DLNG Options History — April 2020 In April 2020, DLNG traded between $1.01 and $1.84. ATM implied volatility averaged 131.8%, placing in the 59.9% IV rank vs the trailing year. The 30-day expected move averaged 37.0%. IV traded above realized volatility by 37.8% (HV 20d: 93.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.33.
Notable Days 2020-04-27 : Highest Volume — 397 contracts2020-04-22 : Largest IV spike — 133.3% change2020-04-03 : Highest IV Rank — 91.2%2020-04-22 : Largest Expected Move — 51.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.42 $1.01 $1.84 $1.01 $1.69 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 131.8% 76.8% 180.5% 125.2% 112.4% Expected Move 37.0% 22.0% 51.4% 33.8% 32.2% HV 20d 93.9% 68.5% 134.0% 131.6% 77.6% HV 60d 90.5% 82.7% 98.1% 82.7% 98.1% IV Rank 59.9% 24.6% 91.2% 55.8% 47.5% IV Percentile 75.3% 27.4% 99.2% 77.8% 64.3% Term Structure 21.7% -45.4% 107.5% 11.4% 22.2% Bid-Ask Spread % 113.25 57.22 167.74 64.77 101.58 Gamma HHI 1.00 0.97 1.00 1.00 1.00 Net GEX 233 0 1.1K 0 493 Net DEX 32.1K -49.0K 52.3K 38.8K 24.7K Net VEX -59 -419 0 0 -106 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.33 0.00 13.00 0.00 0.00 Total Volume 34.524 0 397 0 15 Total OI 2,134.476 1,543 2,512 2,437 1,920
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 2020-04-01 $1.01 $2.50 125.2% 0.0% 131.6% 55.8% 0.0% 0.0% 0.0% 0 38.8K 0 0.00 64.77 N/A N/A 0 0 2,053 384 2020-04-02 $1.06 $0.00 100.3% 0.0% 134.0% 39.7% 0.0% 0.0% 0.0% 0 40.7K 0 0.00 129.91 N/A N/A 35 0 2,053 384 2020-04-03 $1.10 $0.00 180.5% 0.0% 133.9% 91.2% 0.0% 0.0% 0.0% 0 42.2K 0 0.00 135.29 N/A N/A 0 0 2,088 384 2020-04-06 $1.14 $0.00 179.1% 33.8% 126.4% 90.3% 0.0% 0.0% 11.4% 19 42.9K -10 0.00 77.85 N/A N/A 0 0 2,088 384 2020-04-07 $1.13 $0.00 176.2% 50.5% 126.3% 88.5% 0.0% 0.0% -45.4% 1 43.4K 0 0.00 132.52 N/A N/A 0 0 2,088 384 2020-04-08 $1.13 $0.00 128.4% 36.8% 125.3% 57.8% 0.0% 0.0% -35.7% 0 43.4K 0 0.00 82.61 N/A N/A 30 0 2,088 384 2020-04-09 $1.15 $0.00 121.7% 34.9% 95.8% 53.5% 0.0% 0.0% 6.4% 0 41.4K 0 0.00 103.29 N/A N/A 0 150 2,129 360 2020-04-13 $1.16 $0.00 130.2% 37.3% 81.4% 58.9% 0.0% 0.0% -19.4% 0 41.8K 0 0.00 99.70 N/A N/A 24 0 2,129 360 2020-04-14 $1.31 $0.00 113.2% 32.5% 92.5% 48.0% 0.0% 0.0% 83.5% 34 44.4K -19 3.00 149.21 N/A N/A 2 6 2,143 356 2020-04-15 $1.40 $0.00 107.8% 0.0% 93.5% 44.6% 0.0% 0.0% 0.0% 52 48.5K -14 0.00 163.70 N/A N/A 13 0 2,143 356 2020-04-16 $1.37 $0.00 118.7% 34.0% 74.3% 51.5% 0.0% 0.0% -26.4% 40 46.0K -22 0.00 133.45 N/A N/A 0 0 2,156 356 2020-04-17 $1.50 $0.00 99.6% 28.5% 72.4% 39.3% 0.0% 0.0% 25.3% 39 52.3K -13 0.00 100.37 N/A N/A 12 0 2,156 356 2020-04-20 $1.58 $2.50 151.4% 43.4% 73.6% 72.6% 0.0% 0.0% 0.0% 1.0K -49.0K -419 0.00 81.67 N/A N/A 1 0 1,350 193 2020-04-21 $1.60 $2.50 76.8% 22.0% 68.9% 24.6% 0.0% 0.0% 107.5% 1.1K -7.9K -302 0.00 109.76 N/A N/A 0 0 1,351 193 2020-04-22 $1.62 $2.50 179.1% 51.4% 68.5% 90.4% 0.0% 0.0% 0.0% 55 29.9K -16 0.00 145.46 N/A N/A 7 0 1,351 193 2020-04-23 $1.84 $2.50 151.6% 43.5% 78.5% 72.7% 0.0% 0.0% 32.8% 518 30.6K -54 13.00 115.16 N/A N/A 2 26 1,353 193 2020-04-24 $1.75 $2.50 167.8% 48.1% 82.9% 83.1% 0.0% 0.0% 54.7% 55 35.8K -4 0.00 167.74 N/A N/A 5 0 1,355 206 2020-04-27 $1.75 $2.50 96.3% 27.6% 82.9% 37.2% 0.0% 0.0% 28.2% 91 34.5K -18 0.00 108.67 N/A N/A 397 0 1,358 206 2020-04-28 $1.78 $2.50 110.5% 31.7% 76.6% 46.3% 0.0% 0.0% 45.6% 653 24.4K -127 0.00 118.26 N/A N/A 0 0 1,714 206 2020-04-29 $1.79 $2.50 140.1% 40.2% 75.2% 65.3% 0.0% 0.0% 34.4% 661 26.5K -116 0.00 57.22 N/A N/A 0 0 1,714 206 2020-04-30 $1.69 $2.50 112.4% 32.2% 77.6% 47.5% 0.0% 0.0% 22.2% 493 24.7K -106 0.00 101.58 N/A N/A 15 0 1,714 206
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