DLNG Options History — October 2023

In October 2023, DLNG traded between $2.52 and $2.63. ATM implied volatility averaged 56.4%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 28.5% (HV 20d: 27.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 11.83.

Notable Days

  • 2023-10-19: Highest Volume — 71 contracts
  • 2023-10-19: Largest IV spike — 98.9% change
  • 2023-10-20: Highest IV Rank — 26.4%
  • 2023-10-20: Largest Expected Move — 27.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.58$2.52$2.63$2.60$2.55
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV56.4%34.1%97.1%43.3%68.3%
Expected Move16.2%9.8%27.8%12.4%19.6%
HV 20d27.9%25.1%29.7%28.7%25.4%
HV 60d31.5%26.5%42.1%41.8%26.5%
IV Rank10.7%2.1%26.4%5.7%15.3%
IV Percentile32.7%1.2%85.3%7.9%61.1%
Term Structure-16.6%-61.0%0.4%0.4%-30.6%
VWIV57.7%40.9%74.6%40.9%74.6%
Bid-Ask Spread %76.5535.60116.8588.3355.52
Gamma HHI0.990.941.001.000.97
Net GEX-18.6K-36.1K-642-25.1K-740
Net DEX137.1K10.6K272.9K213.4K15.6K
Net VEX-299-593-86-573-88
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.830.0070.000.000.00
Total Volume6.5071100
Total OI2,0992802,9902,918344

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$2.60$2.5043.3%12.4%28.7%5.7%0.0%0.0%0.4%-25.1K213.4K-5730.0088.33N/AN/A0102592,659
2023-10-03$2.59$2.5042.4%12.1%28.4%5.3%0.0%0.0%-10.8%-22.3K235.3K-5850.0046.49N/AN/A002592,669
2023-10-04$2.54$2.5041.4%11.9%26.7%4.9%40.9%0.0%-10.2%-29.6K267.0K-5930.0077.20N/AN/A0152592,670
2023-10-05$2.63$0.0052.6%23.7%29.5%9.3%0.0%0.0%-47.4%-22.0K198.9K-5350.00112.37N/AN/A032592,655
2023-10-06$2.63$0.0054.5%10.1%27.8%10.0%0.0%0.0%-2.1%-22.1K200.9K-5180.0081.28N/AN/A102592,655
2023-10-09$2.58$0.0041.5%10.7%28.6%5.0%0.0%0.0%-3.5%-32.8K209.9K-4610.0091.15N/AN/A002602,655
2023-10-10$2.58$0.0043.6%10.9%27.6%5.8%0.0%0.0%-6.3%-32.8K209.4K-4421.0098.42N/AN/A112602,655
2023-10-11$2.60$0.0034.1%9.8%27.8%2.1%0.0%0.0%-6.0%-28.1K202.8K-4220.0074.26N/AN/A042612,656
2023-10-12$2.54$0.0043.3%12.4%27.7%5.7%0.0%0.0%-11.9%-25.9K272.9K-4320.0067.91N/AN/A0102612,649
2023-10-13$2.58$0.0048.7%14.0%27.2%7.8%0.0%0.0%-13.7%-32.9K211.0K-3850.0075.93N/AN/A402612,659
2023-10-16$2.60$0.0045.3%13.0%27.2%6.5%0.0%0.0%-10.8%-36.1K160.2K-2790.0057.03N/AN/A002612,659
2023-10-17$2.63$0.0062.9%18.0%27.6%13.2%0.0%0.0%-21.5%-29.8K144.0K-2370.0083.40N/AN/A002612,659
2023-10-18$2.61$0.0044.0%12.6%27.7%5.9%0.0%0.0%-15.0%-35.1K142.3K-2060.0035.60N/AN/A002612,659
2023-10-19$2.58$0.0087.5%25.1%27.5%22.7%0.0%0.0%0.0%-25.6K239.6K-19070.0080.68N/AN/A1702612,659
2023-10-20$2.54$0.0097.1%27.8%27.9%26.4%0.0%0.0%-61.0%-4.5K10.6K-910.0091.70N/AN/A802612,729
2023-10-23$2.52$0.0090.2%25.9%27.9%23.8%0.0%0.0%-14.4%-70413.9K-860.00116.85N/AN/A010132148
2023-10-24$2.59$0.0061.1%17.5%29.7%12.5%74.6%0.0%-6.5%-67313.1K-910.0092.82N/AN/A01182158
2023-10-25$2.58$2.5062.3%17.9%29.5%13.0%0.0%0.0%-18.0%-64213.2K-920.0083.56N/AN/A00182159
2023-10-26$2.62$2.5057.0%16.4%29.7%11.0%0.0%0.0%-14.6%-67712.7K-910.0041.10N/AN/A00182159
2023-10-27$2.58$2.5060.6%17.4%28.4%12.3%0.0%0.0%-28.7%-79714.5K-900.0081.87N/AN/A00182159
2023-10-30$2.58$2.5059.1%17.0%25.1%11.8%0.0%0.0%-14.8%-71614.8K-890.0050.52N/AN/A40182159
2023-10-31$2.55$2.5068.3%19.6%25.4%15.3%0.0%0.0%-30.6%-74015.6K-880.0055.52N/AN/A00185159