DUG Options History — June 2022

In June 2022, DUG traded between $58.40 and $92.68. ATM implied volatility averaged 82.3%, placing in the 66.5% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 0.6% (HV 20d: 81.7%). Max pain ranged from $8.00 to $80.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.28.

Notable Days

  • 2022-06-13: Highest Volume — 511 contracts
  • 2022-06-13: Largest IV spike — 18.0% change
  • 2022-06-23: Highest IV Rank — 88.1%
  • 2022-06-23: Largest Expected Move — 27.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.40$58.40$92.68$63.36$89.92
Max Pain$44.19$8.00$80.00$68.00$60.00
ATM IV82.3%62.4%96.9%74.1%90.6%
Expected Move23.7%19.8%27.8%21.2%26.0%
HV 20d81.7%56.6%100.4%87.6%98.0%
HV 60d77.3%70.3%86.1%74.0%86.1%
IV Rank66.5%36.9%88.1%54.3%78.9%
IV Percentile86.5%53.2%98.8%79.8%96.0%
Term Structure-2.6%-8.8%2.7%-6.6%-0.9%
VWIV81.1%70.9%93.5%86.2%91.9%
Skew 25d-12.3%-18.1%-6.4%-10.8%-9.2%
Skew 10d-28.2%-40.9%-20.1%-40.9%-23.3%
Call IV 25d89.9%75.4%108.3%78.9%93.6%
Put IV 25d77.6%62.1%90.3%68.1%84.5%
Bid-Ask Spread %72.3844.1584.8280.1770.72
Gamma HHI0.190.130.260.200.16
Net GEX36.1K11.7K80.0K12.9K30.0K
Net DEX-2.2M-4.8M-188.6K-197.9K-3.2M
Net VEX-3.7K-5.3K-1.4K-1.4K-4.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.060.510.200.51
Total Volume372.619118511118399
Total OI677.0483081,031308678

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$63.36$68.0074.1%21.2%87.6%54.3%86.2%-10.8%-6.6%12.9K-197.9K-1.4K0.2080.17N/AN/A982028325
2022-06-02$64.24$80.0071.2%20.1%83.6%50.0%75.6%-14.2%0.0%14.3K-229.0K-1.5K0.1976.55N/AN/A1052029531
2022-06-03$62.44$76.0062.4%20.0%82.3%36.9%71.8%-12.8%1.5%12.6K-188.6K-1.4K0.1376.36N/AN/A1602031032
2022-06-06$62.32$64.0073.6%20.1%80.9%53.6%76.0%-15.3%0.8%11.7K-212.2K-1.5K0.2983.25N/AN/A2838231232
2022-06-07$58.60$64.0066.3%19.8%56.6%42.7%74.8%-14.0%2.2%16.1K-296.1K-2.2K0.3371.48N/AN/A2608548495
2022-06-08$58.40$64.0069.3%19.9%56.8%47.2%75.4%-10.3%0.3%21.5K-458.5K-3.0K0.0644.15N/AN/A4502757798
2022-06-09$60.60$8.0070.9%20.3%59.7%49.6%70.9%-12.7%2.7%54.6K-1.3M-4.4K0.0882.22N/AN/A34527822102
2022-06-10$62.60$8.0075.1%21.5%61.2%55.8%75.1%-14.4%-2.8%80.0K-2.1M-5.3K0.0678.56N/AN/A40925929102
2022-06-13$70.40$8.0088.6%25.4%71.1%75.8%85.5%-7.5%-6.5%79.9K-3.3M-4.6K0.2170.65N/AN/A4248786398
2022-06-14$69.64$60.0079.3%22.7%69.0%62.0%80.6%-12.1%-1.9%60.3K-2.7M-4.6K0.2165.11N/AN/A41887781155
2022-06-15$72.48$8.0081.9%23.5%70.3%65.9%83.5%-11.3%-5.7%65.9K-3.2M-4.1K0.2678.84N/AN/A34188785112
2022-06-16$80.76$8.0088.2%25.3%78.0%75.3%80.0%-14.7%0.3%54.9K-4.4M-4.1K0.3259.41N/AN/A28491797113
2022-06-17$88.40$8.0095.3%27.3%83.6%85.8%87.4%-16.8%-8.7%29.1K-4.8M-3.7K0.3164.73N/AN/A31598741119
2022-06-21$79.44$8.0091.5%26.2%92.9%80.1%85.5%-6.4%-8.8%32.3K-2.5M-4.3K0.3067.28N/AN/A2928953841
2022-06-22$86.04$56.0092.6%26.6%93.8%81.8%85.5%-14.1%-5.1%30.0K-3.0M-4.3K0.2964.98N/AN/A3159154554
2022-06-23$92.68$56.0096.9%27.8%96.1%88.1%93.5%-18.1%-5.3%32.6K-3.7M-4.7K0.2575.78N/AN/A3208058857
2022-06-24$89.20$56.0091.5%26.2%96.1%80.1%85.6%-14.0%-2.0%31.4K-3.3M-4.4K0.4069.93N/AN/A28511456559
2022-06-27$83.96$56.0089.5%25.7%98.4%77.2%77.1%-13.2%-4.0%29.4K-2.7M-4.8K0.4974.46N/AN/A26913356591
2022-06-28$80.76$56.0087.4%25.1%99.0%74.1%75.8%-8.4%-2.5%29.0K-2.4M-4.5K0.5084.82N/AN/A265133559104
2022-06-29$86.08$56.0092.9%26.6%100.4%82.2%86.5%-8.5%-2.2%29.9K-2.9M-4.6K0.5180.49N/AN/A259132573108
2022-06-30$89.92$60.0090.6%26.0%98.0%78.9%91.9%-9.2%-0.9%30.0K-3.2M-4.6K0.5170.72N/AN/A265134571107