DUG Options History — April 2024

In April 2024, DUG traded between $33.72 and $37.08. ATM implied volatility averaged 35.9%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 11.7% (HV 20d: 24.3%). Max pain ranged from $32.00 to $40.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.88.

Notable Days

2024-04-01: Highest Volume — 30 contracts
2024-04-10: Largest IV spike — 37.7% change
2024-04-30: Highest IV Rank — 44.7%
2024-04-08: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.31	$33.72	$37.08	$35.64	$37.08
Max Pain	$34.18	$32.00	$40.00	$40.00	$36.00
ATM IV	35.9%	24.3%	41.6%	34.4%	41.6%
Expected Move	10.6%	9.6%	12.4%	9.9%	11.9%
HV 20d	24.3%	17.4%	29.4%	20.8%	29.4%
HV 60d	29.2%	27.2%	31.9%	31.9%	29.2%
IV Rank	30.4%	1.4%	44.7%	26.6%	44.7%
IV Percentile	16.2%	0.4%	47.6%	7.5%	47.6%
Term Structure	-0.1%	-9.2%	4.3%	-0.1%	-4.9%
VWIV	37.7%	33.4%	47.0%	34.4%	41.6%
Skew 25d	-1.7%	-13.3%	19.7%	19.7%	17.6%
Skew 10d	4.5%	-27.1%	108.0%	31.3%	5.4%
Call IV 25d	34.0%	21.7%	47.9%	29.5%	21.7%
Put IV 25d	32.3%	24.4%	49.2%	49.2%	39.3%
Bid-Ask Spread %	97.38	89.12	106.66	100.01	93.22
Gamma HHI	0.41	0.25	0.84	0.59	0.40
Net GEX	1.6K	-823	12.9K	2.2K	529
Net DEX	26.0K	-64.4K	83.7K	30.8K	-38.4K
Net VEX	-500	-563	-286	-286	-563
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.88	0.00	5.00	5.00	0.00
Total Volume	6.591	0	30	30	3
Total OI	118.864	87	149	87	110

Daily Data (22 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
2024-04-01	$35.64	$40.00	34.4%	9.9%	20.8%	26.6%	34.4%	19.7%	-0.1%	2.2K	30.8K	-286	5.00	100.01	N/A	N/A	5	25	59	28
2024-04-02	$35.08	$36.00	33.4%	9.6%	17.4%	24.0%	33.4%	-5.0%	1.4%	1.3K	76.6K	-473	1.00	100.06	N/A	N/A	5	5	64	53
2024-04-03	$34.36	$36.00	33.6%	9.6%	17.6%	24.7%	0.0%	-11.8%	3.0%	806	83.7K	-497	0.00	106.66	N/A	N/A	1	0	69	58
2024-04-04	$34.64	$32.00	37.9%	10.5%	19.0%	35.4%	0.0%	-1.8%	-1.4%	1.0K	44.4K	-502	0.00	106.03	N/A	N/A	0	0	71	49
2024-04-05	$33.72	$32.00	35.7%	10.6%	19.7%	29.9%	0.0%	2.3%	1.5%	481	60.5K	-461	0.00	98.10	N/A	N/A	3	0	71	49
2024-04-08	$34.00	$32.00	24.3%	12.4%	20.6%	1.4%	0.0%	-11.4%	-9.2%	968	56.0K	-457	0.00	101.55	N/A	N/A	9	0	73	49
2024-04-09	$34.44	$32.00	27.5%	10.0%	22.0%	9.4%	37.4%	5.2%	3.5%	1.5K	46.5K	-492	0.46	99.60	N/A	N/A	3	2	78	49
2024-04-10	$34.08	$32.00	37.9%	10.9%	22.0%	35.3%	0.0%	6.2%	2.4%	808	63.8K	-468	2.17	100.58	N/A	N/A	2	3	76	51
2024-04-11	$34.16	$32.00	36.4%	10.4%	21.4%	31.7%	35.6%	4.7%	4.3%	978	60.7K	-468	0.28	103.52	N/A	N/A	5	1	76	50
2024-04-12	$35.28	$32.00	39.3%	11.3%	25.7%	39.0%	0.0%	0.5%	3.7%	2.0K	25.3K	-529	2.71	93.94	N/A	N/A	2	5	78	51
2024-04-15	$35.92	$32.00	40.1%	11.5%	26.9%	40.9%	41.2%	-9.7%	-0.3%	2.6K	26.9K	-521	2.20	90.91	N/A	N/A	1	3	79	55
2024-04-16	$36.44	$32.00	36.7%	10.5%	27.8%	32.4%	35.6%	-13.3%	-6.7%	2.3K	11.8K	-529	0.19	95.74	N/A	N/A	8	2	80	58
2024-04-17	$36.72	$32.00	40.2%	11.5%	27.4%	41.1%	40.2%	-7.2%	-1.6%	4.3K	-25.1K	-553	0.91	95.66	N/A	N/A	3	3	88	58
2024-04-18	$37.00	$32.00	37.8%	10.8%	27.4%	35.2%	47.0%	-6.3%	1.2%	3.4K	-64.4K	-542	0.00	101.47	N/A	N/A	12	0	90	58
2024-04-19	$36.16	$36.00	37.4%	10.7%	28.3%	34.1%	37.1%	-8.6%	1.3%	12.9K	-7.5K	-546	0.69	98.71	N/A	N/A	9	6	91	58
2024-04-22	$35.64	$36.00	37.3%	10.7%	28.3%	33.9%	37.3%	-0.9%	0.4%	-176	16.7K	-523	0.20	101.71	N/A	N/A	1	0	50	43
2024-04-23	$35.44	$36.00	36.5%	10.5%	27.6%	31.9%	36.5%	-2.1%	0.2%	-56	13.1K	-525	0.00	92.41	N/A	N/A	0	3	51	44
2024-04-24	$35.36	$36.00	35.8%	10.3%	26.8%	30.0%	35.8%	-3.1%	-0.1%	-655	20.6K	-520	0.00	89.12	N/A	N/A	0	1	51	46
2024-04-25	$34.92	$36.00	36.7%	10.5%	26.9%	32.4%	0.0%	-8.4%	-1.6%	-755	32.9K	-503	0.00	89.31	N/A	N/A	0	0	51	47
2024-04-26	$35.44	$36.00	34.6%	9.9%	25.8%	27.1%	34.6%	-1.0%	1.3%	-823	19.6K	-513	0.00	91.84	N/A	N/A	10	0	51	47
2024-04-29	$35.36	$36.00	35.3%	10.1%	24.9%	28.8%	0.0%	-3.6%	-0.2%	50	17.1K	-527	0.00	92.26	N/A	N/A	4	0	60	47
2024-04-30	$37.08	$36.00	41.6%	11.9%	29.4%	44.7%	41.6%	17.6%	-4.9%	529	-38.4K	-563	0.00	93.22	N/A	N/A	3	0	63	47