DUG Options History — September 2022

In September 2022, DUG traded between $61.48 and $84.16. ATM implied volatility averaged 80.9%, placing in the 63.2% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 12.1% (HV 20d: 68.8%). Max pain ranged from $60.00 to $68.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.19.

Notable Days

  • 2022-09-16: Highest Volume — 199 contracts
  • 2022-09-12: Largest IV spike — 17.4% change
  • 2022-09-26: Highest IV Rank — 89.5%
  • 2022-09-26: Largest Expected Move — 28.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$69.94$61.48$84.16$69.12$76.04
Max Pain$60.57$60.00$68.00$68.00$60.00
ATM IV80.9%66.0%99.0%82.8%89.0%
Expected Move23.1%17.6%28.4%23.7%25.5%
HV 20d68.8%60.8%84.4%61.5%81.7%
HV 60d75.9%69.1%83.6%83.0%72.7%
IV Rank63.2%41.4%89.5%66.0%74.9%
IV Percentile75.9%40.5%97.2%83.7%89.3%
Term Structure0.5%-9.0%11.4%-1.1%-0.5%
VWIV83.7%72.1%101.5%85.5%86.2%
Skew 25d-11.0%-18.6%9.4%-2.3%-9.6%
Skew 10d-22.7%-31.7%10.3%10.3%-19.3%
Call IV 25d89.2%73.7%105.8%86.9%94.7%
Put IV 25d78.2%68.3%95.3%84.6%85.1%
Bid-Ask Spread %61.2034.6189.8784.2156.28
Gamma HHI0.140.080.210.120.11
Net GEX14.7K10.9K21.6K13.7K17.0K
Net DEX-598.4K-1.1M-270.1K-584.5K-823.5K
Net VEX-2.3K-2.8K-2.0K-2.8K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.190.000.430.130.15
Total Volume72.667419914103
Total OI352.476291399367346

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$69.12$68.0082.8%23.7%61.5%66.0%85.5%-2.3%-1.1%13.7K-584.5K-2.8K0.1384.21N/AN/A12231948
2022-09-02$66.20$64.0074.9%21.5%61.5%54.4%77.8%9.4%6.4%13.7K-475.9K-2.6K0.3089.87N/AN/A11332549
2022-09-06$66.64$60.0078.2%21.3%61.8%59.3%83.1%-10.0%6.2%15.6K-515.1K-2.6K0.3467.75N/AN/A1294433552
2022-09-07$68.16$60.0077.4%23.4%62.4%58.0%87.1%-14.0%-5.1%17.0K-615.4K-2.7K0.3162.05N/AN/A1454433852
2022-09-08$67.88$60.0070.6%23.1%62.1%48.1%72.1%-9.0%-3.8%16.8K-533.8K-2.5K0.0070.83N/AN/A5033253
2022-09-09$64.12$60.0066.0%17.6%60.8%41.4%76.4%-13.8%11.4%15.7K-375.2K-2.3K0.1266.00N/AN/A7133253
2022-09-12$62.24$60.0077.4%21.4%61.3%58.1%74.0%-12.7%-1.3%14.0K-296.7K-2.1K0.0457.95N/AN/A6033152
2022-09-13$65.40$60.0082.4%21.1%63.1%65.3%81.2%-11.6%-0.1%16.6K-400.5K-2.2K0.2870.48N/AN/A1514332852
2022-09-14$61.48$60.0073.3%21.0%66.2%52.1%78.2%-13.0%-0.9%14.2K-270.1K-2.0K0.1659.26N/AN/A15233752
2022-09-15$64.72$60.0073.5%21.1%69.2%52.4%73.9%-11.2%5.2%21.6K-420.8K-2.2K0.3835.77N/AN/A18734752
2022-09-16$67.24$60.0071.3%20.5%68.8%49.2%73.6%-11.0%9.7%10.9K-492.3K-2.2K0.2951.61N/AN/A1544534155
2022-09-19$66.96$60.0079.1%22.7%68.8%60.6%82.7%-14.3%-3.0%11.9K-496.9K-2.2K0.0038.05N/AN/A4025742
2022-09-20$67.20$60.0079.6%22.8%68.7%61.3%80.1%-9.6%0.5%11.8K-500.3K-2.2K0.0334.61N/AN/A7025842
2022-09-21$69.28$60.0077.2%22.1%62.7%57.8%82.6%-13.1%4.2%11.9K-521.2K-2.1K0.1583.77N/AN/A5125442
2022-09-22$69.52$60.0082.0%23.5%62.1%64.7%80.6%-8.9%-9.0%12.1K-563.8K-2.2K0.0843.32N/AN/A16125843
2022-09-23$80.08$60.0090.8%26.0%77.9%77.6%94.2%-18.6%-0.6%11.5K-895.5K-2.2K0.1462.66N/AN/A42624843
2022-09-26$84.16$60.0099.0%28.4%78.9%89.5%101.5%-10.6%-6.4%15.0K-1.1M-2.5K0.4364.33N/AN/A923927945
2022-09-27$82.32$60.0095.7%27.4%77.8%84.8%99.2%-17.1%-1.5%15.1K-1.1M-2.4K0.3868.08N/AN/A1023928245
2022-09-28$74.60$60.0088.8%25.4%84.4%74.6%92.1%-13.2%0.7%16.4K-795.3K-2.2K0.1572.84N/AN/A1051529843
2022-09-29$75.28$60.0090.5%26.0%84.4%77.2%95.3%-16.0%-0.7%16.6K-814.0K-2.3K0.1745.53N/AN/A901529844
2022-09-30$76.04$60.0089.0%25.5%81.7%74.9%86.2%-9.6%-0.5%17.0K-823.5K-2.1K0.1556.28N/AN/A891430244