DLNG Options History — August 2022

In August 2022, DLNG traded between $3.16 and $4.06. ATM implied volatility averaged 106.3%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 54.4% (HV 20d: 52.0%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 1.98.

Notable Days

  • 2022-08-02: Highest Volume — 258 contracts
  • 2022-08-02: Largest IV spike — 111.6% change
  • 2022-08-08: Highest IV Rank — 97.0%
  • 2022-08-02: Largest Expected Move — 50.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.49$3.16$4.06$3.41$3.86
Max Pain$2.72$2.50$5.00$2.50$5.00
ATM IV106.3%58.5%228.0%83.0%64.2%
Expected Move25.8%16.5%50.4%23.8%18.4%
HV 20d52.0%40.5%59.2%54.8%59.2%
HV 60d68.1%64.5%70.3%70.3%67.9%
IV Rank36.9%13.3%97.0%25.4%16.1%
IV Percentile60.3%26.2%99.2%51.2%32.1%
Term Structure-21.1%-127.6%42.9%11.4%24.5%
VWIV97.4%57.9%172.4%83.3%65.9%
Bid-Ask Spread %48.1412.36105.0580.7813.28
Gamma HHI0.660.540.790.540.71
Net GEX2.6K3495.9K2.9K4.8K
Net DEX-179.2K-321.9K-121.2K-189.6K-227.1K
Net VEX-681-1.1K-260-1.0K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.980.0020.000.110.18
Total Volume101.4784258254217
Total OI2,369.5652,2212,7532,2212,753

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$3.41$2.5083.0%23.8%54.8%25.4%83.3%0.0%11.4%2.9K-189.6K-1.0K0.1180.78N/AN/A228261,909312
2022-08-02$3.43$2.50175.7%50.4%54.3%71.2%172.4%0.0%14.3%3.0K-198.6K-1.0K0.12105.05N/AN/A230281,909313
2022-08-03$3.41$2.5088.1%25.3%54.1%27.9%88.4%0.0%0.9%404-135.1K-2870.1250.32N/AN/A225281,911316
2022-08-04$3.29$2.50178.3%29.0%51.8%72.4%102.0%0.0%-45.0%362-132.9K-3000.1279.58N/AN/A225281,916316
2022-08-05$3.28$2.50211.8%16.5%51.2%89.0%57.9%0.0%42.9%349-137.3K-2940.9329.52N/AN/A30281,917316
2022-08-08$3.23$2.50228.0%32.4%51.5%97.0%106.6%0.0%-58.9%386-122.3K-2661.0093.45N/AN/A28281,922316
2022-08-09$3.32$2.5094.7%19.2%51.9%31.1%73.2%0.0%-7.3%404-126.7K-2600.0835.48N/AN/A122101,920316
2022-08-10$3.27$2.50114.1%32.7%52.3%40.7%168.5%0.0%-96.1%2.6K-156.0K-80811.0076.86N/AN/A1111,990326
2022-08-11$3.32$2.50101.0%29.0%50.5%34.3%0.0%0.0%-90.1%2.5K-143.8K-7260.0054.29N/AN/A1201,991335
2022-08-12$3.28$2.50112.6%32.3%50.8%40.0%0.0%0.0%-94.5%2.4K-138.9K-6870.4245.45N/AN/A24102,003335
2022-08-15$3.16$2.5058.5%16.8%46.3%13.3%0.0%0.0%16.7%2.1K-121.2K-6280.0016.97N/AN/A502,023345
2022-08-16$3.35$2.5081.3%23.3%49.6%24.6%0.0%0.0%11.5%2.7K-155.9K-7270.1027.99N/AN/A1012,026345
2022-08-17$3.35$2.5086.3%24.7%49.5%27.0%0.0%0.0%-46.9%451-133.2K-26510.0047.43N/AN/A1102,026345
2022-08-18$3.30$2.5099.3%28.5%40.5%33.4%0.0%0.0%-77.7%452-139.4K-28220.0036.50N/AN/A1202,026335
2022-08-19$3.25$2.5066.8%19.2%40.6%17.4%76.9%0.0%-20.8%2.5K-149.4K-7240.3317.15N/AN/A312,026365
2022-08-22$3.45$2.50122.4%35.1%41.6%44.9%78.4%0.0%-127.6%2.9K-173.1K-7170.2357.51N/AN/A88201,977295
2022-08-23$3.76$2.5097.4%27.9%51.3%32.5%104.9%0.0%-13.8%3.8K-231.5K-7910.0074.74N/AN/A2502,053315
2022-08-24$4.06$2.5076.8%22.0%57.1%22.3%72.0%0.0%-6.4%5.9K-321.9K-8920.0158.16N/AN/A20232,062315
2022-08-25$3.89$2.5077.7%22.3%58.9%22.8%92.8%0.0%-8.6%4.4K-245.8K-9460.1523.43N/AN/A94142,174315
2022-08-26$3.86$2.5060.8%17.4%59.0%14.4%0.0%0.0%29.0%4.6K-256.1K-9480.0043.14N/AN/A3302,198313
2022-08-29$3.91$2.5058.7%16.8%58.9%13.4%60.6%0.0%31.7%4.6K-253.8K-9770.5412.36N/AN/A158862,222313
2022-08-30$3.88$5.00107.6%30.9%59.2%37.5%155.1%0.0%26.4%4.8K-233.1K-1.1K0.1127.72N/AN/A1822,346398
2022-08-31$3.86$5.0064.2%18.4%59.2%16.1%65.9%0.0%24.5%4.8K-227.1K-1.0K0.1813.28N/AN/A184332,354399