DLNG Options History — December 2013

Name: DLNG Options Analytics - December 2013
Creator: Options Analysis Suite

In December 2013, DLNG traded between $19.05 and $22.67. ATM implied volatility averaged 55.0%. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 32.3% (HV 20d: 22.8%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 12 of 18 trading days. Term structure was in contango for 7 of 18 days. Put/call ratio averaged 0.22.

Notable Days

2013-12-26: Highest Volume — 120 contracts
2013-12-16: Largest IV spike — 352.1% change
2013-12-05: Largest Expected Move — 44.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.60	$19.05	$22.67	$19.05	$22.55
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	55.0%	17.4%	185.7%	155.5%	29.3%
Expected Move	13.9%	5.0%	44.6%	44.6%	8.4%
HV 20d	22.8%	22.7%	22.9%	22.9%	22.7%
Term Structure	-17.1%	-80.0%	13.7%	-67.8%	-3.4%
VWIV	31.5%	29.0%	33.9%	29.0%	33.9%
Skew 25d	-3.6%	-7.1%	4.4%	-6.2%	-7.1%
Skew 10d	-1.4%	-6.4%	6.6%	2.7%	-6.0%
Call IV 25d	27.5%	21.7%	32.2%	26.3%	29.9%
Put IV 25d	23.8%	20.1%	27.3%	20.1%	22.8%
Bid-Ask Spread %	157.72	98.22	196.36	191.92	143.46
Gamma HHI	0.79	0.50	1.00	1.00	0.96
Net GEX	4.0K	-420	22.1K	0	22.1K
Net DEX	-59.1K	-282.1K	7.5K	0	-267.0K
Net VEX	-370	-1.4K	0	0	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.00	0.80	0.00	0.57
Total Volume	18.889	0	120	0	0
Total OI	76.778	0	310	0	310

Daily Data (18 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-12-05	$19.05	$0.00	155.5%	44.6%	0.0%	0.0%	0.0%	0.0%	-67.8%	0	0	0	0.00	191.92	N/A	N/A	0	0	0	0
2013-12-06	$19.46	$0.00	31.4%	6.7%	0.0%	0.0%	0.0%	0.0%	0.6%	0	0	0	0.00	175.16	N/A	N/A	0	12	0	0
2013-12-09	$19.79	$0.00	99.2%	26.6%	0.0%	0.0%	0.0%	0.0%	-61.6%	-336	6.5K	-60	0.00	196.36	N/A	N/A	0	0	0	12
2013-12-10	$19.47	$0.00	185.7%	28.3%	0.0%	0.0%	0.0%	0.0%	-80.0%	-340	6.6K	-62	0.00	192.71	N/A	N/A	0	0	0	12
2013-12-11	$19.21	$0.00	39.7%	7.3%	0.0%	0.0%	0.0%	0.0%	-1.5%	-420	7.5K	-60	0.00	154.90	N/A	N/A	5	0	0	12
2013-12-12	$19.33	$0.00	61.5%	17.6%	0.0%	0.0%	0.0%	0.0%	-71.3%	348	5.0K	-65	0.00	192.71	N/A	N/A	0	0	5	12
2013-12-13	$19.60	$0.00	25.0%	7.2%	0.0%	0.0%	0.0%	0.0%	5.5%	-378	6.9K	-61	0.00	186.27	N/A	N/A	0	0	5	12
2013-12-16	$19.52	$0.00	113.0%	32.4%	0.0%	0.0%	0.0%	0.0%	-55.1%	642	4.8K	-64	0.00	187.62	N/A	N/A	1	0	5	12
2013-12-17	$19.90	$0.00	29.1%	8.4%	0.0%	0.0%	0.0%	0.0%	-1.6%	1.1K	1.8K	-66	0.00	172.97	N/A	N/A	0	0	6	12
2013-12-18	$20.09	$0.00	45.0%	12.9%	0.0%	0.0%	0.0%	0.0%	13.7%	1.3K	-537	-60	0.00	179.69	N/A	N/A	10	0	6	12
2013-12-19	$20.44	$0.00	22.0%	6.3%	0.0%	0.0%	0.0%	0.0%	4.1%	77	-14.3K	-112	0.00	111.26	N/A	N/A	0	0	16	12
2013-12-20	$21.06	$0.00	22.8%	6.5%	0.0%	0.0%	0.0%	0.0%	4.3%	75	-15.7K	-104	0.00	98.22	N/A	N/A	79	0	16	12
2013-12-23	$21.67	$0.00	20.8%	6.0%	0.0%	0.0%	0.0%	-6.2%	13.7%	3.5K	-72.1K	-546	0.80	117.33	N/A	N/A	25	20	80	12
2013-12-24	$21.84	$0.00	17.4%	5.0%	0.0%	0.0%	0.0%	4.4%	9.4%	4.1K	-89.9K	-840	0.00	146.74	N/A	N/A	0	0	105	32
2013-12-26	$22.51	$0.00	28.1%	8.1%	0.0%	0.0%	29.0%	-4.4%	-2.7%	4.0K	-108.0K	-852	0.09	121.13	N/A	N/A	110	10	105	32
2013-12-27	$22.67	$22.50	31.6%	9.0%	22.9%	0.0%	0.0%	-4.9%	-7.6%	17.7K	-252.3K	-1.2K	0.30	143.82	N/A	N/A	10	3	215	42
2013-12-30	$22.63	$22.50	33.3%	9.6%	22.7%	0.0%	33.9%	-7.1%	-6.9%	17.8K	-282.1K	-1.1K	0.57	126.76	N/A	N/A	35	20	225	45
2013-12-31	$22.55	$22.50	29.3%	8.4%	22.7%	0.0%	0.0%	0.0%	-3.4%	22.1K	-267.0K	-1.4K	0.00	143.46	N/A	N/A	0	0	255	55