SDS page is not the best recommended to run oligonucleotides. SDS is used almost for protein analysis detection. The reagent used may interfer with oligonucleotide because is so strong denaturant used to disrupt polipepitide in protein. SDS just add negative charge to bio-molecules. Is better to use UREIA instead SDS (sodiun duod sulf)

Good Job

Since both SDS and DNA have negative charges they won't interact directly but can form a complex with the help of bridge by cationic agents. If you want to denature the ds DNA formamide or urea can be used  as denaturant. 

Thank you very much. I have tried again without SDS, and I was able to get a band in dsDNA only. I think the problem is now with EtBr's ability to intercalate with short single strand oligo.