DLNG Options History — October 2019

In October 2019, DLNG traded between $1.63 and $2.28. ATM implied volatility averaged 89.4%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 23.9%. IV traded below realized volatility by 11.5% (HV 20d: 100.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 0.74.

Notable Days

  • 2019-10-16: Highest Volume — 510 contracts
  • 2019-10-29: Largest IV drop — 50.1% change
  • 2019-10-07: Highest IV Rank — 65.2%
  • 2019-10-18: Largest Expected Move — 32.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.99$1.63$2.28$1.80$2.16
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV89.4%52.6%129.2%83.4%76.8%
Expected Move23.9%15.1%32.3%23.9%22.0%
HV 20d100.9%76.1%112.7%112.7%76.1%
HV 60d85.3%80.9%89.1%81.2%87.4%
IV Rank40.0%15.9%65.2%36.5%31.3%
IV Percentile57.3%11.5%86.5%58.3%44.8%
Term Structure21.5%-15.3%50.1%0.4%48.4%
VWIV94.4%59.6%111.6%89.9%107.0%
Bid-Ask Spread %52.1115.6097.8658.9161.86
Gamma HHI0.970.960.980.970.97
Net GEX2.1K1.2K2.9K1.5K2.9K
Net DEX-80.4K-147.4K-14.6K-49.6K-118.0K
Net VEX-783-934-587-749-871
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.005.500.100.00
Total Volume60.39105101511
Total OI3,598.4782,3224,6614,4812,380

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$1.80$2.5083.4%23.9%112.7%36.5%0.0%0.0%0.4%1.5K-49.6K-7490.1058.91N/AN/A137143,987494
2019-10-02$1.78$2.5076.5%21.9%106.5%32.1%0.0%0.0%-1.4%1.5K-14.6K-6403.0888.51N/AN/A13403,931505
2019-10-03$1.73$2.50102.4%22.0%107.8%48.4%0.0%0.0%41.4%1.4K-28.3K-6650.0066.63N/AN/A053,933496
2019-10-04$1.63$2.5097.2%20.5%111.1%45.1%0.0%0.0%44.6%1.2K-22.1K-6300.0021.71N/AN/A3503,933499
2019-10-07$1.71$2.50129.2%20.9%108.7%65.2%0.0%0.0%36.1%1.4K-27.6K-6200.0015.60N/AN/A403,908422
2019-10-08$1.65$2.50112.6%24.1%109.0%54.8%0.0%0.0%34.2%1.3K-30.3K-5870.0027.41N/AN/A203,909422
2019-10-09$1.74$2.5076.5%21.9%108.7%32.2%0.0%0.0%32.5%1.5K-31.8K-6320.0097.86N/AN/A003,907422
2019-10-10$1.73$2.5069.6%20.0%107.9%27.8%0.0%0.0%30.0%1.5K-33.1K-6380.0066.65N/AN/A003,907422
2019-10-11$1.86$2.5077.4%22.2%109.2%32.7%89.9%0.0%42.8%1.6K-53.8K-7021.2069.80N/AN/A10123,907422
2019-10-14$1.97$2.5061.3%17.6%110.0%22.6%59.6%0.0%50.1%1.8K-75.5K-7550.1990.38N/AN/A70133,897412
2019-10-15$2.03$2.5081.6%23.4%110.0%35.3%96.2%0.0%11.2%1.8K-86.7K-7830.0061.29N/AN/A5003,867404
2019-10-16$2.28$2.5091.8%26.3%109.8%41.7%91.8%0.0%3.4%2.4K-121.5K-8910.1636.80N/AN/A440703,887404
2019-10-17$2.17$2.5090.0%25.8%104.5%40.6%89.9%0.0%13.7%2.4K-113.8K-8941.0840.52N/AN/A79854,069460
2019-10-18$2.09$2.50112.7%32.3%101.9%54.8%111.6%0.0%-15.3%2.3K-82.2K-8735.5022.99N/AN/A301654,121540
2019-10-21$2.24$2.5088.1%25.3%99.4%39.4%88.1%0.0%20.3%2.9K-125.3K-9340.0035.43N/AN/A1801,873449
2019-10-22$2.15$2.5099.9%28.6%102.1%46.3%99.9%0.0%3.3%2.6K-120.9K-8940.2968.10N/AN/A2161,888449
2019-10-23$2.23$2.50110.3%31.6%101.7%52.9%110.3%0.0%-4.1%2.6K-147.4K-9310.0029.70N/AN/A5801,909455
2019-10-24$2.21$2.5095.5%27.4%92.1%43.5%0.0%0.0%17.3%2.8K-130.5K-9170.0094.32N/AN/A001,917455
2019-10-25$2.15$2.50106.9%30.6%90.8%50.7%107.0%0.0%-0.8%2.7K-120.7K-8731.0068.17N/AN/A111,917455
2019-10-28$2.17$2.50105.4%30.2%86.3%49.5%0.0%0.0%-6.6%2.8K-120.9K-8800.0037.73N/AN/A901,916455
2019-10-29$2.14$2.5052.6%15.1%77.4%15.9%0.0%0.0%45.4%2.4K-97.6K-8000.0016.57N/AN/A001,925455
2019-10-30$2.18$2.5058.3%16.7%77.1%19.5%0.0%0.0%46.6%2.9K-98.1K-8410.0021.58N/AN/A001,925455
2019-10-31$2.16$2.5076.8%22.0%76.1%31.3%0.0%0.0%48.4%2.9K-118.0K-8710.0061.86N/AN/A101,925455