DLNG Options History — December 2017

In December 2017, DLNG traded between $10.86 and $13.58. ATM implied volatility averaged 34.8%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 3.3% (HV 20d: 38.0%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.82.

Notable Days

  • 2017-12-26: Highest Volume — 950 contracts
  • 2017-12-11: Largest IV spike — 102.1% change
  • 2017-12-11: Highest IV Rank — 100.0%
  • 2017-12-28: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.90$10.86$13.58$13.29$10.86
Max Pain$13.88$12.50$15.00$12.50$12.50
ATM IV34.8%20.3%67.2%26.0%40.3%
Expected Move8.2%5.3%12.3%7.5%11.5%
HV 20d38.0%33.9%41.8%33.9%35.2%
HV 60d28.8%24.4%30.9%24.4%30.9%
IV Rank40.2%7.6%100.0%25.3%46.9%
IV Percentile57.6%4.8%100.0%31.0%92.9%
Term Structure-1.2%-21.4%13.5%-2.9%-6.1%
VWIV31.1%18.3%40.7%21.9%40.7%
Skew 25d4.5%-10.6%15.0%-1.3%12.3%
Skew 10d11.1%-6.7%27.3%6.9%27.3%
Call IV 25d29.4%18.5%45.2%24.7%27.8%
Put IV 25d33.9%18.9%41.7%23.4%40.2%
Bid-Ask Spread %43.1813.0592.1113.0524.08
Gamma HHI0.460.330.700.500.70
Net GEX-6.7K-16.1K6.6K-2.7K-10.3K
Net DEX776.3K175.7K1.1M344.6K1.1M
Net VEX-3.4K-4.6K-2.3K-3.6K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.372.142.140.63
Total Volume578.85281950455778
Total OI2,775.152,3123,6332,3833,572

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-12-01$13.29$12.5026.0%7.5%33.9%25.3%21.9%-1.3%-2.9%-2.7K344.6K-3.6K2.1413.05N/AN/A1453101,3751,008
2017-12-04$13.58$15.0046.8%10.6%34.6%80.3%31.2%6.9%-3.5%6.6K175.7K-4.4K0.8776.60N/AN/A1761531,3761,016
2017-12-05$13.40$15.0047.0%9.3%34.6%80.9%29.6%11.5%-2.0%4.0K207.3K-3.8K1.1543.14N/AN/A1311501,366982
2017-12-06$12.88$15.0023.1%5.3%37.2%17.7%18.3%0.4%6.7%-16.1K558.6K-2.8K0.6958.38N/AN/A2191511,372984
2017-12-07$12.18$15.0044.9%8.0%40.8%75.4%28.5%15.0%4.8%-9.2K602.2K-2.8K1.2892.11N/AN/A3744771,327985
2017-12-08$11.80$15.0033.3%7.6%41.3%44.5%30.0%-10.6%1.6%-8.0K837.6K-3.1K0.4232.33N/AN/A3581511,4441,240
2017-12-11$11.44$15.0067.2%9.0%41.8%100.0%36.1%7.0%-6.1%-10.1K917.0K-2.8K0.3735.30N/AN/A3611341,4741,255
2017-12-12$11.34$15.0054.3%6.4%41.7%74.7%39.7%5.2%13.5%-8.1K997.3K-2.3K0.4331.58N/AN/A3181381,5001,250
2017-12-13$11.45$15.0034.2%9.8%39.6%34.9%33.5%2.1%-3.9%-9.8K912.4K-2.7K0.3870.31N/AN/A3611371,5271,251
2017-12-14$11.73$15.0023.8%6.8%40.0%14.5%25.3%3.0%2.7%-7.4K879.8K-3.0K0.3839.43N/AN/A3521331,5921,259
2017-12-15$11.73$15.0026.4%7.6%39.8%19.7%27.5%6.4%2.0%-8.6K894.5K-2.8K0.4038.78N/AN/A3601431,5971,259
2017-12-18$11.97$15.0027.1%7.8%40.7%21.1%34.3%10.6%-3.2%-7.2K687.6K-3.3K0.5235.08N/AN/A2191141,2481,209
2017-12-19$11.81$12.5022.9%6.6%40.0%12.8%23.3%7.1%-1.5%-6.3K822.0K-2.8K0.7857.72N/AN/A2712121,3021,209
2017-12-20$11.76$12.5021.5%6.2%40.0%10.0%24.2%11.8%12.4%-4.4K813.1K-2.9K0.7917.83N/AN/A2712151,3071,205
2017-12-21$11.83$12.5027.1%7.8%39.2%21.1%27.5%7.0%-1.8%-5.5K795.4K-2.8K0.9018.13N/AN/A4844341,3071,210
2017-12-22$11.39$12.5020.3%5.8%34.8%7.6%36.5%3.9%7.7%-4.0K895.2K-4.0K1.2948.77N/AN/A3774871,5201,426
2017-12-26$11.39$12.5024.8%7.1%34.6%16.5%37.4%6.8%-5.9%-6.1K966.7K-4.6K1.4048.92N/AN/A3965541,6871,718
2017-12-27$11.04$12.5040.8%11.7%35.2%48.1%37.8%-9.5%-16.8%-11.1K1.1M-4.2K0.7353.58N/AN/A4353181,6831,828
2017-12-28$11.07$12.5043.1%12.3%35.4%52.4%38.2%-5.4%-21.4%-9.1K1.0M-4.5K0.8828.44N/AN/A4153651,7891,844
2017-12-29$10.86$12.5040.3%11.5%35.2%46.9%40.7%12.3%-6.1%-10.3K1.1M-4.3K0.6324.08N/AN/A4763021,7591,813