DUG Options History — April 2022

In April 2022, DUG traded between $80.28 and $95.48. ATM implied volatility averaged 71.5%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 12.9% (HV 20d: 58.5%). Max pain ranged from $68.00 to $80.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.44.

Notable Days

  • 2022-04-12: Highest Volume — 217 contracts
  • 2022-04-06: Largest IV spike — 28.7% change
  • 2022-04-26: Highest IV Rank — 68.4%
  • 2022-04-26: Largest Expected Move — 25.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$87.21$80.28$95.48$88.76$91.60
Max Pain$73.20$68.00$80.00$80.00$72.00
ATM IV71.5%58.9%88.5%59.9%83.1%
Expected Move20.1%17.0%25.4%18.5%23.8%
HV 20d58.5%46.2%69.4%69.4%62.1%
HV 60d61.0%59.6%63.1%60.9%63.1%
IV Rank36.6%12.7%68.4%13.3%67.7%
IV Percentile76.3%48.8%97.6%53.2%94.8%
Term Structure-2.1%-18.8%5.5%5.2%-1.3%
VWIV71.5%62.3%88.2%67.3%81.7%
Skew 25d-8.9%-19.8%-2.8%-3.2%-8.0%
Skew 10d-13.8%-41.7%19.7%-8.6%-7.2%
Call IV 25d75.5%60.1%101.4%60.1%88.8%
Put IV 25d66.6%56.9%81.6%56.9%80.8%
Bid-Ask Spread %64.4240.1481.3949.3267.54
Gamma HHI0.140.090.310.160.09
Net GEX10.9K6.3K16.4K12.2K12.9K
Net DEX-1.1M-1.7M-308.5K-1.7M-692.1K
Net VEX-1.9K-2.3K-1.6K-1.9K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.050.760.660.43
Total Volume135.65521717699
Total OI577.55184985933201

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$88.76$80.0059.9%18.5%69.4%13.3%67.3%-3.2%5.2%12.2K-1.7M-1.9K0.6649.32N/AN/A10670362571
2022-04-04$88.32$80.0061.6%17.8%69.0%14.3%66.8%-5.1%0.5%12.5K-1.6M-1.8K0.7655.77N/AN/A10782360571
2022-04-05$90.80$68.0058.9%18.1%68.8%12.7%65.5%-2.8%0.1%9.5K-1.7M-2.0K0.7658.05N/AN/A10781360583
2022-04-06$90.40$68.0075.9%18.8%64.9%22.8%65.0%-7.4%3.5%8.7K-1.7M-1.9K0.6873.53N/AN/A12182363584
2022-04-07$87.40$68.0071.4%18.8%63.2%20.1%68.3%-7.4%3.0%13.1K-1.7M-2.0K0.6876.28N/AN/A12182377584
2022-04-08$83.16$68.0068.8%18.4%65.1%18.5%71.0%-6.7%-2.0%8.2K-1.4M-1.8K0.5557.32N/AN/A12670380584
2022-04-11$88.08$68.0084.6%19.4%63.6%27.9%78.2%-10.2%-4.7%13.5K-1.6M-1.9K0.5462.14N/AN/A12970385584
2022-04-12$85.60$80.0068.0%19.2%58.9%18.1%71.6%-7.9%-3.8%10.0K-1.5M-1.8K0.4956.19N/AN/A14671383585
2022-04-13$83.12$80.0061.6%17.7%58.8%32.4%67.1%-7.9%-2.3%16.4K-1.5M-1.7K0.5565.54N/AN/A12971400585
2022-04-14$81.80$80.0059.4%17.0%53.4%29.3%65.1%-6.5%-18.8%6.3K-1.4M-1.6K0.5040.14N/AN/A14371399580
2022-04-18$80.32$68.0062.9%18.0%53.3%34.1%66.9%-9.2%1.9%7.5K-308.5K-1.6K0.3175.75N/AN/A511616123
2022-04-19$81.00$68.0064.6%18.5%46.6%36.4%67.0%-10.5%-1.5%8.0K-332.6K-1.6K0.3143.22N/AN/A501616624
2022-04-20$80.28$76.0062.8%18.0%46.2%33.9%66.7%-7.1%5.5%7.8K-318.2K-1.6K0.3081.39N/AN/A521616724
2022-04-21$85.72$76.0071.1%20.4%51.1%45.1%62.3%-9.0%1.0%9.8K-438.6K-1.9K0.3177.80N/AN/A511616924
2022-04-22$88.76$76.0077.3%22.2%52.8%53.5%74.3%-5.7%-4.8%10.7K-526.7K-2.0K0.2575.40N/AN/A621617124
2022-04-25$95.48$72.0083.1%23.8%56.0%61.2%82.6%-19.8%-6.4%13.9K-799.0K-2.3K0.2170.05N/AN/A791718724
2022-04-26$95.04$72.0088.5%25.4%53.5%68.4%88.2%-18.8%-8.0%12.0K-741.5K-2.2K0.2164.24N/AN/A811717825
2022-04-27$92.08$72.0087.0%24.9%54.9%66.4%73.9%-10.2%-3.0%12.9K-761.9K-2.1K0.0566.36N/AN/A5018518
2022-04-28$86.56$72.0078.8%22.6%58.9%55.4%81.3%-14.5%-6.4%12.1K-597.8K-1.9K0.2572.42N/AN/A671718218
2022-04-29$91.60$72.0083.1%23.8%62.1%67.7%81.7%-8.0%-1.3%12.9K-692.1K-2.0K0.4367.54N/AN/A693018318