DUG Options History — July 2024 In July 2024, DUG traded between $36.28 and $40.16. ATM implied volatility averaged 37.6%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 4.7% (HV 20d: 32.9%). Max pain ranged from $32.00 to $40.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.25.
Notable Days 2024-07-17 : Highest Volume — 14 contracts2024-07-11 : Largest IV spike — 45.2% change2024-07-25 : Highest IV Rank — 55.3%2024-07-25 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $38.13 $36.28 $40.16 $38.08 $36.28 Max Pain $35.09 $32.00 $40.00 $40.00 $32.00 ATM IV 37.6% 27.9% 52.3% 38.6% 39.3% Expected Move 10.7% 8.0% 15.0% 11.1% 11.3% HV 20d 32.9% 29.5% 35.2% 35.0% 34.3% HV 60d 33.7% 32.5% 35.4% 33.0% 34.0% IV Rank 26.8% 8.0% 55.3% 28.7% 30.0% IV Percentile 37.1% 3.2% 96.4% 42.1% 50.0% Term Structure -4.1% -13.0% 9.6% -0.2% -2.3% VWIV 35.3% 18.9% 64.8% 34.6% 39.3% Skew 25d -2.6% -11.6% 18.0% -1.7% 3.6% Skew 10d 0.3% -23.5% 23.1% -1.7% -10.7% Call IV 25d 38.1% 29.8% 44.1% 35.7% 31.9% Put IV 25d 35.5% 25.9% 61.5% 34.0% 35.6% Bid-Ask Spread % 93.95 87.61 103.47 96.59 93.77 Gamma HHI 0.52 0.35 0.89 0.48 0.41 Net GEX 750 -14.5K 8.9K -1.1K 2.3K Net DEX -54.6K -119.0K -1.7K -16.5K -40.3K Net VEX -229 -339 -161 -339 -170 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 1.75 0.00 0.00 Total Volume 2.545 0 14 0 0 Total OI 83.955 41 111 104 43
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 2024-07-01 $38.08 $40.00 38.6% 11.1% 35.0% 28.7% 0.0% -1.7% -0.2% -1.1K -16.5K -339 0.00 96.59 N/A N/A 0 0 60 44 2024-07-02 $38.44 $40.00 35.3% 10.1% 30.3% 22.3% 0.0% -3.2% -3.4% 167 -29.4K -298 0.00 95.90 N/A N/A 0 0 60 44 2024-07-03 $37.92 $40.00 31.3% 9.0% 29.8% 14.5% 0.0% -8.1% 4.3% -923 -18.3K -326 0.00 103.47 N/A N/A 5 0 60 44 2024-07-05 $39.28 $36.00 34.4% 9.0% 32.8% 20.7% 0.0% -5.8% -7.5% 2.4K -69.9K -291 0.83 89.62 N/A N/A 2 1 64 44 2024-07-08 $39.56 $36.00 35.8% 9.9% 32.8% 23.2% 34.6% -5.1% -10.6% 3.2K -83.8K -291 0.00 89.09 N/A N/A 6 0 65 42 2024-07-09 $40.16 $36.00 35.8% 9.8% 33.3% 23.3% 33.6% -1.5% -9.8% 4.5K -114.1K -284 1.60 89.38 N/A N/A 1 2 69 42 2024-07-10 $40.08 $36.00 35.4% 10.2% 33.1% 22.6% 18.9% -0.1% -7.8% 8.9K -119.0K -263 0.00 92.12 N/A N/A 3 0 70 41 2024-07-11 $38.92 $36.00 51.5% 14.8% 34.6% 53.6% 36.2% -2.5% -8.7% 3.9K -87.3K -289 0.00 97.22 N/A N/A 3 0 70 41 2024-07-12 $38.84 $36.00 34.7% 10.0% 33.3% 21.2% 0.0% -2.0% 0.6% 3.0K -76.6K -271 0.00 95.66 N/A N/A 4 0 70 41 2024-07-15 $37.36 $36.00 35.3% 10.1% 35.2% 22.3% 0.0% -5.0% -11.4% -2.2K -41.3K -188 0.00 93.26 N/A N/A 1 0 67 41 2024-07-16 $37.44 $36.00 34.7% 10.0% 34.0% 21.2% 0.0% -10.0% -10.7% -2.6K -41.6K -187 0.00 92.14 N/A N/A 0 0 67 41 2024-07-17 $36.56 $36.00 35.8% 10.2% 34.5% 23.2% 35.7% -6.6% -13.0% -9.9K -1.7K -190 1.75 90.75 N/A N/A 5 9 67 41 2024-07-18 $36.56 $36.00 27.9% 8.0% 34.6% 8.0% 32.1% -11.6% -9.5% -14.5K -16.1K -185 0.00 102.11 N/A N/A 1 0 68 41 2024-07-19 $37.36 $36.00 34.4% 9.9% 33.7% 20.5% 27.9% -3.3% 9.2% 2.4K -51.2K -186 0.00 90.34 N/A N/A 3 0 67 40 2024-07-22 $37.72 $32.00 36.1% 10.3% 33.4% 23.9% 38.0% -6.6% -1.2% 2.5K -54.8K -185 0.00 87.61 N/A N/A 1 0 39 2 2024-07-23 $39.00 $32.00 41.0% 11.7% 29.5% 33.3% 64.8% -6.8% -2.8% 2.4K -69.0K -195 0.33 91.69 N/A N/A 2 1 40 2 2024-07-24 $39.08 $32.00 39.5% 11.3% 29.5% 30.4% 32.2% -5.1% -0.4% 2.4K -67.0K -194 0.00 90.73 N/A N/A 1 0 39 3 2024-07-25 $37.72 $32.00 52.3% 15.0% 32.1% 55.3% 0.0% 18.0% -7.1% 2.1K -51.5K -187 0.00 97.43 N/A N/A 0 0 39 3 2024-07-26 $37.56 $32.00 33.6% 9.6% 32.1% 19.0% 30.5% -0.8% 9.6% 2.4K -50.9K -178 0.00 93.45 N/A N/A 2 0 39 3 2024-07-29 $38.08 $32.00 44.1% 12.6% 32.3% 39.4% 35.6% -5.5% -3.0% 2.3K -55.4K -174 0.00 97.69 N/A N/A 3 0 38 3 2024-07-30 $36.92 $32.00 40.5% 11.6% 34.1% 32.4% 0.0% 11.6% -4.9% 2.5K -46.5K -161 0.00 96.82 N/A N/A 0 0 40 3 2024-07-31 $36.28 $32.00 39.3% 11.3% 34.3% 30.0% 39.3% 3.6% -2.3% 2.3K -40.3K -170 0.00 93.77 N/A N/A 0 0 40 3
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