DLNG Options History — November 2014 In November 2014, DLNG traded between $17.96 and $21.71. ATM implied volatility averaged 33.0%, placing in the 9.3% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 1.6% (HV 20d: 34.6%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 1.59.
Notable Days 2014-11-25 : Highest Volume — 295 contracts2014-11-12 : Largest IV drop — 21.6% change2014-11-10 : Highest IV Rank — 16.1%2014-11-20 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $19.96 $17.96 $21.71 $21.71 $17.96 Max Pain $22.50 $22.50 $22.50 $22.50 $22.50 ATM IV 33.0% 26.7% 44.5% 31.6% 32.0% Expected Move 8.8% 6.4% 10.1% 7.4% 9.6% HV 20d 34.6% 26.2% 49.5% 49.5% 27.5% HV 60d 33.8% 33.1% 34.8% 33.8% 34.8% IV Rank 9.3% 5.5% 16.1% 8.4% 8.7% IV Percentile 59.2% 35.2% 79.5% 59.8% 60.3% Term Structure -0.7% -7.2% 9.0% 3.8% -7.2% VWIV 31.5% 27.7% 35.3% 30.5% 29.1% Skew 25d 0.1% -9.4% 14.2% 14.2% -2.8% Skew 10d 2.2% -12.8% 16.1% 16.1% 3.6% Call IV 25d 34.7% 22.1% 42.1% 32.0% 37.5% Put IV 25d 34.8% 26.6% 46.3% 46.3% 34.7% Bid-Ask Spread % 97.01 80.45 116.05 106.49 113.96 Gamma HHI 0.42 0.27 0.63 0.63 0.29 Net GEX 3.8K -12.5K 42.3K 42.3K -6.7K Net DEX 502.6K -94.5K 895.2K -94.5K 895.2K Net VEX -1.9K -3.7K -754 -3.7K -995 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.59 0.78 9.23 1.04 2.47 Total Volume 152.947 0 295 184 0 Total OI 1,317.737 872 1,425 1,414 990
Daily Data (19 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 2014-11-03 $21.71 $22.50 31.6% 7.4% 49.5% 8.4% 30.5% 14.2% 3.8% 42.3K -94.5K -3.7K 1.04 106.49 N/A N/A 90 94 942 472 2014-11-04 $20.79 $22.50 37.1% 8.6% 46.2% 11.7% 32.9% 1.4% -4.7% 25.7K 244.1K -2.9K 1.04 99.80 N/A N/A 90 94 942 472 2014-11-05 $20.82 $22.50 35.5% 9.2% 45.8% 10.7% 35.3% 1.3% -5.0% 33.0K 119.3K -3.2K 1.04 87.72 N/A N/A 90 94 942 472 2014-11-06 $20.61 $22.50 37.2% 9.2% 44.7% 11.7% 32.8% -1.7% -0.7% 15.2K 401.5K -2.5K 1.04 81.58 N/A N/A 90 94 942 472 2014-11-07 $21.07 $22.50 40.3% 9.1% 42.1% 13.6% 30.5% -0.6% -3.3% 26.8K 254.3K -2.9K 1.03 108.72 N/A N/A 91 94 942 472 2014-11-10 $20.87 $22.50 44.5% 8.7% 39.2% 16.1% 30.1% -5.5% -0.5% 7.5K 443.0K -2.2K 0.92 109.30 N/A N/A 102 94 942 472 2014-11-11 $20.76 $22.50 40.0% 8.8% 39.3% 13.4% 31.5% 4.8% -6.7% 1.3K 446.7K -2.0K 0.92 101.73 N/A N/A 102 94 877 444 2014-11-12 $20.77 $22.50 31.4% 9.4% 39.4% 8.3% 32.2% 2.6% -3.8% 4.8K 401.5K -2.3K 0.92 104.41 N/A N/A 102 94 953 472 2014-11-13 $20.20 $22.50 29.5% 8.8% 32.4% 7.2% 33.3% -8.3% 1.4% -10.5K 561.8K -1.7K 0.92 92.72 N/A N/A 102 94 953 472 2014-11-14 $20.01 $22.50 29.9% 8.6% 28.2% 7.4% 32.2% 1.7% -1.3% -5.0K 548.5K -1.7K 0.00 95.35 N/A N/A 0 2 953 472 2014-11-17 $20.00 $22.50 31.5% 9.0% 28.2% 8.4% 32.3% -2.0% 0.4% -7.7K 575.1K -1.6K 0.84 84.63 N/A N/A 102 86 953 472 2014-11-18 $19.99 $22.50 32.8% 9.1% 28.2% 9.1% 32.0% -9.4% 1.2% -10.9K 566.3K -1.6K 0.84 80.45 N/A N/A 102 86 953 472 2014-11-19 $19.62 $22.50 28.8% 8.5% 28.5% 6.8% 0.0% -2.1% -1.6% -10.3K 616.1K -1.3K 0.00 116.05 N/A N/A 0 0 953 472 2014-11-20 $19.67 $22.50 31.9% 10.1% 26.2% 8.6% 33.9% 0.4% 1.5% -12.5K 597.6K -1.4K 0.84 93.03 N/A N/A 102 86 952 471 2014-11-21 $18.86 $22.50 29.5% 6.4% 27.2% 7.2% 27.7% 1.7% 0.7% -176 573.6K -1.3K 0.78 95.16 N/A N/A 116 91 952 471 2014-11-24 $19.03 $22.50 26.7% 9.5% 27.1% 5.5% 28.1% 3.8% 2.5% -7.2K 647.6K -1.1K 9.23 98.14 N/A N/A 13 120 417 455 2014-11-25 $18.28 $22.50 27.4% 7.9% 29.2% 5.9% 29.1% -6.7% 9.0% -5.6K 880.1K -754 2.47 89.47 N/A N/A 85 210 419 565 2014-11-26 $18.20 $22.50 29.5% 8.9% 29.2% 7.2% 0.0% 8.9% 1.4% -8.0K 871.2K -1.2K 0.00 84.45 N/A N/A 0 0 408 582 2014-11-28 $17.96 $22.50 32.0% 9.6% 27.5% 8.7% 0.0% -2.8% -7.2% -6.7K 895.2K -995 0.00 113.96 N/A N/A 0 0 408 582
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