DLNG Options History — May 2021 In May 2021, DLNG traded between $2.62 and $2.82. ATM implied volatility averaged 58.1%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 30.9% (HV 20d: 27.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.66.
Notable Days 2021-05-06 : Highest Volume — 180 contracts2021-05-10 : Largest IV spike — 33.6% change2021-05-14 : Highest IV Rank — 16.0%2021-05-07 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $2.73 $2.62 $2.82 $2.82 $2.72 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 58.1% 47.8% 70.5% 59.3% 57.6% Expected Move 17.1% 13.7% 22.5% 17.0% 16.5% HV 20d 27.2% 23.5% 31.4% 26.9% 23.5% HV 60d 35.9% 33.3% 39.8% 39.4% 33.6% IV Rank 10.1% 5.1% 16.0% 10.7% 9.8% IV Percentile 15.1% 6.3% 27.4% 13.9% 15.1% Term Structure -7.3% -43.5% 17.6% -11.3% -5.4% VWIV 68.1% 47.8% 88.4% 88.4% 47.8% Bid-Ask Spread % 83.78 27.41 140.91 62.72 140.91 Gamma HHI 0.64 0.50 0.93 0.53 0.69 Net GEX 16 -370 497 218 -370 Net DEX -50.5K -63.8K -26.4K -47.5K -60.5K Net VEX -634 -699 -533 -615 -603 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.66 0.00 20.00 1.20 0.00 Total Volume 24.1 0 180 11 2 Total OI 1,747.2 1,591 1,849 1,591 1,849
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 2021-05-03 $2.82 $2.50 59.3% 17.0% 26.9% 10.7% 0.0% 0.0% -11.3% 218 -47.5K -615 1.20 62.72 N/A N/A 5 6 1,040 551 2021-05-04 $2.80 $2.50 47.8% 13.7% 27.0% 5.1% 0.0% 0.0% 17.6% 330 -53.8K -612 0.00 72.23 N/A N/A 5 0 1,035 557 2021-05-05 $2.79 $2.50 50.0% 14.3% 26.3% 6.2% 0.0% 0.0% 10.0% 8 -48.6K -542 0.00 68.61 N/A N/A 0 0 1,035 557 2021-05-06 $2.72 $2.50 49.0% 14.9% 27.8% 5.7% 0.0% 0.0% -8.1% -165 -26.4K -573 0.00 95.57 N/A N/A 180 0 1,035 561 2021-05-07 $2.76 $2.50 48.4% 22.5% 28.3% 5.4% 0.0% 0.0% 0.7% 267 -34.3K -630 0.00 114.94 N/A N/A 0 0 1,030 561 2021-05-10 $2.72 $2.50 64.6% 15.4% 28.0% 13.2% 0.0% 0.0% -7.4% -343 -27.5K -533 0.01 128.62 N/A N/A 170 2 1,030 561 2021-05-11 $2.72 $2.50 67.9% 21.4% 28.0% 14.8% 88.4% 0.0% -26.9% 213 -57.7K -671 0.00 105.14 N/A N/A 1 0 1,195 563 2021-05-12 $2.62 $2.50 63.4% 18.2% 30.4% 12.6% 0.0% 0.0% 2.1% 364 -38.3K -687 0.00 89.23 N/A N/A 0 0 1,196 563 2021-05-13 $2.67 $2.50 58.7% 16.8% 31.3% 10.4% 0.0% 0.0% 5.1% 371 -51.0K -688 0.00 94.08 N/A N/A 1 0 1,196 563 2021-05-14 $2.69 $2.50 70.5% 20.2% 31.4% 16.0% 0.0% 0.0% -1.8% 497 -51.6K -699 0.00 90.71 N/A N/A 0 70 1,205 563 2021-05-17 $2.73 $2.50 70.5% 20.2% 31.1% 16.0% 0.0% 0.0% -10.2% 141 -55.9K -691 0.00 73.77 N/A N/A 1 0 1,205 633 2021-05-18 $2.77 $2.50 55.5% 15.9% 30.2% 8.8% 0.0% 0.0% -5.5% 129 -63.3K -676 0.33 64.26 N/A N/A 3 1 1,206 633 2021-05-19 $2.76 $2.50 62.2% 17.8% 27.1% 12.0% 0.0% 0.0% -13.9% 6 -55.7K -668 0.00 115.52 N/A N/A 0 0 1,207 632 2021-05-20 $2.77 $2.50 52.8% 15.1% 25.1% 7.5% 0.0% 0.0% -3.1% -7 -62.3K -672 0.00 93.43 N/A N/A 9 0 1,207 632 2021-05-21 $2.76 $2.50 59.8% 17.1% 24.3% 10.9% 0.0% 0.0% -31.3% -305 -63.6K -630 0.00 33.41 N/A N/A 1 0 1,206 632 2021-05-24 $2.75 $2.50 64.6% 18.5% 24.3% 13.2% 0.0% 0.0% -43.5% -337 -63.8K -618 0.00 74.37 N/A N/A 0 1 1,194 631 2021-05-25 $2.75 $2.50 47.8% 13.7% 24.3% 5.1% 47.8% 0.0% -1.8% -323 -61.0K -613 0.00 30.49 N/A N/A 1 0 1,194 632 2021-05-26 $2.68 $2.50 58.9% 16.9% 24.7% 10.5% 0.0% 0.0% -6.1% -187 -44.0K -634 0.00 100.27 N/A N/A 0 2 1,194 632 2021-05-27 $2.69 $2.50 53.3% 15.3% 23.5% 7.8% 0.0% 0.0% -4.7% -195 -43.1K -626 20.00 27.41 N/A N/A 1 20 1,194 634 2021-05-28 $2.72 $2.50 57.6% 16.5% 23.5% 9.8% 0.0% 0.0% -5.4% -370 -60.5K -603 0.00 140.91 N/A N/A 2 0 1,195 654
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