DLNG Options History — January 2014

Name: DLNG Options Analytics - January 2014
Creator: Options Analysis Suite

In January 2014, DLNG traded between $20.97 and $22.22. ATM implied volatility averaged 40.6%. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 10.1% (HV 20d: 30.5%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.71.

Notable Days

2014-01-09: Highest Volume — 102 contracts
2014-01-29: Largest IV spike — 60.5% change
2014-01-31: Largest Expected Move — 13.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.61	$20.97	$22.22	$21.84	$21.38
Max Pain	$20.24	$20.00	$22.50	$22.50	$20.00
ATM IV	40.6%	25.0%	73.3%	28.3%	46.6%
Expected Move	8.4%	6.6%	13.4%	8.1%	13.4%
HV 20d	30.5%	25.9%	34.8%	27.0%	28.6%
Term Structure	5.1%	-37.0%	39.0%	1.7%	-9.7%
VWIV	20.3%	20.3%	20.3%	20.3%	20.3%
Skew 25d	0.8%	-10.7%	7.7%	3.5%	-10.7%
Skew 10d	7.9%	-1.1%	32.7%	8.7%	1.1%
Call IV 25d	26.5%	19.6%	43.5%	24.4%	43.5%
Put IV 25d	27.4%	21.6%	32.9%	27.9%	32.8%
Bid-Ask Spread %	133.13	102.79	162.85	135.54	144.90
Gamma HHI	0.83	0.65	0.96	0.96	0.84
Net GEX	17.6K	3.9K	63.8K	22.3K	4.5K
Net DEX	-146.2K	-291.4K	-67.8K	-195.0K	-120.9K
Net VEX	-1.4K	-1.5K	-1.2K	-1.3K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.00	3.40	3.40	0.00
Total Volume	8.333	0	102	22	0
Total OI	347.714	277	477	310	282

Daily Data (21 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
2014-01-02	$21.84	$22.50	28.3%	8.1%	27.0%	0.0%	0.0%	3.5%	1.7%	22.3K	-195.0K	-1.3K	3.40	135.54	N/A	N/A	5	17	255	55
2014-01-03	$21.88	$22.50	28.9%	8.3%	26.3%	0.0%	0.0%	4.8%	-2.5%	22.1K	-149.7K	-1.4K	0.14	162.85	N/A	N/A	7	1	260	72
2014-01-06	$21.83	$20.00	32.4%	7.6%	25.9%	0.0%	0.0%	2.6%	1.5%	20.3K	-180.7K	-1.4K	0.00	102.79	N/A	N/A	0	3	267	72
2014-01-07	$21.18	$20.00	51.4%	7.0%	28.4%	0.0%	0.0%	5.9%	24.0%	13.5K	-120.1K	-1.4K	0.00	119.47	N/A	N/A	0	10	267	75
2014-01-08	$21.19	$20.00	59.8%	6.9%	28.0%	0.0%	0.0%	1.1%	34.5%	11.8K	-117.4K	-1.4K	0.00	110.49	N/A	N/A	0	0	267	85
2014-01-09	$20.97	$20.00	69.0%	6.6%	27.5%	0.0%	0.0%	-3.2%	39.0%	10.1K	-130.3K	-1.4K	0.00	105.56	N/A	N/A	102	0	267	85
2014-01-10	$21.01	$20.00	73.3%	7.2%	26.8%	0.0%	0.0%	-1.4%	24.9%	18.2K	-168.3K	-1.5K	0.00	114.33	N/A	N/A	0	0	367	85
2014-01-13	$22.22	$20.00	45.1%	6.8%	32.5%	0.0%	0.0%	-2.0%	10.7%	38.0K	-291.4K	-1.5K	0.00	123.80	N/A	N/A	0	0	367	85
2014-01-14	$22.01	$20.00	45.8%	7.7%	32.9%	0.0%	0.0%	-2.0%	5.5%	38.7K	-256.9K	-1.5K	0.00	105.86	N/A	N/A	0	0	367	85
2014-01-15	$21.51	$20.00	57.5%	6.8%	34.3%	0.0%	20.3%	7.7%	6.4%	28.0K	-190.9K	-1.4K	0.00	133.97	N/A	N/A	25	0	367	85
2014-01-16	$22.08	$20.00	25.0%	7.2%	34.7%	0.0%	0.0%	6.8%	5.6%	63.8K	-165.8K	-1.4K	0.00	144.59	N/A	N/A	0	0	392	85
2014-01-17	$22.00	$20.00	29.5%	8.5%	34.8%	0.0%	0.0%	-1.4%	-2.5%	34.0K	-264.5K	-1.4K	0.00	135.97	N/A	N/A	0	0	392	85
2014-01-21	$21.84	$20.00	27.1%	7.8%	34.7%	0.0%	0.0%	4.5%	0.5%	6.4K	-114.2K	-1.3K	0.00	142.08	N/A	N/A	0	0	192	85
2014-01-22	$21.63	$20.00	26.4%	7.6%	33.5%	0.0%	0.0%	3.9%	1.6%	5.5K	-98.2K	-1.3K	0.00	147.98	N/A	N/A	0	0	192	85
2014-01-23	$21.84	$20.00	31.5%	9.0%	32.1%	0.0%	0.0%	-6.1%	-0.5%	5.1K	-96.1K	-1.3K	0.00	139.44	N/A	N/A	0	0	192	85
2014-01-24	$21.73	$20.00	31.5%	9.0%	32.1%	0.0%	0.0%	-1.6%	-3.9%	3.9K	-104.0K	-1.3K	0.00	158.91	N/A	N/A	0	0	192	85
2014-01-27	$21.62	$20.00	29.1%	8.4%	30.0%	0.0%	0.0%	1.2%	0.8%	5.3K	-89.4K	-1.3K	0.00	139.29	N/A	N/A	5	0	192	85
2014-01-28	$21.41	$20.00	28.4%	8.1%	29.9%	0.0%	0.0%	0.0%	1.6%	6.6K	-80.0K	-1.3K	0.00	135.46	N/A	N/A	0	0	197	85
2014-01-29	$21.16	$20.00	45.5%	13.0%	30.1%	0.0%	0.0%	2.9%	-37.0%	5.4K	-68.0K	-1.2K	0.00	146.74	N/A	N/A	0	0	197	85
2014-01-30	$21.44	$20.00	39.7%	11.4%	30.6%	0.0%	0.0%	0.5%	4.0%	5.4K	-67.8K	-1.2K	0.00	145.82	N/A	N/A	0	0	197	85
2014-01-31	$21.38	$20.00	46.6%	13.4%	28.6%	0.0%	0.0%	-10.7%	-9.7%	4.5K	-120.9K	-1.3K	0.00	144.90	N/A	N/A	0	0	197	85