DUG Options History — May 2024

In May 2024, DUG traded between $36.28 and $39.92. ATM implied volatility averaged 33.8%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 3.5% (HV 20d: 30.2%). Max pain ranged from $28.00 to $36.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.54.

Notable Days

2024-05-22: Highest Volume — 14 contracts
2024-05-13: Largest IV spike — 50.3% change
2024-05-23: Highest IV Rank — 58.2%
2024-05-23: Largest Expected Move — 13.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.95	$36.28	$39.92	$38.44	$38.20
Max Pain	$29.09	$28.00	$36.00	$36.00	$28.00
ATM IV	33.8%	23.8%	45.6%	37.7%	39.8%
Expected Move	9.4%	7.5%	13.1%	10.8%	11.4%
HV 20d	30.2%	28.1%	34.2%	30.3%	34.2%
HV 60d	28.2%	25.4%	30.4%	30.3%	30.2%
IV Rank	25.8%	0.1%	58.2%	34.9%	42.9%
IV Percentile	18.2%	0.4%	80.2%	21.4%	44.4%
Term Structure	-2.7%	-13.1%	14.1%	0.8%	-6.2%
VWIV	32.1%	21.4%	38.0%	37.9%	38.0%
Skew 25d	-8.2%	-52.7%	9.3%	-10.2%	-14.9%
Skew 10d	-7.9%	-93.5%	27.5%	-8.0%	-28.1%
Call IV 25d	37.4%	20.9%	84.7%	36.1%	52.2%
Put IV 25d	29.3%	23.8%	38.6%	25.8%	37.4%
Bid-Ask Spread %	95.89	84.64	118.66	91.49	103.46
Gamma HHI	0.43	0.39	0.49	0.42	0.44
Net GEX	441	-1.6K	2.5K	851	1.3K
Net DEX	-55.4K	-99.5K	-12.3K	-73.3K	-54.4K
Net VEX	-524	-575	-469	-556	-513
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.00	5.00	0.03	0.33
Total Volume	3.091	0	14	10	0
Total OI	110	94	120	110	112

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
2024-05-01	$38.44	$36.00	37.7%	10.8%	30.3%	34.9%	37.9%	-10.2%	0.8%	851	-73.3K	-556	0.03	91.49	N/A	N/A	10	0	63	47
2024-05-02	$38.08	$36.00	28.0%	8.0%	30.7%	10.5%	0.0%	4.4%	14.1%	586	-59.2K	-530	0.00	93.08	N/A	N/A	0	0	61	47
2024-05-03	$38.28	$36.00	40.1%	11.5%	28.3%	40.9%	21.4%	-14.5%	-6.0%	981	-69.1K	-543	0.00	91.93	N/A	N/A	1	0	61	47
2024-05-06	$37.44	$28.00	41.1%	7.5%	30.1%	43.4%	0.0%	9.3%	1.8%	215	-42.9K	-518	0.00	100.01	N/A	N/A	5	0	60	47
2024-05-07	$37.52	$28.00	34.3%	9.1%	29.9%	26.3%	0.0%	-5.2%	-11.6%	819	-54.7K	-549	0.00	87.15	N/A	N/A	0	0	65	47
2024-05-08	$37.64	$28.00	23.8%	9.0%	29.4%	0.1%	0.0%	-4.4%	-12.8%	517	-61.2K	-524	0.00	87.93	N/A	N/A	1	0	65	47
2024-05-09	$36.80	$28.00	33.2%	8.4%	31.0%	23.6%	0.0%	-7.2%	-4.3%	378	-34.9K	-527	0.04	94.03	N/A	N/A	6	0	66	47
2024-05-10	$37.16	$28.00	24.1%	7.9%	29.2%	0.9%	26.9%	-5.4%	-6.6%	429	-50.7K	-547	0.00	92.34	N/A	N/A	0	1	72	47
2024-05-13	$37.36	$28.00	36.3%	7.9%	28.7%	31.3%	0.0%	-4.3%	-0.1%	527	-54.5K	-539	0.00	92.88	N/A	N/A	0	1	72	47
2024-05-14	$37.36	$28.00	35.5%	8.2%	28.3%	29.5%	0.0%	-4.0%	-9.6%	-196	-51.4K	-510	0.00	92.61	N/A	N/A	3	0	72	48
2024-05-15	$37.36	$28.00	29.9%	8.6%	28.2%	15.3%	0.0%	-3.2%	-11.9%	-613	-49.9K	-521	0.00	94.47	N/A	N/A	0	0	70	48
2024-05-16	$37.36	$28.00	28.2%	8.1%	28.1%	11.1%	0.0%	-4.0%	7.1%	621	-44.2K	-525	0.00	94.38	N/A	N/A	3	0	70	48
2024-05-17	$36.28	$28.00	28.6%	8.2%	28.9%	12.1%	0.0%	-3.8%	12.5%	-518	-42.9K	-503	5.00	93.73	N/A	N/A	0	1	70	48
2024-05-20	$36.84	$28.00	28.8%	8.2%	28.8%	12.5%	0.0%	0.0%	5.4%	-1.3K	-13.1K	-511	0.00	91.94	N/A	N/A	0	0	53	41
2024-05-21	$37.08	$28.00	28.6%	8.2%	28.7%	12.1%	0.0%	-0.9%	-4.7%	-1.6K	-12.3K	-477	0.00	98.05	N/A	N/A	0	0	53	41
2024-05-22	$38.72	$28.00	34.7%	9.9%	32.1%	27.3%	35.3%	-22.9%	-3.4%	-812	-42.6K	-469	0.22	106.10	N/A	N/A	11	3	53	41
2024-05-23	$39.44	$28.00	45.6%	13.1%	31.8%	58.2%	0.0%	-52.7%	-13.1%	548	-76.8K	-575	0.00	118.66	N/A	N/A	0	0	64	43
2024-05-24	$39.44	$28.00	32.7%	9.4%	31.7%	24.0%	33.3%	-22.4%	2.2%	660	-76.6K	-539	0.00	106.14	N/A	N/A	6	0	64	43
2024-05-28	$38.36	$28.00	36.9%	10.6%	33.8%	35.0%	0.0%	-1.0%	-0.1%	1.5K	-56.7K	-558	1.00	106.59	N/A	N/A	3	3	69	43
2024-05-29	$39.92	$28.00	37.3%	10.7%	32.6%	36.1%	38.0%	-0.1%	-7.9%	2.2K	-99.5K	-485	1.43	87.93	N/A	N/A	2	3	67	41
2024-05-30	$39.92	$28.00	38.4%	11.0%	30.2%	39.0%	0.0%	-12.0%	-5.7%	2.5K	-98.0K	-510	0.33	84.64	N/A	N/A	4	1	68	42
2024-05-31	$38.20	$28.00	39.8%	11.4%	34.2%	42.9%	0.0%	-14.9%	-6.2%	1.3K	-54.4K	-513	0.00	103.46	N/A	N/A	0	0	70	42