DUG Options History — November 2023 In November 2023, DUG traded between $44.08 and $49.28. ATM implied volatility averaged 42.3%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 1.8% (HV 20d: 40.5%). Max pain ranged from $40.00 to $44.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.12.
Notable Days 2023-11-17 : Highest Volume — 30 contracts2023-11-06 : Largest IV spike — 8.6% change2023-11-29 : Highest IV Rank — 28.8%2023-11-07 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $47.14 $44.08 $49.28 $46.36 $47.28 Max Pain $40.38 $40.00 $44.00 $40.00 $40.00 ATM IV 42.3% 39.3% 44.8% 44.4% 42.2% Expected Move 12.3% 11.4% 13.0% 12.7% 12.1% HV 20d 40.5% 37.7% 44.7% 40.9% 39.3% HV 60d 41.4% 39.7% 42.6% 39.7% 41.8% IV Rank 25.3% 21.2% 28.8% 28.2% 25.2% IV Percentile 17.8% 10.3% 34.1% 24.6% 18.3% Term Structure 0.1% -3.7% 3.8% 3.8% -2.0% VWIV 41.2% 25.2% 48.7% 44.3% 46.3% Skew 25d -4.8% -8.9% -0.7% -5.8% -4.9% Skew 10d -1.7% -22.9% 71.9% -16.8% -2.6% Call IV 25d 45.7% 40.3% 49.1% 48.2% 45.3% Put IV 25d 41.0% 36.7% 45.2% 42.4% 40.4% Bid-Ask Spread % 68.44 26.83 94.84 91.21 93.74 Gamma HHI 0.39 0.25 0.65 0.29 0.36 Net GEX 10.0K 4.4K 13.2K 11.7K 9.3K Net DEX -284.4K -452.6K -129.6K -327.3K -178.1K Net VEX -669 -782 -528 -782 -705 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.12 0.00 0.60 0.00 0.00 Total Volume 5.619 0 30 0 0 Total OI 145.238 107 162 155 132
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 2023-11-01 $46.36 $40.00 44.4% 12.7% 40.9% 28.2% 44.3% -5.8% 3.8% 11.7K -327.3K -782 0.00 91.21 N/A N/A 0 0 140 15 2023-11-02 $44.08 $44.00 42.0% 12.9% 44.6% 24.9% 48.7% -7.0% 1.6% 11.3K -249.4K -748 0.00 29.51 N/A N/A 3 0 139 15 2023-11-03 $44.72 $44.00 39.3% 12.4% 44.7% 21.2% 43.8% -4.5% 3.0% 11.8K -271.6K -724 0.33 28.53 N/A N/A 3 1 141 15 2023-11-06 $45.80 $40.00 42.7% 12.8% 39.1% 25.8% 0.0% -3.5% -0.5% 12.3K -315.0K -716 0.00 83.85 N/A N/A 0 0 144 16 2023-11-07 $47.84 $40.00 44.1% 13.0% 41.5% 27.8% 42.7% -6.9% 0.5% 11.6K -398.1K -720 0.26 40.09 N/A N/A 10 3 144 16 2023-11-08 $48.84 $40.00 43.5% 12.5% 41.2% 26.9% 27.0% -5.7% 2.7% 11.0K -421.7K -707 0.60 80.00 N/A N/A 1 1 143 18 2023-11-09 $49.28 $40.00 43.5% 12.5% 41.1% 27.0% 0.0% -6.2% 1.6% 10.5K -438.5K -685 0.00 45.82 N/A N/A 2 0 143 18 2023-11-10 $48.44 $40.00 41.9% 12.0% 38.3% 24.7% 42.1% -2.8% 1.8% 11.9K -410.1K -655 0.00 84.41 N/A N/A 1 0 143 18 2023-11-13 $47.72 $40.00 41.7% 11.9% 38.3% 24.4% 0.0% -5.8% 1.2% 12.4K -381.2K -614 0.00 59.62 N/A N/A 0 0 143 18 2023-11-14 $46.84 $40.00 41.7% 12.0% 38.4% 24.5% 0.0% -8.2% 0.7% 12.8K -344.1K -576 0.00 93.98 N/A N/A 1 0 143 18 2023-11-15 $47.00 $40.00 39.9% 11.4% 37.7% 22.1% 25.2% -3.6% 1.1% 13.2K -343.6K -554 0.00 91.99 N/A N/A 19 0 143 18 2023-11-16 $49.08 $40.00 43.2% 12.4% 39.5% 26.5% 43.3% -4.5% -3.7% 11.5K -452.6K -549 0.19 57.25 N/A N/A 4 1 142 18 2023-11-17 $46.84 $40.00 40.9% 11.7% 43.3% 23.4% 41.9% -6.2% -0.5% 4.4K -308.6K -528 0.23 26.83 N/A N/A 24 6 143 19 2023-11-20 $46.52 $40.00 41.0% 11.7% 42.3% 23.5% 41.4% -6.5% 0.6% 5.8K -129.6K -622 0.04 64.80 N/A N/A 7 0 91 16 2023-11-21 $47.00 $40.00 42.5% 12.2% 42.0% 25.6% 42.8% -3.2% -1.1% 6.4K -150.2K -662 0.33 92.41 N/A N/A 3 1 95 17 2023-11-22 $47.16 $40.00 42.5% 12.2% 41.9% 25.6% 44.6% -4.0% -0.9% 6.5K -152.0K -681 0.02 90.96 N/A N/A 17 0 95 18 2023-11-24 $46.80 $40.00 42.6% 12.2% 41.7% 25.7% 42.4% -1.0% -2.5% 8.1K -160.0K -705 0.00 27.87 N/A N/A 1 0 110 17 2023-11-27 $47.16 $40.00 42.0% 12.1% 38.2% 24.9% 0.0% -8.9% -1.4% 8.6K -171.0K -692 0.00 94.84 N/A N/A 2 0 110 17 2023-11-28 $47.08 $40.00 41.9% 12.0% 38.2% 24.7% 0.0% -0.7% -0.7% 8.6K -168.6K -695 0.00 67.33 N/A N/A 1 0 112 17 2023-11-29 $48.08 $40.00 44.8% 12.8% 38.8% 28.8% 46.3% -0.8% -2.5% 9.5K -200.8K -722 0.00 92.11 N/A N/A 6 0 113 17 2023-11-30 $47.28 $40.00 42.2% 12.1% 39.3% 25.2% 0.0% -4.9% -2.0% 9.3K -178.1K -705 0.00 93.74 N/A N/A 0 0 115 17
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