DLNG Options History — November 2020 In November 2020, DLNG traded between $2.07 and $2.67. ATM implied volatility averaged 89.1%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 35.0% (HV 20d: 54.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.50.
Notable Days 2020-11-09 : Highest Volume — 360 contracts2020-11-11 : Largest IV drop — 32.5% change2020-11-09 : Highest IV Rank — 46.3%2020-11-20 : Largest Expected Move — 27.9%Monthly Statistics Metric Avg Min Max Open Close Price $2.40 $2.07 $2.67 $2.16 $2.49 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 89.1% 70.3% 134.4% 76.8% 73.4% Expected Move 24.0% 20.1% 27.9% 22.0% 21.0% HV 20d 54.1% 46.1% 60.5% 54.0% 49.5% HV 60d 60.7% 55.7% 63.2% 59.4% 55.8% IV Rank 24.4% 15.3% 46.3% 18.4% 16.8% IV Percentile 41.6% 19.0% 81.7% 27.0% 22.6% Term Structure 3.3% -18.4% 33.7% 32.6% 15.9% VWIV 83.5% 73.7% 97.5% 73.7% 80.6% Bid-Ask Spread % 79.69 30.23 105.25 67.58 97.51 Gamma HHI 0.68 0.58 0.94 0.77 0.67 Net GEX 2.3K 1.2K 3.1K 1.3K 2.9K Net DEX -93.4K -178.8K -13.3K -13.3K -124.2K Net VEX -846 -1.0K -636 -669 -899 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.50 0.00 7.00 0.00 0.00 Total Volume 59.65 0 360 0 22 Total OI 2,582.5 2,246 2,787 2,246 2,773
Daily Data (20 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 2020-11-02 $2.16 $2.50 76.8% 22.0% 54.0% 18.4% 0.0% 0.0% 32.6% 1.3K -13.3K -669 0.00 67.58 N/A N/A 0 0 1,663 583 2020-11-03 $2.18 $2.50 76.8% 22.0% 47.7% 18.4% 0.0% 0.0% 33.7% 1.3K -25.1K -692 0.00 63.49 N/A N/A 0 0 1,663 583 2020-11-04 $2.10 $2.50 79.7% 22.8% 46.1% 19.8% 0.0% 0.0% 21.5% 1.9K -23.6K -636 0.00 68.16 N/A N/A 0 0 1,663 583 2020-11-05 $2.15 $2.50 83.8% 23.5% 47.2% 21.8% 0.0% 0.0% -18.4% 1.6K -42.1K -650 0.00 48.69 N/A N/A 1 0 1,663 583 2020-11-06 $2.07 $2.50 109.0% 26.4% 46.4% 34.0% 0.0% 0.0% -4.0% 1.2K -22.4K -653 0.00 77.80 N/A N/A 0 1 1,664 583 2020-11-09 $2.19 $2.50 134.4% 24.5% 52.0% 46.3% 0.0% 0.0% -17.0% 1.3K -26.3K -660 0.00 82.22 N/A N/A 360 0 1,664 582 2020-11-10 $2.23 $2.50 125.6% 24.6% 52.7% 42.0% 0.0% 0.0% -11.7% 1.7K -24.4K -734 0.00 63.07 N/A N/A 3 0 2,013 582 2020-11-11 $2.26 $2.50 84.7% 24.3% 53.1% 22.3% 0.0% 0.0% 10.1% 1.9K -59.0K -842 0.00 85.30 N/A N/A 202 0 2,014 582 2020-11-12 $2.40 $2.50 97.2% 27.9% 57.9% 28.3% 0.0% 0.0% -5.5% 2.4K -103.2K -930 0.20 63.21 N/A N/A 5 1 2,137 582 2020-11-13 $2.52 $2.50 76.8% 22.0% 60.0% 18.4% 73.7% 0.0% 2.3% 3.1K -125.7K -954 0.23 88.46 N/A N/A 61 14 2,142 583 2020-11-16 $2.50 $2.50 93.5% 26.8% 58.2% 26.5% 0.0% 0.0% -10.4% 2.6K -118.0K -972 0.01 30.23 N/A N/A 341 4 2,121 605 2020-11-17 $2.59 $2.50 83.6% 24.0% 59.1% 21.7% 83.6% 0.0% 2.1% 2.7K -146.2K -975 0.00 84.72 N/A N/A 19 0 2,160 605 2020-11-18 $2.67 $2.50 70.3% 20.1% 59.6% 15.3% 0.0% 0.0% 16.8% 2.8K -178.8K -1.0K 0.07 100.55 N/A N/A 40 3 2,160 605 2020-11-19 $2.60 $2.50 81.6% 23.4% 60.5% 20.7% 81.6% 0.0% 19.2% 2.6K -138.2K -960 7.00 105.25 N/A N/A 1 7 2,174 608 2020-11-20 $2.57 $2.50 97.5% 27.9% 60.1% 28.4% 97.5% 0.0% -15.0% 2.6K -142.6K -934 0.00 100.38 N/A N/A 26 0 2,175 612 2020-11-23 $2.64 $2.50 84.4% 24.2% 59.0% 22.1% 84.2% 0.0% 1.6% 2.7K -153.8K -957 0.00 91.05 N/A N/A 34 0 2,137 578 2020-11-24 $2.60 $2.50 80.4% 23.1% 58.8% 20.2% 80.6% 0.0% 1.2% 2.9K -145.6K -950 0.00 77.66 N/A N/A 0 5 2,147 578 2020-11-25 $2.50 $2.50 90.2% 25.9% 52.1% 24.9% 0.0% 0.0% -9.3% 2.7K -120.4K -903 0.00 100.61 N/A N/A 40 0 2,147 583 2020-11-27 $2.54 $2.50 82.5% 23.6% 48.5% 21.2% 0.0% 0.0% 0.6% 2.9K -135.3K -929 0.00 97.77 N/A N/A 3 0 2,187 583 2020-11-30 $2.49 $2.50 73.4% 21.0% 49.5% 16.8% 0.0% 0.0% 15.9% 2.9K -124.2K -899 0.00 97.51 N/A N/A 22 0 2,190 583
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