DLNG Options History — November 2019 In November 2019, DLNG traded between $1.98 and $2.18. ATM implied volatility averaged 93.6%, placing in the 38.2% IV rank vs the trailing year. The 30-day expected move averaged 27.8%. IV traded above realized volatility by 45.9% (HV 20d: 47.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 3.00.
Notable Days 2019-11-08 : Highest Volume — 447 contracts2019-11-22 : Largest IV drop — 50.9% change2019-11-11 : Highest IV Rank — 62.6%2019-11-11 : Largest Expected Move — 34.2%Monthly Statistics Metric Avg Min Max Open Close Price $2.12 $1.98 $2.18 $2.16 $2.12 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 93.6% 45.2% 129.1% 79.4% 73.3% Expected Move 27.8% 13.0% 34.2% 22.8% 21.0% HV 20d 47.8% 27.2% 71.6% 71.6% 40.9% HV 60d 83.1% 79.3% 86.9% 86.9% 79.3% IV Rank 38.2% 4.6% 62.6% 29.2% 23.9% IV Percentile 55.9% 3.2% 86.1% 48.0% 34.5% Term Structure 4.3% -21.4% 44.2% 44.2% 37.0% VWIV 104.5% 51.1% 119.5% 111.9% 51.1% Bid-Ask Spread % 45.41 12.67 91.17 12.67 64.00 Gamma HHI 0.97 0.96 0.97 0.97 0.97 Net GEX 3.1K 2.2K 4.5K 3.1K 4.5K Net DEX -105.9K -156.4K -32.3K -117.3K -32.3K Net VEX -896 -979 -791 -858 -824 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.00 0.00 40.00 40.00 0.00 Total Volume 49.6 0 447 41 10 Total OI 2,594.75 2,381 2,820 2,381 2,738
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 2019-11-01 $2.16 $2.50 79.4% 22.8% 71.6% 29.2% 0.0% 0.0% 44.2% 3.1K -117.3K -858 40.00 12.67 N/A N/A 1 40 1,926 455 2019-11-04 $2.12 $2.50 70.3% 32.4% 71.3% 23.1% 0.0% 0.0% -10.2% 2.2K -80.6K -801 0.00 80.39 N/A N/A 40 0 1,927 495 2019-11-05 $2.12 $2.50 84.5% 31.0% 69.3% 32.6% 0.0% 0.0% -4.5% 2.2K -80.8K -798 0.00 22.47 N/A N/A 12 0 1,931 495 2019-11-06 $2.15 $2.50 100.9% 32.1% 67.6% 43.6% 111.9% 0.0% -13.5% 3.2K -101.5K -845 0.00 29.17 N/A N/A 11 0 1,941 495 2019-11-07 $2.16 $2.50 126.8% 31.5% 67.4% 61.1% 109.8% 0.0% -10.7% 3.2K -107.5K -846 0.00 30.21 N/A N/A 11 0 1,952 495 2019-11-08 $2.15 $2.50 90.6% 32.8% 63.6% 36.7% 114.6% 0.0% -18.9% 2.5K -77.2K -791 0.00 26.05 N/A N/A 447 0 1,941 495 2019-11-11 $2.11 $2.50 129.1% 34.2% 61.3% 62.6% 119.5% 0.0% -21.4% 2.9K -117.5K -958 0.00 23.42 N/A N/A 7 0 2,318 495 2019-11-12 $2.18 $2.50 124.8% 33.4% 61.4% 59.7% 0.0% 0.0% -18.4% 3.1K -114.2K -963 0.00 29.55 N/A N/A 10 0 2,325 495 2019-11-13 $2.11 $2.50 109.5% 31.4% 46.1% 49.5% 0.0% 0.0% -14.2% 3.0K -112.0K -950 0.00 31.49 N/A N/A 5 0 2,325 495 2019-11-14 $2.14 $2.50 117.2% 33.6% 43.2% 54.6% 0.0% 0.0% -16.6% 3.0K -116.3K -966 0.00 30.60 N/A N/A 11 0 2,325 495 2019-11-15 $2.17 $2.50 101.8% 29.2% 41.1% 44.3% 0.0% 0.0% 3.2% 3.0K -125.5K -965 0.00 63.65 N/A N/A 0 0 2,318 495 2019-11-18 $2.11 $2.50 103.9% 29.8% 33.8% 44.8% 103.9% 0.0% 4.9% 2.9K -146.1K -957 0.00 76.39 N/A N/A 87 0 2,021 406 2019-11-19 $2.09 $2.50 111.0% 31.8% 30.9% 49.6% 0.0% 0.0% -10.5% 3.1K -132.1K -929 0.00 41.40 N/A N/A 30 0 2,068 406 2019-11-20 $2.13 $2.50 113.9% 32.6% 28.5% 51.6% 114.2% 0.0% -4.1% 3.0K -156.4K -979 0.00 27.28 N/A N/A 40 0 2,098 406 2019-11-21 $2.10 $2.50 111.7% 32.0% 28.8% 50.1% 111.0% 0.0% -9.0% 3.2K -140.6K -945 0.61 91.17 N/A N/A 51 31 2,138 406 2019-11-22 $2.08 $2.50 54.9% 15.7% 27.4% 11.3% 0.0% 0.0% 38.6% 3.5K -108.1K -912 8.33 88.08 N/A N/A 3 25 2,163 437 2019-11-25 $2.09 $2.50 45.2% 13.0% 27.2% 4.6% 51.1% 0.0% 37.3% 3.7K -78.0K -852 2.00 19.05 N/A N/A 10 20 2,166 462 2019-11-26 $1.98 $2.50 52.9% 15.2% 32.7% 9.9% 0.0% 0.0% 35.4% 3.1K -67.4K -817 3.00 59.75 N/A N/A 10 30 2,176 482 2019-11-27 $2.12 $2.50 70.3% 20.2% 41.0% 21.8% 0.0% 0.0% 37.7% 3.5K -107.2K -954 0.00 61.44 N/A N/A 0 50 2,176 512 2019-11-29 $2.12 $2.50 73.3% 21.0% 40.9% 23.9% 0.0% 0.0% 37.0% 4.5K -32.3K -824 0.00 64.00 N/A N/A 10 0 2,176 562
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