DLNG Options History — June 2015

In June 2015, DLNG traded between $15.90 and $19.18. ATM implied volatility averaged 31.0%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 0.6% (HV 20d: 31.6%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 2.49.

Notable Days

  • 2015-06-19: Highest Volume — 379 contracts
  • 2015-06-26: Largest IV spike — 20.5% change
  • 2015-06-30: Highest IV Rank — 22.7%
  • 2015-06-30: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.73$15.90$19.18$19.18$15.90
Max Pain$19.66$17.50$20.00$17.50$20.00
ATM IV31.0%26.3%37.0%26.8%37.0%
Expected Move8.8%7.2%10.6%7.7%10.6%
HV 20d31.6%28.5%35.7%34.6%32.8%
HV 60d37.4%36.4%38.2%38.2%38.0%
IV Rank15.4%9.7%22.7%10.3%22.7%
IV Percentile48.3%23.4%77.4%28.6%77.4%
Term Structure-0.4%-6.8%4.4%-1.0%3.2%
VWIV31.7%26.2%41.1%29.7%38.8%
Skew 25d1.3%-7.6%7.3%-7.6%-6.9%
Skew 10d4.6%-16.3%18.3%-16.3%17.0%
Call IV 25d31.1%23.3%40.6%31.1%40.0%
Put IV 25d32.4%23.5%41.8%23.5%33.1%
Bid-Ask Spread %104.7794.90110.43106.6096.59
Gamma HHI0.410.280.570.540.37
Net GEX666-11.0K20.6K19.5K-9.6K
Net DEX510.0K148.8K801.3K174.6K801.3K
Net VEX-1.9K-2.7K-1.1K-2.7K-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.490.004.052.641.80
Total Volume283.09112379277330
Total OI1,249.4551,1421,3331,2491,171

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$19.18$17.5026.8%7.7%34.6%10.3%29.7%-7.6%-1.0%19.5K174.6K-2.7K2.64106.60N/AN/A76201688561
2015-06-02$19.09$17.5029.6%8.5%33.9%13.8%29.2%-3.9%-0.9%20.6K148.8K-2.7K0.00108.48N/AN/A120685561
2015-06-03$18.84$17.5032.0%9.2%34.0%16.6%32.0%2.6%-2.2%19.7K200.6K-2.5K3.41104.84N/AN/A59201697561
2015-06-04$18.96$20.0034.6%7.2%34.0%19.8%26.2%2.1%-1.9%15.5K280.7K-2.2K3.41105.46N/AN/A59201697561
2015-06-05$18.64$20.0033.2%8.0%31.3%18.1%26.6%1.1%-0.2%14.8K266.5K-2.4K3.41106.25N/AN/A59201697561
2015-06-08$18.00$20.0030.4%10.4%33.0%14.6%35.0%2.0%-2.6%4.2K366.4K-2.1K3.84100.44N/AN/A61234697561
2015-06-09$17.69$20.0034.3%9.8%32.6%19.3%33.1%3.4%-3.3%-173488.6K-2.1K4.05104.45N/AN/A61247697616
2015-06-10$17.61$20.0030.6%8.8%31.1%14.9%29.0%6.8%-4.9%-3.3K581.3K-1.8K3.23104.09N/AN/A61197697632
2015-06-11$18.44$20.0030.5%8.8%35.7%14.8%27.8%3.4%3.5%5.2K444.8K-2.2K3.18107.80N/AN/A62197697636
2015-06-12$18.28$20.0028.3%8.1%33.8%12.1%27.8%0.9%-0.8%2.8K454.0K-2.1K3.18108.31N/AN/A62197697636
2015-06-15$18.38$20.0028.2%8.1%31.2%12.0%27.6%-0.1%4.1%4.3K451.2K-2.1K3.18108.45N/AN/A62197697636
2015-06-16$18.10$20.0026.3%7.5%29.6%9.7%29.1%2.4%-0.7%-2.5K508.4K-1.7K3.18105.18N/AN/A62197697636
2015-06-17$17.90$20.0027.5%7.9%29.1%11.1%32.1%2.9%1.4%-3.0K522.3K-1.8K1.70110.43N/AN/A116197697636
2015-06-18$17.24$20.0031.0%8.9%29.7%15.4%38.9%-4.4%1.6%-8.1K673.0K-1.5K1.3194.90N/AN/A162213645636
2015-06-19$17.14$20.0027.3%7.8%28.7%10.9%28.4%2.0%1.0%-7.2K633.2K-1.6K1.34108.11N/AN/A162217652645
2015-06-22$16.76$20.0030.9%8.8%28.5%15.2%31.9%5.6%4.4%-8.0K668.8K-1.5K1.98105.44N/AN/A103204528639
2015-06-23$17.15$20.0031.3%9.0%30.3%15.7%31.9%7.3%0.0%-10.2K681.3K-1.4K1.98106.42N/AN/A103204503639
2015-06-24$17.20$20.0033.3%9.5%29.6%18.1%31.7%3.7%-2.7%-10.2K706.9K-1.4K2.0097.66N/AN/A103206506639
2015-06-25$16.99$20.0028.7%8.2%29.6%12.6%31.1%5.5%-0.1%-11.0K703.2K-1.4K2.00110.03N/AN/A103206506641
2015-06-26$16.65$20.0034.6%9.9%30.0%19.7%41.1%1.2%0.5%-9.8K681.7K-1.4K1.89108.42N/AN/A109206506641
2015-06-29$15.90$20.0036.0%10.3%32.7%21.4%37.5%-2.2%-6.8%-9.1K781.6K-1.1K2.0096.64N/AN/A106212516641
2015-06-30$15.90$20.0037.0%10.6%32.8%22.7%38.8%-6.9%3.2%-9.6K801.3K-1.1K1.8096.59N/AN/A118212511660