DLNG Options History — January 2015 In January 2015, DLNG traded between $14.77 and $17.76. ATM implied volatility averaged 43.1%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded below realized volatility by 15.1% (HV 20d: 58.1%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.43.
Notable Days 2015-01-13 : Highest Volume — 536 contracts2015-01-08 : Largest IV spike — 60.4% change2015-01-08 : Highest IV Rank — 29.3%2015-01-16 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $16.23 $14.77 $17.76 $17.13 $17.76 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 43.1% 32.3% 60.0% 48.4% 36.0% Expected Move 11.6% 9.3% 13.9% 13.2% 10.3% HV 20d 58.1% 46.2% 68.2% 64.3% 47.7% HV 60d 57.4% 55.3% 58.8% 57.4% 57.8% IV Rank 17.4% 9.9% 29.3% 21.1% 12.5% IV Percentile 77.3% 56.3% 91.3% 86.5% 65.9% Term Structure -4.1% -14.7% 6.3% 6.3% -11.0% VWIV 40.4% 25.4% 49.6% 49.6% 38.5% Skew 25d 5.7% -8.1% 23.3% 23.3% -0.5% Skew 10d 9.4% -7.3% 29.4% 23.3% -0.4% Call IV 25d 39.1% 27.0% 47.6% 47.6% 39.7% Put IV 25d 44.9% 34.8% 70.9% 70.9% 39.2% Bid-Ask Spread % 109.85 98.83 116.82 116.20 110.10 Gamma HHI 0.50 0.32 0.63 0.46 0.63 Net GEX 75 -5.2K 5.0K 3.1K 5.0K Net DEX 428.8K 82.9K 722.4K 604.5K 82.9K Net VEX -863 -1.1K -714 -1.1K -924 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.43 0.00 10.00 1.00 1.14 Total Volume 289 0 536 520 370 Total OI 854.65 390 1,218 1,218 442
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 2015-01-02 $17.13 $0.00 48.4% 13.2% 64.3% 21.1% 0.0% 23.3% 6.3% 3.1K 604.5K -1.1K 1.00 116.20 N/A N/A 260 260 578 640 2015-01-05 $16.03 $0.00 52.0% 13.2% 68.2% 23.6% 49.6% 7.7% -0.1% 325 633.0K -1.0K 0.30 109.51 N/A N/A 40 12 578 640 2015-01-06 $15.68 $15.00 35.3% 12.6% 67.8% 11.9% 0.0% 1.1% -4.6% -3.0K 695.7K -891 0.00 98.83 N/A N/A 0 0 550 652 2015-01-07 $15.79 $15.00 37.4% 10.0% 67.2% 13.4% 0.0% 5.3% -8.7% -2.0K 707.1K -743 0.00 116.82 N/A N/A 0 0 550 652 2015-01-08 $16.00 $15.00 60.0% 10.7% 67.3% 29.3% 41.0% -1.4% 1.5% -3.0K 696.7K -760 1.05 110.02 N/A N/A 260 272 550 652 2015-01-09 $15.97 $15.00 44.1% 11.0% 67.1% 18.1% 38.9% -8.1% -2.3% -1.5K 694.3K -811 1.05 106.88 N/A N/A 260 272 550 652 2015-01-12 $15.43 $15.00 49.5% 10.9% 64.1% 21.9% 40.8% -3.3% -1.3% -3.7K 697.3K -734 1.05 113.31 N/A N/A 259 272 550 652 2015-01-13 $15.00 $15.00 49.9% 11.5% 64.3% 22.2% 39.9% -5.0% -3.0% -4.1K 722.4K -744 1.07 106.26 N/A N/A 259 277 551 652 2015-01-14 $14.77 $15.00 46.1% 13.2% 63.4% 19.5% 44.1% 2.1% -2.8% -4.1K 700.8K -784 1.07 111.51 N/A N/A 259 277 551 643 2015-01-15 $14.99 $15.00 38.0% 10.9% 63.1% 13.8% 34.9% 0.1% -4.4% -5.2K 715.0K -744 1.03 111.87 N/A N/A 259 267 551 643 2015-01-16 $15.92 $15.00 48.6% 13.9% 56.4% 21.2% 25.4% 23.0% -10.5% -1.9K 687.4K -758 10.00 108.64 N/A N/A 2 20 551 643 2015-01-20 $15.91 $15.00 45.3% 13.0% 56.4% 19.0% 0.0% 3.1% -6.4% 811 163.3K -761 0.00 113.85 N/A N/A 0 0 171 219 2015-01-21 $16.61 $15.00 37.6% 10.8% 51.7% 13.5% 34.3% -0.2% 5.0% 954 154.0K -714 0.00 110.45 N/A N/A 54 0 171 219 2015-01-22 $16.91 $15.00 32.3% 9.3% 51.7% 9.9% 39.7% 14.7% -3.6% 2.7K 119.5K -931 0.99 100.33 N/A N/A 198 197 213 219 2015-01-23 $16.85 $15.00 41.9% 12.0% 50.8% 16.6% 47.3% 16.7% -14.7% 3.3K 98.2K -986 1.03 109.78 N/A N/A 192 197 221 219 2015-01-26 $17.05 $15.00 35.9% 10.3% 48.6% 12.4% 0.0% -0.4% -4.0% 3.7K 101.3K -1.0K 0.00 110.40 N/A N/A 0 0 223 219 2015-01-27 $16.90 $15.00 38.8% 11.1% 48.3% 14.4% 0.0% 11.9% -0.2% 3.5K 82.9K -950 0.00 111.94 N/A N/A 3 0 223 219 2015-01-28 $16.79 $15.00 47.4% 13.6% 48.2% 20.4% 48.9% 8.0% -13.3% 2.9K 98.9K -1.0K 1.02 111.75 N/A N/A 194 197 223 219 2015-01-29 $17.13 $15.00 37.0% 10.6% 46.2% 13.2% 42.2% 16.2% -3.7% 3.8K 121.5K -842 1.02 108.45 N/A N/A 194 197 223 219 2015-01-30 $17.76 $15.00 36.0% 10.3% 47.7% 12.5% 38.5% -0.5% -11.0% 5.0K 82.9K -924 1.14 110.10 N/A N/A 173 197 223 219
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