DLNG Options History — March 2014 In March 2014, DLNG traded between $21.39 and $22.31. ATM implied volatility averaged 33.9%. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 7.8% (HV 20d: 26.1%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-03-20 : Highest Volume — 13 contracts2014-03-27 : Largest IV spike — 90.4% change2014-03-07 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.90 $21.39 $22.31 $21.90 $21.67 Max Pain $22.50 $22.50 $22.50 $22.50 $22.50 ATM IV 33.9% 23.4% 44.6% 34.3% 42.7% Expected Move 9.9% 6.7% 13.4% 9.8% 12.2% HV 20d 26.1% 22.0% 29.0% 29.0% 23.6% HV 60d 27.7% 26.8% 28.4% 28.4% 26.8% Term Structure 6.9% -11.8% 48.9% -3.3% -11.1% VWIV 29.4% 25.5% 33.3% 33.3% 25.5% Skew 25d 9.7% -20.9% 52.5% 0.5% 48.4% Skew 10d 15.0% -13.6% 63.8% 7.6% 37.5% Call IV 25d 41.6% 23.5% 103.0% 33.1% 37.1% Put IV 25d 51.3% 29.0% 108.2% 33.7% 85.5% Bid-Ask Spread % 137.14 100.29 170.68 126.23 155.16 Gamma HHI 0.83 0.80 0.87 0.82 0.83 Net GEX 15.8K 11.1K 23.9K 15.4K 14.3K Net DEX -206.2K -256.6K -123.4K -193.1K -206.4K Net VEX -1.5K -1.7K -1.3K -1.6K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.571 0 13 8 0 Total OI 398.19 388 416 388 402
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 2014-03-03 $21.90 $22.50 34.3% 9.8% 29.0% 0.0% 0.0% 0.5% -3.3% 15.4K -193.1K -1.6K 0.00 126.23 N/A N/A 0 8 293 95 2014-03-04 $22.07 $22.50 29.0% 8.3% 28.8% 0.0% 0.0% 4.2% 2.7% 15.2K -241.3K -1.7K 0.00 148.94 N/A N/A 0 0 293 100 2014-03-05 $22.09 $22.50 28.9% 8.3% 28.7% 0.0% 0.0% 52.5% 11.3% 13.4K -237.8K -1.7K 0.00 131.18 N/A N/A 0 0 293 100 2014-03-06 $22.07 $22.50 34.0% 9.8% 28.8% 0.0% 0.0% 9.7% 9.3% 12.1K -256.5K -1.6K 0.00 146.48 N/A N/A 0 0 293 100 2014-03-07 $22.23 $22.50 39.3% 13.4% 28.3% 0.0% 0.0% 2.0% -0.1% 11.1K -256.6K -1.6K 0.00 146.89 N/A N/A 0 0 293 100 2014-03-10 $22.18 $22.50 27.7% 8.5% 28.1% 0.0% 0.0% 46.6% -0.2% 18.3K -219.2K -1.6K 0.00 100.29 N/A N/A 0 0 293 100 2014-03-11 $22.13 $22.50 31.7% 9.1% 27.0% 0.0% 0.0% -2.4% 0.9% 16.8K -224.5K -1.6K 0.00 106.65 N/A N/A 0 0 293 100 2014-03-12 $22.25 $22.50 42.1% 12.4% 25.3% 0.0% 0.0% -8.6% -8.3% 12.9K -233.8K -1.6K 0.00 130.70 N/A N/A 0 0 293 100 2014-03-13 $21.60 $22.50 38.5% 11.0% 27.7% 0.0% 0.0% -20.9% -11.8% 12.6K -218.0K -1.5K 0.00 135.33 N/A N/A 0 0 293 100 2014-03-14 $21.66 $22.50 34.0% 9.8% 27.3% 0.0% 33.3% 11.0% 12.6% 16.5K -239.0K -1.5K 0.00 154.92 N/A N/A 10 0 293 100 2014-03-17 $22.31 $22.50 34.4% 9.9% 28.9% 0.0% 0.0% 9.1% 11.4% 18.4K -245.4K -1.5K 0.00 147.82 N/A N/A 0 0 303 100 2014-03-18 $21.83 $22.50 27.2% 7.8% 28.4% 0.0% 0.0% 2.9% 11.1% 18.0K -161.5K -1.4K 0.00 170.68 N/A N/A 0 0 303 100 2014-03-19 $22.00 $22.50 25.7% 7.4% 24.2% 0.0% 0.0% 0.9% 6.3% 22.5K -181.9K -1.4K 0.00 128.15 N/A N/A 0 0 303 100 2014-03-20 $21.39 $22.50 30.1% 8.6% 25.3% 0.0% 0.0% -15.8% 16.7% 15.1K -160.8K -1.4K 0.00 139.67 N/A N/A 0 13 303 100 2014-03-21 $21.76 $22.50 37.8% 10.8% 25.9% 0.0% 0.0% 12.8% 11.2% 14.4K -206.1K -1.5K 0.00 161.32 N/A N/A 0 0 303 113 2014-03-24 $21.62 $22.50 42.7% 12.2% 22.4% 0.0% 0.0% 5.2% 41.6% 12.0K -196.5K -1.5K 0.00 130.95 N/A N/A 0 0 288 113 2014-03-25 $21.58 $22.50 39.8% 11.4% 22.0% 0.0% 0.0% 12.6% 48.9% 13.2K -183.5K -1.5K 0.00 135.28 N/A N/A 0 0 288 113 2014-03-26 $21.81 $22.50 23.4% 6.7% 22.4% 0.0% 25.5% 6.5% 0.4% 21.0K -123.4K -1.3K 0.00 122.63 N/A N/A 2 0 288 113 2014-03-27 $22.09 $22.50 44.6% 12.8% 22.8% 0.0% 0.0% 21.6% -8.2% 13.8K -200.7K -1.5K 0.00 134.54 N/A N/A 0 0 289 113 2014-03-28 $21.67 $22.50 24.2% 6.9% 23.7% 0.0% 0.0% 5.5% 3.5% 23.9K -143.9K -1.4K 0.00 126.19 N/A N/A 0 0 289 113 2014-03-31 $21.67 $22.50 42.7% 12.2% 23.6% 0.0% 0.0% 48.4% -11.1% 14.3K -206.4K -1.4K 0.00 155.16 N/A N/A 0 0 289 113
« Feb 2014 | All History | Apr 2014 » Home DLNG History March 2014