DLNG Options History — September 2019 In September 2019, DLNG traded between $1.20 and $1.99. ATM implied volatility averaged 118.5%, placing in the 59.4% IV rank vs the trailing year. The 30-day expected move averaged 31.7%. IV traded above realized volatility by 34.0% (HV 20d: 84.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.85.
Notable Days 2019-09-20 : Highest Volume — 1,295 contracts2019-09-10 : Largest IV drop — 44.2% change2019-09-09 : Highest IV Rank — 100.0%2019-09-04 : Largest Expected Move — 50.0%Monthly Statistics Metric Avg Min Max Open Close Price $1.39 $1.20 $1.99 $1.31 $1.99 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 118.5% 70.9% 184.6% 152.7% 103.0% Expected Move 31.7% 20.3% 50.0% 43.8% 29.5% HV 20d 84.4% 69.5% 104.2% 69.5% 104.1% HV 60d 63.7% 55.1% 79.1% 55.1% 79.1% IV Rank 59.4% 28.6% 100.0% 83.6% 48.8% IV Percentile 78.4% 45.6% 100.0% 96.8% 71.8% Term Structure -13.8% -69.3% 49.7% -59.0% 49.7% VWIV 151.7% 151.7% 151.7% 151.7% 151.7% Bid-Ask Spread % 55.71 12.69 92.10 92.10 63.84 Gamma HHI 0.89 0.59 1.00 1.00 0.97 Net GEX 249 -14 1.8K 0 1.8K Net DEX 43.2K -69.0K 69.3K 58.2K -69.0K Net VEX -124 -872 0 0 -872 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.00 3.95 1.50 1.00 Total Volume 114.95 0 1,295 0 180 Total OI 3,428.9 3,006 4,556 3,006 4,556
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 2019-09-03 $1.31 $2.50 152.7% 43.8% 69.5% 83.6% 0.0% 0.0% -59.0% 0 58.2K 0 0.00 92.10 N/A N/A 0 0 2,562 444 2019-09-04 $1.20 $2.50 174.3% 50.0% 76.3% 97.5% 0.0% 0.0% -69.3% 0 53.3K 0 0.00 63.63 N/A N/A 0 12 2,562 444 2019-09-05 $1.23 $2.50 175.2% 33.7% 76.5% 98.1% 0.0% 0.0% -43.0% 0 56.1K 0 0.00 59.21 N/A N/A 0 0 2,562 456 2019-09-06 $1.23 $2.50 145.6% 34.1% 73.6% 79.0% 0.0% 0.0% 12.2% -7 55.6K -4 1.50 12.69 N/A N/A 2 3 2,562 456 2019-09-09 $1.34 $2.50 184.6% 32.4% 76.6% 100.0% 0.0% 0.0% -53.4% -3 60.9K -1 0.00 20.77 N/A N/A 0 0 2,564 455 2019-09-10 $1.30 $2.50 103.0% 29.5% 77.5% 49.5% 0.0% 0.0% -45.1% -5 59.1K -1 0.00 20.11 N/A N/A 0 0 2,564 455 2019-09-11 $1.26 $2.50 128.0% 36.7% 77.6% 64.9% 0.0% 0.0% -38.2% 0 57.3K 0 0.00 66.18 N/A N/A 0 0 2,564 455 2019-09-12 $1.23 $2.50 90.7% 26.0% 77.2% 41.8% 0.0% 0.0% -18.3% -7 55.7K -3 0.00 38.56 N/A N/A 20 0 2,564 455 2019-09-13 $1.22 $2.50 92.9% 26.6% 76.3% 43.2% 0.0% 0.0% -19.5% -7 55.1K -4 3.95 23.07 N/A N/A 20 79 2,584 455 2019-09-16 $1.25 $2.50 125.4% 36.0% 74.7% 63.3% 0.0% 0.0% -22.1% -14 54.7K -7 0.00 58.94 N/A N/A 10 0 2,604 442 2019-09-17 $1.28 $2.50 93.2% 26.7% 75.1% 43.4% 0.0% 0.0% -22.5% -11 56.3K -4 0.00 68.72 N/A N/A 0 0 2,614 442 2019-09-18 $1.44 $2.50 107.3% 30.8% 81.8% 51.5% 0.0% 0.0% 18.5% -14 63.2K -6 0.06 63.82 N/A N/A 223 14 2,614 442 2019-09-19 $1.31 $2.50 93.6% 26.8% 88.8% 42.9% 0.0% 0.0% -33.3% 1 57.1K -3 0.25 69.81 N/A N/A 48 12 2,836 437 2019-09-20 $1.46 $2.50 112.3% 32.2% 92.4% 54.6% 0.0% 0.0% 49.3% 20 60.9K -44 0.33 62.16 N/A N/A 975 320 2,884 452 2019-09-23 $1.38 $2.50 112.8% 32.3% 94.2% 54.9% 0.0% 0.0% -8.9% 18 57.6K -39 0.00 62.95 N/A N/A 58 0 2,859 451 2019-09-24 $1.42 $2.50 118.4% 34.0% 94.5% 58.5% 0.0% 0.0% 4.6% 40 69.3K -22 0.23 63.29 N/A N/A 87 20 3,876 501 2019-09-25 $1.49 $2.50 107.7% 30.9% 94.3% 51.7% 0.0% 0.0% -9.5% 28 69.2K -48 0.00 61.35 N/A N/A 0 0 3,951 501 2019-09-26 $1.71 $2.50 70.9% 20.3% 103.8% 28.6% 0.0% 0.0% 26.2% 1.4K -25.1K -667 0.03 78.16 N/A N/A 78 2 3,951 501 2019-09-27 $1.83 $2.50 77.4% 22.2% 104.2% 32.7% 0.0% 0.0% 4.9% 1.7K -40.8K -752 2.89 64.79 N/A N/A 35 101 4,000 501 2019-09-30 $1.99 $2.50 103.0% 29.5% 104.1% 48.8% 151.7% 0.0% 49.7% 1.8K -69.0K -872 1.00 63.84 N/A N/A 90 90 4,037 519
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