DUG Options History — October 2022

In October 2022, DUG traded between $48.20 and $67.72. ATM implied volatility averaged 81.0%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded below realized volatility by 5.9% (HV 20d: 86.9%). Max pain ranged from $52.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.25.

Notable Days

2022-10-11: Highest Volume — 171 contracts
2022-10-21: Largest IV drop — 12.4% change
2022-10-03: Highest IV Rank — 78.8%
2022-10-03: Largest Expected Move — 26.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.64	$48.20	$67.72	$67.72	$48.20
Max Pain	$58.10	$52.00	$60.00	$60.00	$52.00
ATM IV	81.0%	70.1%	91.6%	91.6%	72.7%
Expected Move	23.3%	20.1%	26.3%	26.3%	20.9%
HV 20d	86.9%	59.0%	96.8%	90.9%	59.0%
HV 60d	76.2%	71.7%	78.2%	76.3%	71.7%
IV Rank	60.3%	41.3%	78.8%	78.8%	45.6%
IV Percentile	72.3%	40.1%	94.0%	94.0%	48.8%
Term Structure	-0.2%	-5.5%	14.9%	4.0%	0.8%
VWIV	83.4%	68.3%	91.5%	91.5%	72.7%
Skew 25d	-11.3%	-18.8%	2.8%	-10.1%	-9.4%
Skew 10d	-26.5%	-47.0%	-14.0%	-31.0%	-17.7%
Call IV 25d	89.8%	77.6%	98.4%	93.9%	78.5%
Put IV 25d	78.5%	68.8%	93.4%	83.7%	69.0%
Bid-Ask Spread %	59.69	34.50	83.01	79.30	83.01
Gamma HHI	0.25	0.12	0.41	0.15	0.12
Net GEX	13.2K	3.5K	27.9K	15.4K	3.7K
Net DEX	-185.1K	-482.9K	81.1K	-482.9K	-84.3K
Net VEX	-1.4K	-1.8K	-912	-1.8K	-964
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.14	0.39	0.18	0.34
Total Volume	114.571	65	171	106	80
Total OI	352.524	155	474	346	198

Daily Data (21 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
2022-10-03	$67.72	$60.00	91.6%	26.3%	90.9%	78.8%	91.5%	-10.1%	4.0%	15.4K	-482.9K	-1.8K	0.18	79.30	N/A	N/A	90	16	302	44
2022-10-04	$62.64	$60.00	82.9%	23.8%	95.1%	66.1%	91.0%	-11.5%	0.9%	14.3K	-292.6K	-1.6K	0.14	72.77	N/A	N/A	100	14	305	46
2022-10-05	$59.44	$60.00	84.0%	24.1%	96.1%	67.7%	86.8%	-13.9%	-5.1%	13.6K	-227.0K	-1.6K	0.20	66.74	N/A	N/A	105	22	321	46
2022-10-06	$58.00	$60.00	76.1%	23.5%	96.3%	56.1%	87.5%	-18.8%	-5.2%	13.2K	-199.3K	-1.6K	0.23	44.03	N/A	N/A	106	24	334	54
2022-10-07	$59.12	$60.00	84.5%	24.8%	94.9%	68.4%	88.0%	-14.0%	-1.3%	13.8K	-221.5K	-1.6K	0.24	56.88	N/A	N/A	100	24	337	57
2022-10-10	$61.24	$60.00	83.8%	24.0%	95.4%	67.4%	85.8%	-15.3%	-3.6%	16.5K	-316.2K	-1.7K	0.25	34.50	N/A	N/A	105	26	342	58
2022-10-11	$62.04	$60.00	88.2%	25.6%	93.7%	73.8%	87.9%	-15.4%	-3.4%	17.6K	-369.1K	-1.7K	0.18	49.59	N/A	N/A	145	26	348	60
2022-10-12	$60.80	$60.00	85.4%	24.5%	91.4%	66.1%	85.5%	-12.2%	-3.2%	23.5K	-401.8K	-1.8K	0.27	67.91	N/A	N/A	110	30	393	60
2022-10-13	$56.20	$60.00	84.2%	24.1%	93.2%	64.3%	88.0%	2.8%	6.4%	18.3K	-187.5K	-1.6K	0.26	78.33	N/A	N/A	118	31	389	62
2022-10-14	$60.48	$60.00	87.1%	25.0%	96.3%	69.0%	88.6%	-9.6%	-2.2%	25.4K	-370.9K	-1.8K	0.28	48.10	N/A	N/A	110	31	398	69
2022-10-17	$58.80	$60.00	87.0%	25.0%	96.6%	68.9%	89.4%	-11.6%	-5.5%	24.5K	-247.1K	-1.6K	0.21	74.24	N/A	N/A	106	23	398	69
2022-10-18	$58.52	$60.00	83.4%	23.9%	96.5%	62.9%	83.9%	-9.3%	-3.9%	27.9K	-210.1K	-1.5K	0.22	52.30	N/A	N/A	105	23	400	69
2022-10-19	$55.48	$60.00	83.3%	23.9%	96.8%	62.8%	84.4%	-16.0%	-5.1%	12.8K	3.6K	-1.3K	0.25	42.52	N/A	N/A	92	23	400	69
2022-10-20	$55.16	$60.00	83.2%	23.9%	96.7%	62.7%	84.4%	-8.3%	14.9%	10.0K	24.7K	-1.2K	0.27	62.23	N/A	N/A	91	24	405	69
2022-10-21	$52.20	$60.00	72.9%	20.9%	79.0%	45.8%	79.2%	-18.8%	-1.1%	8.5K	81.1K	-1.1K	0.30	54.33	N/A	N/A	88	26	406	67
2022-10-24	$51.92	$56.00	78.5%	22.5%	74.7%	55.0%	81.5%	-9.4%	-2.6%	3.7K	-75.9K	-1.0K	0.39	62.15	N/A	N/A	47	18	124	31
2022-10-25	$51.72	$56.00	75.4%	21.6%	75.1%	49.9%	77.6%	-8.6%	1.1%	3.8K	-83.3K	-1.1K	0.33	50.74	N/A	N/A	56	18	127	31
2022-10-26	$50.04	$52.00	74.9%	21.5%	69.8%	49.2%	75.0%	-9.9%	3.3%	3.8K	-66.3K	-912	0.24	49.28	N/A	N/A	55	13	134	31
2022-10-27	$49.92	$52.00	71.5%	20.5%	69.3%	43.6%	74.0%	-8.8%	2.1%	3.7K	-65.8K	-918	0.31	57.52	N/A	N/A	66	21	134	31
2022-10-28	$49.72	$52.00	70.1%	20.1%	68.6%	41.3%	68.3%	-8.8%	4.1%	3.5K	-94.3K	-976	0.27	67.00	N/A	N/A	77	21	146	39
2022-10-31	$48.20	$52.00	72.7%	20.9%	59.0%	45.6%	72.7%	-9.4%	0.8%	3.7K	-84.3K	-964	0.34	83.01	N/A	N/A	60	20	159	39