DUG Options History — June 2023 In June 2023, DUG traded between $52.28 and $58.64. ATM implied volatility averaged 47.8%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 3.9% (HV 20d: 43.9%). Max pain ranged from $48.00 to $56.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.25.
Notable Days 2023-06-20 : Highest Volume — 19 contracts2023-06-12 : Largest IV spike — 21.8% change2023-06-12 : Highest IV Rank — 27.7%2023-06-01 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $54.81 $52.28 $58.64 $58.64 $52.28 Max Pain $50.29 $48.00 $56.00 $56.00 $52.00 ATM IV 47.8% 38.1% 61.2% 56.1% 38.1% Expected Move 13.2% 10.9% 16.1% 16.1% 10.9% HV 20d 43.9% 40.7% 46.7% 42.7% 43.4% HV 60d 52.2% 45.2% 57.3% 56.1% 45.2% IV Rank 7.7% 0.0% 27.7% 19.5% 0.0% IV Percentile 6.7% 0.0% 35.7% 17.5% 0.0% Term Structure 4.6% -1.7% 31.1% -1.7% 4.3% VWIV 46.5% 39.6% 57.7% 55.8% 39.6% Skew 25d -6.6% -13.7% 2.9% -11.9% -11.7% Skew 10d -15.8% -34.7% 5.4% 1.3% 5.4% Call IV 25d 50.4% 39.9% 64.8% 64.8% 39.9% Put IV 25d 43.8% 28.3% 52.8% 52.8% 28.3% Bid-Ask Spread % 59.23 21.50 103.12 52.59 77.61 Gamma HHI 0.27 0.20 0.34 0.33 0.32 Net GEX 7.1K 3.7K 13.2K 9.3K 6.0K Net DEX -147.3K -269.2K -78.9K -269.2K -78.9K Net VEX -526 -729 -391 -729 -391 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 2.21 0.10 2.21 Total Volume 6.952 0 19 6 12 Total OI 121.619 99 150 128 111
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 2023-06-01 $58.64 $56.00 56.1% 16.1% 42.7% 19.5% 55.8% -11.9% -1.7% 9.3K -269.2K -729 0.10 52.59 N/A N/A 5 1 112 16 2023-06-02 $55.36 $56.00 53.4% 15.3% 46.7% 15.3% 57.7% -6.5% -1.3% 7.6K -176.5K -648 0.30 32.20 N/A N/A 5 2 110 16 2023-06-05 $56.00 $48.00 51.6% 14.6% 41.7% 12.4% 51.9% -7.8% 1.8% 7.4K -182.7K -614 0.00 71.43 N/A N/A 0 0 105 17 2023-06-06 $55.28 $48.00 51.1% 14.4% 42.0% 11.5% 0.0% -8.6% 1.2% 7.2K -166.5K -590 0.02 73.38 N/A N/A 11 0 105 17 2023-06-07 $52.36 $48.00 47.2% 13.8% 46.3% 5.3% 47.8% -4.3% 3.2% 6.5K -108.8K -514 0.00 21.50 N/A N/A 13 0 111 17 2023-06-08 $52.80 $48.00 49.0% 13.4% 45.2% 8.2% 0.0% -1.9% 5.0% 6.8K -122.1K -539 0.06 79.18 N/A N/A 13 1 112 17 2023-06-09 $53.28 $48.00 50.2% 13.2% 43.2% 10.1% 45.1% -6.5% 3.9% 10.4K -156.7K -617 0.00 37.34 N/A N/A 0 0 125 17 2023-06-12 $54.44 $48.00 61.2% 14.1% 44.2% 27.7% 48.1% -8.6% 2.4% 12.8K -201.2K -617 0.00 40.46 N/A N/A 9 0 133 17 2023-06-13 $53.72 $48.00 59.9% 13.1% 44.2% 25.6% 46.7% -3.8% 3.2% 9.5K -148.0K -530 0.00 91.15 N/A N/A 12 0 126 17 2023-06-14 $55.16 $48.00 48.1% 13.8% 41.9% 6.7% 43.8% -2.6% 5.2% 13.2K -200.3K -508 0.00 87.48 N/A N/A 8 0 128 17 2023-06-15 $53.72 $48.00 46.9% 13.4% 40.8% 4.8% 0.0% 2.9% 31.1% 7.8K -126.2K -498 1.00 103.12 N/A N/A 3 3 122 17 2023-06-16 $54.16 $48.00 45.4% 13.0% 40.7% 2.4% 45.8% -3.2% 5.7% 5.3K -128.7K -467 0.00 55.17 N/A N/A 3 0 118 15 2023-06-20 $56.36 $48.00 44.6% 12.8% 43.1% 1.1% 47.9% -7.5% 7.1% 5.7K -165.9K -498 0.69 37.01 N/A N/A 11 8 87 12 2023-06-21 $54.92 $52.00 43.0% 12.3% 44.1% 0.0% 41.2% -3.0% 4.6% 4.8K -123.2K -540 0.00 69.50 N/A N/A 4 0 87 20 2023-06-22 $56.64 $52.00 44.0% 12.6% 44.8% 1.7% 44.0% -2.3% 2.4% 4.9K -152.5K -508 0.02 53.14 N/A N/A 11 0 88 19 2023-06-23 $57.64 $52.00 41.9% 12.0% 45.2% 0.0% 43.1% -13.7% 6.6% 3.7K -152.4K -501 0.00 77.44 N/A N/A 4 0 82 20 2023-06-26 $55.44 $52.00 44.5% 12.7% 46.1% 4.0% 41.9% -9.2% 3.0% 4.1K -114.6K -434 0.00 37.35 N/A N/A 1 0 82 20 2023-06-27 $55.16 $52.00 43.7% 12.5% 46.0% 2.8% 43.9% -6.3% 3.4% 4.0K -110.4K -433 0.00 45.32 N/A N/A 5 0 82 20 2023-06-28 $54.28 $52.00 44.1% 12.6% 45.1% 3.5% 46.3% -11.8% 1.3% 4.9K -105.5K -429 0.50 71.31 N/A N/A 1 0 86 20 2023-06-29 $53.36 $52.00 39.3% 11.3% 43.6% 0.0% 0.0% -10.4% 3.9% 6.2K -102.7K -450 0.00 30.23 N/A N/A 0 0 92 19 2023-06-30 $52.28 $52.00 38.1% 10.9% 43.4% 0.0% 39.6% -11.7% 4.3% 6.0K -78.9K -391 2.21 77.61 N/A N/A 4 8 92 19
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