DLNG Options History — August 2020 In August 2020, DLNG traded between $2.73 and $3.21. ATM implied volatility averaged 92.6%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded above realized volatility by 33.3% (HV 20d: 59.3%). 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 17 of 21 days. Put/call ratio averaged 0.47.
Notable Days 2020-08-10 : Highest Volume — 289 contracts2020-08-07 : Largest IV spike — 83.4% change2020-08-07 : Highest IV Rank — 63.9%2020-08-27 : Largest Expected Move — 30.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.04 $2.73 $3.21 $3.17 $2.73 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 92.6% 68.5% 170.7% 90.0% 88.1% Expected Move 24.7% 19.6% 30.5% 25.8% 25.2% HV 20d 59.3% 37.1% 82.8% 82.8% 38.9% HV 60d 100.5% 95.5% 101.9% 101.9% 95.5% IV Rank 26.1% 14.4% 63.9% 24.8% 23.9% IV Percentile 37.0% 15.5% 94.8% 33.3% 34.1% Term Structure 11.9% -39.4% 31.3% 7.9% 23.5% VWIV 97.5% 58.9% 164.5% 164.5% 78.6% Bid-Ask Spread % 99.43 70.80 118.83 70.80 83.95 Gamma HHI 0.42 0.35 0.49 0.43 0.49 Net GEX 1.7K 701 2.7K 2.7K 2.2K Net DEX -179.5K -207.3K -119.4K -195.1K -119.4K Net VEX -607 -898 -367 -898 -688 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.00 8.33 0.03 8.33 Total Volume 47.857 1 289 68 56 Total OI 2,460.19 1,835 2,796 2,527 1,961
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 2020-08-03 $3.17 $2.50 90.0% 25.8% 82.8% 24.8% 164.5% 0.0% 7.9% 2.7K -195.1K -898 0.03 70.80 N/A N/A 66 2 2,215 312 2020-08-04 $3.16 $2.50 99.5% 28.5% 81.3% 29.4% 115.0% 0.0% -39.4% 1.2K -188.6K -406 0.00 72.75 N/A N/A 20 0 2,276 314 2020-08-05 $3.09 $2.50 83.2% 23.9% 73.3% 21.5% 83.2% 0.0% -3.9% 2.3K -181.7K -836 0.00 99.76 N/A N/A 19 0 2,289 314 2020-08-06 $3.12 $2.50 93.1% 23.0% 73.5% 26.3% 0.0% 0.0% 20.2% 2.3K -186.9K -835 0.00 97.60 N/A N/A 7 0 2,305 314 2020-08-07 $3.14 $2.50 170.7% 26.6% 64.9% 63.9% 0.0% 0.0% 27.4% 701 -201.0K -414 0.00 108.72 N/A N/A 1 0 2,307 314 2020-08-10 $3.20 $2.50 103.8% 24.5% 63.3% 31.5% 0.0% 0.0% 29.2% 737 -201.0K -408 0.04 76.82 N/A N/A 279 10 2,308 314 2020-08-11 $3.21 $2.50 116.9% 25.1% 63.0% 37.8% 105.2% 0.0% 16.2% 2.4K -203.2K -824 0.14 101.40 N/A N/A 111 15 2,311 324 2020-08-12 $3.06 $2.50 92.5% 26.5% 64.3% 26.0% 0.0% 0.0% 8.5% 2.5K -183.5K -817 0.00 103.16 N/A N/A 5 0 2,366 324 2020-08-13 $3.00 $2.50 86.8% 24.9% 62.7% 23.3% 0.0% 0.0% 18.1% 837 -197.3K -452 0.00 107.59 N/A N/A 9 0 2,366 324 2020-08-14 $3.04 $2.50 91.5% 26.2% 62.3% 25.6% 0.0% 0.0% -1.6% 2.4K -165.7K -669 0.00 87.26 N/A N/A 15 0 2,365 324 2020-08-17 $3.08 $2.50 76.3% 21.9% 62.0% 18.2% 0.0% 0.0% 23.0% 791 -199.8K -428 0.00 114.09 N/A N/A 6 0 2,377 324 2020-08-18 $3.08 $2.50 73.0% 20.9% 60.2% 16.6% 0.0% 0.0% 31.3% 772 -207.3K -466 0.00 112.42 N/A N/A 161 0 2,379 324 2020-08-19 $3.00 $2.50 91.0% 26.1% 56.5% 25.3% 0.0% 0.0% -28.2% 768 -186.3K -381 0.50 117.06 N/A N/A 20 10 2,472 324 2020-08-20 $3.01 $2.50 83.3% 23.9% 53.5% 21.6% 0.0% 0.0% 11.8% 751 -189.9K -429 0.00 99.72 N/A N/A 2 0 2,452 334 2020-08-21 $2.88 $2.50 76.2% 21.9% 55.5% 18.2% 0.0% 0.0% 24.7% 2.2K -142.8K -735 0.10 115.05 N/A N/A 10 1 2,450 334 2020-08-24 $2.97 $2.50 86.6% 24.8% 56.7% 23.2% 90.4% 0.0% 12.2% 2.3K -146.7K -705 0.02 101.92 N/A N/A 122 2 1,562 273 2020-08-25 $3.04 $2.50 85.0% 24.4% 57.2% 22.4% 86.0% 0.0% 16.8% 949 -176.4K -367 0.31 99.87 N/A N/A 29 9 1,652 274 2020-08-26 $3.01 $2.50 83.3% 23.9% 39.4% 21.6% 0.0% 0.0% 20.1% 2.5K -167.7K -801 0.00 118.83 N/A N/A 0 10 1,682 273 2020-08-27 $2.99 $2.50 106.3% 30.5% 37.1% 32.7% 95.9% 0.0% 1.8% 941 -191.4K -470 0.00 103.21 N/A N/A 1 0 1,682 283 2020-08-28 $2.84 $2.50 68.5% 19.6% 37.4% 14.4% 58.9% 0.0% 30.6% 2.4K -138.5K -722 0.00 96.09 N/A N/A 7 0 1,683 283 2020-08-31 $2.73 $2.50 88.1% 25.2% 38.9% 23.9% 78.6% 0.0% 23.5% 2.2K -119.4K -688 8.33 83.95 N/A N/A 6 50 1,678 283
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