DLNG Options History — July 2020 In July 2020, DLNG traded between $3.05 and $3.67. ATM implied volatility averaged 100.0%, placing in the 29.7% IV rank vs the trailing year. The 30-day expected move averaged 25.1%. IV traded below realized volatility by 11.3% (HV 20d: 111.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.43.
Notable Days 2020-07-15 : Highest Volume — 461 contracts2020-07-02 : Largest IV spike — 70.5% change2020-07-14 : Highest IV Rank — 56.0%2020-07-02 : Largest Expected Move — 40.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.36 $3.05 $3.67 $3.46 $3.14 Max Pain $2.73 $2.50 $5.00 $2.50 $2.50 ATM IV 100.0% 47.7% 154.4% 82.8% 67.9% Expected Move 25.1% 13.7% 40.5% 23.7% 19.5% HV 20d 111.3% 83.3% 143.2% 143.1% 84.6% HV 60d 100.2% 98.3% 102.7% 99.2% 102.1% IV Rank 29.7% 4.4% 56.0% 21.3% 14.1% IV Percentile 43.7% 3.2% 88.1% 24.2% 14.7% Term Structure 15.1% -53.4% 57.9% -15.1% 37.3% VWIV 114.3% 48.8% 143.5% 117.9% 138.4% Bid-Ask Spread % 40.59 13.04 119.36 13.04 43.54 Gamma HHI 0.45 0.35 0.57 0.40 0.43 Net GEX 2.4K 809 4.1K 2.0K 2.4K Net DEX -418.3K -670.2K -190.6K -574.9K -190.6K Net VEX -922 -1.3K -425 -940 -892 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.43 0.00 2.91 0.00 0.00 Total Volume 84.045 1 461 93 1 Total OI 2,985.318 2,294 3,607 3,409 2,527
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 2020-07-01 $3.46 $2.50 82.8% 23.7% 143.1% 21.3% 0.0% 0.0% -15.1% 2.0K -574.9K -940 0.00 13.04 N/A N/A 93 0 2,992 417 2020-07-02 $3.38 $2.50 141.2% 40.5% 143.2% 49.6% 117.9% 0.0% -20.2% 2.1K -563.5K -945 0.00 37.76 N/A N/A 16 0 3,046 417 2020-07-06 $3.54 $5.00 143.9% 23.5% 135.1% 50.9% 116.2% 0.0% 28.5% 2.8K -630.3K -1.1K 1.46 52.27 N/A N/A 85 124 3,049 417 2020-07-07 $3.67 $5.00 141.3% 25.6% 134.3% 49.6% 61.1% 0.0% 57.9% 2.9K -670.2K -1.2K 0.09 46.81 N/A N/A 35 3 3,051 417 2020-07-08 $3.31 $2.50 138.6% 29.7% 136.9% 48.3% 117.9% 0.0% 9.4% 2.6K -568.9K -1.0K 0.01 30.61 N/A N/A 295 4 3,078 420 2020-07-09 $3.28 $2.50 108.1% 31.0% 137.1% 33.6% 0.0% 0.0% 3.7% 2.1K -552.0K -978 0.19 31.27 N/A N/A 26 5 3,113 434 2020-07-10 $3.59 $2.50 124.6% 26.4% 128.6% 41.6% 100.0% 0.0% 32.2% 3.1K -652.6K -1.2K 0.00 44.10 N/A N/A 36 0 3,119 430 2020-07-13 $3.41 $2.50 129.8% 27.1% 126.5% 44.1% 115.5% 0.0% 12.6% 3.0K -604.2K -1.1K 0.70 35.69 N/A N/A 10 7 3,119 430 2020-07-14 $3.46 $2.50 154.4% 26.9% 120.2% 56.0% 120.5% 0.0% 23.8% 3.0K -507.9K -1.1K 2.91 44.99 N/A N/A 11 32 2,815 434 2020-07-15 $3.52 $2.50 125.4% 36.0% 113.3% 42.0% 138.4% 0.0% -8.2% 3.1K -530.1K -1.2K 0.19 48.09 N/A N/A 389 72 2,857 457 2020-07-16 $3.64 $2.50 96.9% 27.8% 113.6% 28.2% 96.2% 0.0% 26.7% 4.1K -590.6K -1.3K 0.27 34.47 N/A N/A 59 16 3,146 452 2020-07-17 $3.51 $2.50 72.4% 20.8% 107.5% 16.3% 128.8% 0.0% 27.5% 4.0K -544.8K -1.3K 0.13 18.34 N/A N/A 123 16 3,140 467 2020-07-20 $3.40 $2.50 73.0% 20.9% 107.2% 16.6% 124.0% 0.0% 35.9% 3.7K -276.1K -1.2K 0.36 26.78 N/A N/A 47 17 2,057 237 2020-07-21 $3.25 $2.50 79.8% 22.9% 105.8% 19.9% 121.8% 0.0% -3.9% 3.4K -234.4K -1.1K 0.01 18.13 N/A N/A 78 1 2,065 254 2020-07-22 $3.05 $2.50 52.1% 14.9% 89.0% 6.5% 48.8% 0.0% 56.5% 937 -205.9K -425 0.21 66.56 N/A N/A 19 4 2,122 254 2020-07-23 $3.20 $2.50 47.7% 13.7% 89.2% 4.4% 137.5% 0.0% 53.4% 873 -222.1K -454 0.00 32.93 N/A N/A 9 0 2,124 258 2020-07-24 $3.18 $2.50 61.5% 17.6% 88.7% 11.0% 89.0% 0.0% 37.6% 1.1K -222.8K -473 0.00 37.11 N/A N/A 11 0 2,121 258 2020-07-27 $3.13 $2.50 57.4% 16.4% 88.4% 9.0% 142.7% 0.0% 36.6% 2.4K -198.7K -866 2.79 18.26 N/A N/A 19 53 2,120 258 2020-07-28 $3.08 $2.50 93.3% 26.8% 88.4% 26.4% 143.5% 0.0% 1.3% 1.5K -204.0K -526 0.08 48.38 N/A N/A 12 1 2,121 311 2020-07-29 $3.44 $2.50 104.2% 29.9% 84.7% 31.7% 0.0% 0.0% -53.4% 809 -221.0K -448 0.06 119.36 N/A N/A 16 1 2,122 312 2020-07-30 $3.30 $2.50 104.0% 29.8% 83.3% 31.6% 138.4% 0.0% -48.3% 2.0K -236.6K -573 0.01 44.49 N/A N/A 102 1 2,127 312 2020-07-31 $3.14 $2.50 67.9% 19.5% 84.6% 14.1% 0.0% 0.0% 37.3% 2.4K -190.6K -892 0.00 43.54 N/A N/A 1 0 2,215 312
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