DLNG Options History — June 2022

In June 2022, DLNG traded between $3.22 and $4.38. ATM implied volatility averaged 112.9%, placing in the 40.2% IV rank vs the trailing year. The 30-day expected move averaged 32.4%. IV traded above realized volatility by 35.1% (HV 20d: 77.8%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.59.

Notable Days

  • 2022-06-13: Highest Volume — 329 contracts
  • 2022-06-13: Largest IV spike — 82.1% change
  • 2022-06-16: Highest IV Rank — 76.0%
  • 2022-06-16: Largest Expected Move — 53.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.72$3.22$4.38$4.25$3.24
Max Pain$2.62$2.50$5.00$5.00$2.50
ATM IV112.9%79.3%185.4%118.7%180.9%
Expected Move32.4%22.7%53.2%34.0%51.9%
HV 20d77.8%61.3%95.1%64.6%84.6%
HV 60d86.2%76.3%95.4%88.5%76.7%
IV Rank40.2%23.6%76.0%43.0%73.7%
IV Percentile73.0%52.8%96.4%82.9%96.0%
Term Structure-35.5%-217.4%10.1%-15.7%-30.2%
VWIV109.0%76.0%178.4%118.9%178.4%
Bid-Ask Spread %44.6511.7783.8144.9773.19
Gamma HHI0.590.420.680.670.44
Net GEX6.0K2.6K9.6K8.6K2.6K
Net DEX-353.5K-520.8K-187.0K-504.9K-237.0K
Net VEX-1.6K-2.0K-947-2.0K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.241.450.240.36
Total Volume230.048128329292128
Total OI3,079.0482,8923,2072,9133,154

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$4.25$5.00118.7%34.0%64.6%43.0%118.9%0.0%-15.7%8.6K-504.9K-2.0K0.2444.97N/AN/A236562,725188
2022-06-02$4.22$2.5088.4%27.0%65.0%28.0%94.7%0.0%-5.1%8.2K-484.2K-1.9K0.4324.00N/AN/A176752,694198
2022-06-03$4.25$2.5098.1%25.5%65.0%32.8%88.6%0.0%2.3%8.6K-495.2K-1.9K0.3833.21N/AN/A195742,721218
2022-06-06$4.25$2.5086.4%26.4%61.8%27.0%91.3%0.0%-9.2%8.7K-483.0K-1.8K0.4318.68N/AN/A172742,777218
2022-06-07$4.38$2.5085.0%24.8%61.3%26.4%86.8%0.0%-1.7%9.6K-520.8K-2.0K0.4918.25N/AN/A151742,785218
2022-06-08$4.20$2.5083.9%24.0%61.5%25.8%81.0%0.0%-4.5%7.9K-473.9K-1.9K0.3571.74N/AN/A214742,790218
2022-06-09$3.97$2.5096.4%27.6%65.7%32.0%94.7%0.0%-5.7%7.3K-426.0K-1.8K0.3331.20N/AN/A227742,855218
2022-06-10$3.84$2.5088.8%25.5%64.9%28.2%80.6%0.0%-14.7%3.6K-315.6K-1.4K0.4326.95N/AN/A171742,865218
2022-06-13$3.48$2.50161.7%46.3%74.0%64.2%107.3%0.0%-165.4%5.4K-285.2K-1.4K0.7449.08N/AN/A1891402,861218
2022-06-14$3.62$2.5079.3%22.7%73.7%23.6%81.5%0.0%7.4%5.8K-314.3K-1.6K1.4052.04N/AN/A921292,845289
2022-06-15$4.01$2.50102.2%29.3%81.9%34.9%105.1%0.0%-16.1%7.4K-408.9K-1.7K1.4575.97N/AN/A891292,870289
2022-06-16$3.53$2.50185.4%53.2%94.6%76.0%127.0%0.0%-217.4%5.3K-300.4K-1.5K1.1982.22N/AN/A1241482,862289
2022-06-17$3.59$2.50160.6%46.1%93.4%63.7%120.1%0.0%-124.2%5.7K-325.0K-1.5K1.1983.81N/AN/A1241482,898309
2022-06-21$3.46$2.5085.5%24.5%94.2%26.6%91.5%0.0%-40.1%5.2K-294.0K-1.4K0.4211.77N/AN/A93392,794267
2022-06-22$3.32$2.50147.5%42.3%95.0%57.2%141.5%0.0%-9.9%4.8K-286.7K-1.4K0.5060.80N/AN/A94472,800288
2022-06-23$3.22$2.50109.4%31.4%95.1%38.4%133.7%0.0%10.1%4.5K-256.3K-1.3K0.5119.47N/AN/A115592,814295
2022-06-24$3.32$2.50111.2%31.9%83.9%39.3%135.6%0.0%-0.3%4.8K-273.6K-1.4K0.3846.41N/AN/A157592,843297
2022-06-27$3.41$2.50101.6%29.1%84.7%34.6%143.7%0.0%-19.4%5.1K-302.8K-1.4K0.3449.88N/AN/A172592,825297
2022-06-28$3.25$2.5085.9%24.6%84.3%26.8%76.0%0.0%-35.5%3.1K-187.0K-9470.4328.85N/AN/A141602,870297
2022-06-29$3.40$2.50114.8%32.9%85.1%41.1%110.9%0.0%-51.2%2.9K-248.2K-1.2K0.3435.22N/AN/A134452,876307
2022-06-30$3.24$2.50180.9%51.9%84.6%73.7%178.4%0.0%-30.2%2.6K-237.0K-1.2K0.3673.19N/AN/A94342,847307