DUG Options History — November 2022

In November 2022, DUG traded between $43.88 and $49.80. ATM implied volatility averaged 69.3%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 9.2% (HV 20d: 60.1%). Max pain ranged from $40.00 to $52.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.38.

Notable Days

  • 2022-11-09: Highest Volume — 611 contracts
  • 2022-11-30: Largest IV drop — 19.5% change
  • 2022-11-29: Highest IV Rank — 52.0%
  • 2022-11-29: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.46$43.88$49.80$47.88$46.44
Max Pain$42.48$40.00$52.00$52.00$44.00
ATM IV69.3%61.7%76.7%70.2%61.7%
Expected Move20.0%17.7%22.0%20.1%17.7%
HV 20d60.1%52.3%68.9%54.5%68.7%
HV 60d73.8%71.3%76.0%71.7%73.9%
IV Rank40.0%27.7%52.0%41.4%27.7%
IV Percentile36.3%12.7%60.7%40.1%12.7%
Term Structure-1.3%-8.6%6.5%4.1%6.5%
VWIV71.5%63.7%78.8%70.5%63.7%
Skew 25d-9.4%-14.3%-1.4%-9.1%-1.4%
Skew 10d-18.9%-35.2%3.6%-10.9%-26.0%
Call IV 25d76.7%68.2%83.3%78.2%68.2%
Put IV 25d67.3%61.5%73.0%69.1%66.9%
Bid-Ask Spread %69.7740.4895.8872.4795.88
Gamma HHI0.270.100.390.110.28
Net GEX2.9K-2.7K11.0K3.0K5.8K
Net DEX-158.2K-489.7K16.7K-64.5K-322.5K
Net VEX-2.3K-3.3K-757-896-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.002.710.370.00
Total Volume160.6194611744
Total OI592.286192853193853

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$47.88$52.0070.2%20.1%54.5%41.4%70.5%-9.1%4.1%3.0K-64.5K-8960.3772.47N/AN/A542015439
2022-11-02$49.80$52.0072.8%20.9%55.5%45.7%74.6%-4.0%-0.5%3.9K-103.9K-9700.3484.43N/AN/A752515839
2022-11-03$47.68$40.0065.7%20.2%56.6%34.1%69.5%-11.9%-1.1%2.9K-56.9K-8800.3270.04N/AN/A762514845
2022-11-04$47.00$40.0065.1%20.8%55.6%33.2%70.3%-10.7%-7.0%2.7K-46.7K-8490.2348.66N/AN/A771814844
2022-11-07$45.44$40.0070.3%19.8%53.3%41.6%71.2%-7.8%2.7%2.3K-10.6K-7570.2058.49N/AN/A801615145
2022-11-08$45.12$40.0067.3%20.0%52.3%36.7%71.8%-11.2%-3.6%2.3K-12.5K-7700.1841.57N/AN/A921715545
2022-11-09$49.72$40.0074.7%21.4%65.9%48.8%75.2%-11.0%-1.9%4.9K-139.8K-1.0K0.7769.62N/AN/A34526618147
2022-11-10$47.56$40.0074.5%21.3%62.2%48.4%78.8%-11.8%-6.4%7.3K-267.4K-3.2K0.0442.67N/AN/A34715437297
2022-11-11$44.40$40.0066.6%19.1%57.7%35.6%78.3%-8.8%-0.4%-8275.7K-3.0K0.0476.29N/AN/A35415439298
2022-11-14$44.48$40.0070.8%20.3%57.8%42.4%77.9%-7.8%-5.6%86-21.5K-2.9K0.0483.15N/AN/A36515463296
2022-11-15$43.88$40.0068.7%19.7%57.7%39.0%73.7%-9.3%-0.3%-2.2K16.7K-2.8K0.1460.39N/AN/A10515461294
2022-11-16$45.48$40.0067.8%19.4%58.4%37.6%72.1%-11.8%-1.5%699-113.5K-2.8K0.1983.40N/AN/A11322469296
2022-11-17$46.00$40.0065.9%18.9%58.9%34.5%69.7%-14.3%-0.9%7.0K-254.5K-3.0K0.2565.04N/AN/A10326479284
2022-11-18$46.20$44.0070.9%20.3%56.4%42.7%67.9%-14.0%0.3%1.5K-227.9K-2.8K0.2173.49N/AN/A11424490297
2022-11-21$48.04$44.0071.0%20.4%58.7%42.8%67.7%-7.6%1.5%6.7K-315.2K-2.6K0.2176.54N/AN/A12427428288
2022-11-22$44.40$40.0065.1%18.7%64.4%33.2%65.8%-9.9%1.3%-2.7K-125.1K-3.1K0.4740.48N/AN/A13463495294
2022-11-23$45.52$44.0069.3%19.9%64.7%40.1%70.4%-10.5%-8.4%-2.3K-186.9K-3.3K0.2483.83N/AN/A13532514329
2022-11-25$45.28$44.0065.4%18.8%64.6%33.7%65.4%-11.4%-0.6%-2.2K-181.2K-3.2K0.5968.61N/AN/A43517326
2022-11-28$48.20$44.0074.1%21.2%68.9%47.8%72.5%-8.3%-8.6%11.0K-489.7K-3.2K0.5184.69N/AN/A147517327
2022-11-29$47.08$44.0076.7%22.0%68.6%52.0%73.7%-4.6%3.4%8.4K-404.4K-3.1K2.7185.33N/AN/A25521330
2022-11-30$46.44$44.0061.7%17.7%68.7%27.7%63.7%-1.4%6.5%5.8K-322.5K-2.6K0.0095.88N/AN/A40521332