DUG Options History — June 2024 In June 2024, DUG traded between $38.16 and $42.44. ATM implied volatility averaged 35.4%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 2.6% (HV 20d: 38.0%). Max pain ranged from $28.00 to $40.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.47.
Notable Days 2024-06-10 : Highest Volume — 13 contracts2024-06-10 : Largest IV spike — 97.0% change2024-06-10 : Highest IV Rank — 100.0%2024-06-04 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $40.27 $38.16 $42.44 $40.08 $38.16 Max Pain $38.11 $28.00 $40.00 $28.00 $40.00 ATM IV 35.4% 25.9% 75.4% 42.2% 34.8% Expected Move 9.4% 7.4% 12.6% 12.1% 10.0% HV 20d 38.0% 35.8% 42.1% 38.2% 38.3% HV 60d 32.0% 31.1% 34.2% 31.7% 33.0% IV Rank 25.5% 4.1% 100.0% 49.3% 21.4% IV Percentile 22.5% 2.0% 100.0% 61.9% 20.2% Term Structure -2.5% -12.8% 14.1% -6.8% -3.5% VWIV 33.0% 28.3% 43.9% 43.9% 33.2% Skew 25d -4.9% -70.5% 10.3% -7.8% -0.1% Skew 10d 11.6% -19.5% 130.8% -3.9% 23.0% Call IV 25d 37.9% 23.7% 103.3% 46.2% 33.3% Put IV 25d 32.9% 20.2% 51.3% 38.4% 33.2% Bid-Ask Spread % 101.42 93.80 118.38 100.23 93.80 Gamma HHI 0.47 0.38 0.69 0.44 0.48 Net GEX 2.5K -1.0K 6.0K 2.6K -402 Net DEX -103.5K -185.7K -19.7K -108.2K -19.9K Net VEX -389 -514 -284 -508 -321 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.00 3.33 0.00 0.11 Total Volume 3.632 0 13 2 2 Total OI 114.158 98 127 112 102
Daily Data (19 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 2024-06-03 $40.08 $28.00 42.2% 12.1% 38.2% 49.3% 43.9% -7.8% -6.8% 2.6K -108.2K -508 0.00 100.23 N/A N/A 2 0 70 42 2024-06-04 $40.72 $28.00 43.9% 12.6% 37.3% 53.7% 0.0% 10.3% -10.6% 3.6K -124.9K -490 1.00 96.93 N/A N/A 3 3 72 42 2024-06-05 $40.64 $28.00 37.9% 10.9% 37.4% 37.8% 0.0% 6.4% -5.5% 3.4K -122.1K -496 0.00 101.35 N/A N/A 0 0 72 44 2024-06-06 $40.28 $40.00 33.8% 9.1% 37.7% 26.7% 31.9% -11.8% -8.9% 3.5K -111.2K -502 1.00 102.44 N/A N/A 3 3 72 44 2024-06-07 $40.36 $40.00 38.3% 8.4% 36.4% 38.8% 0.0% -3.2% -6.9% 3.5K -122.3K -423 0.25 97.49 N/A N/A 1 0 72 42 2024-06-10 $39.92 $40.00 75.4% 10.3% 36.8% 100.0% 0.0% 1.4% -12.8% 3.5K -98.7K -398 0.00 108.69 N/A N/A 0 13 72 41 2024-06-11 $40.20 $40.00 33.9% 9.5% 36.8% 19.5% 33.3% -1.6% -10.2% 1.1K -92.5K -514 0.00 97.39 N/A N/A 1 0 72 54 2024-06-12 $41.16 $40.00 29.6% 8.5% 37.4% 11.4% 0.0% -3.7% -1.9% 2.4K -123.1K -426 0.00 107.60 N/A N/A 0 13 73 54 2024-06-13 $41.56 $40.00 30.2% 8.7% 37.4% 12.5% 28.9% -12.0% -7.3% 3.4K -149.6K -363 0.00 100.87 N/A N/A 6 0 69 50 2024-06-14 $42.44 $40.00 34.2% 9.8% 37.7% 20.2% 32.7% 1.1% -10.0% 3.8K -180.8K -312 0.00 100.97 N/A N/A 1 0 72 50 2024-06-17 $42.08 $40.00 27.5% 7.9% 35.8% 7.2% 30.7% 0.4% -5.9% 6.0K -185.7K -305 0.00 106.83 N/A N/A 0 1 73 50 2024-06-18 $41.92 $40.00 29.2% 8.4% 35.9% 10.6% 37.4% 2.8% 14.1% 5.1K -174.0K -304 0.00 99.12 N/A N/A 0 1 72 50 2024-06-20 $40.28 $40.00 29.4% 8.4% 39.5% 10.8% 33.3% -70.5% 4.5% 3.5K -101.2K -390 0.00 118.38 N/A N/A 0 2 72 51 2024-06-21 $40.84 $40.00 25.9% 7.4% 36.9% 4.1% 0.0% 2.4% 11.5% 5.5K -155.8K -284 0.00 101.13 N/A N/A 6 0 72 52 2024-06-24 $38.56 $40.00 29.7% 8.5% 42.1% 11.5% 29.2% 2.2% 6.4% -813 -25.8K -327 3.33 96.62 N/A N/A 1 3 55 43 2024-06-25 $38.72 $40.00 32.5% 9.3% 42.1% 17.0% 0.0% -2.5% 3.2% -1.0K -24.6K -352 0.00 101.23 N/A N/A 0 0 55 45 2024-06-26 $38.56 $40.00 34.0% 9.7% 40.9% 19.8% 0.0% 1.3% -0.3% -309 -19.7K -349 0.00 95.35 N/A N/A 1 0 54 45 2024-06-27 $38.56 $40.00 30.3% 8.7% 38.2% 12.6% 28.3% -8.8% 4.4% -151 -25.5K -329 0.00 100.63 N/A N/A 3 0 55 44 2024-06-28 $38.16 $40.00 34.8% 10.0% 38.3% 21.4% 33.2% -0.1% -3.5% -402 -19.9K -321 0.11 93.80 N/A N/A 2 0 58 44
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