DLNG Options History — February 2021 In February 2021, DLNG traded between $2.67 and $3.12. ATM implied volatility averaged 81.3%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 23.3% (HV 20d: 58.0%). 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 12 of 19 days. Put/call ratio averaged 0.74.
Notable Days 2021-02-12 : Highest Volume — 574 contracts2021-02-11 : Largest IV spike — 35.7% change2021-02-23 : Highest IV Rank — 26.5%2021-02-23 : Largest Expected Move — 28.7%Monthly Statistics Metric Avg Min Max Open Close Price $2.87 $2.67 $3.12 $2.67 $2.86 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 81.3% 56.6% 100.0% 94.3% 77.9% Expected Move 24.3% 18.4% 28.7% 27.0% 22.3% HV 20d 58.0% 49.8% 76.7% 74.7% 50.2% HV 60d 64.1% 61.9% 65.2% 65.0% 64.3% IV Rank 17.0% 4.5% 26.5% 23.6% 15.3% IV Percentile 31.8% 0.8% 60.7% 53.2% 23.8% Term Structure 5.6% -14.3% 33.5% -3.0% -11.5% VWIV 95.8% 69.6% 164.6% 94.2% 69.6% Bid-Ask Spread % 64.83 14.15 105.36 75.53 16.53 Gamma HHI 0.71 0.51 0.99 0.93 0.53 Net GEX 830 198 1.6K 730 702 Net DEX -127.1K -198.0K -84.4K -84.4K -99.6K Net VEX -788 -986 -620 -715 -947 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.00 5.38 0.14 2.00 Total Volume 111.053 1 574 16 3 Total OI 2,274.895 1,949 2,579 1,949 2,519
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 2021-02-01 $2.67 $2.50 94.3% 27.0% 74.7% 23.6% 94.2% 0.0% -3.0% 730 -84.4K -715 0.14 75.53 N/A N/A 14 2 1,317 632 2021-02-02 $2.82 $2.50 82.9% 23.8% 76.7% 17.8% 76.7% 0.0% 6.0% 1.0K -162.1K -636 5.38 57.86 N/A N/A 13 70 1,337 634 2021-02-03 $2.80 $2.50 86.0% 24.7% 75.3% 19.4% 78.6% 0.0% 8.3% 804 -150.3K -620 0.40 105.36 N/A N/A 5 2 1,348 704 2021-02-04 $2.79 $2.50 81.9% 25.3% 67.8% 17.3% 0.0% 0.0% -0.2% 766 -154.8K -631 0.00 84.55 N/A N/A 12 0 1,348 704 2021-02-05 $2.74 $2.50 86.4% 23.3% 66.6% 19.6% 80.1% 0.0% 1.8% 744 -100.0K -697 0.00 102.95 N/A N/A 33 0 1,368 704 2021-02-08 $2.73 $2.50 56.6% 27.4% 63.5% 4.5% 0.0% 0.0% 1.0% 604 -121.0K -690 0.00 38.84 N/A N/A 178 0 1,380 704 2021-02-09 $2.71 $2.50 60.6% 25.7% 62.5% 6.5% 0.0% 0.0% 5.8% 556 -112.8K -680 0.00 62.15 N/A N/A 1 0 1,386 704 2021-02-10 $2.73 $2.50 67.3% 19.3% 51.9% 9.9% 164.6% 0.0% 12.1% 506 -115.0K -654 1.74 92.16 N/A N/A 61 106 1,386 704 2021-02-11 $2.74 $2.50 91.3% 26.2% 50.3% 22.1% 0.0% 0.0% -6.9% 198 -107.3K -683 1.59 29.17 N/A N/A 37 59 1,401 810 2021-02-12 $2.97 $2.50 81.3% 23.3% 50.9% 17.0% 90.9% 0.0% 24.8% 909 -171.9K -732 1.47 96.26 N/A N/A 232 342 1,401 841 2021-02-16 $3.12 $2.50 82.8% 23.8% 53.6% 17.8% 119.1% 0.0% 16.3% 979 -198.0K -909 0.02 73.96 N/A N/A 292 6 1,589 944 2021-02-17 $3.10 $2.50 85.7% 24.6% 53.4% 19.2% 0.0% 0.0% 33.5% 1.2K -150.2K -924 0.01 79.41 N/A N/A 120 1 1,616 950 2021-02-18 $3.00 $2.50 90.6% 26.0% 50.3% 21.7% 99.4% 0.0% 11.1% 1.6K -131.6K -849 0.18 99.24 N/A N/A 123 22 1,542 950 2021-02-19 $2.94 $2.50 85.8% 24.6% 50.4% 19.3% 81.8% 0.0% -14.3% 905 -118.9K -956 0.69 51.52 N/A N/A 16 11 1,611 968 2021-02-22 $2.99 $2.50 93.2% 26.7% 50.6% 23.0% 94.9% 0.0% 3.9% 1.5K -113.3K -827 0.01 39.87 N/A N/A 92 1 1,588 733 2021-02-23 $2.91 $2.50 100.0% 28.7% 51.6% 26.5% 100.0% 0.0% -4.6% 697 -96.4K -933 0.22 42.72 N/A N/A 45 10 1,673 734 2021-02-24 $2.99 $2.50 75.4% 21.6% 52.1% 14.0% 0.0% 0.0% -0.2% 785 -109.2K -896 0.07 14.15 N/A N/A 109 8 1,714 739 2021-02-25 $2.90 $2.50 64.3% 18.4% 49.8% 8.4% 69.6% 0.0% 21.9% 538 -117.4K -986 0.05 69.61 N/A N/A 80 4 1,793 747 2021-02-26 $2.86 $2.50 77.9% 22.3% 50.2% 15.3% 0.0% 0.0% -11.5% 702 -99.6K -947 2.00 16.53 N/A N/A 1 2 1,768 751
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