DLNG Options History — September 2021 In September 2021, DLNG traded between $2.98 and $3.17. ATM implied volatility averaged 63.5%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 38.0% (HV 20d: 25.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.26.
Notable Days 2021-09-08 : Highest Volume — 317 contracts2021-09-07 : Largest IV spike — 126.5% change2021-09-07 : Highest IV Rank — 67.8%2021-09-01 : Largest Expected Move — 28.2%Monthly Statistics Metric Avg Min Max Open Close Price $3.04 $2.98 $3.17 $3.08 $3.01 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 63.5% 32.2% 124.7% 98.5% 68.8% Expected Move 17.4% 9.2% 28.2% 28.2% 19.7% HV 20d 25.5% 19.1% 30.9% 30.6% 19.1% HV 60d 50.0% 41.9% 58.4% 58.2% 41.9% IV Rank 22.7% 0.0% 67.8% 47.7% 27.2% IV Percentile 35.9% 0.0% 96.8% 89.7% 46.0% Term Structure -1.5% -80.1% 61.5% -80.1% -47.5% VWIV 65.8% 35.4% 115.7% 75.3% 67.1% Bid-Ask Spread % 68.94 27.75 106.75 28.28 27.75 Gamma HHI 0.56 0.50 0.72 0.50 0.67 Net GEX 2.0K -10 2.7K 2.4K 1.9K Net DEX -247.8K -289.5K -221.2K -240.4K -255.9K Net VEX -774 -962 -240 -875 -631 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.26 0.00 2.00 1.05 0.02 Total Volume 54.476 0 317 0 184 Total OI 2,517.476 2,290 2,604 2,290 2,549
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 2021-09-01 $3.08 $2.50 98.5% 28.2% 30.6% 47.7% 0.0% 0.0% -80.1% 2.4K -240.4K -875 0.00 28.28 N/A N/A 0 0 1,810 480 2021-09-02 $3.08 $2.50 55.6% 16.6% 29.3% 14.9% 75.3% 0.0% -14.3% 2.7K -235.1K -877 1.05 63.61 N/A N/A 115 121 1,825 480 2021-09-03 $3.10 $2.50 55.0% 11.9% 28.3% 14.5% 0.0% 0.0% 16.4% 2.3K -259.0K -692 0.00 57.61 N/A N/A 23 0 1,827 480 2021-09-07 $3.17 $2.50 124.7% 21.7% 28.6% 67.8% 115.7% 0.0% -57.6% 2.7K -269.7K -960 0.17 42.10 N/A N/A 180 30 1,935 600 2021-09-08 $3.09 $2.50 48.6% 13.9% 30.2% 9.5% 35.8% 0.0% 23.3% 2.2K -270.2K -844 0.04 86.25 N/A N/A 306 11 1,948 600 2021-09-09 $3.02 $2.50 62.2% 17.8% 30.8% 19.9% 0.0% 0.0% -6.0% 2.1K -241.3K -959 2.00 54.53 N/A N/A 5 10 1,952 627 2021-09-10 $2.99 $2.50 32.2% 9.2% 30.9% 0.0% 0.0% 0.0% 23.1% 2.1K -253.0K -877 0.00 60.31 N/A N/A 5 0 1,966 628 2021-09-13 $2.98 $2.50 39.8% 11.4% 30.9% 5.6% 0.0% 0.0% 22.4% 2.2K -242.0K -851 0.00 56.77 N/A N/A 5 0 1,966 638 2021-09-14 $2.99 $2.50 34.2% 9.8% 28.5% 1.5% 35.4% 0.0% 17.6% 2.4K -245.5K -736 0.00 60.09 N/A N/A 5 0 1,965 638 2021-09-15 $3.01 $2.50 59.2% 17.0% 28.4% 20.0% 0.0% 0.0% 3.7% 2.1K -233.4K -918 0.00 89.16 N/A N/A 40 0 1,960 638 2021-09-16 $3.07 $2.50 61.8% 17.7% 29.1% 22.0% 0.0% 0.0% 0.0% -10 -289.5K -240 0.00 69.44 N/A N/A 0 0 1,962 638 2021-09-17 $3.04 $2.50 54.5% 15.6% 22.7% 16.6% 0.0% 0.0% 34.8% 2.2K -244.0K -817 0.00 53.33 N/A N/A 1 0 1,947 638 2021-09-20 $3.00 $2.50 49.4% 14.2% 23.2% 12.8% 0.0% 0.0% 2.4% 2.0K -251.4K -722 1.00 76.57 N/A N/A 2 2 1,918 607 2021-09-21 $3.01 $2.50 86.5% 24.8% 22.5% 40.4% 0.0% 0.0% 56.8% 2.0K -221.2K -962 0.00 106.75 N/A N/A 4 0 1,910 607 2021-09-22 $3.02 $2.50 66.2% 19.0% 21.4% 25.3% 0.0% 0.0% 10.8% 1.9K -233.4K -787 0.00 89.79 N/A N/A 2 0 1,910 609 2021-09-23 $3.03 $2.50 61.0% 17.5% 21.2% 21.4% 0.0% 0.0% -44.4% 1.9K -244.5K -726 0.25 80.75 N/A N/A 4 1 1,906 609 2021-09-24 $3.01 $2.50 70.0% 20.1% 21.3% 28.1% 0.0% 0.0% -5.8% 2.0K -234.2K -829 0.00 103.58 N/A N/A 11 0 1,906 610 2021-09-27 $3.02 $2.50 75.6% 21.7% 19.6% 32.3% 67.1% 0.0% -28.0% 1.9K -236.7K -684 0.00 106.53 N/A N/A 16 0 1,908 611 2021-09-28 $3.04 $2.50 69.1% 19.8% 19.1% 27.4% 0.0% 0.0% 61.5% 1.8K -256.9K -680 0.29 103.47 N/A N/A 14 4 1,916 611 2021-09-29 $3.01 $2.50 60.9% 17.5% 19.1% 21.3% 0.0% 0.0% -18.4% 1.8K -247.1K -586 0.07 31.07 N/A N/A 40 3 1,921 611 2021-09-30 $3.01 $2.50 68.8% 19.7% 19.1% 27.2% 0.0% 0.0% -47.5% 1.9K -255.9K -631 0.02 27.75 N/A N/A 180 4 1,934 615
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