DLNG Options History — October 2017

In October 2017, DLNG traded between $12.98 and $14.15. ATM implied volatility averaged 26.5%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 7.1% (HV 20d: 19.4%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.56.

Notable Days

  • 2017-10-20: Highest Volume — 1,113 contracts
  • 2017-10-17: Largest IV spike — 66.9% change
  • 2017-10-04: Highest IV Rank — 40.0%
  • 2017-10-04: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.53$12.98$14.15$14.00$13.07
Max Pain$13.18$12.50$15.00$15.00$12.50
ATM IV26.5%18.1%35.3%33.5%31.7%
Expected Move7.6%5.2%10.1%9.6%9.1%
HV 20d19.4%14.9%32.4%32.4%18.6%
HV 60d23.4%22.6%24.0%22.9%23.2%
IV Rank21.3%3.5%40.0%36.2%32.5%
IV Percentile33.9%1.6%82.5%73.8%62.7%
Term Structure-1.8%-15.0%13.7%-15.0%0.1%
VWIV29.2%20.7%36.9%35.5%34.4%
Skew 25d-3.4%-23.4%13.1%-21.2%13.1%
Skew 10d16.6%-10.4%92.5%-10.1%16.6%
Call IV 25d29.4%21.7%44.7%41.8%23.4%
Put IV 25d26.0%17.3%36.4%20.6%36.4%
Bid-Ask Spread %41.2920.1588.3320.1551.76
Gamma HHI0.480.450.560.460.48
Net GEX3.9K-11.6K21.9K4.4K-2.1K
Net DEX1.1M347.4K1.8M1.5M391.7K
Net VEX-4.8K-6.6K-3.8K-5.6K-3.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.221.320.350.51
Total Volume500.2733501,113527431
Total OI4,468.9552,2405,7075,1612,419

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-10-02$14.00$15.0033.5%9.6%32.4%36.2%35.5%-21.2%-15.0%4.4K1.5M-5.6K0.3520.15N/AN/A3911362,9102,251
2017-10-03$14.00$15.0033.1%9.5%17.9%35.4%27.7%-23.4%-12.3%12.6K1.4M-5.7K0.6537.00N/AN/A2141403,0832,262
2017-10-04$14.00$15.0035.3%10.1%16.0%40.0%36.9%-9.1%-14.3%12.6K1.5M-5.5K0.5334.90N/AN/A3221703,0952,268
2017-10-05$14.15$12.5029.0%8.3%16.3%26.7%30.6%-0.8%-6.3%21.9K971.9K-6.6K0.3629.07N/AN/A3081113,2012,300
2017-10-06$13.99$12.5020.5%6.4%16.9%8.6%29.0%-2.6%-4.6%12.6K1.5M-5.3K0.4374.42N/AN/A2631123,2172,294
2017-10-09$14.01$12.5023.9%6.7%16.0%15.9%28.0%-3.2%-2.9%17.3K1.1M-6.1K0.4533.54N/AN/A2411093,2192,289
2017-10-10$14.11$12.5027.7%6.9%14.9%23.9%29.9%2.5%-3.7%19.7K881.8K-6.3K0.2732.88N/AN/A298803,1712,283
2017-10-11$13.59$12.5019.7%5.6%20.7%6.9%28.8%-13.1%10.5%7.5K1.6M-4.7K0.6349.95N/AN/A2571633,1412,283
2017-10-12$13.75$12.5018.3%5.2%20.3%3.8%26.5%-9.2%13.7%18.8K1.3M-5.2K0.6544.24N/AN/A2541663,1602,209
2017-10-13$13.62$12.5019.1%5.5%20.7%5.6%29.6%-12.7%7.8%8.5K1.5M-4.7K0.6288.33N/AN/A2851783,1602,199
2017-10-16$13.51$12.5018.1%5.2%20.9%3.5%31.0%-12.6%11.3%3.7K1.6M-4.2K0.2253.35N/AN/A343773,2132,183
2017-10-17$13.31$12.5030.2%8.7%21.1%29.3%26.4%7.0%-3.3%-5.3K1.7M-4.0K0.4962.35N/AN/A3591763,3192,196
2017-10-18$13.24$12.5026.4%7.6%20.2%21.1%31.5%-2.8%4.7%-11.6K1.8M-4.2K0.6640.09N/AN/A3542333,3432,315
2017-10-19$13.31$15.0030.9%8.9%19.6%30.7%35.7%-5.8%-3.4%-10.4K1.7M-4.3K0.5445.03N/AN/A3892093,3672,340
2017-10-20$13.39$15.0030.8%8.8%19.5%30.4%28.0%7.0%-10.1%4.4K1.5M-4.6K1.3241.70N/AN/A4796343,3582,252
2017-10-23$13.16$15.0024.6%7.1%19.8%17.3%20.7%-7.1%-5.5%-2.4K383.8K-3.9K0.4434.36N/AN/A4091781,281959
2017-10-24$13.18$12.5025.2%7.2%18.9%18.7%25.3%4.2%-5.3%-2.2K365.2K-4.1K0.6529.55N/AN/A2721781,426959
2017-10-25$13.05$12.5026.6%7.6%18.9%21.5%26.1%3.4%-9.1%-1.6K347.4K-4.1K0.6427.27N/AN/A3802431,443959
2017-10-26$12.98$12.5029.3%8.4%18.9%27.2%31.0%10.7%0.0%-4.6K382.5K-4.1K0.8326.23N/AN/A2702241,3351,000
2017-10-27$13.10$12.5025.1%7.2%19.0%18.5%26.1%1.8%3.3%-8.0K358.7K-4.3K0.5623.86N/AN/A2751541,3231,001
2017-10-30$13.05$12.5023.5%6.7%18.6%14.9%24.1%-0.5%3.5%-11.0K458.1K-3.8K0.4428.33N/AN/A3751661,3291,002
2017-10-31$13.07$12.5031.7%9.1%18.6%32.5%34.4%13.1%0.1%-2.1K391.7K-3.9K0.5151.76N/AN/A2851461,429990