DLNG Options History — June 2019

In June 2019, DLNG traded between $1.46 and $2.00. ATM implied volatility averaged 104.6%, placing in the 56.3% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded below realized volatility by 27.8% (HV 20d: 132.4%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.21.

Notable Days

2019-06-05: Highest Volume — 400 contracts
2019-06-05: Largest IV spike — 37.1% change
2019-06-12: Highest IV Rank — 71.5%
2019-06-12: Largest Expected Move — 36.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.61	$1.46	$2.00	$1.73	$1.48
Max Pain	$4.63	$2.50	$5.00	$2.50	$5.00
ATM IV	104.6%	64.6%	127.6%	102.5%	96.4%
Expected Move	27.9%	16.4%	36.6%	29.4%	27.6%
HV 20d	132.4%	100.1%	148.1%	116.9%	100.1%
HV 60d	90.0%	78.9%	94.0%	78.9%	89.1%
IV Rank	56.3%	29.9%	71.5%	54.9%	50.9%
IV Percentile	92.6%	67.5%	97.6%	96.0%	87.7%
Term Structure	-17.4%	-77.4%	25.0%	-26.8%	-16.2%
Skew 25d	12.6%	12.6%	12.6%	12.6%	12.6%
Skew 10d	12.6%	12.6%	12.6%	12.6%	12.6%
Call IV 25d	38.5%	38.5%	38.5%	38.5%	38.5%
Put IV 25d	51.1%	51.1%	51.1%	51.1%	51.1%
Bid-Ask Spread %	73.25	18.48	101.48	100.39	88.06
Gamma HHI	0.93	0.74	1.00	0.85	0.74
Net GEX	951	2	2.8K	1.9K	1.1K
Net DEX	339.0K	291.8K	361.6K	328.4K	291.8K
Net VEX	-410	-889	-87	-692	-503
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.21	0.00	15.00	0.00	15.00
Total Volume	107.15	0	400	3	16
Total OI	6,613.8	6,362	6,868	6,533	6,382

Daily Data (20 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
2019-06-03	$1.73	$2.50	102.5%	29.4%	116.9%	54.9%	0.0%	0.0%	-26.8%	1.9K	328.4K	-692	0.00	100.39	N/A	N/A	3	0	4,153	2,380
2019-06-04	$2.00	$2.50	64.6%	18.5%	130.0%	29.9%	0.0%	0.0%	-19.1%	2.8K	357.9K	-867	0.00	40.84	N/A	N/A	227	0	4,153	2,380
2019-06-05	$1.96	$2.50	88.5%	25.4%	130.0%	45.7%	0.0%	12.6%	-21.8%	2.2K	350.3K	-889	1.19	101.48	N/A	N/A	183	217	4,325	2,380
2019-06-06	$1.63	$5.00	93.9%	16.4%	144.2%	49.2%	0.0%	0.0%	22.0%	1.6K	299.6K	-705	0.70	82.86	N/A	N/A	213	150	4,396	2,390
2019-06-07	$1.64	$5.00	107.3%	17.7%	144.4%	58.1%	0.0%	0.0%	6.9%	1.6K	307.7K	-681	1.34	87.67	N/A	N/A	167	223	4,396	2,399
2019-06-10	$1.67	$5.00	125.0%	35.5%	144.5%	69.8%	0.0%	0.0%	-8.2%	1.7K	325.6K	-703	0.00	22.39	N/A	N/A	0	0	4,391	2,477
2019-06-11	$1.75	$5.00	127.5%	19.1%	146.1%	71.4%	0.0%	0.0%	19.1%	1.9K	335.7K	-738	0.00	18.48	N/A	N/A	0	10	4,391	2,477
2019-06-12	$1.72	$5.00	127.6%	36.6%	146.1%	71.5%	0.0%	0.0%	-9.9%	1.9K	327.8K	-719	0.07	54.06	N/A	N/A	152	10	4,392	2,467
2019-06-13	$1.70	$5.00	96.6%	27.7%	145.9%	51.0%	0.0%	0.0%	9.5%	1.6K	341.4K	-592	0.05	29.09	N/A	N/A	199	10	4,242	2,467
2019-06-14	$1.56	$5.00	115.7%	33.2%	148.0%	63.6%	0.0%	0.0%	-55.3%	513	361.6K	-218	0.12	81.67	N/A	N/A	84	10	4,142	2,467
2019-06-17	$1.50	$5.00	110.9%	31.8%	148.1%	60.4%	0.0%	0.0%	-72.7%	2	359.6K	-93	0.00	89.52	N/A	N/A	10	0	4,142	2,467
2019-06-18	$1.49	$5.00	115.1%	33.0%	142.3%	63.2%	0.0%	0.0%	-75.0%	11	358.4K	-87	0.07	86.02	N/A	N/A	15	1	4,152	2,467
2019-06-19	$1.48	$5.00	118.1%	33.8%	142.3%	65.2%	0.0%	0.0%	-77.4%	11	352.8K	-108	0.07	100.74	N/A	N/A	15	1	4,153	2,467
2019-06-20	$1.47	$5.00	94.9%	27.2%	141.9%	49.9%	0.0%	0.0%	-30.7%	11	349.2K	-104	0.73	94.86	N/A	N/A	15	11	4,153	2,467
2019-06-21	$1.50	$5.00	99.3%	28.5%	141.3%	52.8%	0.0%	0.0%	-30.9%	12	354.3K	-110	2.07	86.41	N/A	N/A	15	31	4,153	2,455
2019-06-24	$1.46	$5.00	101.3%	29.0%	122.6%	54.1%	0.0%	0.0%	-11.5%	10	344.9K	-91	0.00	75.67	N/A	N/A	35	0	3,928	2,434
2019-06-25	$1.46	$5.00	103.4%	29.7%	104.8%	55.5%	0.0%	0.0%	13.7%	12	344.0K	-100	0.00	72.42	N/A	N/A	35	0	3,963	2,434
2019-06-26	$1.46	$5.00	105.7%	30.3%	104.7%	57.0%	0.0%	0.0%	25.0%	12	344.2K	-97	0.00	80.06	N/A	N/A	35	0	3,963	2,434
2019-06-27	$1.47	$5.00	97.7%	28.0%	103.5%	51.7%	0.0%	0.0%	11.7%	11	345.7K	-103	0.43	72.37	N/A	N/A	35	15	3,963	2,434
2019-06-28	$1.48	$5.00	96.4%	27.6%	100.1%	50.9%	0.0%	0.0%	-16.2%	1.1K	291.8K	-503	15.00	88.06	N/A	N/A	1	15	3,963	2,419