DLNG Options History — March 2020 In March 2020, DLNG traded between $1.01 and $1.77. ATM implied volatility averaged 124.6%, placing in the 58.6% IV rank vs the trailing year. The 30-day expected move averaged 38.0%. IV traded above realized volatility by 21.6% (HV 20d: 103.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.26.
Notable Days 2020-03-20 : Highest Volume — 150 contracts2020-03-09 : Largest IV spike — 69.3% change2020-03-31 : Highest IV Rank — 100.0%2020-03-31 : Largest Expected Move — 55.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.27 $1.01 $1.77 $1.77 $1.05 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 124.6% 59.6% 194.1% 107.1% 194.1% Expected Move 38.0% 17.1% 55.7% 30.7% 55.7% HV 20d 103.0% 53.1% 132.0% 53.7% 131.5% HV 60d 65.4% 37.8% 82.5% 38.6% 82.5% IV Rank 58.6% 14.5% 100.0% 47.0% 100.0% IV Percentile 72.2% 18.7% 100.0% 69.8% 100.0% Term Structure -42.8% -106.9% 23.0% -35.4% -33.9% Bid-Ask Spread % 124.56 44.44 180.77 95.94 116.20 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 194 0 1.5K 1.3K 0 Net DEX 51.8K 33.6K 70.1K 33.6K 40.3K Net VEX -51 -375 0 -375 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.00 1.18 0.00 0.00 Total Volume 20.727 0 150 0 42 Total OI 2,432.182 2,360 2,482 2,391 2,395
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 2020-03-02 $1.77 $2.50 107.1% 30.7% 53.7% 47.0% 0.0% 0.0% -35.4% 1.3K 33.6K -375 0.00 95.94 N/A N/A 0 0 1,958 433 2020-03-03 $1.74 $2.50 100.2% 28.7% 53.3% 42.2% 0.0% 0.0% -38.7% 1.5K 37.7K -364 0.00 128.54 N/A N/A 0 0 1,958 433 2020-03-04 $1.70 $2.50 84.3% 24.2% 53.1% 31.4% 0.0% 0.0% -19.4% 356 70.1K -52 0.00 117.56 N/A N/A 0 0 1,958 433 2020-03-05 $1.63 $2.50 59.6% 17.1% 54.2% 14.5% 0.0% 0.0% -16.6% 1.0K 35.0K -316 0.00 85.51 N/A N/A 30 0 1,958 433 2020-03-06 $1.51 $2.50 62.3% 17.9% 58.7% 16.3% 0.0% 0.0% -27.3% 16 65.2K -3 1.18 96.34 N/A N/A 33 39 1,988 433 2020-03-09 $1.31 $2.50 105.5% 0.0% 73.9% 45.9% 0.0% 0.0% 0.0% 1 61.7K 0 0.00 170.44 N/A N/A 0 20 1,980 471 2020-03-10 $1.29 $2.50 162.7% 0.0% 72.7% 85.0% 0.0% 0.0% 0.0% 0 63.3K 0 0.00 162.88 N/A N/A 0 0 1,980 491 2020-03-11 $1.34 $2.50 75.3% 0.0% 75.2% 25.2% 0.0% 0.0% 0.0% 0 65.8K 0 0.00 147.34 N/A N/A 0 0 1,980 491 2020-03-12 $1.07 $2.50 101.6% 0.0% 104.3% 43.2% 0.0% 0.0% 0.0% 0 52.5K 0 0.40 180.77 N/A N/A 30 12 1,980 491 2020-03-13 $1.23 $2.50 82.3% 0.0% 120.1% 30.0% 0.0% 0.0% 0.0% 0 61.9K 0 0.00 142.35 N/A N/A 0 0 1,979 503 2020-03-16 $1.22 $2.50 90.5% 0.0% 119.9% 35.6% 0.0% 0.0% 0.0% 0 61.4K 0 0.00 170.20 N/A N/A 0 0 1,979 503 2020-03-17 $1.17 $2.50 149.9% 43.0% 118.1% 76.2% 0.0% 0.0% -55.0% 11 58.6K -4 0.00 127.94 N/A N/A 0 0 1,979 503 2020-03-18 $1.01 $2.50 176.3% 50.6% 126.4% 94.3% 0.0% 0.0% -88.5% 0 50.8K 0 0.00 152.60 N/A N/A 0 0 1,979 503 2020-03-19 $1.12 $2.50 162.1% 46.5% 130.8% 84.6% 0.0% 0.0% -106.9% 0 56.3K 0 0.00 118.25 N/A N/A 0 2 1,979 503 2020-03-20 $1.15 $2.50 160.6% 46.0% 132.0% 83.6% 0.0% 0.0% -72.6% 9 57.4K -3 0.00 116.20 N/A N/A 0 150 1,979 501 2020-03-23 $1.09 $2.50 124.6% 35.7% 130.8% 59.0% 0.0% 0.0% 0.0% 11 43.7K -6 0.00 112.08 N/A N/A 0 0 1,955 405 2020-03-24 $1.09 $2.50 157.5% 45.1% 130.9% 81.4% 0.0% 0.0% 0.0% 0 44.1K 0 0.00 139.74 N/A N/A 48 0 1,955 405 2020-03-25 $1.12 $2.50 126.3% 36.2% 131.1% 60.1% 0.0% 0.0% 0.0% 0 45.4K 0 0.00 137.51 N/A N/A 10 0 2,001 405 2020-03-26 $1.14 $2.50 126.7% 36.3% 131.3% 60.3% 0.0% 0.0% 0.0% 0 46.2K 0 0.00 92.58 N/A N/A 0 40 2,011 405 2020-03-27 $1.14 $2.50 157.9% 45.3% 131.5% 81.7% 0.0% 0.0% 23.0% 0 46.2K 0 0.00 85.00 N/A N/A 0 0 2,011 405 2020-03-30 $1.07 $2.50 173.6% 49.8% 131.5% 92.5% 0.0% 0.0% -33.9% 0 43.3K 0 0.00 44.44 N/A N/A 0 0 2,011 405 2020-03-31 $1.05 $2.50 194.1% 55.7% 131.5% 100.0% 0.0% 0.0% 0.0% 0 40.3K 0 0.00 116.20 N/A N/A 42 0 2,011 384
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