DLNG Options History — February 2020 In February 2020, DLNG traded between $1.69 and $2.05. ATM implied volatility averaged 103.4%, placing in the 44.4% IV rank vs the trailing year. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 70.3% (HV 20d: 33.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 2.36.
Notable Days 2020-02-18 : Highest Volume — 1,002 contracts2020-02-18 : Largest IV spike — 88.9% change2020-02-28 : Highest IV Rank — 79.3%2020-02-28 : Largest Expected Move — 44.2%Monthly Statistics Metric Avg Min Max Open Close Price $1.86 $1.69 $2.05 $2.03 $1.74 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 103.4% 61.8% 154.4% 95.5% 154.4% Expected Move 27.4% 10.8% 44.2% 27.4% 44.2% HV 20d 33.0% 12.0% 53.4% 12.8% 53.4% HV 60d 36.7% 33.6% 41.5% 33.7% 39.1% IV Rank 44.4% 16.0% 79.3% 39.0% 79.3% IV Percentile 64.0% 26.2% 96.8% 60.3% 96.8% Term Structure -29.1% -92.2% 26.0% -51.8% -14.1% Bid-Ask Spread % 99.16 19.43 140.35 98.06 137.13 Gamma HHI 1.00 0.99 1.00 1.00 1.00 Net GEX 779 18 1.7K 1.1K 922 Net DEX 56.2K 32.4K 73.6K 49.3K 42.3K Net VEX -207 -413 -68 -273 -190 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.36 0.00 21.00 0.00 0.00 Total Volume 65.842 0 1,002 1 2 Total OI 1,834.947 1,347 2,418 1,348 2,389
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2020-02-03 $2.03 $2.50 95.5% 27.4% 12.8% 39.0% 0.0% 0.0% -51.8% 1.1K 49.3K -273 0.00 98.06 N/A N/A 0 1 930 418 2020-02-04 $2.05 $2.50 91.1% 26.1% 13.3% 36.0% 0.0% 0.0% -37.1% 933 61.2K -223 0.00 114.58 N/A N/A 0 0 930 417 2020-02-05 $2.05 $2.50 61.8% 17.7% 13.1% 16.0% 0.0% 0.0% -21.0% 1.1K 55.0K -259 0.00 89.08 N/A N/A 2 0 930 417 2020-02-06 $2.05 $0.00 87.7% 10.8% 12.0% 33.7% 0.0% 0.0% -7.2% 168 73.6K -121 0.00 20.52 N/A N/A 0 0 930 417 2020-02-07 $1.99 $0.00 89.4% 11.7% 15.9% 34.8% 0.0% 0.0% -8.1% 18 73.3K -98 0.00 93.88 N/A N/A 88 0 930 417 2020-02-10 $1.88 $0.00 89.3% 15.4% 25.1% 34.8% 0.0% 0.0% -10.3% 104 68.3K -102 0.00 114.59 N/A N/A 30 0 1,061 417 2020-02-11 $1.88 $0.00 93.6% 22.1% 25.1% 37.8% 0.0% 0.0% -13.9% 199 69.8K -94 0.00 19.43 N/A N/A 0 0 1,091 417 2020-02-12 $1.91 $0.00 121.4% 34.8% 26.1% 56.8% 0.0% 0.0% -92.2% 293 71.5K -89 0.00 137.69 N/A N/A 0 0 1,091 417 2020-02-13 $1.90 $0.00 63.5% 18.2% 26.0% 17.2% 0.0% 0.0% -24.5% 235 68.7K -115 0.00 92.77 N/A N/A 0 0 1,091 417 2020-02-14 $1.90 $0.00 70.0% 20.1% 26.0% 21.6% 0.0% 0.0% -14.9% 393 69.0K -110 0.00 25.26 N/A N/A 0 0 1,091 416 2020-02-18 $1.75 $0.00 132.3% 37.9% 38.0% 64.2% 0.0% 0.0% -16.9% 359 65.2K -82 0.00 131.56 N/A N/A 1,001 1 1,091 416 2020-02-19 $1.69 $0.00 147.7% 42.4% 39.1% 74.8% 0.0% 0.0% -80.0% 395 66.2K -68 5.00 138.98 N/A N/A 1 5 1,977 416 2020-02-20 $1.80 $0.00 136.7% 39.2% 46.7% 67.2% 0.0% 0.0% -75.6% 1.7K 40.2K -346 21.00 140.35 N/A N/A 1 21 1,977 419 2020-02-21 $1.74 $0.00 119.3% 34.2% 47.6% 55.3% 0.0% 0.0% -31.4% 1.3K 47.8K -290 0.00 115.20 N/A N/A 20 0 1,978 440 2020-02-24 $1.80 $0.00 92.3% 26.5% 49.8% 36.9% 0.0% 0.0% -24.3% 1.5K 44.8K -333 0.00 92.64 N/A N/A 4 0 1,935 431 2020-02-25 $1.72 $2.50 89.8% 25.7% 51.6% 35.1% 0.0% 0.0% 26.0% 1.2K 32.6K -382 0.00 111.20 N/A N/A 20 0 1,939 431 2020-02-26 $1.76 $2.50 130.5% 37.4% 52.8% 63.0% 0.0% 0.0% -27.8% 1.3K 37.4K -340 0.00 97.96 N/A N/A 53 0 1,959 431 2020-02-27 $1.78 $2.50 97.4% 27.9% 53.2% 40.4% 0.0% 0.0% -28.5% 1.7K 32.4K -413 0.00 113.10 N/A N/A 1 0 1,959 431 2020-02-28 $1.74 $2.50 154.4% 44.2% 53.4% 79.3% 0.0% 0.0% -14.1% 922 42.3K -190 0.00 137.13 N/A N/A 0 2 1,958 431
« Jan 2020 | All History | Mar 2020 » Home DLNG History February 2020