DLNG Options History — June 2023

In June 2023, DLNG traded between $2.50 and $2.85. ATM implied volatility averaged 63.3%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 17.1% (HV 20d: 46.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 2.53.

Notable Days

  • 2023-06-09: Highest Volume — 650 contracts
  • 2023-06-15: Largest IV spike — 83.2% change
  • 2023-06-13: Highest IV Rank — 33.5%
  • 2023-06-01: Largest Expected Move — 21.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.64$2.50$2.85$2.52$2.50
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV63.3%38.0%119.0%73.1%38.0%
Expected Move15.7%10.9%21.0%21.0%10.9%
HV 20d46.2%33.5%54.1%39.5%53.3%
HV 60d40.9%38.7%43.6%40.0%42.3%
IV Rank11.5%1.5%33.5%15.4%1.5%
IV Percentile28.9%0.8%84.5%47.2%1.2%
Term Structure-4.7%-24.4%17.9%-13.8%12.8%
VWIV54.0%37.0%68.7%49.7%43.8%
Bid-Ask Spread %55.0522.7587.2385.5244.70
Gamma HHI0.970.951.000.961.00
Net GEX-9.1K-15.1K-5.0K-5.0K-15.1K
Net DEX205.0K23.5K334.0K188.2K313.3K
Net VEX-1.5K-1.7K-1.1K-1.7K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.530.0031.250.500.33
Total Volume85.4760650100
Total OI4,3783,9844,6034,5734,539

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$2.52$2.5073.1%21.0%39.5%15.4%0.0%0.0%-13.8%-5.0K188.2K-1.7K0.0085.52N/AN/A0101,7942,779
2023-06-02$2.53$2.5069.7%20.0%38.4%14.0%0.0%0.0%-4.5%-5.6K204.1K-1.7K0.0072.18N/AN/A001,7942,779
2023-06-05$2.59$2.5067.9%14.2%38.9%13.3%49.7%0.0%-3.3%-6.8K136.0K-1.7K0.0056.08N/AN/A0301,7942,779
2023-06-06$2.58$2.5051.2%19.1%38.0%6.7%0.0%0.0%-21.0%-5.4K157.4K-1.7K0.0052.89N/AN/A041,7942,809
2023-06-07$2.56$2.5054.6%19.3%33.5%8.1%0.0%0.0%-6.7%-5.0K179.2K-1.7K0.0048.88N/AN/A001,7942,805
2023-06-08$2.77$2.5089.9%13.0%42.9%22.0%0.0%0.0%12.5%-5.9K58.4K-1.6K0.5049.22N/AN/A211,7942,805
2023-06-09$2.85$2.5089.3%13.7%43.4%21.7%46.8%0.0%5.6%-6.5K23.5K-1.5K0.0082.34N/AN/A65001,7952,804
2023-06-12$2.83$2.50107.7%18.0%43.6%29.0%59.0%0.0%-2.5%-5.0K88.3K-1.1K0.0060.23N/AN/A301,2992,804
2023-06-13$2.76$2.50119.0%17.4%44.3%33.5%60.0%0.0%0.5%-7.6K172.2K-1.4K0.0049.12N/AN/A301,2992,804
2023-06-14$2.60$2.5038.0%10.9%46.2%1.5%37.0%0.0%17.9%-11.0K243.2K-1.4K0.0087.23N/AN/A10601,3012,804
2023-06-15$2.68$2.5069.7%20.0%46.9%14.0%0.0%0.0%-19.2%-8.3K191.8K-1.4K0.0055.93N/AN/A001,2932,804
2023-06-16$2.71$2.5053.4%15.3%46.7%7.6%68.7%0.0%-14.8%-8.2K179.4K-1.4K0.0022.75N/AN/A601,2932,804
2023-06-20$2.75$2.5065.4%18.8%46.9%12.3%65.4%0.0%-23.8%-9.8K204.0K-1.3K0.0539.48N/AN/A356171,2032,781
2023-06-21$2.62$2.5049.0%14.0%50.3%5.8%48.9%0.0%-7.6%-11.7K256.1K-1.4K0.3740.60N/AN/A27101,2952,771
2023-06-22$2.66$2.5041.4%11.9%50.1%2.9%53.2%0.0%-10.9%-12.2K189.8K-1.3K31.2557.50N/AN/A165001,2822,761
2023-06-23$2.52$2.5062.5%17.9%53.8%11.2%62.3%0.0%9.1%-11.7K334.0K-1.6K0.0065.17N/AN/A0101,2713,261
2023-06-26$2.63$2.5050.7%14.5%54.1%6.5%61.8%0.0%-24.4%-11.2K285.9K-1.6K0.2132.98N/AN/A1431,2713,261
2023-06-27$2.63$2.5046.9%13.4%52.9%5.0%43.4%0.0%-1.8%-12.9K273.4K-1.6K0.0066.68N/AN/A801,2723,264
2023-06-28$2.58$2.5047.9%13.7%53.5%5.4%56.0%0.0%-5.9%-12.2K297.0K-1.6K0.2237.47N/AN/A921,2803,264
2023-06-29$2.55$2.5043.0%12.3%52.8%3.5%43.8%0.0%4.1%-14.4K329.3K-1.5K0.3349.19N/AN/A621,2733,265
2023-06-30$2.50$2.5038.0%10.9%53.3%1.5%0.0%0.0%12.8%-15.1K313.3K-1.5K0.0044.70N/AN/A001,2753,264