DLNG Options History — April 2021 In April 2021, DLNG traded between $2.70 and $2.94. ATM implied volatility averaged 50.1%, placing in the 4.4% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 20.0% (HV 20d: 30.2%). 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 21 of 21 days. Put/call ratio averaged 4.09.
Notable Days 2021-04-13 : Highest Volume — 331 contracts2021-04-14 : Largest IV drop — 52.3% change2021-04-13 : Highest IV Rank — 17.2%2021-04-05 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $2.79 $2.70 $2.94 $2.83 $2.82 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 50.1% 37.1% 80.6% 48.8% 54.9% Expected Move 13.7% 10.6% 16.9% 14.0% 15.8% HV 20d 30.2% 15.7% 47.5% 47.2% 27.1% HV 60d 44.9% 39.4% 56.2% 56.2% 39.5% IV Rank 4.4% 0.0% 17.2% 1.2% 8.6% IV Percentile 4.8% 0.0% 35.3% 2.4% 9.1% Term Structure 17.7% 0.8% 79.5% 20.1% 0.8% VWIV 53.8% 39.4% 68.3% 68.3% 43.7% Bid-Ask Spread % 75.37 13.24 123.01 13.24 62.19 Gamma HHI 0.70 0.51 0.98 0.60 0.55 Net GEX 441 120 861 331 299 Net DEX -79.2K -124.9K -42.3K -114.3K -45.5K Net VEX -637 -703 -522 -600 -651 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.09 0.00 65.00 0.00 0.19 Total Volume 48.905 0 331 21 0 Total OI 2,137.952 1,469 2,735 2,667 1,591
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 2021-04-01 $2.83 $2.50 48.8% 14.0% 47.2% 1.2% 0.0% 0.0% 20.1% 331 -114.3K -600 0.00 13.24 N/A N/A 21 0 1,998 669 2021-04-05 $2.81 $2.50 58.7% 16.9% 47.2% 6.2% 0.0% 0.0% 5.3% 514 -124.9K -702 0.00 96.74 N/A N/A 9 0 1,998 669 2021-04-06 $2.82 $2.50 51.7% 14.1% 47.1% 2.7% 68.3% 0.0% 4.6% 368 -120.6K -668 0.00 87.20 N/A N/A 78 0 2,004 726 2021-04-07 $2.77 $2.50 50.3% 14.4% 47.5% 1.9% 57.0% 0.0% 9.0% 271 -109.7K -703 1.41 113.25 N/A N/A 71 100 2,007 728 2021-04-08 $2.76 $2.50 64.0% 16.0% 47.5% 8.8% 60.3% 0.0% 6.1% 662 -103.8K -696 0.28 90.15 N/A N/A 18 5 2,021 643 2021-04-09 $2.75 $2.50 59.0% 14.3% 43.2% 6.3% 0.0% 0.0% 5.9% 615 -104.9K -677 0.00 89.64 N/A N/A 11 0 2,015 648 2021-04-12 $2.70 $2.50 57.7% 14.9% 28.5% 5.7% 0.0% 0.0% 4.3% 649 -103.6K -682 0.36 92.67 N/A N/A 11 4 2,025 648 2021-04-13 $2.71 $2.50 80.6% 15.5% 25.4% 17.2% 54.0% 0.0% 11.0% 545 -97.1K -644 1.90 35.46 N/A N/A 114 217 2,025 652 2021-04-14 $2.75 $2.50 38.5% 11.0% 22.6% 0.0% 0.0% 0.0% 25.1% 620 -112.0K -629 0.00 68.89 N/A N/A 122 0 2,025 651 2021-04-15 $2.73 $2.50 46.7% 13.4% 19.8% 4.0% 0.0% 0.0% 13.1% 566 -78.3K -594 0.00 69.03 N/A N/A 0 13 1,903 651 2021-04-16 $2.72 $2.50 56.8% 16.3% 15.7% 8.9% 0.0% 0.0% 79.5% 861 -98.2K -633 0.12 123.01 N/A N/A 33 4 1,903 664 2021-04-19 $2.77 $2.50 50.2% 14.4% 17.4% 5.7% 0.0% 0.0% 65.4% 705 -53.8K -621 0.06 62.02 N/A N/A 17 1 1,054 415 2021-04-20 $2.84 $2.50 46.3% 13.3% 20.1% 3.8% 0.0% 0.0% 1.0% 480 -57.7K -559 0.00 67.02 N/A N/A 0 0 1,053 416 2021-04-21 $2.94 $2.50 43.5% 12.5% 22.7% 2.5% 0.0% 0.0% 8.4% 529 -65.0K -522 65.00 77.04 N/A N/A 2 130 1,053 416 2021-04-22 $2.85 $2.50 44.0% 12.6% 25.4% 2.7% 0.0% 0.0% 13.0% 360 -49.9K -672 0.00 82.08 N/A N/A 2 0 1,054 546 2021-04-23 $2.80 $2.50 42.1% 12.1% 26.0% 1.8% 0.0% 0.0% 11.7% 244 -43.1K -653 0.00 67.29 N/A N/A 0 0 1,056 546 2021-04-26 $2.80 $2.50 39.5% 11.3% 25.8% 0.5% 39.4% 0.0% 20.9% 120 -43.0K -623 0.00 70.63 N/A N/A 10 0 1,055 546 2021-04-27 $2.81 $2.50 39.7% 11.4% 24.9% 0.6% 0.0% 0.0% 19.9% 122 -46.0K -618 0.00 79.23 N/A N/A 3 0 1,063 546 2021-04-28 $2.86 $2.50 37.1% 10.6% 25.6% 0.0% 0.0% 0.0% 26.0% 153 -49.9K -604 0.20 71.64 N/A N/A 5 1 1,062 546 2021-04-29 $2.79 $2.50 42.6% 12.2% 27.0% 2.6% 43.7% 0.0% 20.7% 240 -42.3K -631 0.19 64.29 N/A N/A 21 4 1,059 547 2021-04-30 $2.82 $2.50 54.9% 15.8% 27.1% 8.6% 0.0% 0.0% 0.8% 299 -45.5K -651 0.00 62.19 N/A N/A 0 0 1,040 551
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