DLNG Options History — October 2021

In October 2021, DLNG traded between $2.97 and $3.32. ATM implied volatility averaged 84.3%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 49.6% (HV 20d: 34.7%). 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 8 of 21 days. Put/call ratio averaged 0.86.

Notable Days

2021-10-25: Highest Volume — 202 contracts
2021-10-05: Largest IV spike — 174.3% change
2021-10-06: Highest IV Rank — 100.0%
2021-10-29: Largest Expected Move — 28.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.08	$2.97	$3.32	$3.02	$3.13
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	84.3%	40.0%	234.1%	55.9%	98.7%
Expected Move	15.0%	9.9%	28.3%	16.0%	28.3%
HV 20d	34.7%	19.2%	41.9%	19.2%	41.9%
HV 60d	34.7%	30.4%	40.9%	40.5%	31.1%
IV Rank	30.4%	3.9%	100.0%	17.6%	33.0%
IV Percentile	43.4%	4.8%	100.0%	25.0%	89.7%
Term Structure	-12.8%	-85.8%	16.4%	-20.4%	-85.8%
VWIV	70.4%	40.3%	151.3%	46.8%	151.3%
Bid-Ask Spread %	73.94	58.61	100.78	72.23	94.62
Gamma HHI	0.61	0.50	0.71	0.65	0.57
Net GEX	1.9K	838	2.3K	2.0K	2.3K
Net DEX	-236.3K	-319.1K	-170.4K	-253.2K	-228.7K
Net VEX	-618	-739	-360	-640	-659
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.00	10.50	0.00	0.51
Total Volume	65.571	0	202	10	130
Total OI	2,285.952	1,779	2,718	2,545	1,959

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
2021-10-01	$3.02	$2.50	55.9%	16.0%	19.2%	17.6%	0.0%	0.0%	-20.4%	2.0K	-253.2K	-640	0.00	72.23	N/A	N/A	10	0	1,931	614
2021-10-04	$3.07	$2.50	55.7%	11.8%	20.0%	17.5%	46.8%	0.0%	14.3%	2.0K	-266.6K	-633	10.50	65.48	N/A	N/A	2	21	2,031	622
2021-10-05	$3.29	$2.50	152.7%	19.9%	31.0%	89.6%	93.2%	0.0%	-42.1%	2.0K	-309.4K	-577	0.00	87.67	N/A	N/A	38	0	2,031	622
2021-10-06	$3.32	$2.50	185.6%	13.0%	29.3%	100.0%	0.0%	0.0%	15.1%	2.2K	-319.1K	-613	0.27	71.69	N/A	N/A	73	20	2,032	643
2021-10-07	$3.22	$2.50	74.8%	16.6%	30.3%	27.8%	0.0%	0.0%	-20.0%	2.0K	-286.7K	-637	0.00	58.61	N/A	N/A	13	0	2,005	643
2021-10-08	$3.07	$2.50	180.7%	15.7%	35.1%	96.8%	0.0%	0.0%	-17.0%	2.0K	-252.8K	-631	0.19	69.68	N/A	N/A	67	13	2,010	663
2021-10-11	$3.00	$2.50	234.1%	9.9%	36.1%	100.0%	0.0%	0.0%	11.8%	2.0K	-243.0K	-654	0.00	59.27	N/A	N/A	3	0	2,018	663
2021-10-12	$3.05	$2.50	130.9%	12.0%	36.6%	48.9%	0.0%	0.0%	8.9%	1.9K	-253.6K	-624	0.00	62.48	N/A	N/A	1	0	2,034	668
2021-10-13	$3.02	$2.50	57.2%	16.4%	36.7%	12.4%	0.0%	0.0%	-16.6%	2.1K	-245.0K	-701	1.11	65.21	N/A	N/A	9	10	2,037	668
2021-10-14	$3.00	$2.50	41.2%	11.8%	36.0%	4.4%	0.0%	0.0%	0.0%	1.9K	-243.8K	-638	0.00	63.76	N/A	N/A	0	0	2,038	668
2021-10-15	$3.02	$2.50	45.1%	12.9%	36.0%	6.4%	0.0%	0.0%	16.4%	1.9K	-244.9K	-635	0.03	75.67	N/A	N/A	31	1	2,040	678
2021-10-18	$3.00	$2.50	43.7%	12.5%	35.7%	5.7%	0.0%	0.0%	-11.8%	2.0K	-174.3K	-643	0.37	70.47	N/A	N/A	27	10	1,404	375
2021-10-19	$3.05	$2.50	46.3%	13.3%	36.2%	7.0%	0.0%	0.0%	-12.7%	1.9K	-179.1K	-630	0.00	72.45	N/A	N/A	1	0	1,405	376
2021-10-20	$3.03	$2.50	43.0%	12.3%	36.3%	5.4%	40.3%	0.0%	15.3%	2.1K	-182.2K	-647	0.89	71.43	N/A	N/A	47	42	1,427	386
2021-10-21	$2.97	$2.50	42.5%	12.2%	36.9%	5.1%	40.7%	0.0%	15.9%	2.0K	-170.4K	-636	0.67	70.89	N/A	N/A	52	35	1,426	386
2021-10-22	$3.05	$2.50	53.9%	15.5%	38.1%	10.8%	58.4%	0.0%	-24.7%	2.0K	-182.5K	-643	0.22	66.25	N/A	N/A	158	35	1,431	389
2021-10-25	$3.03	$2.50	52.9%	15.2%	38.2%	10.3%	55.5%	0.0%	2.5%	2.3K	-202.7K	-666	0.28	95.46	N/A	N/A	158	44	1,519	389
2021-10-26	$3.05	$2.50	40.0%	11.5%	38.2%	3.9%	40.8%	0.0%	-4.2%	2.3K	-205.5K	-739	0.90	90.85	N/A	N/A	49	44	1,518	401
2021-10-27	$3.16	$2.50	82.7%	23.7%	40.0%	25.0%	119.5%	0.0%	-82.4%	838	-255.5K	-360	0.75	100.78	N/A	N/A	59	44	1,519	401
2021-10-28	$3.22	$2.50	52.9%	15.2%	40.4%	10.3%	57.3%	0.0%	-19.3%	872	-263.0K	-367	0.51	67.88	N/A	N/A	86	44	1,534	401
2021-10-29	$3.13	$2.50	98.7%	28.3%	41.9%	33.0%	151.3%	0.0%	-85.8%	2.3K	-228.7K	-659	0.51	94.62	N/A	N/A	86	44	1,558	401