DUG Options History — February 2023 In February 2023, DUG traded between $46.04 and $53.92. ATM implied volatility averaged 57.9%, placing in the 20.7% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 3.2% (HV 20d: 54.7%). Max pain ranged from $40.00 to $48.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.17.
Notable Days 2023-02-22 : Highest Volume — 56 contracts2023-02-02 : Largest IV spike — 15.8% change2023-02-13 : Highest IV Rank — 30.5%2023-02-13 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $49.99 $46.04 $53.92 $47.44 $52.92 Max Pain $41.89 $40.00 $48.00 $44.00 $48.00 ATM IV 57.9% 51.2% 63.8% 51.2% 52.6% Expected Move 16.5% 14.7% 18.3% 14.7% 15.1% HV 20d 54.7% 42.4% 64.1% 42.4% 58.0% HV 60d 57.1% 54.8% 59.6% 58.1% 55.5% IV Rank 20.7% 9.7% 30.5% 9.7% 12.1% IV Percentile 6.7% 0.8% 19.4% 0.8% 1.2% Term Structure -1.1% -5.6% 5.0% -2.3% 2.2% VWIV 60.7% 52.1% 70.4% 70.4% 54.9% Skew 25d -11.3% -24.3% -5.7% -24.3% -5.7% Skew 10d -20.0% -57.1% -0.9% -27.6% -0.9% Call IV 25d 63.8% 57.5% 69.9% 59.3% 57.5% Put IV 25d 52.5% 35.0% 61.7% 35.0% 51.8% Bid-Ask Spread % 64.26 44.77 98.82 98.82 55.17 Gamma HHI 0.35 0.27 0.44 0.30 0.44 Net GEX 14.1K 7.6K 23.4K 8.9K 23.4K Net DEX -361.7K -481.5K -191.5K -274.2K -481.5K Net VEX -1.3K -1.6K -1.0K -1.2K -1.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.00 1.60 0.06 0.15 Total Volume 15.158 0 56 5 8 Total OI 384.632 160 469 426 259
Daily Data (19 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 2023-02-01 $47.44 $44.00 51.2% 14.7% 42.4% 9.7% 70.4% -24.3% -2.3% 8.9K -274.2K -1.2K 0.06 98.82 N/A N/A 5 0 401 25 2023-02-02 $50.72 $40.00 59.3% 16.5% 49.5% 23.0% 60.5% -10.7% 1.6% 10.9K -377.6K -1.3K 0.43 58.59 N/A N/A 11 5 405 25 2023-02-03 $50.72 $40.00 56.0% 15.8% 46.8% 17.6% 0.0% -8.4% 3.0% 12.1K -380.1K -1.3K 0.15 87.92 N/A N/A 9 1 414 28 2023-02-06 $51.36 $40.00 59.7% 17.1% 44.6% 23.7% 63.8% -11.3% -2.7% 12.3K -427.5K -1.3K 0.00 44.77 N/A N/A 8 0 416 28 2023-02-07 $48.28 $40.00 59.5% 16.7% 50.0% 23.4% 52.1% -10.9% -3.1% 12.1K -319.5K -1.3K 0.09 54.09 N/A N/A 26 2 423 28 2023-02-08 $48.92 $40.00 57.7% 16.5% 50.1% 20.4% 0.0% -11.7% -5.3% 14.0K -354.3K -1.3K 0.00 60.08 N/A N/A 4 0 438 28 2023-02-09 $49.80 $40.00 58.7% 16.8% 50.4% 22.0% 0.0% -11.4% -5.6% 15.0K -405.3K -1.3K 0.00 55.93 N/A N/A 0 0 441 28 2023-02-10 $46.04 $40.00 60.8% 17.4% 55.9% 25.6% 56.6% -11.5% -4.9% 12.2K -235.5K -1.1K 0.31 55.45 N/A N/A 8 3 441 28 2023-02-13 $46.36 $40.00 63.8% 18.3% 55.9% 30.5% 0.0% -12.3% -4.4% 10.6K -210.2K -1.1K 0.00 76.01 N/A N/A 0 0 434 30 2023-02-14 $46.20 $40.00 57.1% 16.4% 55.9% 19.5% 59.8% -11.7% -1.2% 11.4K -191.5K -1.0K 0.00 92.35 N/A N/A 6 0 434 30 2023-02-15 $47.84 $40.00 54.7% 15.7% 56.4% 15.5% 0.0% -8.4% 3.4% 16.7K -269.7K -1.1K 0.00 55.10 N/A N/A 4 0 434 30 2023-02-16 $48.72 $40.00 63.0% 18.0% 56.2% 29.1% 70.3% -17.8% -2.2% 7.6K -318.9K -1.1K 0.00 85.41 N/A N/A 18 0 435 30 2023-02-17 $52.36 $40.00 56.5% 16.2% 61.2% 18.5% 60.9% -9.3% 5.0% 15.6K -465.8K -1.2K 0.01 80.77 N/A N/A 52 1 438 30 2023-02-21 $52.56 $40.00 62.7% 18.0% 61.1% 28.7% 63.2% -7.0% -1.6% 8.5K -335.6K -1.2K 0.03 56.27 N/A N/A 45 2 141 19 2023-02-22 $53.92 $40.00 58.9% 16.9% 61.4% 22.4% 63.1% -10.1% -5.1% 14.3K -462.5K -1.4K 0.08 60.08 N/A N/A 52 4 182 18 2023-02-23 $51.56 $48.00 56.2% 16.1% 64.1% 18.0% 56.9% -13.3% -0.4% 19.4K -444.8K -1.6K 0.06 48.40 N/A N/A 4 0 232 22 2023-02-24 $52.28 $48.00 55.2% 15.8% 59.3% 16.4% 56.9% -10.2% 1.6% 21.0K -478.0K -1.6K 0.00 44.77 N/A N/A 3 0 235 22 2023-02-27 $51.72 $48.00 55.6% 15.9% 59.4% 16.9% 0.0% -8.4% 1.3% 21.1K -439.3K -1.5K 1.60 51.01 N/A N/A 3 4 234 22 2023-02-28 $52.92 $48.00 52.6% 15.1% 58.0% 12.1% 54.9% -5.7% 2.2% 23.4K -481.5K -1.6K 0.15 55.17 N/A N/A 7 1 234 25
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