DLNG Options History — June 2021 In June 2021, DLNG traded between $2.67 and $3.65. ATM implied volatility averaged 64.3%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 23.3% (HV 20d: 41.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.36.
Notable Days 2021-06-23 : Highest Volume — 656 contracts2021-06-30 : Largest IV spike — 83.8% change2021-06-30 : Highest IV Rank — 73.7%2021-06-30 : Largest Expected Move — 38.9%Monthly Statistics Metric Avg Min Max Open Close Price $3.02 $2.67 $3.65 $2.74 $3.36 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 64.3% 40.3% 135.6% 63.1% 135.6% Expected Move 17.6% 11.6% 38.9% 18.1% 38.9% HV 20d 41.0% 21.8% 71.2% 23.7% 70.2% HV 60d 34.6% 24.4% 46.1% 33.7% 46.1% IV Rank 19.2% 2.4% 73.7% 12.5% 73.7% IV Percentile 26.3% 1.6% 96.8% 21.8% 96.8% Term Structure -1.9% -139.8% 62.9% -22.5% -139.8% VWIV 72.5% 38.1% 191.2% 65.5% 191.2% Bid-Ask Spread % 56.03 9.32 116.62 97.61 55.48 Gamma HHI 0.55 0.50 0.79 0.79 0.55 Net GEX 1.3K -464 3.5K -464 3.5K Net DEX -205.9K -437.0K -40.7K -58.5K -369.1K Net VEX -794 -1.0K -574 -574 -1.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.00 5.00 0.31 0.00 Total Volume 179.455 0 656 0 19 Total OI 2,585.909 1,847 3,209 1,847 3,205
Daily Data (22 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 2021-06-01 $2.74 $2.50 63.1% 18.1% 23.7% 12.5% 0.0% 0.0% -22.5% -464 -58.5K -574 0.00 97.61 N/A N/A 0 0 1,193 654 2021-06-02 $2.67 $2.50 66.3% 19.0% 25.2% 14.0% 0.0% 0.0% -8.8% -62 -40.7K -640 0.31 75.35 N/A N/A 16 5 1,193 654 2021-06-03 $2.75 $2.50 62.1% 16.4% 27.6% 12.0% 0.0% 0.0% -18.4% -55 -52.1K -644 0.09 98.43 N/A N/A 55 5 1,198 659 2021-06-04 $2.75 $2.50 55.8% 14.3% 26.0% 9.0% 0.0% 0.0% 3.2% -238 -59.9K -623 0.00 97.31 N/A N/A 19 0 1,222 664 2021-06-07 $2.73 $2.50 77.0% 14.0% 25.6% 29.9% 0.0% 0.0% 9.1% 424 -84.7K -660 0.18 116.62 N/A N/A 167 30 1,462 664 2021-06-08 $2.68 $2.50 74.0% 14.5% 26.0% 27.6% 0.0% 0.0% -4.9% 528 -67.2K -724 5.00 108.64 N/A N/A 1 5 1,610 694 2021-06-09 $2.71 $2.50 52.4% 15.0% 26.3% 11.4% 0.0% 0.0% -3.0% 533 -76.5K -731 0.00 111.62 N/A N/A 27 0 1,611 699 2021-06-10 $2.73 $2.50 55.8% 16.0% 22.4% 14.0% 65.5% 0.0% -6.4% 626 -81.6K -757 0.00 87.42 N/A N/A 248 0 1,632 699 2021-06-11 $2.76 $2.50 49.3% 14.1% 21.8% 9.1% 0.0% 0.0% -16.8% 1.4K -121.5K -783 0.17 59.83 N/A N/A 12 2 1,789 699 2021-06-14 $2.83 $2.50 67.9% 19.5% 23.2% 23.1% 67.8% 0.0% -29.4% 1.5K -142.3K -802 0.07 37.15 N/A N/A 14 1 1,798 697 2021-06-15 $2.91 $2.50 62.9% 18.0% 24.6% 19.3% 84.5% 0.0% -14.0% 1.4K -160.7K -779 0.01 58.41 N/A N/A 167 1 1,806 697 2021-06-16 $3.01 $2.50 43.6% 12.5% 26.6% 4.8% 38.1% 0.0% 32.1% 1.2K -220.2K -688 0.00 23.26 N/A N/A 64 0 1,968 698 2021-06-17 $3.12 $2.50 53.9% 15.5% 28.7% 12.6% 53.0% 0.0% 51.4% 1.2K -240.2K -657 0.14 16.33 N/A N/A 369 53 2,024 699 2021-06-18 $2.84 $2.50 40.3% 11.6% 45.7% 2.4% 41.4% 0.0% 39.9% 2.4K -247.6K -948 0.10 68.57 N/A N/A 363 35 2,365 712 2021-06-21 $3.16 $2.50 55.1% 15.8% 59.0% 13.5% 55.3% 0.0% -7.8% 2.0K -310.0K -935 0.11 10.84 N/A N/A 123 14 2,318 702 2021-06-22 $3.40 $2.50 66.9% 19.2% 63.4% 22.3% 66.9% 0.0% -2.8% 2.5K -372.3K -1.0K 0.00 12.01 N/A N/A 648 3 2,383 713 2021-06-23 $3.33 $2.50 61.8% 17.7% 64.3% 18.4% 58.7% 0.0% 14.1% 1.7K -294.4K -873 0.07 9.32 N/A N/A 614 42 2,087 713 2021-06-24 $3.53 $2.50 53.2% 15.2% 65.0% 12.0% 60.9% 0.0% 62.9% 2.0K -332.1K -813 0.00 26.32 N/A N/A 576 1 2,083 713 2021-06-25 $3.65 $2.50 80.5% 23.1% 65.3% 32.5% 80.5% 0.0% 43.5% 2.5K -437.0K -933 0.00 21.39 N/A N/A 144 0 2,400 714 2021-06-28 $3.44 $2.50 64.2% 18.4% 70.5% 20.3% 75.1% 0.0% -3.1% 2.5K -388.9K -862 0.61 26.19 N/A N/A 18 11 2,476 714 2021-06-29 $3.38 $2.50 73.8% 21.2% 71.2% 27.5% 75.7% 0.0% -20.8% 2.4K -371.0K -969 0.65 14.61 N/A N/A 46 30 2,484 725 2021-06-30 $3.36 $2.50 135.6% 38.9% 70.2% 73.7% 191.2% 0.0% -139.8% 3.5K -369.1K -1.0K 0.00 55.48 N/A N/A 19 0 2,481 724
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