DLNG Options History — October 2016

In October 2016, DLNG traded between $14.18 and $16.05. ATM implied volatility averaged 32.3%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 10.7% (HV 20d: 21.6%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.65.

Notable Days

  • 2016-10-05: Highest Volume — 1,943 contracts
  • 2016-10-05: Largest IV spike — 42.7% change
  • 2016-10-05: Highest IV Rank — 15.2%
  • 2016-10-05: Largest Expected Move — 13.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.51$14.18$16.05$15.68$14.18
Max Pain$14.76$12.50$15.00$12.50$15.00
ATM IV32.3%23.6%47.3%23.6%38.8%
Expected Move9.2%6.8%13.6%6.8%11.1%
HV 20d21.6%14.0%30.4%15.8%30.4%
HV 60d24.9%23.1%26.6%24.7%24.7%
IV Rank7.6%3.2%15.2%3.2%10.9%
IV Percentile19.6%1.6%47.2%1.6%35.7%
Term Structure1.1%-30.9%14.5%14.5%-9.0%
VWIV32.1%22.5%64.7%22.5%38.0%
Skew 25d5.6%-12.5%21.1%11.7%5.3%
Skew 10d8.2%-20.1%27.9%23.5%12.8%
Call IV 25d29.9%17.8%43.8%20.0%41.4%
Put IV 25d35.5%28.2%46.7%31.7%46.7%
Bid-Ask Spread %101.6997.47108.81102.5899.23
Gamma HHI0.420.330.620.520.34
Net GEX12.5K-23.5K83.9K83.9K-8.6K
Net DEX-615.5K-2.4M950.3K-2.2M950.3K
Net VEX-11.9K-13.4K-10.5K-12.4K-10.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.212.620.620.96
Total Volume958.3332501,943388440
Total OI5,322.6194,8056,4096,3935,117

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-10-03$15.68$12.5023.6%6.8%15.8%3.2%22.5%11.7%14.5%83.9K-2.2M-12.4K0.62102.58N/AN/A2391493,5222,871
2016-10-04$15.92$12.5033.2%9.5%16.4%8.0%26.1%10.8%2.7%83.8K-2.4M-12.4K2.62103.61N/AN/A3238453,5402,869
2016-10-05$16.05$15.0047.3%13.6%14.0%15.2%64.7%6.0%-30.9%69.1K-1.9M-13.4K0.34101.04N/AN/A1,4464973,4202,839
2016-10-06$15.74$15.0035.8%7.8%15.9%9.4%27.2%4.2%9.8%-2.7K-470.2K-11.8K0.51106.51N/AN/A9654952,1022,842
2016-10-07$15.92$15.0028.0%7.8%15.7%5.4%23.4%12.3%10.6%4.8K-844.3K-12.0K0.48108.81N/AN/A1,0194892,2622,842
2016-10-10$15.88$15.0030.6%9.1%15.7%6.7%31.0%6.0%1.5%14.8K-811.7K-10.5K0.48102.84N/AN/A1,0064852,2852,822
2016-10-11$15.66$15.0031.9%10.5%16.5%7.4%35.4%3.0%-0.7%-210-644.5K-11.9K0.21101.74N/AN/A1,0062082,2812,817
2016-10-12$15.40$15.0023.8%6.8%17.6%3.3%27.5%-2.8%12.9%-5.1K-412.2K-11.8K0.25104.50N/AN/A8822212,2812,818
2016-10-13$15.00$15.0028.6%8.2%19.8%5.7%29.4%-12.5%2.8%-17.0K-6.2K-11.6K0.3599.00N/AN/A8362952,2812,840
2016-10-14$15.22$15.0034.6%9.9%20.5%8.8%37.8%-11.1%-4.0%-13.5K-90.0K-11.6K0.3297.47N/AN/A8412732,3042,952
2016-10-17$15.13$15.0029.3%8.4%20.6%6.1%31.5%3.9%1.8%-23.5K-58.4K-11.6K0.31103.32N/AN/A8262552,3322,941
2016-10-18$15.35$15.0032.6%9.3%21.2%7.7%29.9%4.4%0.1%-11.0K-220.6K-11.6K0.45101.79N/AN/A5312402,3322,961
2016-10-19$16.04$15.0030.4%8.7%26.2%6.6%34.6%-0.3%8.8%2.8K-940.1K-11.6K0.2199.49N/AN/A1,2242552,3272,937
2016-10-20$15.96$15.0035.8%10.3%26.3%9.4%34.5%3.0%0.3%15.5K-1.0M-12.9K0.33101.26N/AN/A7852612,8232,959
2016-10-21$15.91$15.0034.7%10.0%26.4%8.8%26.9%11.9%-2.5%25.7K-1.0M-12.1K0.34101.60N/AN/A7702592,8212,972
2016-10-24$15.85$15.0029.6%8.5%26.5%6.2%26.5%21.1%8.1%16.7K-678.6K-12.1K0.4899.06N/AN/A3191532,4792,326
2016-10-25$15.78$15.0035.0%10.0%26.0%9.0%33.8%3.4%-1.2%13.8K-586.0K-12.4K0.43101.33N/AN/A3151342,4792,361
2016-10-26$15.42$15.0032.7%9.4%26.4%7.8%29.1%14.3%-0.4%12.2K-240.1K-12.3K0.8299.02N/AN/A1711412,5312,366
2016-10-27$15.01$15.0035.5%10.2%27.4%9.2%34.0%12.2%-3.6%5.1K81.9K-12.2K1.2598.56N/AN/A1111392,5352,375
2016-10-28$14.71$15.0027.4%7.9%28.1%5.1%30.5%11.4%1.4%-3.2K511.3K-11.4K1.91102.71N/AN/A951812,5942,417
2016-10-31$14.18$15.0038.8%11.1%30.4%10.9%38.0%5.3%-9.0%-8.6K950.3K-10.7K0.9699.23N/AN/A2242162,6412,476