DUG Options History — May 2022

In May 2022, DUG traded between $64.20 and $89.64. ATM implied volatility averaged 79.7%, placing in the 62.7% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded below realized volatility by 6.8% (HV 20d: 86.5%). Max pain ranged from $68.00 to $84.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2022-05-17: Highest Volume — 196 contracts
  • 2022-05-09: Largest IV spike — 39.0% change
  • 2022-05-10: Highest IV Rank — 97.4%
  • 2022-05-10: Largest Expected Move — 25.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$76.78$64.20$89.64$89.64$66.68
Max Pain$73.52$68.00$84.00$84.00$68.00
ATM IV79.7%68.5%103.2%82.8%70.6%
Expected Move22.5%19.6%25.5%23.7%20.2%
HV 20d86.5%62.5%98.4%62.5%88.1%
HV 60d71.8%63.0%75.1%63.0%73.6%
IV Rank62.7%45.9%97.4%67.2%49.1%
IV Percentile87.1%69.4%99.6%94.0%73.0%
Term Structure-3.3%-17.8%6.6%-4.5%-0.5%
VWIV82.4%71.3%88.5%85.0%75.7%
Skew 25d-14.2%-21.8%-8.0%-13.9%-8.0%
Skew 10d-25.8%-49.9%16.4%-28.5%-7.6%
Call IV 25d87.9%73.2%102.2%91.0%79.0%
Put IV 25d73.8%63.8%84.2%77.1%71.0%
Bid-Ask Spread %63.1239.5091.9868.1082.50
Gamma HHI0.220.090.470.090.21
Net GEX12.3K6.5K21.7K11.1K15.6K
Net DEX-356.4K-887.3K-65.5K-627.7K-264.9K
Net VEX-1.6K-2.2K-1.2K-2.1K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.150.510.450.21
Total Volume135.4766319695111
Total OI255.524176317216301

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$89.64$84.0082.8%23.7%62.5%67.2%85.0%-13.9%-4.5%11.1K-627.7K-2.1K0.4568.10N/AN/A653018531
2022-05-03$84.56$84.0077.8%22.3%65.9%59.8%82.7%-13.3%-5.1%10.3K-470.9K-1.9K0.4280.26N/AN/A703018731
2022-05-04$77.44$80.0072.8%20.9%71.5%52.3%71.3%-18.6%-17.8%10.2K-338.6K-1.6K0.4891.98N/AN/A653119431
2022-05-05$80.04$76.0081.9%23.3%73.0%65.9%79.4%-16.2%-6.3%9.7K-346.8K-1.6K0.5172.38N/AN/A653319532
2022-05-06$75.80$76.0073.0%21.6%74.4%52.7%77.4%-13.1%6.6%9.7K-331.2K-1.6K0.2963.04N/AN/A1143319932
2022-05-09$88.08$76.00101.5%25.1%91.2%94.9%87.8%-8.3%-11.2%19.3K-887.3K-2.0K0.3558.93N/AN/A1284524732
2022-05-10$87.44$76.00103.2%25.5%88.9%97.4%87.3%-21.8%-3.8%12.1K-613.3K-2.1K0.2258.57N/AN/A1503321545
2022-05-11$83.96$76.0085.7%24.6%89.5%71.5%86.8%-13.4%-2.2%12.8K-503.1K-2.0K0.3645.11N/AN/A1104022246
2022-05-12$85.28$76.0086.9%24.9%89.0%73.3%88.1%-21.5%-0.5%14.8K-595.5K-2.2K0.3139.50N/AN/A1294023252
2022-05-13$77.92$76.0080.2%23.0%94.7%63.3%88.5%-16.4%-4.8%10.4K-263.1K-1.7K0.3246.90N/AN/A1033323152
2022-05-16$74.00$76.0076.9%22.1%96.1%58.5%87.4%-16.9%-2.4%6.5K-65.5K-1.2K0.2045.77N/AN/A1613320652
2022-05-17$72.48$76.0075.1%21.5%96.2%55.8%84.2%-13.0%-5.4%21.7K-177.3K-1.3K0.2151.54N/AN/A1623424552
2022-05-18$76.48$68.0081.5%23.4%98.4%65.3%87.6%-18.9%-2.6%16.7K-376.7K-1.4K0.3246.81N/AN/A1163724754
2022-05-19$75.20$68.0076.5%21.9%95.2%57.9%83.7%-10.6%-0.7%20.4K-335.6K-1.5K0.3065.00N/AN/A1203725859
2022-05-20$76.28$68.0077.3%22.2%94.3%59.1%79.4%-15.5%0.6%13.3K-382.2K-1.4K0.2870.12N/AN/A1313725759
2022-05-23$71.84$68.0077.3%22.2%90.9%59.1%82.3%-15.8%-3.7%7.4K-199.3K-1.3K0.2661.09N/AN/A621615719
2022-05-24$70.88$68.0078.0%22.4%90.9%60.1%81.3%-12.7%-3.1%8.5K-219.6K-1.4K0.3467.67N/AN/A471617020
2022-05-25$68.16$68.0074.0%21.2%91.1%54.2%81.4%-8.4%0.3%7.6K-159.4K-1.2K0.1673.68N/AN/A1001617120
2022-05-26$66.08$68.0073.0%20.9%89.6%52.7%78.5%-12.1%-1.1%11.4K-188.8K-1.3K0.1560.83N/AN/A1121724221
2022-05-27$64.20$68.0068.5%19.6%85.8%45.9%74.8%-9.4%-2.1%9.4K-137.4K-1.2K0.1675.79N/AN/A1141924322
2022-05-31$66.68$68.0070.6%20.2%88.1%49.1%75.7%-8.0%-0.5%15.6K-264.9K-1.5K0.2182.50N/AN/A912027625