DLNG Options History — June 2017

In June 2017, DLNG traded between $14.01 and $15.27. ATM implied volatility averaged 31.6%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded below realized volatility by 10.3% (HV 20d: 41.9%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.58.

Notable Days

  • 2017-06-07: Highest Volume — 860 contracts
  • 2017-06-26: Largest IV drop — 39.3% change
  • 2017-06-06: Highest IV Rank — 65.5%
  • 2017-06-22: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.61$14.01$15.27$14.66$15.27
Max Pain$15.23$15.00$17.50$17.50$15.00
ATM IV31.6%21.4%47.2%31.5%27.3%
Expected Move8.6%6.1%10.6%9.0%7.8%
HV 20d41.9%33.0%48.1%43.6%33.0%
HV 60d35.7%33.9%37.0%34.4%36.4%
IV Rank32.1%10.5%65.5%31.9%23.0%
IV Percentile54.8%4.8%92.9%56.0%33.3%
Term Structure2.3%-3.2%11.3%5.5%8.0%
VWIV32.9%19.8%38.1%32.9%31.1%
Skew 25d0.9%-13.7%12.6%-3.5%-10.5%
Skew 10d-0.7%-30.7%20.0%-4.1%-18.5%
Call IV 25d33.4%24.5%38.6%33.4%38.6%
Put IV 25d34.2%24.7%40.3%29.9%28.1%
Bid-Ask Spread %57.2129.2797.6632.3389.73
Gamma HHI0.390.320.580.430.35
Net GEX-1.0K-12.5K29.5K-12.5K-2.5K
Net DEX1.1M244.6K1.6M1.4M430.2K
Net VEX-10.6K-12.8K-8.4K-8.8K-12.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.221.310.330.48
Total Volume515.5301860707423
Total OI6,153.4095,1316,6915,1316,596

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-06-01$14.66$17.5031.5%9.0%43.6%31.9%32.9%-3.5%5.5%-12.5K1.4M-8.8K0.3332.33N/AN/A5311762,9022,229
2017-06-02$14.44$17.5029.4%8.4%42.7%27.5%31.8%7.6%-2.1%-11.1K1.5M-8.4K0.5497.66N/AN/A3451863,2732,229
2017-06-05$14.68$15.0038.4%9.1%40.9%46.7%32.6%0.3%-1.0%-6.3K1.4M-9.0K0.8239.62N/AN/A3422813,2832,305
2017-06-06$14.72$15.0047.2%9.5%40.9%65.5%34.2%1.1%-3.1%2.7K1.2M-9.5K1.0062.26N/AN/A2802793,3682,321
2017-06-07$14.62$15.0041.9%9.6%40.9%54.1%36.6%1.1%-0.8%-6.4K1.4M-9.0K0.5959.84N/AN/A5403203,3902,318
2017-06-08$14.31$15.0029.1%9.2%40.0%26.9%33.5%-2.7%0.7%-3.9K1.4M-9.7K0.6387.09N/AN/A4342723,7242,326
2017-06-09$14.65$15.0031.5%8.1%41.4%31.9%35.4%-1.8%-1.5%2.5K1.3M-10.1K0.2279.06N/AN/A5811263,8062,305
2017-06-12$15.25$15.0031.4%10.4%44.3%31.9%36.4%3.9%-0.9%29.5K244.6K-12.8K0.2568.96N/AN/A5931514,0092,308
2017-06-13$14.92$15.0032.8%7.0%44.8%34.8%33.5%3.1%8.0%4.7K840.5K-11.2K0.4158.75N/AN/A2761144,1882,264
2017-06-14$14.48$15.0023.6%6.8%45.6%15.3%22.7%7.9%9.6%6.2K1.0M-10.7K1.3151.92N/AN/A2693524,1882,291
2017-06-15$14.09$15.0028.7%8.2%46.2%26.2%30.3%3.1%3.1%-4.0K1.6M-10.0K1.1459.72N/AN/A1551764,1792,495
2017-06-16$14.49$15.0026.4%7.6%47.6%21.1%29.4%-1.1%1.3%-1.9K1.4M-11.2K1.0233.22N/AN/A2162204,1762,515
2017-06-19$14.10$15.0027.4%7.9%48.1%23.4%37.5%3.9%7.0%-8.8K1.3M-10.0K0.4738.95N/AN/A2761303,7462,300
2017-06-20$14.01$15.0030.3%8.7%45.6%29.5%33.1%4.9%3.9%-4.5K1.2M-10.3K0.5678.21N/AN/A1931083,8492,304
2017-06-21$14.08$15.0032.0%9.2%45.8%33.0%34.7%-2.6%-3.2%-5.2K1.3M-9.8K0.5636.61N/AN/A2211233,8712,302
2017-06-22$14.31$15.0037.0%10.6%45.0%43.7%38.1%-13.7%-3.0%-2.1K1.1M-10.8K0.3185.64N/AN/A3321033,8482,313
2017-06-23$14.62$15.0035.2%10.1%38.6%39.9%36.9%4.6%0.4%4.3K927.3K-11.1K0.2943.05N/AN/A3751103,9302,315
2017-06-26$14.78$15.0021.4%6.1%38.4%10.5%19.8%12.6%11.3%-8.9K703.2K-11.2K0.5629.27N/AN/A3101753,9472,331
2017-06-27$14.72$15.0029.2%8.4%38.3%27.2%35.3%-1.7%4.6%-5.7K805.2K-11.5K0.6639.72N/AN/A1841213,9882,371
2017-06-28$15.11$15.0029.7%8.5%36.9%28.2%32.2%0.7%1.8%1.1K479.5K-12.1K0.2850.74N/AN/A3931113,9842,392
2017-06-29$15.09$15.0032.9%9.4%33.4%35.1%36.9%1.7%1.2%10.2K439.8K-12.6K0.4136.35N/AN/A3101284,1942,402
2017-06-30$15.27$15.0027.3%7.8%33.0%23.0%31.1%-10.5%8.0%-2.5K430.2K-12.3K0.4889.73N/AN/A2861374,1942,402