DLNG Options History — August 2019

In August 2019, DLNG traded between $1.19 and $1.38. ATM implied volatility averaged 128.4%, placing in the 68.9% IV rank vs the trailing year. The 30-day expected move averaged 33.3%. IV traded above realized volatility by 72.3% (HV 20d: 56.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.01.

Notable Days

2019-08-20: Highest Volume — 64 contracts
2019-08-12: Largest IV spike — 53.5% change
2019-08-07: Highest IV Rank — 100.0%
2019-08-12: Largest Expected Move — 45.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.27	$1.19	$1.38	$1.38	$1.27
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	128.4%	86.3%	178.2%	121.7%	142.6%
Expected Move	33.3%	24.7%	45.6%	34.9%	40.9%
HV 20d	56.2%	44.0%	69.4%	51.0%	69.4%
HV 60d	82.2%	54.6%	92.4%	90.4%	54.6%
IV Rank	68.9%	41.2%	100.0%	67.1%	77.3%
IV Percentile	88.9%	70.2%	100.0%	90.9%	95.2%
Term Structure	-32.4%	-76.3%	-8.2%	-38.4%	-49.3%
Bid-Ask Spread %	88.20	30.33	127.76	30.33	85.86
Gamma HHI	0.97	0.86	1.00	0.94	1.00
Net GEX	22	0	89	43	0
Net DEX	51.8K	41.3K	58.9K	51.1K	56.4K
Net VEX	-39	-100	0	-93	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.10	0.00	0.00
Total Volume	5.409	0	64	4	14
Total OI	2,964.318	2,918	2,992	2,956	2,992

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
2019-08-01	$1.38	$2.50	121.7%	34.9%	51.0%	67.1%	0.0%	0.0%	-38.4%	43	51.1K	-93	0.00	30.33	N/A	N/A	4	0	2,512	444
2019-08-02	$1.33	$2.50	132.3%	37.9%	51.7%	74.1%	0.0%	0.0%	-44.1%	39	52.3K	-74	0.00	99.40	N/A	N/A	0	0	2,512	444
2019-08-05	$1.29	$0.00	155.1%	31.3%	46.4%	89.4%	0.0%	0.0%	-20.1%	37	46.1K	-90	0.00	94.98	N/A	N/A	0	0	2,512	444
2019-08-06	$1.28	$0.00	164.2%	27.6%	45.4%	95.6%	0.0%	0.0%	-20.8%	42	47.2K	-81	0.00	127.76	N/A	N/A	0	0	2,512	444
2019-08-07	$1.25	$0.00	178.2%	28.8%	44.0%	100.0%	0.0%	0.0%	-22.0%	0	55.5K	0	0.00	113.65	N/A	N/A	0	1	2,512	444
2019-08-08	$1.32	$0.00	176.7%	27.2%	49.4%	99.1%	0.0%	0.0%	-35.9%	38	52.0K	-63	0.00	55.84	N/A	N/A	0	1	2,512	443
2019-08-09	$1.24	$0.00	103.6%	29.7%	50.2%	52.3%	0.0%	0.0%	-23.4%	31	41.3K	-100	0.00	120.43	N/A	N/A	10	0	2,512	443
2019-08-12	$1.23	$0.00	159.1%	45.6%	49.6%	87.8%	0.0%	0.0%	-76.3%	32	42.9K	-91	0.00	92.10	N/A	N/A	0	0	2,522	443
2019-08-13	$1.27	$0.00	106.0%	30.4%	50.8%	53.8%	0.0%	0.0%	-25.7%	0	56.3K	0	0.00	72.96	N/A	N/A	0	0	2,522	443
2019-08-14	$1.23	$0.00	111.5%	32.0%	51.3%	57.4%	0.0%	0.0%	-27.5%	0	54.5K	0	0.00	116.02	N/A	N/A	9	0	2,522	443
2019-08-15	$1.19	$0.00	117.2%	33.6%	52.2%	61.0%	0.0%	0.0%	-29.4%	0	52.7K	0	0.00	38.10	N/A	N/A	0	0	2,522	443
2019-08-16	$1.25	$0.00	112.5%	32.3%	54.6%	58.0%	0.0%	0.0%	-28.7%	0	55.4K	0	0.00	67.44	N/A	N/A	0	0	2,522	443
2019-08-19	$1.26	$0.00	93.5%	26.8%	53.4%	45.9%	0.0%	0.0%	-25.3%	0	55.8K	0	0.00	33.98	N/A	N/A	4	0	2,475	443
2019-08-20	$1.36	$0.00	86.3%	24.7%	61.1%	41.2%	0.0%	0.0%	-8.2%	42	50.6K	-78	0.00	38.10	N/A	N/A	64	0	2,475	443
2019-08-21	$1.36	$0.00	87.7%	25.1%	61.1%	42.2%	0.0%	0.0%	-8.9%	86	49.2K	-93	0.00	92.21	N/A	N/A	0	0	2,539	443
2019-08-22	$1.26	$0.00	98.3%	28.2%	66.3%	48.9%	0.0%	0.0%	-11.0%	0	55.8K	0	0.00	123.29	N/A	N/A	0	0	2,539	443
2019-08-23	$1.22	$0.00	129.4%	37.1%	66.5%	68.8%	0.0%	0.0%	-38.0%	0	54.0K	0	0.00	114.81	N/A	N/A	0	0	2,539	443
2019-08-26	$1.23	$0.00	135.7%	38.9%	65.5%	72.8%	0.0%	0.0%	-42.6%	89	42.8K	-92	0.00	111.42	N/A	N/A	0	0	2,539	443
2019-08-27	$1.19	$0.00	143.6%	41.2%	62.8%	77.9%	0.0%	0.0%	-46.1%	0	52.7K	0	0.00	111.54	N/A	N/A	1	0	2,539	443
2019-08-28	$1.25	$0.00	138.8%	39.8%	64.5%	74.8%	0.0%	0.0%	-45.7%	0	55.4K	0	0.00	94.82	N/A	N/A	0	0	2,538	443
2019-08-29	$1.33	$0.00	131.7%	37.8%	68.7%	70.3%	0.0%	0.0%	-44.5%	0	58.9K	0	0.10	105.30	N/A	N/A	10	1	2,538	443
2019-08-30	$1.27	$2.50	142.6%	40.9%	69.4%	77.3%	0.0%	0.0%	-49.3%	0	56.4K	0	0.00	85.86	N/A	N/A	14	0	2,548	444