DUG Options History — August 2022

In August 2022, DUG traded between $59.52 and $83.80. ATM implied volatility averaged 70.4%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 0.2% (HV 20d: 70.2%). Max pain ranged from $72.00 to $84.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 0.33.

Notable Days

2022-08-01: Highest Volume — 180 contracts
2022-08-26: Largest IV spike — 11.2% change
2022-08-31: Highest IV Rank — 60.4%
2022-08-31: Largest Expected Move — 22.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$70.19	$59.52	$83.80	$74.12	$64.76
Max Pain	$78.26	$72.00	$84.00	$80.00	$72.00
ATM IV	70.4%	62.8%	79.0%	73.9%	79.0%
Expected Move	20.3%	18.0%	22.7%	21.2%	22.7%
HV 20d	70.2%	59.2%	78.5%	78.5%	63.3%
HV 60d	83.1%	81.1%	88.2%	88.2%	83.0%
IV Rank	47.8%	36.8%	60.4%	52.9%	60.4%
IV Percentile	57.0%	37.7%	77.8%	66.3%	77.8%
Term Structure	4.0%	-2.1%	17.5%	-2.1%	1.4%
VWIV	73.6%	61.0%	89.1%	76.4%	80.2%
Skew 25d	-6.9%	-16.1%	5.3%	-12.6%	1.2%
Skew 10d	-13.6%	-31.9%	28.7%	1.2%	-10.1%
Call IV 25d	76.0%	69.7%	83.4%	83.4%	78.4%
Put IV 25d	69.1%	62.7%	79.6%	70.8%	79.6%
Bid-Ask Spread %	69.73	43.17	90.47	61.86	76.56
Gamma HHI	0.13	0.09	0.17	0.09	0.13
Net GEX	10.8K	6.4K	16.5K	11.1K	12.3K
Net DEX	-426.6K	-874.8K	-217.1K	-499.8K	-447.8K
Net VEX	-2.8K	-3.5K	-2.3K	-3.3K	-2.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	0.67	0.54	0.36
Total Volume	60.696	2	180	180	163
Total OI	427.217	325	499	432	365

Daily Data (23 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
2022-08-01	$74.12	$80.00	73.9%	21.2%	78.5%	52.9%	76.4%	-12.6%	-2.1%	11.1K	-499.8K	-3.3K	0.54	61.86	N/A	N/A	117	63	341	91
2022-08-02	$73.72	$80.00	69.2%	19.8%	70.2%	46.1%	70.8%	-13.2%	6.5%	10.6K	-473.4K	-3.3K	0.54	90.47	N/A	N/A	117	63	357	93
2022-08-03	$77.68	$80.00	70.3%	20.1%	72.9%	47.7%	72.1%	-6.0%	2.9%	12.0K	-594.9K	-3.4K	0.56	88.87	N/A	N/A	112	63	358	94
2022-08-04	$83.80	$84.00	75.8%	21.8%	75.3%	55.7%	84.4%	-8.7%	0.1%	16.5K	-874.8K	-3.3K	0.57	61.69	N/A	N/A	111	64	365	94
2022-08-05	$80.32	$84.00	69.4%	21.1%	76.6%	46.4%	89.1%	-4.4%	2.3%	13.9K	-784.5K	-3.5K	0.57	50.80	N/A	N/A	112	64	368	95
2022-08-08	$79.28	$84.00	69.1%	20.8%	75.4%	46.0%	82.3%	-8.4%	2.6%	13.9K	-668.1K	-3.3K	0.56	52.83	N/A	N/A	113	64	370	94
2022-08-09	$77.24	$84.00	67.6%	19.7%	73.5%	43.8%	0.0%	-11.7%	5.1%	12.8K	-577.8K	-3.1K	0.60	58.54	N/A	N/A	1	1	371	94
2022-08-10	$75.56	$84.00	66.2%	19.0%	73.6%	41.7%	0.0%	-7.6%	17.5%	10.9K	-516.1K	-2.9K	0.00	68.59	N/A	N/A	3	0	371	94
2022-08-11	$70.64	$84.00	66.5%	19.1%	73.3%	42.2%	61.0%	-12.3%	1.3%	10.1K	-330.6K	-2.7K	0.34	51.06	N/A	N/A	10	4	374	90
2022-08-12	$69.56	$84.00	62.8%	18.0%	73.1%	36.8%	62.5%	-2.7%	4.5%	9.4K	-263.0K	-2.5K	0.02	73.92	N/A	N/A	10	0	373	91
2022-08-15	$71.80	$80.00	65.5%	18.8%	74.4%	40.8%	72.3%	-9.7%	9.1%	10.5K	-355.4K	-2.7K	0.49	51.64	N/A	N/A	11	5	384	91
2022-08-16	$71.96	$80.00	69.0%	19.8%	71.0%	45.8%	68.5%	-12.3%	2.9%	10.7K	-368.8K	-2.8K	0.13	68.38	N/A	N/A	8	1	394	93
2022-08-17	$70.56	$76.00	64.9%	18.6%	70.7%	39.8%	68.1%	-5.0%	5.7%	10.4K	-376.3K	-2.8K	0.48	78.52	N/A	N/A	8	4	399	90
2022-08-18	$67.24	$76.00	67.1%	19.2%	68.9%	43.0%	72.6%	-7.0%	4.7%	6.9K	-217.1K	-2.5K	0.27	82.51	N/A	N/A	21	6	405	94
2022-08-19	$67.52	$76.00	70.1%	20.1%	68.5%	47.5%	69.3%	-4.5%	2.6%	6.4K	-260.3K	-2.5K	0.67	80.61	N/A	N/A	6	4	402	90
2022-08-22	$68.04	$76.00	77.0%	22.1%	64.8%	57.4%	78.1%	-11.9%	0.3%	10.4K	-417.2K	-2.5K	0.00	48.43	N/A	N/A	14	0	277	48
2022-08-23	$62.80	$76.00	72.2%	20.7%	68.9%	50.5%	72.7%	-7.6%	3.0%	9.8K	-316.5K	-2.5K	0.41	74.27	N/A	N/A	14	6	290	48
2022-08-24	$61.64	$72.00	69.6%	20.0%	67.2%	46.7%	75.0%	-16.1%	6.2%	9.8K	-302.2K	-2.5K	0.00	80.56	N/A	N/A	2	0	300	51
2022-08-25	$60.72	$72.00	65.9%	18.9%	67.2%	41.4%	69.2%	-7.8%	6.7%	9.5K	-251.8K	-2.3K	0.08	43.17	N/A	N/A	6	1	300	51
2022-08-26	$61.72	$72.00	73.3%	21.0%	61.3%	52.1%	70.3%	-0.1%	5.0%	9.9K	-291.1K	-2.4K	0.04	88.30	N/A	N/A	7	0	306	50
2022-08-29	$59.52	$72.00	76.3%	21.9%	59.2%	56.4%	79.5%	3.9%	-0.7%	9.6K	-242.3K	-2.3K	0.23	83.27	N/A	N/A	3	1	308	51
2022-08-30	$64.20	$72.00	78.0%	22.4%	66.7%	58.9%	71.1%	5.3%	5.5%	11.2K	-382.2K	-2.5K	0.20	88.89	N/A	N/A	11	2	311	50
2022-08-31	$64.76	$72.00	79.0%	22.7%	63.3%	60.4%	80.2%	1.2%	1.4%	12.3K	-447.8K	-2.7K	0.36	76.56	N/A	N/A	120	43	317	48