.7%55.4%6.7%0.0%-10.0%-0.8%10.5K-359.1K-2.4K0.0057.87N/AN/A106329
2021-09-08$277.20$220.0057.7%16.5%54.4%9.3%0.0%-11.1%-0.3%10.8K-407.5K-2.4K0.0039.94N/AN/A006329
2021-09-09$275.60$220.0055.8%16.0%54.2%8.2%0.0%-10.0%3.2%11.1K-393.1K-2.4K22.0086.63N/AN/A016329
2021-09-10$277.20$220.0057.9%16.6%54.2%9.5%0.0%-5.3%1.8%10.7K-397.9K-2.1K0.0058.50N/AN/A006329
2021-09-13$262.20$220.0056.8%16.3%57.5%8.8%59.1%-9.8%-3.9%8.7K-272.3K-2.2K0.0053.69N/AN/A206330
2021-09-14$269.80$220.0065.8%18.9%56.6%14.3%69.5%-10.8%-10.6%8.8K-304.2K-2.1K0.0053.98N/AN/A106330
2021-09-15$248.60$220.0074.4%21.3%62.8%19.6%79.7%4.3%-3.3%4.3K-141.1K-2.1K0.20109.22N/AN/A006530
2021-09-16$252.80$220.0058.0%16.6%62.0%9.5%63.4%-11.3%16.4%7.7K-184.6K-2.2K0.0362.71N/AN/A206530
2021-09-17$257.80$220.0059.2%17.0%56.8%10.2%0.0%-8.9%3.0%13.9K-228.4K-2.2K0.0064.76N/AN/A006530
2021-09-20$276.40$220.0073.1%21.0%63.2%18.7%80.6%-18.0%-2.6%8.3K-420.3K-2.5K0.0143.18N/AN/A1505925
2021-09-21$269.60$220.0063.4%18.2%58.0%12.8%77.3%-6.5%-3.0%7.8K-374.1K-2.5K0.0095.80N/AN/A006125
2021-09-22$253.20$220.0061.5%17.6%60.9%11.7%60.5%-7.1%2.2%3.8K-179.0K-1.8K0.0596.17N/AN/A105525
2021-09-23$237.80$220.0056.5%16.2%64.3%8.6%56.1%-11.0%0.7%1.5K-81.1K-1.7K0.8742.14N/AN/A115525
2021-09-24$232.80$220.0057.1%16.4%63.3%8.9%61.3%-17.0%3.2%1.1K-52.1K-1.8K1.0865.45N/AN/A115625
2021-09-27$217.80$220.0060.3%17.3%64.7%10.9%60.8%-11.0%1.5%-1.2K81.8K-1.6K0.0494.10N/AN/A1015625
2021-09-28$216.20$220.0065.9%18.9%64.0%14.4%172.7%-12.0%-0.7%-1.2K92.9K-1.6K1.1420.50N/AN/A015626
2021-09-29$215.60$220.0066.6%19.1%63.2%14.8%66.6%4.4%-2.6%1.6K-35.1K-1.9K0.0072.02N/AN/A206526
2021-09-30$220.60$220.0065.8%18.9%62.8%14.3%66.1%3.0%-0.1%1.8K-20.0K-1.9K0.0931.16N/AN/A306526