DLNG Options History — July 2019 In July 2019, DLNG traded between $1.40 and $1.54. ATM implied volatility averaged 125.4%, placing in the 70.0% IV rank vs the trailing year. The 30-day expected move averaged 34.8%. IV traded above realized volatility by 76.4% (HV 20d: 49.0%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.12.
Notable Days 2019-07-19 : Highest Volume — 46 contracts2019-07-16 : Largest IV spike — 44.9% change2019-07-25 : Highest IV Rank — 84.4%2019-07-25 : Largest Expected Move — 42.2%Monthly Statistics Metric Avg Min Max Open Close Price $1.46 $1.40 $1.54 $1.47 $1.40 Max Pain $2.84 $2.50 $5.00 $5.00 $2.50 ATM IV 125.4% 92.4% 147.2% 132.4% 121.0% Expected Move 34.8% 26.5% 42.2% 37.9% 34.7% HV 20d 49.0% 39.6% 94.6% 94.6% 50.8% HV 60d 89.9% 88.8% 91.1% 89.1% 90.5% IV Rank 70.0% 48.2% 84.4% 74.6% 66.6% IV Percentile 93.8% 82.9% 98.8% 98.0% 90.9% Term Structure -32.8% -60.7% 19.0% 19.0% -35.6% Bid-Ask Spread % 38.35 6.28 88.36 77.19 88.36 Gamma HHI 0.97 0.66 1.00 1.00 0.98 Net GEX 121 0 1.1K 12 41 Net DEX 216.9K 51.8K 354.2K 344.4K 56.4K Net VEX -110 -566 0 -93 -57 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.12 0.00 1.11 0.00 0.00 Total Volume 14.136 0 46 0 4 Total OI 5,013 2,926 6,414 6,383 2,956
Daily Data (22 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 2019-07-01 $1.47 $5.00 132.4% 37.9% 94.6% 74.6% 0.0% 0.0% 19.0% 12 344.4K -93 0.00 77.19 N/A N/A 0 0 3,964 2,419 2019-07-02 $1.46 $5.00 135.3% 38.8% 75.4% 76.6% 0.0% 0.0% -24.2% 11 342.6K -93 0.00 9.55 N/A N/A 0 0 3,964 2,419 2019-07-03 $1.46 $5.00 126.9% 36.4% 75.5% 71.0% 0.0% 0.0% -26.3% 1.1K 276.6K -566 0.00 6.28 N/A N/A 0 0 3,964 2,419 2019-07-05 $1.42 $2.50 129.4% 27.0% 41.8% 72.7% 0.0% 0.0% -23.9% 10 331.8K -98 0.00 11.77 N/A N/A 1 0 3,964 2,419 2019-07-08 $1.51 $2.50 131.3% 37.3% 48.2% 73.9% 0.0% 0.0% -33.7% 13 354.2K -94 0.00 31.11 N/A N/A 10 0 3,965 2,419 2019-07-09 $1.46 $2.50 144.6% 27.0% 48.6% 82.7% 0.0% 0.0% -36.4% 12 343.7K -82 0.00 13.99 N/A N/A 10 0 3,975 2,419 2019-07-10 $1.50 $2.50 139.7% 40.1% 46.1% 79.5% 0.0% 0.0% -34.7% 13 351.5K -91 0.20 39.00 N/A N/A 10 2 3,975 2,419 2019-07-11 $1.48 $2.50 92.4% 26.5% 46.0% 48.2% 0.0% 0.0% -26.1% 15 346.3K -94 0.07 45.81 N/A N/A 30 2 3,975 2,420 2019-07-12 $1.54 $2.50 108.0% 31.0% 49.0% 58.6% 0.0% 0.0% -25.5% 1.1K 326.1K -372 0.07 72.23 N/A N/A 30 2 3,994 2,420 2019-07-15 $1.49 $2.50 97.3% 27.9% 40.2% 51.5% 0.0% 0.0% -40.2% 30 350.8K -87 0.00 70.98 N/A N/A 0 2 3,994 2,420 2019-07-16 $1.44 $2.50 141.1% 40.4% 39.6% 80.3% 0.0% 0.0% -43.4% 30 245.7K -84 0.00 71.84 N/A N/A 0 4 3,994 1,775 2019-07-17 $1.41 $2.50 134.5% 38.6% 40.1% 76.0% 0.0% 0.0% -46.0% 28 241.0K -81 0.00 23.50 N/A N/A 0 23 3,994 1,777 2019-07-18 $1.40 $2.50 136.4% 39.1% 40.1% 77.3% 0.0% 0.0% -60.7% 27 236.5K -88 0.00 25.71 N/A N/A 0 26 3,994 1,757 2019-07-19 $1.44 $2.50 140.7% 40.3% 41.6% 80.1% 0.0% 0.0% -48.0% 28 210.6K -87 0.00 28.53 N/A N/A 0 46 3,994 1,529 2019-07-22 $1.48 $2.50 104.6% 30.0% 42.1% 56.3% 0.0% 0.0% -31.1% 18 63.2K -35 0.11 11.42 N/A N/A 9 1 2,481 445 2019-07-23 $1.46 $2.50 104.8% 30.0% 41.3% 56.4% 0.0% 0.0% -33.2% 0 65.0K 0 1.11 19.60 N/A N/A 9 10 2,490 445 2019-07-24 $1.46 $2.50 135.9% 39.0% 41.3% 76.9% 0.0% 0.0% -34.8% 0 65.0K 0 0.11 28.46 N/A N/A 9 1 2,490 445 2019-07-25 $1.44 $2.50 147.2% 42.2% 41.5% 84.4% 0.0% 0.0% -37.2% 35 54.0K -88 0.04 69.46 N/A N/A 27 1 2,490 444 2019-07-26 $1.46 $2.50 112.4% 32.2% 41.8% 61.4% 0.0% 0.0% -38.3% 53 54.0K -95 0.03 12.22 N/A N/A 33 1 2,507 444 2019-07-29 $1.40 $2.50 114.9% 32.9% 44.2% 63.1% 0.0% 0.0% -30.9% 48 51.8K -85 0.00 25.88 N/A N/A 4 0 2,508 444 2019-07-30 $1.47 $2.50 127.0% 36.4% 47.8% 71.1% 0.0% 0.0% -31.2% 44 60.0K -59 0.00 60.82 N/A N/A 4 0 2,512 444 2019-07-31 $1.40 $2.50 121.0% 34.7% 50.8% 66.6% 0.0% 0.0% -35.6% 41 56.4K -57 0.00 88.36 N/A N/A 4 0 2,512 444
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