DLNG Options History — October 2018

In October 2018, DLNG traded between $7.92 and $9.00. ATM implied volatility averaged 43.1%, placing in the 39.7% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 8.8% (HV 20d: 34.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.77.

Notable Days

  • 2018-10-01: Highest Volume — 477 contracts
  • 2018-10-11: Largest IV spike — 44.0% change
  • 2018-10-11: Highest IV Rank — 97.8%
  • 2018-10-11: Largest Expected Move — 22.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.52$7.92$9.00$8.92$8.14
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV43.1%25.3%78.5%50.8%27.6%
Expected Move11.3%7.1%22.5%14.6%7.9%
HV 20d34.3%22.5%41.2%22.5%39.5%
HV 60d29.4%27.0%32.8%27.4%28.3%
IV Rank39.7%10.0%97.8%52.8%13.8%
IV Percentile60.9%11.9%99.6%91.7%18.7%
Term Structure-6.6%-56.5%59.7%-9.2%2.3%
VWIV52.4%24.2%96.6%64.0%88.0%
Skew 25d-0.2%-33.4%16.6%6.7%4.0%
Skew 10d6.0%-43.7%49.4%3.2%-6.8%
Call IV 25d35.9%17.0%75.8%31.4%33.9%
Put IV 25d35.7%22.8%67.9%38.2%38.0%
Bid-Ask Spread %75.1817.87135.7839.8649.99
Gamma HHI0.530.500.630.530.50
Net GEX3.9K-9.3K13.7K8.9K2.1K
Net DEX157.0K-2.7K336.9K153.0K162.9K
Net VEX-3.0K-3.5K-2.5K-2.8K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.251.761.760.57
Total Volume338.957193477477318
Total OI3,971.6092,3265,0254,6952,505

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$8.92$10.0050.8%14.6%22.5%52.8%64.0%6.7%-9.2%8.9K153.0K-2.8K1.7639.86N/AN/A1733042,6162,079
2018-10-02$8.70$10.0045.9%13.1%24.1%44.9%69.3%-2.2%-9.4%1.0K182.1K-3.1K1.0160.51N/AN/A1831852,6282,049
2018-10-03$8.96$10.0056.1%16.1%26.5%61.5%57.4%10.4%-10.2%12.1K167.6K-3.0K0.9039.08N/AN/A2061852,6282,090
2018-10-04$8.84$0.0058.3%7.1%26.8%65.0%0.0%-1.3%-2.5%5.4K229.1K-2.8K0.9542.90N/AN/A1721632,6632,090
2018-10-05$8.73$0.0050.0%13.7%27.2%51.6%40.3%-17.3%-24.5%5.4K97.2K-3.3K0.80122.89N/AN/A2051632,6632,100
2018-10-08$8.63$10.0059.1%11.2%27.0%66.3%24.2%-6.1%-8.7%-170158.0K-3.2K0.89102.54N/AN/A2051832,6832,100
2018-10-09$8.63$10.0062.1%9.8%26.7%71.2%28.2%-5.9%-1.5%4.3K152.4K-3.5K0.87103.29N/AN/A2101832,6562,110
2018-10-10$8.26$10.0054.5%15.6%30.0%58.9%40.4%-1.7%-23.5%-9.3K336.9K-3.5K0.79120.61N/AN/A1971552,6562,110
2018-10-11$8.60$10.0078.5%22.5%33.9%97.8%72.8%-7.8%-56.5%-4.6K272.4K-3.4K0.99135.78N/AN/A1971952,6552,152
2018-10-12$8.49$10.0047.2%13.5%34.1%47.0%40.8%-17.6%-23.1%-6.4K250.5K-3.4K0.80124.52N/AN/A1891512,6552,152
2018-10-15$8.73$10.0058.8%16.9%35.5%65.9%0.0%10.1%-22.5%-2.4K245.2K-2.8K0.7786.55N/AN/A1771362,6552,153
2018-10-16$9.00$10.0036.4%10.4%36.8%29.5%25.9%16.6%-6.0%9.7K211.6K-2.7K0.25118.24N/AN/A358892,6642,167
2018-10-17$8.99$10.0037.4%10.7%36.8%30.0%35.8%-1.8%-19.5%13.7K25.0K-3.5K0.40126.17N/AN/A241972,8612,164
2018-10-18$8.52$10.0027.0%7.7%40.4%12.7%0.0%2.4%4.7%9.1K178.6K-3.1K0.8921.40N/AN/A2362112,8112,158
2018-10-19$8.42$10.0025.3%7.3%39.8%10.0%0.0%15.8%-8.7%7.5K159.1K-2.9K0.6338.54N/AN/A2261422,8112,102
2018-10-22$8.35$10.0030.7%8.8%39.2%18.9%40.3%-1.9%59.7%7.6K29.2K-2.9K0.3617.87N/AN/A146531,522804
2018-10-23$8.32$10.0030.4%8.7%39.2%18.4%42.9%0.5%-10.2%5.9K90.4K-2.9K1.0064.44N/AN/A1121121,522825
2018-10-24$8.14$10.0028.8%8.3%39.8%15.8%47.8%-4.0%8.3%3.2K121.0K-2.9K1.0020.62N/AN/A1121121,522881
2018-10-25$8.35$10.0026.8%7.7%41.0%12.4%54.1%14.5%3.4%6.1K69.1K-2.9K0.5923.02N/AN/A121721,522861
2018-10-26$8.21$10.0028.6%8.2%39.6%15.4%69.8%1.3%1.8%8.0K-2.7K-3.0K0.3552.16N/AN/A205721,528861
2018-10-29$7.92$10.0041.1%11.8%40.7%36.1%96.6%-33.4%-0.6%1.1K173.3K-2.5K0.55122.46N/AN/A2111151,553862
2018-10-30$8.10$10.0030.1%8.6%41.2%17.9%57.6%13.9%5.1%2.5K149.2K-2.8K0.5795.74N/AN/A2031151,563935
2018-10-31$8.14$10.0027.6%7.9%39.5%13.8%88.0%4.0%2.3%2.1K162.9K-2.7K0.5749.99N/AN/A2031151,570935