DUG Options History — December 2022

In December 2022, DUG traded between $46.80 and $56.36. ATM implied volatility averaged 68.2%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 7.8% (HV 20d: 60.3%). Max pain ranged from $44.00 to $48.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 2.94.

Notable Days

  • 2022-12-05: Highest Volume — 276 contracts
  • 2022-12-12: Largest IV spike — 34.2% change
  • 2022-12-12: Highest IV Rank — 85.0%
  • 2022-12-08: Largest Expected Move — 22.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.75$46.80$56.36$46.80$49.56
Max Pain$47.62$44.00$48.00$44.00$48.00
ATM IV68.2%57.7%97.0%68.0%57.7%
Expected Move18.8%16.5%22.2%19.5%16.5%
HV 20d60.3%52.1%69.3%67.1%59.8%
HV 60d69.7%60.4%75.0%73.7%60.4%
IV Rank36.2%14.3%85.0%37.9%14.3%
IV Percentile30.3%4.4%96.8%29.0%4.4%
Term Structure4.9%-1.9%21.8%-1.9%10.8%
VWIV64.7%49.5%73.6%67.8%58.9%
Skew 25d-7.3%-10.9%-2.8%-3.4%-8.4%
Skew 10d-17.6%-32.6%26.0%26.0%-3.5%
Call IV 25d70.5%61.8%77.0%68.2%67.3%
Put IV 25d63.2%58.7%69.9%64.8%59.0%
Bid-Ask Spread %77.5255.1792.4583.8692.45
Gamma HHI0.350.280.540.290.35
Net GEX18.9K3.9K37.8K3.9K17.1K
Net DEX-603.3K-903.2K-288.2K-288.2K-456.9K
Net VEX-2.3K-3.4K-1.7K-2.7K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.940.0043.4843.4810.67
Total Volume51.429227625618
Total OI503.333372853853550

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$46.80$44.0068.0%19.5%67.1%37.9%67.8%-3.4%-1.9%3.9K-288.2K-2.7K43.4883.86N/AN/A6250521332
2022-12-02$47.52$44.0062.6%18.0%65.6%29.2%60.8%-6.9%2.9%21.0K-437.6K-2.2K0.3786.46N/AN/A5252283
2022-12-05$50.56$48.0070.0%18.7%68.9%41.1%65.5%-10.6%5.6%37.8K-709.6K-2.5K0.0085.50N/AN/A275152284
2022-12-06$53.16$48.0074.6%20.3%69.3%48.7%68.0%-10.9%1.0%12.1K-607.2K-1.9K0.2455.17N/AN/A18428884
2022-12-07$53.52$48.0075.3%20.0%69.1%49.7%67.6%-6.5%3.6%13.3K-684.1K-2.0K0.1273.96N/AN/A30430488
2022-12-08$54.36$48.0082.0%22.2%60.8%60.8%73.6%-7.8%1.4%16.3K-739.1K-2.1K0.0261.87N/AN/A22131691
2022-12-09$56.36$48.0072.3%20.1%58.9%44.8%68.8%-7.3%6.1%23.0K-903.2K-2.0K0.0284.34N/AN/A14033191
2022-12-12$53.56$48.0097.0%20.6%56.1%85.0%65.0%-7.7%2.6%20.4K-731.1K-2.0K2.2469.20N/AN/A71633591
2022-12-13$51.36$48.0073.5%18.1%59.0%46.8%67.7%-8.5%8.3%20.2K-559.6K-1.8K0.1473.45N/AN/A9133192
2022-12-14$52.08$48.0062.4%17.9%58.5%25.9%63.4%-9.9%4.0%23.9K-590.1K-1.7K0.0289.05N/AN/A59133191
2022-12-15$52.84$48.0062.6%17.9%57.6%26.2%62.9%-8.0%21.8%12.4K-662.5K-1.7K0.0066.26N/AN/A9032992
2022-12-16$54.00$48.0063.6%18.2%57.9%27.9%66.7%-2.8%3.0%10.5K-676.8K-1.7K0.0279.22N/AN/A256432592
2022-12-19$54.44$48.0064.6%18.5%57.8%29.7%49.5%-6.6%3.6%24.0K-784.1K-3.4K0.0472.32N/AN/A26149534
2022-12-20$52.36$48.0061.9%17.8%58.9%25.1%62.8%-3.7%4.3%22.1K-649.4K-3.0K0.1067.88N/AN/A3049534
2022-12-21$50.72$48.0061.7%17.7%52.1%24.7%57.2%-3.1%5.7%19.7K-533.3K-2.7K0.6780.11N/AN/A2149334
2022-12-22$53.36$48.0065.5%18.8%54.1%31.2%64.8%-8.5%3.2%23.0K-685.1K-3.1K0.0677.93N/AN/A5049335
2022-12-23$49.92$48.0060.1%17.2%60.1%22.0%65.9%-8.1%8.0%19.5K-519.1K-2.7K0.4077.72N/AN/A1149535
2022-12-27$48.72$48.0061.3%17.6%56.9%24.1%64.8%-6.2%2.2%17.6K-414.8K-2.3K0.1579.10N/AN/A3149635
2022-12-28$51.36$48.0071.4%20.5%59.0%38.9%65.9%-8.7%4.8%20.6K-576.9K-2.8K2.9584.56N/AN/A61649834
2022-12-29$50.16$48.0064.1%18.4%59.5%25.6%70.1%-10.1%2.6%17.4K-460.1K-2.5K0.0087.59N/AN/A2049850
2022-12-30$49.56$48.0057.7%16.5%59.8%14.3%58.9%-8.4%10.8%17.1K-456.9K-2.5K10.6792.45N/AN/A21650050