DLNG Options History — November 2015 In November 2015, DLNG traded between $12.56 and $14.51. ATM implied volatility averaged 55.5%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 12.3% (HV 20d: 43.2%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.81.
Notable Days 2015-11-02 : Highest Volume — 383 contracts2015-11-04 : Largest IV spike — 284.1% change2015-11-04 : Highest IV Rank — 100.0%2015-11-18 : Largest Expected Move — 38.6%Monthly Statistics Metric Avg Min Max Open Close Price $13.58 $12.56 $14.51 $14.51 $12.70 Max Pain $14.63 $12.50 $15.00 $12.50 $15.00 ATM IV 55.5% 29.5% 134.5% 36.7% 102.6% Expected Move 15.7% 7.9% 38.6% 10.5% 29.4% HV 20d 43.2% 37.5% 49.0% 41.1% 45.2% HV 60d 50.5% 47.0% 54.1% 53.0% 47.1% IV Rank 31.9% 6.9% 100.0% 17.0% 71.3% IV Percentile 65.4% 14.3% 100.0% 50.0% 99.2% Term Structure -11.3% -93.0% 13.7% 2.1% -93.0% VWIV 44.2% 26.2% 101.8% 37.9% 35.7% Skew 25d 13.8% -7.8% 60.5% 7.0% 49.1% Skew 10d 7.2% -71.3% 71.6% -31.5% 8.9% Call IV 25d 39.2% 26.0% 59.1% 41.9% 43.8% Put IV 25d 53.0% 34.8% 117.2% 48.9% 92.9% Bid-Ask Spread % 122.60 101.39 147.84 114.03 147.84 Gamma HHI 0.48 0.38 0.58 0.53 0.40 Net GEX 3.2K -2.2K 10.8K 7.7K -669 Net DEX 42.5K -135.6K 177.7K -41.3K 119.0K Net VEX -1.1K -1.5K -800 -1.3K -1.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.81 0.00 5.00 0.88 5.00 Total Volume 184.85 0 383 383 6 Total OI 741.55 599 822 771 635
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 2015-11-02 $14.51 $12.50 36.7% 10.5% 41.1% 17.0% 37.9% 7.0% 2.1% 7.7K -41.3K -1.3K 0.88 114.03 N/A N/A 204 179 483 288 2015-11-03 $14.14 $12.50 29.9% 8.6% 41.5% 8.5% 33.8% 0.4% 1.5% 7.9K -35.2K -1.2K 0.99 106.10 N/A N/A 181 179 481 288 2015-11-04 $14.03 $12.50 114.9% 32.9% 37.8% 100.0% 101.8% 9.6% -6.0% 5.6K -12.3K -1.1K 0.48 145.68 N/A N/A 164 78 481 288 2015-11-05 $13.82 $15.00 36.3% 9.5% 37.5% 14.3% 35.3% 6.2% 1.9% 6.2K -5.0K -1.2K 0.48 105.58 N/A N/A 164 78 481 289 2015-11-06 $14.11 $15.00 31.3% 8.7% 38.4% 8.9% 0.0% 10.7% 0.6% 8.1K 5.6K -1.2K 0.00 122.22 N/A N/A 0 0 456 289 2015-11-09 $14.38 $15.00 32.1% 7.9% 39.1% 9.7% 0.0% 9.7% 6.6% 10.8K -9.9K -1.2K 0.00 125.09 N/A N/A 28 0 456 289 2015-11-10 $14.00 $15.00 32.8% 8.7% 39.5% 10.4% 32.7% 7.2% 2.9% 8.6K -47.9K -1.2K 0.46 101.39 N/A N/A 169 78 501 289 2015-11-11 $13.99 $15.00 29.5% 8.5% 39.4% 6.9% 32.3% 7.3% 1.8% 7.3K -23.5K -1.1K 0.46 102.40 N/A N/A 169 78 486 289 2015-11-12 $13.08 $15.00 43.6% 12.5% 46.0% 22.3% 46.1% 0.3% 0.1% 1.5K 96.8K -1.0K 0.49 104.82 N/A N/A 164 81 486 301 2015-11-13 $13.54 $15.00 98.5% 28.2% 44.5% 82.1% 39.0% 16.7% -33.5% 5.0K -135.6K -1.5K 0.44 141.26 N/A N/A 165 72 498 307 2015-11-16 $14.04 $15.00 39.7% 11.4% 46.8% 18.0% 26.2% 24.2% 13.7% 496 57.8K -996 0.00 133.73 N/A N/A 10 0 460 299 2015-11-17 $13.96 $15.00 40.7% 11.7% 46.7% 19.1% 42.3% 2.9% -3.7% 2.0K 21.2K -1.1K 0.54 103.27 N/A N/A 153 83 500 307 2015-11-18 $13.73 $15.00 134.5% 38.6% 46.9% 100.0% 69.0% 60.5% -47.3% 648 36.9K -1.1K 0.54 143.82 N/A N/A 153 83 500 322 2015-11-19 $13.73 $15.00 43.8% 12.6% 43.4% 18.5% 28.0% 18.0% -9.5% 380 68.9K -1.0K 0.52 120.77 N/A N/A 160 83 500 322 2015-11-20 $12.86 $15.00 55.3% 15.8% 49.0% 28.8% 51.7% -7.8% -29.5% 99 72.5K -1.0K 0.74 136.36 N/A N/A 160 118 472 312 2015-11-23 $12.56 $15.00 44.6% 12.8% 46.1% 19.2% 0.0% 6.5% -1.3% -1.8K 170.0K -810 0.00 129.35 N/A N/A 1 0 315 284 2015-11-24 $12.62 $15.00 43.2% 12.4% 44.7% 18.0% 0.0% 12.4% -0.4% -2.1K 172.2K -800 0.00 103.55 N/A N/A 0 24 315 284 2015-11-25 $12.81 $15.00 74.4% 21.3% 45.2% 46.0% 50.5% 23.8% -32.5% -2.2K 177.7K -869 1.27 143.81 N/A N/A 95 121 322 306 2015-11-27 $12.91 $15.00 45.0% 12.9% 45.2% 19.6% 44.1% 10.4% 0.1% -1.5K 162.0K -1.0K 1.27 121.01 N/A N/A 95 121 322 328 2015-11-30 $12.70 $15.00 102.6% 29.4% 45.2% 71.3% 35.7% 49.1% -93.0% -669 119.0K -1.2K 5.00 147.84 N/A N/A 1 5 315 320
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