DLNG Options History — August 2017

In August 2017, DLNG traded between $13.95 and $14.80. ATM implied volatility averaged 31.0%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 14.3% (HV 20d: 16.7%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.31.

Notable Days

  • 2017-08-01: Highest Volume — 1,151 contracts
  • 2017-08-24: Largest IV spike — 47.1% change
  • 2017-08-08: Highest IV Rank — 56.9%
  • 2017-08-24: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.38$13.95$14.80$14.74$14.05
Max Pain$15.00$15.00$15.00$15.00$15.00
ATM IV31.0%21.6%43.2%24.0%36.3%
Expected Move8.6%6.2%10.9%6.9%10.4%
HV 20d16.7%14.8%17.7%16.8%16.3%
HV 60d29.3%24.0%32.2%32.0%24.0%
IV Rank31.0%10.9%56.9%16.1%42.1%
IV Percentile58.3%5.2%95.2%15.5%87.7%
Term Structure-0.2%-9.6%5.3%3.9%-9.6%
VWIV28.7%21.7%39.3%23.9%39.3%
Skew 25d5.2%-12.9%98.2%1.0%-12.9%
Skew 10d8.0%-21.1%126.2%2.4%-21.1%
Call IV 25d30.7%24.3%40.7%27.2%40.7%
Put IV 25d35.9%25.1%125.6%28.2%27.8%
Bid-Ask Spread %51.2622.55100.8150.0233.45
Gamma HHI0.400.340.470.410.36
Net GEX1.8K-8.9K8.6K2.3K2.9K
Net DEX1.0M661.4K1.5M740.0K1.3M
Net VEX-8.9K-10.1K-7.4K-9.9K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.150.630.530.17
Total Volume943.4357441,1511,151779
Total OI5,228.7394,7185,5215,1915,270

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-08-01$14.74$15.0024.0%6.9%16.8%16.1%23.9%1.0%3.9%2.3K740.0K-9.9K0.5350.02N/AN/A7504012,8862,305
2017-08-02$14.66$15.0021.6%6.2%16.8%10.9%21.7%10.8%5.3%956892.5K-10.0K0.63100.81N/AN/A6434062,8952,335
2017-08-03$14.35$15.0030.3%6.7%17.2%29.5%26.3%5.5%3.6%-4.6K1.2M-9.1K0.5660.80N/AN/A6633712,9042,345
2017-08-04$14.62$15.0026.5%7.8%16.9%21.3%28.8%6.8%3.7%-732973.5K-9.8K0.5559.80N/AN/A6693712,8922,360
2017-08-07$14.80$15.0031.9%7.8%17.2%32.9%23.4%10.3%4.8%2.7K740.2K-10.1K0.5949.30N/AN/A6323712,9182,360
2017-08-08$14.67$15.0043.2%8.5%17.4%56.9%25.0%-2.4%2.6%3.2K757.4K-9.8K0.2736.29N/AN/A6531792,9452,360
2017-08-09$14.69$15.0028.3%8.1%16.9%25.3%25.6%10.1%3.8%6.4K661.4K-9.9K0.2532.30N/AN/A7721912,9892,371
2017-08-10$14.55$15.0031.4%9.0%17.1%31.8%25.6%8.0%1.1%8.6K935.4K-9.4K0.2668.01N/AN/A7171893,1212,335
2017-08-11$14.38$15.0031.9%9.1%16.2%32.9%26.7%6.5%-1.1%6.3K829.2K-9.6K0.2655.77N/AN/A7241893,1202,351
2017-08-14$14.50$15.0032.3%9.3%16.6%33.8%29.7%7.5%0.6%8.3K940.9K-9.4K0.2769.12N/AN/A7271963,1302,351
2017-08-15$14.42$15.0030.1%8.6%16.1%29.1%25.6%8.6%0.5%4.1K1.0M-8.9K0.1940.19N/AN/A8171563,1352,371
2017-08-16$14.25$15.0034.3%9.8%15.6%37.9%27.1%6.2%-2.1%3.3K1.1M-8.8K0.1973.74N/AN/A8071553,1352,361
2017-08-17$14.20$15.0031.4%9.0%14.8%31.7%27.8%4.1%-4.4%-3.6K1.5M-7.7K0.3344.65N/AN/A8422763,1312,361
2017-08-18$14.14$15.0031.3%9.0%14.8%31.5%26.8%-6.4%-1.6%-2.3K1.3M-8.5K0.4660.00N/AN/A7233343,1562,365
2017-08-21$13.95$15.0026.6%7.6%15.3%21.6%27.9%-4.8%-0.3%-8.9K1.2M-7.4K0.2943.39N/AN/A6441902,6052,113
2017-08-22$14.25$15.0023.4%6.7%17.5%14.7%27.5%98.2%1.7%-4.7K1.0M-8.0K0.2636.92N/AN/A7041822,6952,134
2017-08-23$14.25$15.0025.8%7.4%17.4%19.9%29.8%-4.4%1.3%-7581.0M-8.1K0.1844.45N/AN/A8261452,7582,146
2017-08-24$14.16$15.0037.9%10.9%17.4%45.7%35.0%-8.7%-6.5%-2.0K1.0M-8.1K0.2064.67N/AN/A7151452,7422,155
2017-08-25$14.31$15.0033.9%9.7%17.7%37.2%34.1%-7.1%1.2%456913.8K-8.4K0.1847.60N/AN/A8011452,7332,155
2017-08-28$14.30$15.0035.9%10.3%17.5%41.3%36.5%-7.4%-5.8%8.6K883.9K-8.6K0.1843.12N/AN/A7641352,9392,155
2017-08-29$14.30$15.0035.3%10.1%17.5%40.1%35.5%-6.2%-6.0%5.6K1.0M-8.4K0.1822.55N/AN/A7261302,9602,221
2017-08-30$14.20$15.0030.4%8.7%17.5%29.6%31.6%-3.6%-2.2%5.1K1.0M-8.3K0.1541.94N/AN/A646982,9602,232
2017-08-31$14.05$15.0036.3%10.4%16.3%42.1%39.3%-12.9%-9.6%2.9K1.3M-7.6K0.1733.45N/AN/A6661133,0282,242