DLNG Options History — July 2021

In July 2021, DLNG traded between $2.97 and $3.60. ATM implied volatility averaged 91.5%, placing in the 40.7% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 19.4% (HV 20d: 72.1%). 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 2 of 21 days. Put/call ratio averaged 0.28.

Notable Days

2021-07-28: Highest Volume — 207 contracts
2021-07-14: Largest IV drop — 69.1% change
2021-07-13: Highest IV Rank — 97.1%
2021-07-02: Largest Expected Move — 32.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.24	$2.97	$3.60	$3.49	$3.03
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	91.5%	51.5%	166.8%	81.5%	57.8%
Expected Move	20.9%	11.9%	32.8%	23.4%	16.6%
HV 20d	72.1%	62.9%	84.9%	70.6%	63.8%
HV 60d	52.5%	46.4%	57.6%	46.4%	57.6%
IV Rank	40.7%	10.7%	97.1%	33.2%	15.5%
IV Percentile	64.2%	11.1%	99.6%	58.3%	18.7%
Term Structure	-28.7%	-103.5%	17.9%	-24.1%	-0.2%
VWIV	62.4%	48.5%	87.6%	87.6%	62.2%
Bid-Ask Spread %	63.69	7.06	122.56	14.80	61.29
Gamma HHI	0.53	0.50	0.65	0.50	0.52
Net GEX	2.3K	1.9K	3.0K	2.3K	2.4K
Net DEX	-305.9K	-418.5K	-200.6K	-391.4K	-226.3K
Net VEX	-901	-1.0K	-739	-1.0K	-948
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.00	2.00	0.00	0.00
Total Volume	49.905	0	207	20	0
Total OI	2,715.762	1,994	3,304	3,203	2,324

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
2021-07-01	$3.49	$2.50	81.5%	23.4%	70.6%	33.2%	0.0%	0.0%	-24.1%	2.3K	-391.4K	-1.0K	0.00	14.80	N/A	N/A	20	0	2,478	725
2021-07-02	$3.39	$2.50	114.3%	32.8%	72.0%	57.8%	87.6%	0.0%	-103.5%	2.1K	-372.8K	-930	0.21	31.20	N/A	N/A	47	10	2,497	725
2021-07-06	$3.43	$2.50	109.0%	11.9%	71.6%	53.8%	0.0%	0.0%	17.9%	2.3K	-381.7K	-971	1.27	63.91	N/A	N/A	33	42	2,521	728
2021-07-07	$3.40	$2.50	97.6%	21.1%	71.2%	45.3%	0.0%	0.0%	-25.2%	3.0K	-386.3K	-904	0.00	98.69	N/A	N/A	0	0	2,520	760
2021-07-08	$3.22	$2.50	109.9%	21.9%	75.0%	54.5%	0.0%	0.0%	-53.3%	2.3K	-338.7K	-937	0.00	102.15	N/A	N/A	56	0	2,519	760
2021-07-09	$3.35	$2.50	120.3%	15.4%	75.8%	62.3%	0.0%	0.0%	-11.1%	2.7K	-372.7K	-877	0.00	26.21	N/A	N/A	14	0	2,493	760
2021-07-12	$3.53	$2.50	146.8%	15.1%	77.2%	82.1%	0.0%	0.0%	11.4%	2.6K	-409.5K	-841	0.00	7.06	N/A	N/A	32	0	2,505	760
2021-07-13	$3.60	$2.50	166.8%	16.8%	77.1%	97.1%	48.5%	0.0%	-21.3%	2.6K	-418.5K	-761	1.25	8.45	N/A	N/A	24	30	2,489	760
2021-07-14	$3.29	$2.50	51.5%	14.8%	84.9%	10.7%	58.9%	0.0%	-13.5%	2.2K	-349.4K	-1.0K	0.00	58.59	N/A	N/A	135	0	2,509	760
2021-07-15	$3.32	$2.50	64.0%	18.4%	84.3%	20.1%	0.0%	0.0%	-25.5%	2.2K	-359.3K	-849	0.00	15.43	N/A	N/A	125	0	2,536	760
2021-07-16	$3.22	$2.50	86.5%	24.8%	84.3%	37.0%	0.0%	0.0%	-7.3%	2.2K	-335.9K	-858	0.00	122.56	N/A	N/A	13	0	2,544	760
2021-07-19	$3.01	$2.50	72.8%	20.9%	80.8%	26.7%	0.0%	0.0%	-32.6%	2.0K	-209.8K	-894	0.00	79.46	N/A	N/A	187	0	1,557	437
2021-07-20	$3.07	$2.50	71.2%	20.4%	71.3%	25.5%	0.0%	0.0%	-10.6%	2.4K	-243.2K	-1.0K	0.00	76.85	N/A	N/A	0	0	1,665	437
2021-07-21	$3.19	$2.50	81.5%	23.4%	67.4%	33.2%	54.6%	0.0%	-15.4%	2.1K	-252.0K	-829	0.00	86.67	N/A	N/A	24	0	1,665	437
2021-07-22	$3.14	$2.50	99.3%	28.5%	67.3%	46.6%	0.0%	0.0%	-25.6%	2.6K	-238.9K	-987	0.00	94.30	N/A	N/A	5	0	1,668	437
2021-07-23	$3.10	$2.50	97.6%	28.0%	63.3%	45.3%	0.0%	0.0%	-101.0%	2.1K	-240.4K	-739	0.00	91.95	N/A	N/A	0	0	1,666	437
2021-07-26	$3.19	$2.50	74.5%	21.4%	62.9%	28.0%	0.0%	0.0%	-50.3%	2.4K	-251.2K	-962	0.00	96.75	N/A	N/A	13	0	1,666	437
2021-07-27	$2.99	$2.50	71.7%	20.6%	63.6%	25.9%	0.0%	0.0%	-43.5%	1.9K	-214.9K	-869	2.00	47.07	N/A	N/A	10	20	1,666	437
2021-07-28	$2.97	$2.50	89.2%	25.6%	63.5%	39.0%	62.2%	0.0%	-48.8%	2.3K	-200.6K	-886	0.01	94.43	N/A	N/A	205	2	1,666	437
2021-07-29	$3.09	$2.50	58.1%	16.7%	65.5%	15.7%	0.0%	0.0%	-20.0%	2.1K	-230.3K	-817	0.00	59.70	N/A	N/A	1	0	1,666	457
2021-07-30	$3.03	$2.50	57.8%	16.6%	63.8%	15.5%	0.0%	0.0%	-0.2%	2.4K	-226.3K	-948	0.00	61.29	N/A	N/A	0	0	1,866	458