DLNG Options History — January 2020 In January 2020, DLNG traded between $2.00 and $2.12. ATM implied volatility averaged 70.2%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 46.8% (HV 20d: 23.4%). 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 6 of 21 days. Put/call ratio averaged 1.25.
Notable Days 2020-01-03 : Highest Volume — 192 contracts2020-01-16 : Largest IV spike — 115.6% change2020-01-14 : Highest IV Rank — 69.2%2020-01-16 : Largest Expected Move — 25.2%Monthly Statistics Metric Avg Min Max Open Close Price $2.05 $2.00 $2.12 $2.12 $2.00 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 70.2% 38.7% 139.6% 52.0% 87.6% Expected Move 15.5% 11.1% 25.2% 14.9% 25.1% HV 20d 23.4% 11.4% 38.9% 38.1% 13.8% HV 60d 40.3% 33.4% 52.6% 52.6% 33.6% IV Rank 21.7% 0.2% 69.2% 9.3% 33.6% IV Percentile 31.7% 0.8% 92.9% 7.9% 53.2% Term Structure -4.1% -58.3% 38.2% -3.6% -18.8% VWIV 62.6% 49.6% 89.4% 55.9% 60.1% Bid-Ask Spread % 85.90 11.52 135.58 19.24 119.93 Gamma HHI 1.00 0.98 1.00 0.99 1.00 Net GEX 1.1K 366 2.3K 2.3K 430 Net DEX 69.7K 53.1K 102.2K 70.1K 68.2K Net VEX -280 -411 -141 -336 -148 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.25 0.00 7.19 0.38 2.00 Total Volume 31.667 0 192 18 0 Total OI 2,232 1,308 3,001 2,890 1,348
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 2020-01-02 $2.12 $2.50 52.0% 14.9% 38.1% 9.3% 55.9% 0.0% -3.6% 2.3K 70.1K -336 0.38 19.24 N/A N/A 13 5 2,351 539 2020-01-03 $2.07 $2.50 58.6% 16.8% 38.9% 13.8% 62.8% 0.0% -15.4% 1.3K 74.7K -279 1.00 64.59 N/A N/A 96 96 2,353 534 2020-01-06 $2.06 $2.50 75.3% 12.1% 37.8% 25.2% 0.0% 0.0% 14.6% 1.4K 67.8K -289 0.10 60.92 N/A N/A 10 1 2,319 505 2020-01-07 $2.07 $2.50 69.3% 15.7% 33.5% 21.1% 0.0% 0.0% -7.4% 1.5K 59.8K -328 0.00 89.81 N/A N/A 0 0 2,321 506 2020-01-08 $2.04 $2.50 102.5% 13.6% 33.5% 43.9% 0.0% 0.0% -8.2% 1.4K 68.0K -273 0.00 89.15 N/A N/A 0 0 2,321 506 2020-01-09 $2.05 $2.50 74.6% 12.7% 32.4% 24.8% 0.0% 0.0% 2.6% 1.4K 64.7K -299 7.19 87.70 N/A N/A 21 151 2,321 506 2020-01-10 $2.06 $2.50 81.3% 14.1% 32.2% 29.3% 66.5% 0.0% -4.0% 1.1K 79.5K -411 0.00 88.04 N/A N/A 0 1 2,342 656 2020-01-13 $2.05 $2.50 123.3% 13.4% 29.3% 58.0% 0.0% 0.0% -4.9% 1.1K 84.2K -373 0.00 90.16 N/A N/A 33 0 2,342 657 2020-01-14 $2.04 $2.50 139.6% 11.4% 20.1% 69.2% 0.0% 0.0% -5.3% 1.1K 85.3K -353 0.00 88.00 N/A N/A 0 0 2,343 657 2020-01-15 $2.05 $2.50 40.8% 11.7% 18.8% 1.6% 0.0% 0.0% -5.5% 986 102.2K -276 0.00 98.19 N/A N/A 5 0 2,343 657 2020-01-16 $2.05 $2.50 87.8% 25.2% 18.1% 33.8% 0.0% 0.0% -58.3% 1.1K 83.6K -372 0.00 120.09 N/A N/A 0 100 2,344 657 2020-01-17 $2.05 $2.50 73.9% 21.2% 18.0% 24.3% 89.4% 0.0% -29.1% 976 90.7K -270 4.00 117.84 N/A N/A 1 4 2,342 588 2020-01-21 $2.04 $2.50 44.0% 12.6% 18.0% 3.8% 49.6% 0.0% 7.2% 366 70.8K -141 2.00 61.35 N/A N/A 2 4 893 415 2020-01-22 $2.05 $2.50 38.7% 11.1% 17.7% 0.2% 0.0% 0.0% -10.9% 967 56.3K -250 0.50 11.52 N/A N/A 2 1 891 419 2020-01-23 $2.05 $2.50 46.0% 13.2% 17.3% 5.2% 0.0% 0.0% -11.3% 918 54.5K -270 0.00 92.74 N/A N/A 0 0 891 418 2020-01-24 $2.05 $2.50 46.8% 13.4% 17.3% 5.7% 53.9% 0.0% 38.2% 931 62.3K -211 0.33 93.99 N/A N/A 3 1 891 418 2020-01-27 $2.05 $2.50 49.5% 14.2% 17.0% 7.6% 0.0% 0.0% -13.3% 899 55.4K -244 0.00 87.72 N/A N/A 7 0 894 418 2020-01-28 $2.05 $2.50 50.5% 14.5% 14.4% 8.3% 0.0% 0.0% -13.8% 917 59.1K -223 0.00 93.46 N/A N/A 2 0 894 418 2020-01-29 $2.05 $2.50 51.6% 14.8% 13.5% 9.0% 0.0% 0.0% 29.7% 1.0K 53.1K -261 0.00 93.92 N/A N/A 46 0 896 418 2020-01-30 $2.05 $2.50 80.1% 23.0% 11.4% 28.5% 60.1% 0.0% 30.7% 1.0K 53.5K -263 2.00 135.58 N/A N/A 20 40 922 418 2020-01-31 $2.00 $2.50 87.6% 25.1% 13.8% 33.6% 0.0% 0.0% -18.8% 430 68.2K -148 0.00 119.93 N/A N/A 0 0 930 418
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