DLNG Options History — April 2015 In April 2015, DLNG traded between $17.85 and $20.23. ATM implied volatility averaged 34.2%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 1.0% (HV 20d: 33.2%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 2.22.
Notable Days 2015-04-15 : Highest Volume — 404 contracts2015-04-06 : Largest IV spike — 57.6% change2015-04-06 : Highest IV Rank — 17.3%2015-04-21 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $18.98 $17.85 $20.23 $19.47 $19.80 Max Pain $17.62 $17.50 $20.00 $20.00 $17.50 ATM IV 34.2% 26.6% 43.0% 32.2% 35.0% Expected Move 9.6% 7.6% 11.2% 9.2% 10.0% HV 20d 33.2% 17.4% 46.3% 35.5% 46.0% HV 60d 32.2% 27.9% 36.3% 32.8% 35.5% IV Rank 11.2% 5.8% 17.3% 9.8% 11.8% IV Percentile 61.3% 29.0% 82.1% 55.2% 67.9% Term Structure -1.6% -9.0% 5.1% -0.3% -4.0% VWIV 33.5% 23.4% 39.3% 36.7% 36.0% Skew 25d 8.4% -0.3% 22.2% -0.3% 14.0% Skew 10d 9.9% -1.7% 23.5% -1.7% 23.5% Call IV 25d 30.6% 24.5% 38.7% 37.8% 31.7% Put IV 25d 39.0% 29.9% 47.4% 37.5% 45.7% Bid-Ask Spread % 102.01 33.10 114.20 112.31 95.27 Gamma HHI 0.32 0.25 0.45 0.31 0.28 Net GEX 2.0K -2.0K 10.9K 680 5.9K Net DEX 124.7K 22.5K 267.9K 22.5K 90.5K Net VEX -1.4K -1.7K -1.2K -1.6K -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.22 1.47 3.77 1.72 2.09 Total Volume 302.19 20 404 310 318 Total OI 754.952 642 916 775 682
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 2015-04-01 $19.47 $20.00 32.2% 9.2% 35.5% 9.8% 36.7% -0.3% -0.3% 680 22.5K -1.6K 1.72 112.31 N/A N/A 114 196 431 344 2015-04-02 $19.05 $17.50 27.3% 7.7% 35.2% 6.3% 33.5% 8.2% 2.5% 488 57.0K -1.6K 1.74 101.89 N/A N/A 123 214 436 344 2015-04-06 $18.84 $17.50 43.0% 9.0% 35.2% 17.3% 38.2% 10.8% -1.5% 1.1K 73.4K -1.5K 1.74 102.79 N/A N/A 123 214 446 344 2015-04-07 $18.99 $17.50 37.6% 9.0% 34.6% 13.5% 35.2% 8.9% 1.8% 1.9K 51.0K -1.5K 1.76 104.75 N/A N/A 123 216 446 344 2015-04-08 $19.00 $17.50 26.6% 7.6% 32.3% 5.8% 38.3% 9.6% 3.7% 693 223.1K -1.4K 0.00 99.49 N/A N/A 0 20 366 337 2015-04-09 $18.86 $17.50 28.8% 8.3% 29.1% 7.4% 34.3% 5.7% -0.2% -76 112.7K -1.5K 1.55 102.27 N/A N/A 133 206 446 369 2015-04-10 $19.00 $17.50 29.1% 8.3% 29.1% 7.6% 31.2% 7.2% 5.1% 307 82.5K -1.4K 1.47 105.20 N/A N/A 135 199 456 369 2015-04-13 $18.91 $17.50 29.2% 8.4% 28.7% 7.7% 34.6% 7.6% 0.4% 1.3K 110.4K -1.4K 1.51 100.35 N/A N/A 135 204 474 372 2015-04-14 $18.70 $17.50 37.4% 10.7% 28.8% 13.4% 35.3% 4.5% -7.4% 2.1K 138.3K -1.2K 1.55 105.32 N/A N/A 140 217 474 364 2015-04-15 $18.33 $17.50 36.5% 10.5% 27.2% 12.8% 33.5% 3.2% -9.0% 1.3K 139.1K -1.4K 1.89 107.47 N/A N/A 140 264 479 390 2015-04-16 $18.20 $17.50 38.7% 11.1% 27.2% 14.3% 23.4% 12.5% -8.8% -48 209.4K -1.4K 1.82 108.48 N/A N/A 140 255 479 437 2015-04-17 $18.00 $17.50 34.6% 9.9% 26.2% 11.5% 24.1% 8.9% 2.1% -843 198.8K -1.4K 1.72 103.41 N/A N/A 140 241 479 433 2015-04-20 $17.94 $17.50 37.3% 10.7% 17.4% 13.3% 24.5% 8.6% -3.7% -1.2K 255.7K -1.4K 2.71 107.14 N/A N/A 72 195 310 332 2015-04-21 $18.02 $17.50 39.0% 11.2% 17.4% 14.5% 35.8% 4.5% -4.1% -1.5K 267.9K -1.3K 2.78 114.20 N/A N/A 72 200 310 336 2015-04-22 $17.85 $17.50 34.4% 9.9% 17.4% 11.3% 39.3% 1.0% -0.1% -2.0K 248.3K -1.3K 2.78 113.84 N/A N/A 72 200 310 342 2015-04-23 $20.02 $17.50 33.1% 9.5% 46.3% 10.4% 33.7% 14.1% -0.7% 4.9K 81.4K -1.4K 2.86 33.10 N/A N/A 70 200 310 342 2015-04-24 $19.91 $17.50 36.5% 10.5% 46.2% 12.8% 36.4% 8.0% -4.7% 5.6K 66.5K -1.7K 2.86 108.86 N/A N/A 70 200 338 342 2015-04-27 $19.61 $17.50 37.5% 10.8% 46.3% 13.5% 36.0% 13.1% -4.1% 6.1K 60.3K -1.6K 2.86 106.19 N/A N/A 70 200 338 342 2015-04-28 $19.90 $17.50 35.6% 10.2% 46.2% 12.2% 35.3% 22.2% -2.2% 4.5K 93.1K -1.6K 3.23 105.65 N/A N/A 62 200 338 342 2015-04-29 $20.23 $17.50 29.3% 8.4% 45.3% 7.7% 28.7% 4.1% 2.6% 10.9K 35.9K -1.4K 3.77 104.20 N/A N/A 53 200 340 341 2015-04-30 $19.80 $17.50 35.0% 10.0% 46.0% 11.8% 36.0% 14.0% -4.0% 5.9K 90.5K -1.5K 2.09 95.27 N/A N/A 103 215 341 341
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