DUG Options History — November 2021 In November 2021, DUG traded between $170.20 and $195.60. ATM implied volatility averaged 57.5%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 13.9% (HV 20d: 43.6%). Max pain ranged from $120.00 to $180.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.92.
Notable Days 2021-11-26 : Highest Volume — 94 contracts2021-11-30 : Largest IV spike — 27.4% change2021-11-30 : Highest IV Rank — 23.8%2021-11-30 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $179.69 $170.20 $195.60 $173.00 $191.80 Max Pain $157.14 $120.00 $180.00 $180.00 $180.00 ATM IV 57.5% 48.9% 77.7% 48.9% 77.7% Expected Move 16.5% 14.0% 22.3% 14.0% 22.3% HV 20d 43.6% 34.8% 56.6% 39.2% 56.1% HV 60d 52.9% 49.6% 54.7% 53.9% 54.7% IV Rank 11.9% 6.8% 23.8% 6.8% 23.8% IV Percentile 27.7% 3.6% 81.3% 3.6% 81.3% Term Structure -1.5% -38.8% 10.8% 0.6% -18.4% VWIV 59.8% 50.1% 81.0% 51.5% 74.1% Skew 25d -10.9% -183.3% 34.6% -22.5% -16.4% Skew 10d 9.1% -44.0% 250.8% 7.8% 5.4% Call IV 25d 72.5% 53.4% 234.5% 72.9% 89.2% Put IV 25d 61.6% 50.2% 110.7% 50.4% 72.8% Bid-Ask Spread % 70.89 30.02 122.42 103.59 39.59 Gamma HHI 0.22 0.16 0.31 0.28 0.21 Net GEX 9.1K 6.1K 12.7K 7.6K 11.1K Net DEX -152.5K -383.5K -5.2K -5.2K -383.5K Net VEX -2.1K -2.6K -1.4K -1.4K -2.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.17 1.99 0.17 1.99 Total Volume 65.619 41 94 47 84 Total OI 151.905 91 201 91 201
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-11-01 $173.00 $180.00 48.9% 14.0% 39.2% 6.8% 51.5% -22.5% 0.6% 7.6K -5.2K -1.4K 0.17 103.59 N/A N/A 40 7 69 22 2021-11-02 $176.80 $180.00 50.7% 14.5% 40.6% 7.8% 50.7% -5.5% -0.2% 8.8K -70.1K -1.9K 0.17 51.49 N/A N/A 39 7 80 22 2021-11-03 $180.40 $160.00 57.5% 16.5% 39.7% 11.9% 70.4% -183.3% -38.8% 11.7K -237.2K -2.2K 0.17 109.00 N/A N/A 39 7 82 22 2021-11-04 $180.00 $120.00 58.3% 15.1% 39.4% 12.3% 59.1% -0.4% 2.5% 11.7K -98.1K -1.9K 0.19 52.91 N/A N/A 35 7 82 22 2021-11-05 $174.60 $120.00 53.6% 16.2% 34.8% 9.5% 61.2% -2.7% -2.2% 8.9K -78.9K -1.9K 1.63 44.67 N/A N/A 35 57 82 22 2021-11-08 $171.20 $120.00 59.6% 17.1% 35.1% 13.1% 63.6% -1.0% -6.2% 7.5K -43.9K -2.0K 1.86 99.67 N/A N/A 31 57 82 72 2021-11-09 $170.20 $160.00 53.3% 15.6% 34.8% 9.4% 58.3% -1.2% -1.8% 8.7K -51.2K -2.1K 1.86 55.72 N/A N/A 31 57 83 72 2021-11-10 $179.40 $160.00 56.2% 16.1% 40.4% 11.1% 57.7% 24.2% 1.7% 8.2K -110.4K -2.3K 1.59 115.25 N/A N/A 36 57 83 72 2021-11-11 $177.00 $160.00 54.4% 15.6% 40.1% 10.0% 53.3% -0.7% 0.8% 8.2K -101.8K -2.1K 0.23 30.02 N/A N/A 36 8 88 72 2021-11-12 $179.00 $160.00 50.7% 14.5% 40.1% 7.8% 51.8% -2.6% 3.6% 9.7K -140.6K -2.0K 0.24 35.47 N/A N/A 35 8 88 73 2021-11-15 $175.40 $160.00 52.4% 15.0% 40.6% 8.9% 51.1% -4.7% 2.1% 9.5K -113.6K -1.8K 0.24 44.72 N/A N/A 35 8 88 73 2021-11-16 $174.40 $160.00 53.4% 15.3% 40.1% 9.4% 52.6% -2.1% 1.3% 8.9K -98.5K -1.8K 0.24 30.94 N/A N/A 34 8 88 73 2021-11-17 $181.20 $160.00 52.0% 14.9% 42.2% 8.6% 53.7% -2.5% 3.3% 10.7K -173.4K -1.9K 0.25 93.91 N/A N/A 34 8 88 73 2021-11-18 $182.00 $160.00 51.5% 14.8% 40.7% 8.3% 50.1% -8.0% 3.9% 12.7K -158.7K -2.0K 0.25 99.80 N/A N/A 33 8 88 73 2021-11-19 $195.60 $160.00 56.5% 16.2% 47.6% 11.2% 55.7% -2.4% 4.4% 6.6K -292.4K -2.1K 0.25 89.04 N/A N/A 34 9 88 73 2021-11-22 $186.40 $160.00 53.7% 15.4% 49.4% 9.6% 56.9% -10.2% 1.5% 7.5K -219.1K -2.4K 1.65 61.46 N/A N/A 34 55 62 72 2021-11-23 $178.60 $160.00 61.2% 17.6% 51.8% 14.1% 61.3% 6.9% 4.8% 6.1K -152.9K -2.2K 1.66 37.34 N/A N/A 33 55 63 123 2021-11-24 $174.00 $160.00 70.4% 20.2% 49.6% 19.5% 73.8% 34.6% 10.8% 6.2K -112.5K -2.0K 1.67 122.42 N/A N/A 33 56 63 123 2021-11-26 $187.40 $160.00 74.4% 21.3% 56.3% 21.9% 81.0% -13.7% -8.4% 8.1K -273.2K -2.2K 1.45 77.16 N/A N/A 38 56 66 123 2021-11-29 $185.00 $160.00 61.0% 17.5% 56.6% 13.9% 68.3% -14.1% 3.9% 12.3K -286.4K -2.2K 1.48 94.50 N/A N/A 38 56 76 123 2021-11-30 $191.80 $180.00 77.7% 22.3% 56.1% 23.8% 74.1% -16.4% -18.4% 11.1K -383.5K -2.6K 1.99 39.59 N/A N/A 28 56 77 124
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