DLNG Options History — May 2020 In May 2020, DLNG traded between $1.50 and $1.69. ATM implied volatility averaged 146.6%, placing in the 69.4% IV rank vs the trailing year. The 30-day expected move averaged 42.2%. IV traded above realized volatility by 80.1% (HV 20d: 66.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.08.
Notable Days 2020-05-12 : Highest Volume — 30 contracts2020-05-11 : Largest IV spike — 41.2% change2020-05-11 : Highest IV Rank — 94.7%2020-05-12 : Largest Expected Move — 48.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.59 $1.50 $1.69 $1.67 $1.61 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 146.6% 116.4% 185.9% 118.8% 156.3% Expected Move 42.2% 30.3% 48.4% 34.1% 44.8% HV 20d 66.4% 43.9% 83.0% 78.3% 44.3% HV 60d 97.1% 96.1% 98.2% 98.1% 96.4% IV Rank 69.4% 50.0% 94.7% 51.6% 75.7% IV Percentile 85.1% 67.1% 99.6% 69.8% 90.5% Term Structure -62.5% -87.8% 19.4% 19.4% -76.5% Bid-Ask Spread % 118.86 38.28 141.25 104.92 126.25 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 398 0 1.7K 3 289 Net DEX 19.5K -9.3K 34.4K 34.4K 30.3K Net VEX -115 -333 0 0 -53 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.08 0.00 0.40 0.00 0.00 Total Volume 3.7 0 30 0 0 Total OI 1,939.65 1,928 1,958 1,933 1,958
Daily Data (20 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 2020-05-01 $1.67 $2.50 118.8% 34.1% 78.3% 51.6% 0.0% 0.0% 19.4% 3 34.4K 0 0.00 104.92 N/A N/A 0 0 1,727 206 2020-05-04 $1.63 $2.50 139.7% 43.2% 79.8% 65.0% 0.0% 0.0% 0.0% 423 24.1K -98 0.00 135.53 N/A N/A 0 0 1,727 206 2020-05-05 $1.62 $2.50 116.4% 43.0% 80.0% 50.0% 0.0% 0.0% 0.0% 661 19.7K -125 0.00 130.76 N/A N/A 0 0 1,727 206 2020-05-06 $1.62 $2.50 122.7% 43.5% 79.7% 54.0% 0.0% 0.0% -77.2% 658 19.7K -123 0.00 122.73 N/A N/A 0 0 1,727 206 2020-05-07 $1.69 $2.50 120.5% 30.3% 79.9% 52.6% 0.0% 0.0% -8.5% 1.7K -9.3K -333 0.00 67.53 N/A N/A 0 0 1,727 206 2020-05-08 $1.67 $2.50 131.7% 39.6% 80.7% 59.8% 0.0% 0.0% -65.8% 384 25.5K -94 0.00 102.82 N/A N/A 0 0 1,727 206 2020-05-11 $1.61 $2.50 185.9% 38.0% 83.0% 94.7% 0.0% 0.0% -7.5% 501 9.5K -173 0.00 38.28 N/A N/A 5 0 1,727 206 2020-05-12 $1.58 $2.50 168.7% 48.4% 73.8% 83.6% 0.0% 0.0% -87.8% 444 12.5K -160 0.00 119.09 N/A N/A 0 30 1,729 206 2020-05-13 $1.50 $2.50 156.1% 44.7% 73.7% 75.5% 0.0% 0.0% -79.2% 342 12.3K -150 0.00 137.97 N/A N/A 0 4 1,729 221 2020-05-14 $1.58 $2.50 135.3% 38.8% 75.0% 62.2% 0.0% 0.0% -63.4% 355 18.4K -136 0.00 136.57 N/A N/A 0 4 1,729 223 2020-05-15 $1.56 $2.50 152.8% 43.8% 68.4% 73.4% 0.0% 0.0% -78.9% 376 13.1K -168 0.00 122.51 N/A N/A 0 0 1,729 225 2020-05-18 $1.60 $2.50 154.5% 44.3% 66.4% 74.5% 0.0% 0.0% -81.6% 0 33.9K 0 0.00 120.68 N/A N/A 0 0 1,716 212 2020-05-19 $1.59 $2.50 158.3% 45.4% 66.3% 76.9% 0.0% 0.0% -84.1% 383 11.5K -164 0.40 135.72 N/A N/A 5 2 1,716 212 2020-05-20 $1.56 $2.50 150.8% 43.2% 66.4% 72.1% 0.0% 0.0% -73.8% 377 11.0K -167 0.00 141.25 N/A N/A 0 0 1,721 213 2020-05-21 $1.51 $2.50 160.0% 45.9% 46.4% 78.0% 0.0% 0.0% -78.6% 348 10.7K -150 0.00 139.26 N/A N/A 2 0 1,721 213 2020-05-22 $1.50 $2.50 149.0% 42.7% 43.9% 71.0% 0.0% 0.0% -66.2% 361 14.6K -139 0.00 121.26 N/A N/A 1 0 1,723 213 2020-05-26 $1.55 $2.50 154.2% 44.2% 46.2% 74.3% 0.0% 0.0% -72.2% 167 31.0K -29 0.00 128.94 N/A N/A 21 0 1,724 213 2020-05-27 $1.61 $2.50 149.4% 42.8% 48.1% 71.2% 0.0% 0.0% -71.1% 214 31.9K -37 0.00 123.38 N/A N/A 0 0 1,745 213 2020-05-28 $1.63 $2.50 150.0% 43.0% 48.4% 71.6% 0.0% 0.0% -72.5% 10 34.4K -2 0.00 121.81 N/A N/A 0 0 1,745 213 2020-05-29 $1.61 $2.50 156.3% 44.8% 44.3% 75.7% 0.0% 0.0% -76.5% 289 30.3K -53 0.00 126.25 N/A N/A 0 0 1,745 213
« Apr 2020 | All History | Jun 2020 » Home DLNG History May 2020