DLNG Options History — December 2019 In December 2019, DLNG traded between $1.94 and $2.11. ATM implied volatility averaged 66.2%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 19.8% (HV 20d: 46.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.05.
Notable Days 2019-12-23 : Highest Volume — 201 contracts2019-12-26 : Largest IV spike — 65.7% change2019-12-16 : Highest IV Rank — 41.1%2019-12-16 : Largest Expected Move — 28.2%Monthly Statistics Metric Avg Min Max Open Close Price $2.05 $1.94 $2.11 $2.11 $2.11 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 66.2% 40.3% 98.5% 62.6% 56.1% Expected Move 19.7% 11.5% 28.2% 17.9% 16.1% HV 20d 46.4% 39.8% 51.1% 40.9% 40.7% HV 60d 69.2% 53.3% 79.4% 79.4% 53.3% IV Rank 19.0% 1.3% 41.1% 16.5% 12.1% IV Percentile 26.1% 1.2% 61.9% 22.2% 13.1% Term Structure 7.6% -28.9% 29.5% 28.8% -1.8% VWIV 75.9% 52.2% 99.6% 60.8% 60.1% Bid-Ask Spread % 77.71 14.82 95.35 63.29 95.30 Gamma HHI 0.99 0.97 1.00 0.97 1.00 Net GEX 3.0K 764 4.3K 4.3K 2.1K Net DEX 42.6K -12.0K 86.1K -12.0K 78.6K Net VEX -449 -725 -207 -725 -287 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.00 0.50 0.00 0.00 Total Volume 17.952 0 201 5 55 Total OI 2,760.19 2,635 2,868 2,744 2,868
Daily Data (21 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 2019-12-02 $2.11 $2.50 62.6% 17.9% 40.9% 16.5% 60.8% 0.0% 28.8% 4.3K -12.0K -725 0.00 63.29 N/A N/A 5 0 2,182 562 2019-12-03 $2.03 $2.50 67.3% 19.3% 42.6% 19.7% 0.0% 0.0% 15.8% 3.6K 9.7K -636 0.00 70.21 N/A N/A 13 0 2,187 562 2019-12-04 $2.06 $2.50 71.4% 20.5% 43.0% 22.5% 0.0% 0.0% 14.6% 4.0K -503 -662 0.00 63.39 N/A N/A 0 0 2,180 562 2019-12-05 $2.01 $2.50 60.2% 24.2% 43.4% 14.9% 0.0% 0.0% 10.8% 3.8K 13.2K -607 0.00 89.83 N/A N/A 0 0 2,180 559 2019-12-06 $2.11 $2.50 52.9% 23.5% 47.1% 9.9% 0.0% 0.0% 8.8% 4.2K 8.0K -658 0.00 92.65 N/A N/A 0 20 2,180 559 2019-12-09 $2.08 $2.50 77.6% 24.8% 47.3% 26.8% 0.0% 0.0% 6.5% 4.1K 4.0K -636 0.00 65.74 N/A N/A 0 0 2,180 559 2019-12-10 $2.03 $2.50 98.3% 26.0% 47.6% 41.0% 90.8% 0.0% -0.5% 3.8K 12.8K -596 0.50 89.50 N/A N/A 2 1 2,180 559 2019-12-11 $2.01 $2.50 93.5% 26.8% 45.9% 37.6% 0.0% 0.0% -2.3% 3.2K 46.2K -456 0.00 93.45 N/A N/A 0 0 2,180 560 2019-12-12 $1.94 $2.50 81.4% 23.3% 46.1% 29.4% 99.6% 0.0% -6.9% 3.0K 51.0K -425 0.00 95.35 N/A N/A 13 0 2,180 560 2019-12-13 $2.06 $2.50 89.6% 25.7% 51.1% 35.0% 0.0% 0.0% -3.6% 3.8K 43.2K -486 0.00 92.58 N/A N/A 1 0 2,185 560 2019-12-16 $2.02 $2.50 98.5% 28.2% 51.1% 41.1% 99.0% 0.0% -28.9% 3.7K 39.7K -430 0.00 68.96 N/A N/A 3 0 2,186 540 2019-12-17 $2.05 $2.50 58.4% 16.7% 50.7% 13.7% 0.0% 0.0% 19.6% 2.6K 64.9K -338 0.00 90.21 N/A N/A 0 0 2,186 540 2019-12-18 $2.04 $2.50 51.3% 14.7% 50.6% 8.8% 52.2% 0.0% 18.5% 998 80.0K -244 0.00 88.64 N/A N/A 1 0 2,186 540 2019-12-19 $2.03 $2.50 51.6% 14.8% 50.1% 9.0% 0.0% 0.0% 17.1% 907 80.7K -239 0.00 90.33 N/A N/A 4 0 2,188 540 2019-12-20 $2.05 $2.50 54.3% 15.6% 50.0% 10.9% 68.9% 0.0% 29.5% 2.6K 69.3K -319 0.00 62.31 N/A N/A 0 10 2,192 540 2019-12-23 $2.03 $2.50 40.3% 11.5% 50.0% 1.3% 0.0% 0.0% 0.0% 764 86.1K -207 0.00 61.70 N/A N/A 201 0 2,096 539 2019-12-24 $2.03 $2.50 41.0% 11.7% 50.0% 1.8% 0.0% 0.0% 1.9% 1.3K 78.5K -262 0.00 14.82 N/A N/A 0 1 2,296 545 2019-12-26 $2.05 $2.50 67.9% 19.5% 46.1% 20.2% 60.1% 0.0% 1.6% 2.6K 79.6K -273 0.00 63.25 N/A N/A 17 0 2,296 546 2019-12-27 $2.10 $2.50 64.9% 18.6% 39.8% 18.1% 0.0% 0.0% 24.6% 3.5K 60.6K -376 0.00 92.02 N/A N/A 1 0 2,321 546 2019-12-30 $2.07 $2.50 51.7% 14.8% 40.1% 9.1% 0.0% 0.0% -1.8% 4.3K 767 -567 0.12 88.39 N/A N/A 26 3 2,321 536 2019-12-31 $2.11 $2.50 56.1% 16.1% 40.7% 12.1% 0.0% 0.0% -1.8% 2.1K 78.6K -287 0.00 95.30 N/A N/A 55 0 2,329 539
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