DUG Options History — July 2022

In July 2022, DUG traded between $71.00 and $99.04. ATM implied volatility averaged 86.0%, placing in the 71.1% IV rank vs the trailing year. The 30-day expected move averaged 24.1%. IV traded below realized volatility by 4.6% (HV 20d: 90.6%). Max pain ranged from $60.00 to $92.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.71.

Notable Days

2022-07-01: Highest Volume — 411 contracts
2022-07-11: Largest IV spike — 33.1% change
2022-07-11: Highest IV Rank — 100.0%
2022-07-05: Largest Expected Move — 27.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$88.12	$71.00	$99.04	$86.32	$71.00
Max Pain	$85.80	$60.00	$92.00	$60.00	$84.00
ATM IV	86.0%	67.8%	106.2%	83.3%	67.8%
Expected Move	24.1%	19.4%	27.4%	23.9%	19.4%
HV 20d	90.6%	73.6%	102.8%	100.2%	77.0%
HV 60d	88.4%	86.3%	89.5%	86.3%	89.5%
IV Rank	71.1%	44.1%	100.0%	67.9%	44.1%
IV Percentile	84.0%	52.0%	100.0%	88.9%	52.0%
Term Structure	-2.5%	-10.1%	7.2%	1.3%	1.4%
VWIV	86.2%	71.6%	95.7%	74.4%	71.6%
Skew 25d	-15.5%	-24.9%	-7.4%	-13.7%	-7.4%
Skew 10d	-27.2%	-37.0%	-22.6%	-29.1%	-37.0%
Call IV 25d	93.8%	73.1%	113.0%	85.4%	73.1%
Put IV 25d	78.4%	65.6%	88.1%	71.6%	65.6%
Bid-Ask Spread %	61.60	50.78	83.35	79.21	62.16
Gamma HHI	0.13	0.07	0.65	0.19	0.10
Net GEX	29.1K	9.3K	76.0K	31.2K	9.3K
Net DEX	-1.9M	-3.4M	-371.1K	-2.7M	-371.1K
Net VEX	-4.1K	-4.6K	-3.0K	-4.5K	-3.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.45	0.97	0.50	0.59
Total Volume	248.5	153	411	411	173
Total OI	533.3	372	684	668	422

Daily Data (20 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
2022-07-01	$86.32	$60.00	83.3%	23.9%	100.2%	67.9%	74.4%	-13.7%	1.3%	31.2K	-2.7M	-4.5K	0.50	79.21	N/A	N/A	274	137	554	114
2022-07-05	$94.16	$88.00	103.1%	27.4%	101.9%	97.4%	95.7%	-18.9%	-2.8%	33.1K	-3.4M	-4.5K	0.78	51.86	N/A	N/A	194	151	562	116
2022-07-06	$96.16	$88.00	103.0%	27.1%	101.6%	97.2%	94.7%	-24.9%	-4.4%	36.7K	-3.2M	-4.6K	0.91	60.95	N/A	N/A	172	157	537	127
2022-07-07	$89.48	$88.00	92.0%	25.2%	102.8%	80.9%	93.8%	-21.2%	-3.1%	39.0K	-2.3M	-4.5K	0.91	58.40	N/A	N/A	165	151	525	131
2022-07-08	$89.36	$88.00	79.0%	23.7%	102.7%	61.5%	86.2%	-15.0%	0.9%	41.4K	-2.4M	-4.5K	0.97	57.61	N/A	N/A	155	151	534	134
2022-07-11	$92.20	$88.00	105.1%	26.1%	102.6%	100.0%	92.3%	-18.9%	-6.3%	41.9K	-2.6M	-4.3K	0.95	55.07	N/A	N/A	156	149	532	134
2022-07-12	$95.92	$88.00	106.2%	27.1%	102.8%	100.0%	93.8%	-18.8%	-5.1%	44.1K	-3.0M	-4.3K	0.93	56.68	N/A	N/A	151	141	535	136
2022-07-13	$94.96	$88.00	91.5%	26.2%	96.7%	78.6%	92.7%	-14.3%	-7.5%	48.0K	-2.9M	-4.3K	0.88	55.33	N/A	N/A	161	141	545	139
2022-07-14	$99.04	$88.00	91.4%	26.2%	96.7%	78.4%	92.8%	-16.1%	-10.1%	50.3K	-3.2M	-4.0K	0.89	56.37	N/A	N/A	155	137	521	137
2022-07-15	$95.92	$88.00	89.4%	25.6%	97.8%	75.5%	87.5%	-14.1%	-5.8%	76.0K	-2.9M	-3.8K	0.78	62.16	N/A	N/A	174	136	524	138
2022-07-18	$92.24	$92.00	83.1%	23.8%	92.9%	66.3%	88.0%	-9.5%	-3.0%	16.3K	-1.2M	-4.1K	0.45	61.07	N/A	N/A	140	63	295	77
2022-07-19	$85.76	$88.00	82.7%	23.7%	91.4%	65.8%	86.2%	-16.6%	-5.3%	13.4K	-906.3K	-4.0K	0.50	59.00	N/A	N/A	124	62	298	77
2022-07-20	$83.24	$88.00	84.4%	24.2%	83.4%	68.2%	87.8%	-16.7%	-3.3%	14.1K	-871.8K	-4.0K	0.50	59.62	N/A	N/A	123	62	312	77
2022-07-21	$87.28	$88.00	83.4%	23.9%	80.1%	66.7%	85.2%	-18.8%	-0.9%	15.7K	-1.0M	-4.2K	0.57	57.72	N/A	N/A	116	66	313	77
2022-07-22	$88.36	$88.00	72.5%	20.8%	75.4%	51.0%	80.1%	-12.0%	7.2%	16.5K	-1.1M	-4.1K	0.57	50.78	N/A	N/A	116	66	315	79
2022-07-25	$81.92	$84.00	80.3%	23.0%	78.9%	62.4%	80.0%	-14.2%	-4.6%	13.5K	-781.1K	-3.7K	0.64	60.33	N/A	N/A	111	71	318	79
2022-07-26	$82.96	$84.00	80.1%	23.0%	76.2%	62.0%	84.0%	-16.1%	-1.4%	15.7K	-883.0K	-4.0K	0.64	63.53	N/A	N/A	96	61	332	83
2022-07-27	$78.52	$84.00	71.6%	20.5%	77.5%	49.6%	80.2%	-11.8%	4.1%	13.4K	-692.1K	-3.7K	0.65	80.81	N/A	N/A	93	60	332	85
2022-07-28	$77.64	$84.00	70.3%	20.2%	73.6%	47.7%	77.9%	-10.0%	-0.5%	12.5K	-651.3K	-3.6K	0.64	83.35	N/A	N/A	97	62	334	86
2022-07-29	$71.00	$84.00	67.8%	19.4%	77.0%	44.1%	71.6%	-7.4%	1.4%	9.3K	-371.1K	-3.0K	0.59	62.16	N/A	N/A	109	64	334	88