DUG Options History — December 2024

In December 2024, DUG traded between $34.66 and $44.28. ATM implied volatility averaged 43.5%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 7.3% (HV 20d: 36.2%). Max pain ranged from $32.00 to $36.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.30.

Notable Days

2024-12-27: Highest Volume — 230 contracts
2024-12-16: Largest IV spike — 35.0% change
2024-12-31: Highest IV Rank — 69.4%
2024-12-31: Largest Expected Move — 19.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.90	$34.66	$44.28	$34.86	$41.29
Max Pain	$33.14	$32.00	$36.00	$36.00	$32.00
ATM IV	43.5%	28.9%	66.8%	28.9%	66.8%
Expected Move	12.4%	8.3%	19.1%	8.3%	19.1%
HV 20d	36.2%	32.7%	47.5%	44.0%	36.6%
HV 60d	40.3%	38.5%	42.3%	39.4%	38.6%
IV Rank	31.8%	8.2%	69.4%	8.2%	69.4%
IV Percentile	68.0%	6.0%	98.8%	6.0%	98.8%
Term Structure	-2.6%	-25.6%	12.7%	-0.4%	-25.6%
VWIV	37.1%	28.8%	42.6%	28.8%	42.6%
Skew 25d	-1.5%	-15.4%	38.6%	-12.6%	0.2%
Skew 10d	2.2%	-14.5%	63.5%	-1.9%	-0.0%
Call IV 25d	46.8%	31.2%	65.9%	32.8%	65.9%
Put IV 25d	45.3%	20.2%	73.8%	20.2%	66.2%
Bid-Ask Spread %	124.87	89.17	148.66	95.94	121.84
Gamma HHI	0.39	0.18	0.78	0.39	0.61
Net GEX	574	-2.5K	2.9K	641	2.9K
Net DEX	-152.1K	-756.3K	21.9K	21.9K	-724.0K
Net VEX	-161	-390	-38	-140	-390
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.00	1.00	1.00	0.00
Total Volume	19.667	0	230	12	30
Total OI	79.952	24	201	54	201

Daily Data (21 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
2024-12-02	$34.86	$36.00	28.9%	8.3%	44.0%	8.2%	28.8%	-12.6%	-0.4%	641	21.9K	-140	1.00	95.94	N/A	N/A	6	6	22	32
2024-12-03	$34.66	$36.00	38.6%	11.1%	42.8%	23.8%	0.0%	7.4%	6.1%	138	21.0K	-156	0.00	113.72	N/A	N/A	0	0	26	34
2024-12-04	$36.53	$36.00	38.2%	10.9%	47.5%	23.2%	37.2%	-15.4%	7.5%	1.3K	-15.7K	-151	0.27	89.17	N/A	N/A	15	4	26	34
2024-12-05	$36.01	$36.00	36.1%	11.8%	32.7%	19.8%	0.0%	7.6%	-5.1%	2.7K	-26.7K	-212	0.00	122.79	N/A	N/A	0	0	38	38
2024-12-06	$37.45	$36.00	36.4%	10.8%	35.1%	20.3%	39.1%	-6.5%	-1.1%	2.3K	-64.8K	-177	1.00	122.72	N/A	N/A	2	2	38	38
2024-12-09	$37.47	$36.00	43.2%	11.7%	35.1%	31.3%	38.1%	-11.4%	-2.8%	1.5K	-63.5K	-206	1.00	146.27	N/A	N/A	6	6	41	40
2024-12-10	$37.98	$32.00	46.2%	11.2%	34.6%	36.2%	0.0%	3.4%	4.0%	944	-66.5K	-149	0.00	133.06	N/A	N/A	0	0	35	34
2024-12-11	$37.99	$32.00	40.1%	11.5%	34.6%	26.3%	0.0%	-1.1%	-4.2%	2.2K	-76.6K	-114	0.00	148.00	N/A	N/A	0	4	35	34
2024-12-12	$38.51	$32.00	40.6%	11.6%	34.1%	27.1%	0.0%	10.4%	0.0%	655	-86.3K	-100	0.00	117.02	N/A	N/A	0	0	35	34
2024-12-13	$39.12	$32.00	34.4%	9.8%	34.1%	17.0%	0.0%	-12.4%	10.1%	-725	-96.0K	-94	0.00	140.16	N/A	N/A	1	0	35	34
2024-12-16	$40.84	$32.00	46.4%	13.3%	36.5%	36.5%	0.0%	-11.7%	-4.4%	-1.8K	-127.4K	-63	0.00	119.23	N/A	N/A	0	1	36	34
2024-12-17	$41.53	$32.00	52.3%	15.0%	33.4%	46.1%	0.0%	38.6%	-19.9%	-2.5K	-137.3K	-55	0.00	148.66	N/A	N/A	0	0	36	34
2024-12-18	$43.69	$32.00	44.6%	12.8%	36.3%	33.6%	0.0%	-14.0%	0.1%	88	-152.8K	-38	0.00	132.27	N/A	N/A	0	12	36	34
2024-12-19	$44.28	$32.00	44.6%	12.8%	34.4%	33.6%	42.6%	-3.3%	-2.2%	-284	-145.9K	-134	0.00	125.05	N/A	N/A	1	0	36	46
2024-12-20	$43.80	$32.00	40.7%	11.7%	32.7%	27.3%	0.0%	2.7%	5.6%	-73	-143.8K	-157	0.00	135.84	N/A	N/A	0	0	37	46
2024-12-23	$42.75	$32.00	45.9%	13.2%	35.3%	35.8%	0.0%	-1.7%	-15.3%	-246	-14.4K	-160	0.00	125.83	N/A	N/A	64	0	8	16
2024-12-24	$42.07	$32.00	43.2%	12.4%	35.3%	31.3%	0.0%	11.1%	12.7%	269	-171.7K	-201	0.00	122.44	N/A	N/A	3	0	47	16
2024-12-26	$42.37	$32.00	54.9%	15.8%	35.2%	50.3%	0.0%	-2.4%	-7.2%	560	-161.8K	-259	0.00	118.91	N/A	N/A	20	0	45	16
2024-12-27	$42.42	$32.00	41.8%	12.0%	35.2%	29.1%	0.0%	-12.4%	1.1%	673	-205.0K	-238	0.00	121.43	N/A	N/A	230	0	55	16
2024-12-30	$42.19	$32.00	49.8%	14.3%	35.2%	42.0%	0.0%	-8.1%	-12.8%	757	-756.3K	-188	0.00	122.01	N/A	N/A	0	0	185	16
2024-12-31	$41.29	$32.00	66.8%	19.1%	36.6%	69.4%	0.0%	0.2%	-25.6%	2.9K	-724.0K	-390	0.00	121.84	N/A	N/A	30	0	185	16