DLNG Options History — October 2024

In October 2024, DLNG traded between $3.76 and $3.96. ATM implied volatility averaged 58.6%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 34.8% (HV 20d: 23.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.08.

Notable Days

  • 2024-10-10: Highest Volume — 100 contracts
  • 2024-10-17: Largest IV spike — 67.0% change
  • 2024-10-28: Highest IV Rank — 20.7%
  • 2024-10-28: Largest Expected Move — 25.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.86$3.76$3.96$3.91$3.77
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV58.6%42.2%90.5%59.6%75.5%
Expected Move15.3%11.3%25.9%17.1%21.6%
HV 20d23.8%21.7%25.7%24.7%23.0%
HV 60d23.5%21.4%24.8%23.5%21.4%
IV Rank10.0%4.4%20.7%10.3%15.6%
IV Percentile37.2%10.3%70.2%44.8%61.9%
Term Structure-3.9%-25.4%24.2%-18.4%-25.4%
VWIV158.2%95.0%221.3%221.3%95.0%
Bid-Ask Spread %78.5768.9590.3971.1073.57
Gamma HHI0.730.630.800.680.63
Net GEX1.3K9671.6K1.1K1.1K
Net DEX-67.4K-73.8K-57.5K-71.7K-58.4K
Net VEX-177-227-81-127-104
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.001.000.001.00
Total Volume9.043010020
Total OI774.1744941,007898503

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$3.91$5.0059.6%17.1%24.7%10.3%221.3%0.0%-18.4%1.1K-71.7K-1270.0071.10N/AN/A20750148
2024-10-02$3.88$5.0059.8%17.1%24.5%10.4%0.0%0.0%-20.0%1.1K-68.3K-1930.0069.48N/AN/A10750148
2024-10-03$3.87$5.0066.1%11.3%24.5%12.5%0.0%0.0%20.6%1.2K-69.5K-2070.0071.01N/AN/A10751148
2024-10-04$3.88$5.0063.8%11.5%24.5%11.7%0.0%0.0%18.6%1.2K-70.8K-2120.0083.90N/AN/A40752148
2024-10-07$3.85$5.0075.8%12.5%24.8%15.8%0.0%0.0%24.2%1.2K-70.0K-2170.0086.08N/AN/A520748148
2024-10-08$3.90$5.0076.8%12.3%24.7%16.1%0.0%0.0%13.0%1.4K-67.5K-1880.0082.91N/AN/A270800148
2024-10-09$3.96$5.0042.2%12.1%23.5%4.4%0.0%0.0%-0.1%1.3K-73.8K-2050.0079.60N/AN/A00774148
2024-10-10$3.96$5.0042.8%12.3%23.5%4.6%0.0%0.0%16.5%1.3K-69.0K-1830.0072.57N/AN/A1000774148
2024-10-11$3.95$5.0045.9%13.2%22.7%5.7%0.0%0.0%18.5%1.6K-72.8K-2180.0080.26N/AN/A00859148
2024-10-14$3.83$5.0044.1%12.6%25.7%5.1%0.0%0.0%15.4%1.6K-69.8K-2240.0071.89N/AN/A00859148
2024-10-15$3.76$5.0045.4%13.0%23.7%5.5%0.0%0.0%-7.2%1.4K-61.2K-1860.0068.95N/AN/A00859148
2024-10-16$3.80$5.0044.1%12.6%23.9%5.1%0.0%0.0%13.5%1.6K-69.5K-2270.0069.15N/AN/A10859148
2024-10-17$3.79$5.0073.7%21.1%21.9%15.0%0.0%0.0%-13.1%1.6K-68.9K-2240.0087.77N/AN/A70859148
2024-10-18$3.77$5.0048.3%13.8%21.7%6.5%0.0%0.0%-1.9%1.5K-68.4K-2190.0079.37N/AN/A00859148
2024-10-21$3.89$5.0048.4%13.9%24.2%6.5%0.0%0.0%-14.2%1.4K-70.6K-1790.0077.98N/AN/A004913
2024-10-22$3.96$5.0052.1%14.9%24.1%7.8%0.0%0.0%-14.0%1.4K-73.1K-1770.0074.80N/AN/A004913
2024-10-23$3.90$5.0050.9%14.6%23.8%7.4%0.0%0.0%-15.3%1.2K-64.7K-1270.0086.18N/AN/A304913
2024-10-24$3.88$5.0051.1%14.6%23.7%7.4%0.0%0.0%-16.3%1.3K-70.3K-1910.0083.97N/AN/A504943
2024-10-25$3.89$5.0060.7%17.4%23.5%10.7%0.0%0.0%-16.9%1.4K-63.4K-1510.0090.35N/AN/A104963
2024-10-28$3.83$5.0090.5%25.9%24.0%20.7%0.0%0.0%-20.5%967-60.5K-810.0082.39N/AN/A004973
2024-10-29$3.77$5.0056.0%16.0%22.9%9.1%0.0%0.0%-22.6%993-57.5K-1240.0073.52N/AN/A004973
2024-10-30$3.79$5.0074.0%21.2%23.0%15.2%95.0%0.0%-23.6%1.0K-59.3K-1091.0090.39N/AN/A224973
2024-10-31$3.77$5.0075.5%21.6%23.0%15.6%0.0%0.0%-25.4%1.1K-58.4K-1040.0073.57N/AN/A004994