DUG Options History — October 2024

In October 2024, DUG traded between $35.44 and $40.16. ATM implied volatility averaged 47.7%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 7.3% (HV 20d: 40.4%). Max pain ranged from $32.00 to $44.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.98.

Notable Days

2024-10-14: Highest Volume — 18 contracts
2024-10-10: Largest IV drop — 39.2% change
2024-10-09: Highest IV Rank — 83.4%
2024-10-09: Largest Expected Move — 19.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.71	$35.44	$40.16	$38.52	$39.28
Max Pain	$34.09	$32.00	$44.00	$40.00	$36.00
ATM IV	47.7%	35.8%	66.8%	47.2%	50.7%
Expected Move	13.4%	10.3%	19.2%	13.5%	14.5%
HV 20d	40.4%	32.0%	44.9%	41.8%	32.0%
HV 60d	40.2%	36.2%	42.4%	40.2%	36.3%
IV Rank	46.3%	23.2%	83.4%	45.4%	52.1%
IV Percentile	83.7%	29.0%	99.6%	85.7%	94.0%
Term Structure	-6.3%	-28.5%	15.0%	-4.3%	-2.6%
VWIV	45.3%	28.0%	50.7%	46.2%	50.7%
Skew 25d	2.7%	-16.2%	21.5%	6.3%	-5.1%
Skew 10d	5.4%	-12.0%	23.9%	9.7%	16.0%
Call IV 25d	36.9%	28.6%	50.0%	38.5%	38.4%
Put IV 25d	39.5%	28.0%	52.2%	44.8%	33.3%
Bid-Ask Spread %	93.33	81.53	102.21	84.23	95.22
Gamma HHI	0.35	0.27	0.50	0.28	0.32
Net GEX	2.9K	2.3K	4.0K	3.2K	3.1K
Net DEX	-73.9K	-123.2K	-16.4K	-64.5K	-116.5K
Net VEX	-331	-430	-218	-291	-430
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.98	0.00	19.00	19.00	0.00
Total Volume	5.913	0	18	5	1
Total OI	89.565	74	121	80	87

Daily Data (23 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
2024-10-01	$38.52	$40.00	47.2%	13.5%	41.8%	45.4%	46.2%	6.3%	-4.3%	3.2K	-64.5K	-291	19.00	84.23	N/A	N/A	0	5	67	13
2024-10-02	$37.64	$40.00	48.5%	13.9%	41.0%	47.9%	38.4%	1.8%	-4.9%	3.1K	-54.0K	-271	3.00	91.07	N/A	N/A	1	2	67	12
2024-10-03	$36.36	$44.00	42.6%	11.7%	41.7%	36.4%	49.7%	-11.1%	-18.9%	2.5K	-36.2K	-251	0.17	93.25	N/A	N/A	10	2	66	12
2024-10-04	$35.80	$32.00	49.8%	14.8%	39.4%	50.4%	0.0%	4.8%	0.2%	2.6K	-37.5K	-257	0.25	81.53	N/A	N/A	12	3	72	12
2024-10-07	$35.44	$32.00	57.5%	14.4%	39.2%	65.2%	0.0%	19.6%	-1.0%	2.4K	-30.5K	-234	1.00	87.68	N/A	N/A	0	0	72	12
2024-10-08	$37.28	$32.00	54.1%	11.1%	40.8%	58.8%	0.0%	21.5%	-0.3%	3.1K	-55.9K	-257	1.00	99.92	N/A	N/A	4	4	72	13
2024-10-09	$36.80	$32.00	66.8%	19.2%	39.9%	83.4%	0.0%	-5.4%	-28.5%	3.1K	-50.3K	-255	0.00	100.50	N/A	N/A	0	0	74	15
2024-10-10	$36.16	$32.00	40.6%	11.6%	39.9%	32.6%	0.0%	6.9%	0.5%	2.9K	-36.9K	-231	0.00	98.95	N/A	N/A	0	2	74	15
2024-10-11	$35.84	$32.00	44.0%	12.6%	39.9%	39.1%	0.0%	0.3%	-14.2%	2.7K	-24.4K	-218	11.25	96.37	N/A	N/A	1	11	74	16
2024-10-14	$36.16	$32.00	49.4%	14.2%	40.2%	49.5%	50.4%	-16.2%	-20.6%	2.6K	-16.4K	-313	0.21	93.91	N/A	N/A	15	3	75	27
2024-10-15	$38.08	$32.00	48.0%	13.8%	44.9%	46.9%	43.7%	6.5%	-2.1%	3.7K	-84.3K	-391	0.13	87.42	N/A	N/A	11	2	89	30
2024-10-16	$37.84	$32.00	41.4%	11.9%	44.9%	34.1%	0.0%	-8.8%	-22.6%	3.7K	-87.0K	-405	0.00	93.17	N/A	N/A	1	0	89	31
2024-10-17	$37.64	$32.00	46.7%	13.4%	44.1%	44.4%	47.0%	1.4%	-4.0%	4.0K	-81.7K	-394	3.00	91.45	N/A	N/A	0	1	90	31
2024-10-18	$38.00	$32.00	44.8%	12.8%	44.2%	40.7%	44.8%	12.7%	2.0%	2.3K	-86.0K	-381	0.00	102.21	N/A	N/A	14	0	90	31
2024-10-21	$38.00	$32.00	47.1%	13.5%	43.9%	45.1%	49.7%	3.7%	2.4%	2.8K	-93.8K	-388	0.00	91.74	N/A	N/A	0	0	57	17
2024-10-22	$38.00	$32.00	48.6%	13.9%	43.9%	48.0%	48.6%	3.5%	-1.2%	2.7K	-93.3K	-404	0.53	89.68	N/A	N/A	4	2	57	17
2024-10-23	$38.56	$32.00	46.1%	13.2%	43.2%	43.2%	44.1%	9.1%	-1.1%	2.8K	-103.7K	-364	0.00	90.96	N/A	N/A	3	0	60	19
2024-10-24	$38.44	$32.00	47.0%	13.5%	39.9%	45.0%	28.0%	-8.7%	-17.8%	3.1K	-101.8K	-418	0.00	97.76	N/A	N/A	0	1	61	19
2024-10-25	$38.36	$36.00	46.4%	13.3%	37.2%	43.9%	46.4%	8.4%	-19.1%	3.1K	-98.3K	-412	0.14	86.61	N/A	N/A	9	1	61	20
2024-10-28	$39.00	$36.00	35.8%	10.3%	37.7%	23.2%	44.5%	2.1%	15.0%	2.6K	-103.2K	-363	0.00	100.74	N/A	N/A	3	0	58	22
2024-10-29	$40.16	$36.00	46.3%	13.3%	35.3%	43.5%	44.9%	6.9%	-0.9%	2.3K	-121.1K	-287	0.00	98.94	N/A	N/A	5	0	58	22
2024-10-30	$39.92	$36.00	47.8%	13.7%	34.2%	46.5%	47.8%	1.7%	-0.8%	2.9K	-123.2K	-397	0.00	93.32	N/A	N/A	3	0	62	22
2024-10-31	$39.28	$36.00	50.7%	14.5%	32.0%	52.1%	50.7%	-5.1%	-2.6%	3.1K	-116.5K	-430	0.00	95.22	N/A	N/A	1	0	65	22