DLNG Options History — January 2021 In January 2021, DLNG traded between $2.38 and $2.95. ATM implied volatility averaged 86.4%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 12.7% (HV 20d: 73.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.95.
Notable Days 2021-01-12 : Highest Volume — 1,161 contracts2021-01-07 : Largest IV spike — 60.2% change2021-01-12 : Highest IV Rank — 48.6%2021-01-27 : Largest Expected Move — 27.0%Monthly Statistics Metric Avg Min Max Open Close Price $2.66 $2.38 $2.95 $2.47 $2.66 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 86.4% 56.9% 139.1% 85.9% 75.7% Expected Move 23.3% 19.2% 27.0% 22.4% 21.7% HV 20d 73.7% 65.2% 87.2% 70.0% 74.9% HV 60d 63.5% 56.3% 67.0% 56.3% 65.0% IV Rank 22.0% 8.8% 48.6% 22.9% 14.2% IV Percentile 36.5% 4.0% 83.3% 40.5% 18.3% Term Structure 11.7% -12.1% 117.3% 8.6% 18.8% VWIV 81.1% 68.7% 102.8% 78.2% 68.7% Bid-Ask Spread % 78.10 28.31 111.66 58.16 83.81 Gamma HHI 0.81 0.50 0.99 0.79 0.89 Net GEX 2.3K 596 6.5K 4.7K 793 Net DEX -144.0K -376.4K -32.4K -93.9K -95.7K Net VEX -749 -882 -604 -882 -760 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.00 11.25 11.25 0.03 Total Volume 159.579 1 1,161 49 32 Total OI 2,661.947 1,795 3,500 3,481 1,931
Daily Data (19 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 2021-01-04 $2.47 $2.50 85.9% 22.4% 70.0% 22.9% 78.2% 0.0% 8.6% 4.7K -93.9K -882 11.25 58.16 N/A N/A 4 45 2,593 888 2021-01-05 $2.59 $2.50 56.9% 23.2% 70.9% 8.8% 78.9% 0.0% -1.2% 6.5K -178.6K -875 0.00 68.08 N/A N/A 56 0 2,594 883 2021-01-06 $2.38 $2.50 63.5% 24.1% 76.8% 12.0% 84.0% 0.0% 2.2% 5.7K -32.4K -784 0.04 92.62 N/A N/A 45 2 2,597 883 2021-01-07 $2.50 $2.50 101.8% 23.1% 78.9% 30.5% 80.6% 0.0% 2.1% 4.6K -113.2K -802 0.00 75.19 N/A N/A 32 0 2,599 885 2021-01-08 $2.65 $2.50 118.8% 22.4% 81.5% 38.8% 77.7% 0.0% 3.0% 4.3K -177.8K -781 0.00 92.73 N/A N/A 21 0 2,597 885 2021-01-11 $2.57 $2.50 95.3% 22.7% 81.9% 27.4% 79.1% 0.0% 4.0% 5.9K -159.7K -758 0.00 76.89 N/A N/A 106 0 2,588 885 2021-01-12 $2.83 $2.50 139.1% 23.1% 87.2% 48.6% 81.0% 0.0% 7.0% 708 -376.4K -604 0.33 97.55 N/A N/A 871 290 2,615 885 2021-01-13 $2.73 $2.50 83.0% 23.8% 65.2% 21.5% 77.0% 0.0% -7.8% 2.2K -181.8K -648 4.25 99.81 N/A N/A 80 340 2,243 750 2021-01-14 $2.95 $2.50 67.0% 19.2% 69.7% 13.7% 73.9% 0.0% 117.3% 972 -230.5K -719 0.03 111.66 N/A N/A 501 13 2,244 750 2021-01-15 $2.92 $2.50 89.0% 25.5% 69.4% 24.3% 88.3% 0.0% 18.2% 977 -340.6K -692 0.00 89.20 N/A N/A 53 0 2,554 763 2021-01-19 $2.88 $2.50 93.3% 26.7% 69.6% 26.4% 93.2% 0.0% -3.8% 1.1K -162.5K -687 0.02 28.31 N/A N/A 130 2 1,263 538 2021-01-20 $2.72 $2.50 75.6% 21.7% 72.3% 17.9% 75.4% 0.0% 12.4% 1.1K -109.1K -765 0.04 45.39 N/A N/A 111 4 1,257 538 2021-01-21 $2.67 $2.50 81.7% 23.4% 73.0% 20.8% 81.9% 0.0% 5.8% 1.4K -110.8K -783 0.63 61.62 N/A N/A 111 70 1,362 542 2021-01-22 $2.69 $2.50 72.5% 20.8% 72.1% 13.3% 72.5% 0.0% 22.1% 817 -92.9K -768 0.59 76.64 N/A N/A 27 16 1,282 612 2021-01-25 $2.66 $2.50 80.4% 23.1% 70.5% 16.9% 80.5% 0.0% 14.6% 734 -84.8K -767 0.37 66.76 N/A N/A 19 7 1,271 614 2021-01-26 $2.66 $2.50 82.1% 23.5% 70.5% 17.4% 0.0% 0.0% 6.0% 708 -80.4K -745 0.00 70.00 N/A N/A 1 0 1,272 621 2021-01-27 $2.53 $2.50 94.3% 27.0% 72.8% 23.6% 102.8% 0.0% -12.1% 596 -57.0K -703 0.00 95.30 N/A N/A 7 0 1,273 621 2021-01-28 $2.52 $2.50 86.5% 24.8% 72.8% 19.6% 86.4% 0.0% 5.3% 613 -57.1K -703 0.38 94.23 N/A N/A 26 10 1,278 621 2021-01-29 $2.66 $2.50 75.7% 21.7% 74.9% 14.2% 68.7% 0.0% 18.8% 793 -95.7K -760 0.03 83.81 N/A N/A 31 1 1,300 631
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