DUG Options History — August 2024

In August 2024, DUG traded between $38.28 and $42.44. ATM implied volatility averaged 43.6%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded below realized volatility by 0.6% (HV 20d: 44.1%). Max pain ranged from $32.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.46.

Notable Days

2024-08-02: Highest Volume — 7 contracts
2024-08-22: Largest IV spike — 73.6% change
2024-08-22: Highest IV Rank — 74.8%
2024-08-07: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.70	$38.28	$42.44	$38.64	$38.64
Max Pain	$38.55	$32.00	$40.00	$32.00	$36.00
ATM IV	43.6%	33.1%	62.4%	47.7%	37.3%
Expected Move	12.2%	9.5%	19.0%	13.7%	10.7%
HV 20d	44.1%	32.8%	47.1%	41.2%	32.8%
HV 60d	38.3%	36.2%	39.4%	36.2%	36.4%
IV Rank	38.4%	18.0%	74.8%	46.4%	26.1%
IV Percentile	59.3%	12.7%	99.6%	89.3%	38.1%
Term Structure	-5.8%	-51.6%	5.2%	-1.2%	-2.4%
VWIV	38.8%	22.6%	62.7%	22.6%	31.1%
Skew 25d	-4.0%	-12.2%	3.2%	1.8%	2.4%
Skew 10d	0.2%	-35.7%	22.4%	7.6%	22.3%
Call IV 25d	43.6%	34.3%	69.1%	43.3%	34.6%
Put IV 25d	39.6%	32.1%	57.0%	45.0%	37.0%
Bid-Ask Spread %	87.26	72.13	97.83	97.83	91.38
Gamma HHI	0.41	0.32	0.65	0.36	0.41
Net GEX	3.6K	2.3K	6.5K	2.4K	3.2K
Net DEX	-79.7K	-118.2K	-48.5K	-62.8K	-65.6K
Net VEX	-203	-236	-173	-192	-175
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.00	5.00	0.00	0.00
Total Volume	2.545	0	7	1	5
Total OI	52.591	43	59	43	58

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
2024-08-01	$38.64	$32.00	47.7%	13.7%	41.2%	46.4%	22.6%	1.8%	-1.2%	2.4K	-62.8K	-192	0.00	97.83	N/A	N/A	1	0	40	3
2024-08-02	$40.84	$32.00	49.7%	14.2%	44.0%	50.1%	49.7%	-8.6%	-18.0%	2.3K	-84.5K	-212	0.00	85.60	N/A	N/A	7	0	41	3
2024-08-05	$42.44	$40.00	55.0%	17.9%	45.8%	60.4%	62.7%	-12.2%	-25.4%	2.8K	-118.2K	-236	0.04	73.67	N/A	N/A	6	0	47	3
2024-08-06	$41.44	$40.00	53.8%	13.7%	46.6%	58.2%	49.7%	-5.6%	-15.4%	3.7K	-110.9K	-234	0.00	72.13	N/A	N/A	2	0	50	3
2024-08-07	$41.28	$40.00	51.0%	19.0%	46.6%	52.7%	49.9%	2.5%	-17.4%	3.8K	-111.0K	-231	0.00	79.13	N/A	N/A	2	0	50	3
2024-08-08	$39.92	$40.00	50.7%	12.3%	47.0%	52.2%	0.0%	-4.5%	5.2%	4.0K	-93.2K	-230	0.00	84.05	N/A	N/A	1	0	50	3
2024-08-09	$39.64	$40.00	44.8%	12.5%	47.1%	40.7%	0.0%	-9.0%	1.4%	4.3K	-87.0K	-216	0.40	82.82	N/A	N/A	1	1	50	3
2024-08-12	$39.56	$40.00	55.8%	12.2%	44.7%	61.9%	42.1%	-5.1%	2.0%	4.6K	-85.1K	-198	0.00	82.55	N/A	N/A	6	0	50	3
2024-08-13	$40.16	$40.00	54.7%	11.4%	44.9%	59.9%	40.1%	-6.7%	3.4%	5.5K	-105.5K	-223	0.00	82.87	N/A	N/A	1	0	55	3
2024-08-14	$39.56	$40.00	36.6%	10.5%	44.3%	24.8%	0.0%	-7.1%	4.2%	6.5K	-93.3K	-212	0.00	88.14	N/A	N/A	0	0	55	3
2024-08-15	$38.72	$40.00	36.1%	10.4%	45.2%	24.0%	36.2%	-3.7%	2.0%	5.3K	-76.7K	-187	4.00	96.90	N/A	N/A	0	1	55	3
2024-08-16	$38.84	$40.00	33.8%	9.7%	44.7%	19.4%	0.0%	-0.8%	-0.3%	2.7K	-66.7K	-176	0.00	90.19	N/A	N/A	3	0	55	4
2024-08-19	$38.52	$40.00	33.2%	9.5%	44.7%	18.3%	32.9%	-4.0%	-8.8%	2.5K	-48.5K	-174	0.20	93.15	N/A	N/A	1	0	43	4
2024-08-20	$40.16	$40.00	33.3%	9.6%	45.6%	18.5%	34.0%	-2.2%	-1.2%	3.0K	-66.9K	-173	0.00	87.10	N/A	N/A	0	0	44	4
2024-08-21	$40.28	$40.00	35.9%	10.3%	45.6%	23.6%	0.0%	-0.3%	0.9%	2.9K	-69.4K	-195	0.00	90.70	N/A	N/A	3	0	44	4
2024-08-22	$40.16	$40.00	62.4%	17.9%	43.5%	74.8%	0.0%	3.2%	-51.6%	3.0K	-75.2K	-213	0.00	89.20	N/A	N/A	0	0	46	4
2024-08-23	$39.16	$40.00	33.1%	9.5%	44.6%	18.0%	33.2%	-2.8%	0.9%	3.1K	-61.2K	-197	0.00	91.76	N/A	N/A	5	0	47	4
2024-08-26	$38.28	$40.00	35.5%	10.2%	45.2%	22.7%	32.8%	-4.8%	-0.5%	2.7K	-52.7K	-192	0.00	90.04	N/A	N/A	5	0	46	4
2024-08-27	$39.00	$36.00	35.9%	10.3%	44.1%	23.4%	33.8%	-5.4%	-0.4%	3.4K	-73.3K	-205	5.00	90.80	N/A	N/A	1	3	50	4
2024-08-28	$39.52	$36.00	37.4%	10.7%	43.6%	26.5%	31.3%	-3.7%	-0.1%	3.2K	-80.8K	-209	0.00	90.12	N/A	N/A	0	0	51	7
2024-08-29	$38.56	$36.00	45.3%	13.0%	38.8%	41.6%	38.3%	-10.5%	-4.8%	3.4K	-64.7K	-185	0.00	89.60	N/A	N/A	1	0	51	7
2024-08-30	$38.64	$36.00	37.3%	10.7%	32.8%	26.1%	31.1%	2.4%	-2.4%	3.2K	-65.6K	-175	0.00	91.38	N/A	N/A	5	0	51	7