DUG Options History — July 2023 In July 2023, DUG traded between $45.16 and $55.08. ATM implied volatility averaged 41.5%, placing in the 5.4% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 0.7% (HV 20d: 42.2%). Max pain ranged from $48.00 to $52.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 2.50.
Notable Days 2023-07-07 : Highest Volume — 19 contracts2023-07-20 : Largest IV drop — 10.8% change2023-07-10 : Highest IV Rank — 11.2%2023-07-06 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $49.73 $45.16 $55.08 $52.00 $45.16 Max Pain $48.40 $48.00 $52.00 $52.00 $48.00 ATM IV 41.5% 37.6% 45.7% 38.8% 41.2% Expected Move 12.0% 10.8% 14.1% 11.1% 11.8% HV 20d 42.2% 38.8% 46.7% 38.8% 42.4% HV 60d 46.2% 42.6% 48.0% 44.6% 42.6% IV Rank 5.4% 0.0% 11.2% 1.1% 5.9% IV Percentile 2.9% 0.0% 7.5% 0.4% 4.8% Term Structure 3.4% -12.7% 15.5% 5.5% -12.7% VWIV 39.9% 32.2% 46.7% 46.7% 32.2% Skew 25d -5.3% -19.2% 10.8% -18.4% 10.8% Skew 10d -8.0% -31.5% 31.5% -4.5% 31.5% Call IV 25d 46.1% 35.0% 60.4% 49.2% 40.4% Put IV 25d 40.8% 28.3% 51.2% 30.8% 51.2% Bid-Ask Spread % 63.70 11.56 102.36 85.57 71.10 Gamma HHI 0.36 0.18 0.69 0.32 0.23 Net GEX 3.6K -5.2K 8.2K 6.2K 351 Net DEX -31.9K -148.7K 33.1K -85.8K 1.5K Net VEX -310 -440 -217 -382 -256 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.50 0.00 22.50 0.00 0.00 Total Volume 4.85 0 19 0 0 Total OI 112.15 55 148 114 65
Daily Data (20 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 2023-07-03 $52.00 $52.00 38.8% 11.1% 38.8% 1.1% 0.0% -18.4% 5.5% 6.2K -85.8K -382 0.00 85.57 N/A N/A 0 0 94 20 2023-07-05 $52.92 $52.00 39.7% 11.4% 39.2% 2.4% 0.0% 9.3% 5.0% 6.6K -102.9K -386 0.00 102.36 N/A N/A 0 2 94 20 2023-07-06 $55.08 $48.00 43.8% 14.1% 41.8% 8.4% 0.0% -10.0% 1.5% 7.0K -148.7K -440 2.50 85.28 N/A N/A 3 8 94 22 2023-07-07 $52.56 $48.00 42.6% 13.0% 40.6% 6.6% 0.0% -19.2% 12.3% 4.7K -61.9K -413 0.88 38.07 N/A N/A 10 9 94 29 2023-07-10 $52.08 $48.00 45.7% 13.2% 40.6% 11.2% 0.0% -5.8% 0.9% 7.3K -74.1K -420 0.00 89.41 N/A N/A 0 0 104 30 2023-07-11 $49.72 $48.00 44.1% 12.1% 43.5% 8.8% 0.0% -5.5% 0.9% 6.0K -8.8K -350 3.33 31.62 N/A N/A 1 3 104 30 2023-07-12 $48.84 $48.00 40.9% 11.7% 42.7% 4.1% 46.7% -5.3% 2.1% 5.2K 8.2K -311 22.50 81.60 N/A N/A 1 11 104 30 2023-07-13 $49.08 $48.00 40.4% 11.6% 42.8% 3.4% 0.0% -6.5% 2.4% 2.9K 10.4K -333 0.00 48.34 N/A N/A 0 0 104 37 2023-07-14 $51.92 $48.00 44.6% 12.8% 46.7% 10.7% 0.0% -2.6% 3.0% 6.7K -60.8K -339 0.00 68.57 N/A N/A 2 0 104 37 2023-07-17 $52.00 $48.00 44.2% 12.7% 45.9% 10.0% 0.0% -7.9% -0.0% 8.2K -69.6K -310 0.09 28.67 N/A N/A 12 1 105 37 2023-07-18 $50.72 $48.00 43.5% 12.5% 46.5% 9.0% 41.5% -8.5% 0.4% 6.6K -22.6K -273 0.72 74.03 N/A N/A 5 3 106 37 2023-07-19 $50.56 $48.00 43.4% 12.4% 43.6% 8.7% 0.0% -4.3% 2.6% 7.4K -19.4K -269 0.00 69.15 N/A N/A 0 0 108 40 2023-07-20 $49.52 $48.00 38.7% 11.1% 43.3% 1.1% 0.0% -4.6% 6.9% 553 7.6K -241 0.14 44.59 N/A N/A 6 1 108 40 2023-07-21 $48.64 $48.00 39.2% 11.2% 41.4% 1.8% 0.0% -2.9% 2.3% -5.2K 33.1K -228 0.33 50.54 N/A N/A 2 1 104 40 2023-07-24 $46.84 $48.00 38.4% 11.0% 41.6% 0.5% 39.4% -2.4% 2.7% 403 -13.2K -217 4.50 87.61 N/A N/A 1 5 43 12 2023-07-25 $46.28 $48.00 40.8% 11.7% 40.2% 4.5% 40.3% -4.5% 1.1% 150 -4.5K -248 0.00 11.56 N/A N/A 0 2 44 16 2023-07-26 $46.56 $48.00 42.6% 12.2% 40.5% 7.4% 0.0% -2.9% 12.0% -161 -6.0K -254 0.00 99.14 N/A N/A 0 0 44 17 2023-07-27 $47.28 $48.00 40.1% 11.5% 41.3% 3.3% 41.8% -2.9% 2.9% -234 -5.2K -249 0.07 36.34 N/A N/A 4 0 44 17 2023-07-28 $46.92 $48.00 37.6% 10.8% 41.1% 0.0% 37.6% -11.9% 15.5% 366 -15.6K -273 0.00 70.56 N/A N/A 4 0 48 17 2023-07-31 $45.16 $48.00 41.2% 11.8% 42.4% 5.9% 32.2% 10.8% -12.7% 351 1.5K -256 0.00 71.10 N/A N/A 0 0 48 17
« Jun 2023 | All History | Aug 2023 » Home DUG History July 2023