DLNG Options History — February 2014

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

In February 2014, DLNG traded between $20.94 and $22.33. ATM implied volatility averaged 38.1%. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 12.0% (HV 20d: 26.1%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.06.

Notable Days

2014-02-20: Highest Volume — 120 contracts
2014-02-12: Largest IV spike — 88.7% change
2014-02-04: Largest Expected Move — 16.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.58	$20.94	$22.33	$21.16	$21.81
Max Pain	$21.97	$20.00	$22.50	$20.00	$22.50
ATM IV	38.1%	25.1%	67.2%	53.8%	33.4%
Expected Move	10.1%	7.2%	16.7%	15.4%	9.6%
HV 20d	26.1%	18.5%	29.8%	28.8%	29.0%
HV 60d	28.4%	27.2%	29.4%	27.8%	28.6%
Term Structure	-3.4%	-61.5%	29.4%	-54.2%	0.5%
VWIV	19.5%	19.5%	19.5%	19.5%	19.5%
Skew 25d	1.9%	-3.7%	7.8%	-0.2%	-0.7%
Skew 10d	7.6%	2.5%	23.6%	2.6%	7.9%
Call IV 25d	30.5%	23.3%	35.7%	34.3%	34.7%
Put IV 25d	32.4%	25.4%	38.5%	34.1%	34.0%
Bid-Ask Spread %	144.84	136.53	157.16	141.74	137.04
Gamma HHI	0.86	0.77	0.94	0.77	0.87
Net GEX	14.1K	4.6K	24.7K	6.6K	12.9K
Net DEX	-192.6K	-294.9K	-64.9K	-64.9K	-267.7K
Net VEX	-1.6K	-1.7K	-1.2K	-1.2K	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	0.50	0.00	0.00
Total Volume	23.053	0	120	0	0
Total OI	422.789	282	700	282	388

Daily Data (19 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
2014-02-03	$21.16	$20.00	53.8%	15.4%	28.8%	0.0%	0.0%	-0.2%	-54.2%	6.6K	-64.9K	-1.2K	0.00	141.74	N/A	N/A	0	0	197	85
2014-02-04	$21.15	$20.00	58.1%	16.7%	28.8%	0.0%	0.0%	-0.3%	-61.5%	4.8K	-108.8K	-1.3K	0.00	142.60	N/A	N/A	0	0	197	85
2014-02-05	$21.25	$20.00	55.8%	16.0%	26.8%	0.0%	0.0%	5.2%	-52.1%	4.6K	-114.9K	-1.3K	0.00	150.27	N/A	N/A	0	0	197	85
2014-02-06	$21.60	$20.00	31.1%	8.9%	27.4%	0.0%	0.0%	5.0%	-9.2%	5.0K	-121.2K	-1.3K	0.00	137.39	N/A	N/A	0	10	197	85
2014-02-07	$21.42	$22.50	35.2%	7.6%	27.3%	0.0%	0.0%	-2.3%	12.8%	5.0K	-94.4K	-1.3K	0.00	136.53	N/A	N/A	100	0	197	95
2014-02-10	$21.91	$22.50	34.8%	7.3%	28.3%	0.0%	0.0%	1.1%	16.0%	10.5K	-218.6K	-1.6K	0.00	138.59	N/A	N/A	100	0	297	95
2014-02-11	$21.37	$22.50	35.6%	9.0%	21.7%	0.0%	0.0%	1.6%	14.1%	19.4K	-216.2K	-1.7K	0.00	141.47	N/A	N/A	0	0	397	95
2014-02-12	$21.49	$22.50	67.2%	9.9%	21.6%	0.0%	0.0%	-3.7%	4.8%	17.8K	-221.9K	-1.7K	0.00	138.59	N/A	N/A	0	0	397	95
2014-02-13	$21.24	$22.50	43.3%	12.4%	20.5%	0.0%	0.0%	3.6%	29.4%	16.8K	-191.1K	-1.6K	0.00	139.91	N/A	N/A	15	0	397	95
2014-02-14	$21.49	$22.50	36.9%	10.6%	18.5%	0.0%	0.0%	4.9%	4.0%	22.4K	-217.1K	-1.7K	0.00	157.16	N/A	N/A	1	0	412	95
2014-02-18	$20.94	$22.50	35.4%	10.1%	20.5%	0.0%	0.0%	3.2%	25.1%	17.0K	-123.5K	-1.5K	0.00	156.53	N/A	N/A	12	0	413	95
2014-02-19	$21.85	$22.50	28.6%	8.2%	25.9%	0.0%	0.0%	4.9%	2.5%	23.1K	-294.9K	-1.7K	0.50	155.66	N/A	N/A	40	20	425	95
2014-02-20	$21.41	$22.50	26.9%	7.7%	26.6%	0.0%	0.0%	6.2%	8.7%	24.7K	-242.3K	-1.7K	0.00	151.39	N/A	N/A	120	0	465	115
2014-02-21	$21.55	$22.50	26.4%	7.6%	26.5%	0.0%	0.0%	1.5%	2.4%	13.6K	-191.4K	-1.6K	0.00	145.34	N/A	N/A	10	0	585	115
2014-02-24	$22.33	$22.50	25.1%	7.2%	29.4%	0.0%	19.5%	7.8%	6.4%	16.8K	-213.2K	-1.6K	0.00	156.13	N/A	N/A	10	0	283	95
2014-02-25	$22.04	$22.50	34.9%	10.0%	29.8%	0.0%	0.0%	-0.3%	-9.1%	17.2K	-233.3K	-1.7K	0.00	143.25	N/A	N/A	0	0	293	95
2014-02-26	$22.07	$22.50	30.8%	8.8%	29.5%	0.0%	0.0%	-1.4%	1.7%	12.9K	-250.4K	-1.7K	0.00	136.57	N/A	N/A	0	0	293	95
2014-02-27	$21.97	$22.50	30.3%	8.7%	29.2%	0.0%	0.0%	-0.1%	-7.1%	16.4K	-273.2K	-1.7K	0.00	145.88	N/A	N/A	0	0	293	95
2014-02-28	$21.81	$22.50	33.4%	9.6%	29.0%	0.0%	0.0%	-0.7%	0.5%	12.9K	-267.7K	-1.6K	0.00	137.04	N/A	N/A	0	0	293	95