DUG Options History — November 2024 In November 2024, DUG traded between $32.72 and $40.08. ATM implied volatility averaged 43.6%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 1.9% (HV 20d: 41.7%). Max pain ranged from $36.00 to $44.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.42.
Notable Days 2024-11-04 : Highest Volume — 27 contracts2024-11-07 : Largest IV spike — 96.6% change2024-11-07 : Highest IV Rank — 100.0%2024-11-01 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $35.00 $32.72 $40.08 $40.08 $34.05 Max Pain $38.67 $36.00 $44.00 $36.00 $36.00 ATM IV 43.6% 27.6% 85.7% 49.5% 38.8% Expected Move 11.0% 7.5% 14.2% 14.2% 11.1% HV 20d 41.7% 29.9% 45.6% 31.7% 43.7% HV 60d 40.0% 35.9% 41.4% 35.9% 39.7% IV Rank 33.6% 6.1% 100.0% 49.7% 24.3% IV Percentile 58.7% 2.8% 100.0% 92.5% 53.2% Term Structure 6.5% -6.7% 24.5% -6.7% 9.1% VWIV 36.0% 20.0% 47.8% 47.8% 20.0% Skew 25d -1.5% -17.8% 26.5% 11.6% 1.7% Skew 10d -0.0% -14.7% 14.3% 14.3% -5.4% Call IV 25d 35.3% 24.5% 45.9% 33.6% 31.4% Put IV 25d 33.8% 22.5% 58.8% 45.2% 33.1% Bid-Ask Spread % 70.24 0.21 110.38 94.42 87.60 Gamma HHI 0.49 0.33 1.00 0.33 0.34 Net GEX 906 -666 7.5K 3.4K -456 Net DEX -1.8K -136.0K 31.1K -132.0K 27.8K Net VEX -141 -452 0 -418 -151 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.42 0.00 5.00 0.00 2.00 Total Volume 6.85 0 27 0 0 Total OI 39.6 0 114 88 54
Daily Data (20 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 2024-11-01 $40.08 $36.00 49.5% 14.2% 31.7% 49.7% 0.0% 11.6% -6.7% 3.4K -132.0K -418 0.00 94.42 N/A N/A 0 0 66 22 2024-11-04 $38.72 $44.00 57.4% 14.0% 34.3% 65.0% 0.0% -15.9% 16.4% 3.4K -105.5K -403 0.00 90.17 N/A N/A 27 0 66 22 2024-11-05 $38.44 $44.00 45.1% 9.8% 29.9% 41.2% 47.8% -6.1% 19.5% 7.5K -136.0K -452 0.50 88.89 N/A N/A 1 0 92 22 2024-11-06 $34.92 $36.00 43.6% 7.5% 45.6% 38.3% 26.9% 4.0% 24.5% 3.6K -33.6K -353 0.04 110.38 N/A N/A 14 1 92 22 2024-11-07 $35.36 $0.00 85.7% 12.5% 45.6% 100.0% 0.0% 0.4% 0.0% 0 0 0 0.00 0.21 N/A N/A 0 0 0 0 2024-11-08 $35.41 $0.00 39.1% 11.1% 45.5% 24.7% 39.4% 6.2% 4.7% 0 0 0 0.00 52.45 N/A N/A 0 10 0 0 2024-11-11 $34.86 $40.00 48.5% 12.3% 45.6% 39.9% 37.3% -2.0% 6.6% -666 28.8K -29 5.00 58.12 N/A N/A 2 10 0 10 2024-11-12 $35.08 $40.00 61.0% 10.8% 41.2% 60.2% 0.0% -10.0% 6.8% -579 24.9K -49 0.00 50.24 N/A N/A 0 0 2 10 2024-11-13 $34.56 $40.00 38.4% 11.0% 41.4% 23.6% 38.0% 1.2% -3.1% -476 26.3K -42 1.00 57.05 N/A N/A 2 2 2 10 2024-11-14 $34.45 $40.00 27.6% 7.9% 41.4% 6.1% 0.0% 26.5% 14.1% -463 28.0K -55 0.00 81.26 N/A N/A 0 0 4 12 2024-11-15 $34.70 $40.00 39.2% 11.2% 41.3% 24.9% 0.0% -17.8% 0.0% -532 26.6K -58 0.00 70.28 N/A N/A 0 0 4 12 2024-11-18 $33.61 $40.00 38.1% 10.9% 42.4% 23.1% 36.7% -9.1% 1.6% -289 30.4K -43 0.00 71.57 N/A N/A 0 1 4 12 2024-11-19 $34.14 $40.00 37.4% 10.7% 43.0% 21.9% 37.2% 2.1% 1.7% -528 30.1K -52 0.00 53.87 N/A N/A 0 1 4 13 2024-11-20 $33.51 $40.00 38.0% 10.9% 42.6% 22.9% 38.4% -2.1% -5.1% -452 31.1K -50 0.20 59.25 N/A N/A 20 4 4 13 2024-11-21 $32.72 $36.00 39.2% 11.2% 43.0% 24.9% 0.0% -5.5% 6.0% 958 27.1K -108 4.00 79.39 N/A N/A 1 4 24 17 2024-11-22 $32.79 $36.00 37.5% 10.7% 43.1% 22.1% 0.0% 0.2% 3.2% 756 30.7K -135 0.00 62.87 N/A N/A 0 0 25 21 2024-11-25 $34.12 $36.00 37.3% 10.7% 45.5% 21.8% 38.9% -3.5% 15.6% 1.2K 18.1K -148 0.00 80.02 N/A N/A 20 0 25 21 2024-11-26 $34.25 $36.00 36.3% 10.4% 43.7% 20.1% 35.8% -7.2% 3.3% 793 19.9K -134 2.00 75.51 N/A N/A 2 4 21 21 2024-11-27 $34.23 $36.00 34.7% 10.0% 43.8% 17.7% 20.0% -4.4% 5.5% 991 21.2K -130 0.00 81.17 N/A N/A 0 11 22 21 2024-11-29 $34.05 $36.00 38.8% 11.1% 43.7% 24.3% 0.0% 1.7% 9.1% -456 27.8K -151 0.00 87.60 N/A N/A 0 0 22 32
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