DLNG Options History — August 2024

In August 2024, DLNG traded between $3.61 and $3.84. ATM implied volatility averaged 157.0%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 39.6%. IV traded above realized volatility by 129.9% (HV 20d: 27.1%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 25.33.

Notable Days

  • 2024-08-06: Highest Volume — 153 contracts
  • 2024-08-05: Largest IV spike — 123.5% change
  • 2024-08-08: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 73.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.74$3.61$3.84$3.84$3.75
Max Pain$4.77$2.50$5.00$2.50$5.00
ATM IV157.0%77.8%325.8%115.6%186.1%
Expected Move39.6%22.3%73.7%33.1%53.3%
HV 20d27.1%22.0%28.5%24.3%26.6%
HV 60d36.5%34.0%38.1%35.9%34.0%
IV Rank46.3%21.3%100.0%38.9%53.0%
IV Percentile88.9%68.7%100.0%87.3%96.0%
Term Structure-92.9%-234.1%36.1%-0.9%-234.1%
VWIV123.5%123.5%123.5%123.5%123.5%
Bid-Ask Spread %122.9585.56177.11125.76116.66
Gamma HHI0.860.790.900.900.87
Net GEX1.0K8801.1K1.1K1.0K
Net DEX-39.7K-53.1K-32.5K-45.2K-38.3K
Net VEX-235-318-185-267-217
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio25.330.00152.00152.000.00
Total Volume11.273015305
Total OI786.136665947726676

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$3.84$2.50115.6%33.1%24.3%38.9%0.0%0.0%-0.9%1.1K-45.2K-2670.00125.76N/AN/A00579147
2024-08-02$3.76$2.5077.8%22.3%22.0%22.0%0.0%0.0%-8.3%975-45.8K-2790.0085.56N/AN/A00579147
2024-08-05$3.61$5.00173.8%73.7%24.6%64.9%0.0%0.0%-170.8%880-46.5K-3040.00140.12N/AN/A068579147
2024-08-06$3.76$5.00210.9%43.4%28.4%81.6%0.0%0.0%-96.3%1.1K-53.1K-318152.00177.11N/AN/A1152579215
2024-08-07$3.72$5.00180.4%33.8%28.2%67.9%0.0%0.0%17.6%1.1K-41.8K-2720.00118.66N/AN/A00580367
2024-08-08$3.67$5.00325.8%33.8%28.4%100.0%0.0%0.0%34.9%1.0K-42.4K-2760.00114.47N/AN/A00580367
2024-08-09$3.71$5.00288.6%38.1%27.6%87.5%0.0%0.0%-56.6%942-43.8K-2580.00114.62N/AN/A00580367
2024-08-12$3.70$5.00151.7%48.8%26.8%41.4%0.0%0.0%-75.4%939-44.7K-2660.00139.39N/AN/A01580367
2024-08-13$3.72$5.00176.6%42.2%26.9%49.8%0.0%0.0%36.1%1.1K-41.7K-2560.00133.94N/AN/A00580367
2024-08-14$3.73$5.00148.6%42.6%26.9%40.4%0.0%0.0%-63.1%1.0K-39.6K-2260.00134.14N/AN/A00580367
2024-08-15$3.73$5.00174.8%50.1%26.5%49.2%0.0%0.0%-112.5%1.0K-41.9K-2520.00126.07N/AN/A00580367
2024-08-16$3.77$5.00122.4%35.1%27.0%31.6%0.0%0.0%-93.5%1.1K-33.8K-2000.00131.65N/AN/A02580367
2024-08-19$3.81$5.0093.6%26.8%27.0%21.9%123.5%0.0%-96.9%996-35.2K-2010.00130.39N/AN/A100518147
2024-08-20$3.72$5.00101.3%29.0%28.0%24.5%0.0%0.0%-87.5%1.0K-35.2K-2050.00124.79N/AN/A10528147
2024-08-21$3.77$5.0096.4%27.6%27.6%22.8%0.0%0.0%-96.3%1.0K-35.6K-2010.00115.14N/AN/A30528147
2024-08-22$3.71$5.0091.9%26.3%28.0%21.3%0.0%0.0%-64.6%1.0K-34.7K-2020.00109.48N/AN/A00529147
2024-08-23$3.71$5.00158.9%45.6%27.8%43.9%0.0%0.0%-205.1%1.0K-34.4K-1940.00115.43N/AN/A20529147
2024-08-26$3.77$5.00112.2%32.2%28.5%28.1%0.0%0.0%-113.2%971-34.3K-1850.00100.93N/AN/A00529147
2024-08-27$3.75$5.00168.7%48.4%28.5%47.1%0.0%0.0%-214.0%998-32.5K-1850.00114.61N/AN/A00529147
2024-08-28$3.75$5.00177.8%51.0%28.1%50.2%0.0%0.0%-222.0%1.0K-38.1K-2210.00135.15N/AN/A30529147
2024-08-29$3.77$5.00119.5%34.3%27.6%30.6%0.0%0.0%-121.8%964-34.2K-1860.00100.93N/AN/A00529147
2024-08-30$3.75$5.00186.1%53.3%26.6%53.0%0.0%0.0%-234.1%1.0K-38.3K-2170.00116.66N/AN/A05529147