DUG Options History — October 2021

In October 2021, DUG traded between $171.20 and $209.40. ATM implied volatility averaged 58.0%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 5.5% (HV 20d: 52.5%). Max pain ranged from $180.00 to $220.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.39.

Notable Days

  • 2021-10-21: Highest Volume — 37 contracts
  • 2021-10-11: Largest IV spike — 46.1% change
  • 2021-10-01: Highest IV Rank — 29.1%
  • 2021-10-01: Largest Expected Move — 25.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$186.80$171.20$209.40$209.40$179.20
Max Pain$198.10$180.00$220.00$220.00$180.00
ATM IV58.0%37.5%90.0%90.0%53.7%
Expected Move17.1%15.0%25.8%25.8%15.4%
HV 20d52.5%38.4%65.3%63.5%39.7%
HV 60d56.4%53.5%61.0%60.9%53.6%
IV Rank11.6%0.0%29.1%29.1%9.6%
IV Percentile25.2%0.0%92.9%92.9%13.5%
Term Structure0.9%-96.7%83.2%-96.7%2.3%
VWIV62.4%49.9%103.7%68.1%54.5%
Skew 25d-9.6%-39.0%-1.0%-39.0%-5.6%
Skew 10d-13.6%-38.0%83.0%-38.0%6.4%
Call IV 25d66.5%55.6%82.0%82.0%59.6%
Put IV 25d56.9%43.0%67.5%43.0%54.0%
Bid-Ask Spread %64.5926.7597.7590.5526.75
Gamma HHI0.370.180.530.180.36
Net GEX6.3K94611.1K1.9K7.3K
Net DEX45.2K-52.4K206.4K15.8K-16.0K
Net VEX-1.7K-2.3K-1.4K-1.8K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.002.700.020.22
Total Volume16.952037337
Total OI100.476701349289

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$209.40$220.0090.0%25.8%63.5%29.1%68.1%-39.0%-96.7%1.9K15.8K-1.8K0.0290.55N/AN/A306626
2021-10-04$201.20$220.0077.0%18.4%63.9%21.2%69.9%-17.1%-3.2%1.2K106.8K-1.6K0.0193.59N/AN/A2206726
2021-10-05$199.40$220.0068.1%18.5%63.3%15.7%68.8%-13.9%0.9%946144.1K-1.6K0.0280.76N/AN/A1006826
2021-10-06$205.20$200.0066.8%19.1%64.0%14.9%67.7%-10.8%-1.5%6.8K-47.3K-2.2K0.0848.25N/AN/A618426
2021-10-07$201.00$200.0063.0%18.0%63.9%12.6%0.0%-12.1%2.1%8.8K-36.5K-2.3K0.0074.98N/AN/A009326
2021-10-08$189.00$200.0037.5%18.4%65.3%0.0%68.8%-4.4%5.7%6.7K82.3K-2.0K0.0773.78N/AN/A1219526
2021-10-11$189.60$200.0054.9%18.0%64.3%10.3%64.7%-9.7%-2.6%6.2K121.1K-1.8K1.5046.35N/AN/A119526
2021-10-12$191.00$200.0045.9%17.9%62.8%5.0%103.7%-10.8%0.9%11.1K97.5K-1.9K2.7032.71N/AN/A1110127
2021-10-13$188.60$200.0057.9%16.6%58.0%12.1%56.9%-2.8%2.9%9.4K138.8K-1.8K0.8857.62N/AN/A1010228
2021-10-14$185.20$200.0059.0%16.9%56.8%12.8%58.3%-1.0%83.2%6.0K195.1K-1.6K0.0092.58N/AN/A2010229
2021-10-15$182.20$200.0054.6%15.7%55.3%10.2%62.9%-9.3%4.0%4.8K206.4K-1.6K0.1472.85N/AN/A6110430
2021-10-18$182.40$200.0052.3%15.0%45.5%8.8%54.4%-3.2%2.3%5.3K47.2K-1.4K0.4332.11N/AN/A635218
2021-10-19$178.80$200.0052.7%15.1%45.4%9.0%49.9%-3.6%3.5%6.1K26.1K-1.5K0.0044.30N/AN/A105818
2021-10-20$176.60$200.0053.4%15.3%42.7%9.4%57.8%-5.1%4.0%7.3K-30.9K-1.8K0.2587.52N/AN/A2676421
2021-10-21$182.20$200.0055.0%15.8%42.6%10.4%57.1%-4.0%1.9%9.0K-38.7K-1.7K0.2279.30N/AN/A3076521
2021-10-22$179.20$200.0054.1%15.5%42.6%9.8%50.9%-7.6%2.4%7.2K-13.1K-1.7K0.2527.40N/AN/A2776321
2021-10-25$173.40$180.0054.8%15.7%38.4%10.3%55.0%-8.6%2.8%5.8K23.9K-1.4K0.2646.86N/AN/A2676421
2021-10-26$171.20$180.0056.4%16.2%38.4%11.2%53.2%-8.7%4.1%5.5K21.1K-1.5K0.2555.76N/AN/A2776521
2021-10-27$179.80$180.0055.4%15.9%44.0%10.6%60.5%-6.0%-0.6%7.7K-42.3K-1.7K0.2594.63N/AN/A2776622
2021-10-28$178.20$180.0055.4%15.9%42.3%10.6%64.7%-18.9%0.3%8.1K-52.4K-1.7K0.2397.75N/AN/A2876721
2021-10-29$179.20$180.0053.7%15.4%39.7%9.6%54.5%-5.6%2.3%7.3K-16.0K-1.6K0.2226.75N/AN/A3076722