DLNG Options History — June 2020 In June 2020, DLNG traded between $1.67 and $3.86. ATM implied volatility averaged 119.6%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 31.8%. IV traded above realized volatility by 20.3% (HV 20d: 99.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.15.
Notable Days 2020-06-23 : Highest Volume — 1,319 contracts2020-06-04 : Largest IV spike — 133.8% change2020-06-04 : Highest IV Rank — 100.0%2020-06-04 : Largest Expected Move — 40.3%Monthly Statistics Metric Avg Min Max Open Close Price $2.82 $1.67 $3.86 $1.67 $3.26 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 119.6% 73.0% 245.3% 111.9% 91.4% Expected Move 31.8% 20.9% 40.3% 32.1% 26.2% HV 20d 99.2% 46.2% 142.8% 46.2% 142.8% HV 60d 90.4% 83.0% 98.9% 96.4% 98.9% IV Rank 40.8% 16.6% 100.0% 47.1% 25.5% IV Percentile 56.6% 16.3% 100.0% 55.6% 31.3% Term Structure -22.2% -82.2% 23.9% -82.2% -13.1% VWIV 102.9% 79.4% 124.6% 99.5% 109.5% Bid-Ask Spread % 73.26 10.66 134.46 118.17 21.70 Gamma HHI 0.74 0.39 1.00 1.00 0.46 Net GEX 3.3K 428 7.2K 428 3.9K Net DEX -381.9K -717.3K 14.0K 5.2K -562.3K Net VEX -802 -1.2K -186 -186 -1.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.15 0.00 1.32 0.00 1.32 Total Volume 257.682 1 1,319 1 86 Total OI 2,625.636 1,958 3,368 1,958 3,368
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 2020-06-01 $1.67 $2.50 111.9% 32.1% 46.2% 47.1% 0.0% 0.0% -82.2% 428 5.2K -186 0.00 118.17 N/A N/A 1 0 1,745 213 2020-06-02 $1.81 $2.50 128.2% 36.8% 53.4% 57.6% 0.0% 0.0% -60.0% 2.3K -67.9K -508 0.00 134.46 N/A N/A 22 0 1,745 213 2020-06-03 $1.89 $2.50 104.9% 30.1% 54.8% 42.6% 0.0% 0.0% 11.2% 832 14.0K -188 0.00 108.78 N/A N/A 22 0 1,745 213 2020-06-04 $1.85 $2.50 245.3% 40.3% 55.7% 100.0% 0.0% 0.0% -69.3% 902 12.0K -195 0.04 118.00 N/A N/A 50 2 1,772 213 2020-06-05 $2.17 $2.50 111.3% 39.0% 77.1% 35.1% 99.5% 0.0% -46.6% 3.8K -81.9K -570 0.03 129.02 N/A N/A 392 10 1,776 213 2020-06-08 $2.14 $2.50 134.9% 23.4% 77.2% 46.6% 90.2% 0.0% -27.3% 4.0K -122.3K -633 0.14 91.06 N/A N/A 72 10 1,923 223 2020-06-09 $2.42 $2.50 169.5% 31.5% 84.2% 63.3% 109.7% 0.0% -19.1% 4.3K -206.4K -753 0.34 80.02 N/A N/A 188 63 1,947 233 2020-06-10 $2.48 $2.50 92.5% 26.5% 83.0% 26.1% 93.7% 0.0% -23.6% 7.2K -225.1K -783 0.00 76.83 N/A N/A 50 0 2,072 223 2020-06-11 $2.18 $2.50 99.6% 28.5% 95.7% 29.5% 99.5% 0.0% -10.9% 4.8K -149.7K -687 0.60 72.12 N/A N/A 35 21 2,102 223 2020-06-12 $2.45 $2.50 123.5% 35.4% 101.2% 41.0% 120.8% 0.0% -24.6% 4.8K -249.7K -802 0.05 72.71 N/A N/A 218 10 2,126 243 2020-06-15 $2.77 $2.50 126.6% 36.3% 106.4% 42.5% 0.0% 0.0% -50.7% 1.1K -518.2K -376 0.04 89.36 N/A N/A 298 11 2,154 253 2020-06-16 $3.12 $2.50 121.0% 34.7% 111.1% 39.8% 97.0% 0.0% -24.1% 5.0K -562.4K -1.2K 0.03 32.75 N/A N/A 963 30 2,849 254 2020-06-17 $3.10 $2.50 123.1% 35.3% 111.1% 40.8% 124.6% 0.0% -16.4% 4.5K -513.0K -1.0K 0.00 48.88 N/A N/A 451 0 2,599 270 2020-06-18 $3.47 $2.50 106.8% 30.6% 112.7% 33.0% 113.3% 0.0% 0.6% 4.5K -638.9K -1.1K 0.01 77.69 N/A N/A 439 3 2,766 270 2020-06-19 $3.34 $2.50 81.6% 23.4% 113.2% 20.8% 87.2% 0.0% -14.4% 3.5K -588.8K -945 0.07 21.54 N/A N/A 177 13 2,736 273 2020-06-22 $3.13 $2.50 73.0% 20.9% 118.1% 16.6% 80.7% 0.0% 23.9% 4.3K -488.0K -911 0.42 10.66 N/A N/A 65 27 2,566 249 2020-06-23 $3.69 $2.50 128.2% 36.7% 126.5% 43.3% 79.4% 0.0% -0.3% 2.3K -643.6K -885 0.08 91.42 N/A N/A 1,216 103 2,559 276 2020-06-24 $3.86 $2.50 99.9% 28.7% 126.5% 29.6% 0.0% 0.0% 10.8% 2.5K -705.5K -1.1K 0.02 43.76 N/A N/A 141 3 2,878 351 2020-06-25 $3.73 $2.50 125.4% 35.9% 129.1% 41.9% 123.3% 0.0% -30.9% 2.5K -683.9K -1.2K 0.06 67.67 N/A N/A 276 17 2,893 360 2020-06-26 $3.78 $2.50 114.7% 32.9% 128.0% 36.8% 115.1% 0.0% 3.1% 2.6K -717.3K -1.2K 0.11 62.86 N/A N/A 113 12 2,957 374 2020-06-29 $3.74 $2.50 117.6% 33.7% 129.4% 38.2% 0.0% 0.0% -24.3% 2.7K -707.9K -1.2K 0.00 42.29 N/A N/A 59 0 2,975 371 2020-06-30 $3.26 $2.50 91.4% 26.2% 142.8% 25.5% 109.5% 0.0% -13.1% 3.9K -562.3K -1.1K 1.32 21.70 N/A N/A 37 49 2,997 371
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