DLNG Options History — November 2021

In November 2021, DLNG traded between $3.03 and $3.44. ATM implied volatility averaged 71.4%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 38.2% (HV 20d: 33.2%). 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 4 of 21 days. Put/call ratio averaged 0.26.

Notable Days

2021-11-01: Highest Volume — 359 contracts
2021-11-29: Largest IV spike — 76.3% change
2021-11-29: Highest IV Rank — 60.0%
2021-11-29: Largest Expected Move — 44.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.18	$3.03	$3.44	$3.12	$3.03
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	71.4%	43.7%	153.3%	86.4%	100.3%
Expected Move	18.8%	11.2%	44.0%	24.8%	28.8%
HV 20d	33.2%	27.1%	41.6%	41.6%	37.3%
HV 60d	31.4%	28.7%	33.7%	30.7%	33.7%
IV Rank	19.4%	5.7%	60.0%	26.8%	33.7%
IV Percentile	49.5%	9.9%	98.4%	77.4%	91.3%
Term Structure	-29.6%	-99.1%	17.0%	-71.7%	-93.5%
VWIV	71.2%	35.0%	151.3%	105.3%	139.1%
Bid-Ask Spread %	52.70	8.11	140.26	87.29	54.95
Gamma HHI	0.60	0.49	0.73	0.55	0.73
Net GEX	1.4K	404	2.4K	2.4K	2.0K
Net DEX	-252.5K	-299.0K	-220.7K	-220.7K	-227.9K
Net VEX	-457	-714	-258	-714	-468
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.26	0.06	1.38	0.08	0.27
Total Volume	248.048	107	359	359	133
Total OI	2,045.333	1,959	2,098	1,959	2,098

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
2021-11-01	$3.12	$2.50	86.4%	24.8%	41.6%	26.8%	105.3%	0.0%	-71.7%	2.4K	-220.7K	-714	0.08	87.29	N/A	N/A	331	28	1,558	401
2021-11-02	$3.13	$2.50	92.3%	26.5%	32.9%	29.8%	133.3%	0.0%	-97.8%	1.7K	-239.3K	-497	0.06	81.26	N/A	N/A	309	17	1,610	401
2021-11-03	$3.23	$2.50	51.9%	14.9%	34.8%	9.7%	53.1%	0.0%	-6.9%	2.3K	-244.7K	-648	0.06	91.85	N/A	N/A	298	17	1,623	402
2021-11-04	$3.16	$2.50	54.0%	12.0%	34.0%	10.8%	41.1%	0.0%	-10.6%	823	-259.8K	-375	0.06	21.20	N/A	N/A	298	17	1,626	402
2021-11-05	$3.14	$2.50	58.8%	11.2%	29.3%	13.2%	35.0%	0.0%	13.6%	2.0K	-234.1K	-571	0.06	76.63	N/A	N/A	298	17	1,626	402
2021-11-08	$3.13	$2.50	92.7%	13.2%	27.9%	30.0%	47.7%	0.0%	5.6%	2.3K	-230.6K	-650	0.13	34.06	N/A	N/A	287	36	1,627	402
2021-11-09	$3.17	$2.50	84.9%	12.6%	27.7%	26.1%	42.0%	0.0%	17.0%	2.4K	-236.0K	-678	0.13	22.97	N/A	N/A	287	37	1,629	422
2021-11-10	$3.16	$2.50	45.3%	13.0%	27.4%	6.5%	44.3%	0.0%	-5.8%	1.1K	-254.6K	-400	0.13	18.86	N/A	N/A	287	37	1,629	423
2021-11-11	$3.19	$2.50	43.7%	12.5%	27.3%	5.7%	39.5%	0.0%	13.3%	2.0K	-242.0K	-578	0.13	8.11	N/A	N/A	287	37	1,630	423
2021-11-12	$3.21	$2.50	64.7%	18.6%	27.3%	16.1%	91.2%	0.0%	-50.9%	1.0K	-262.8K	-398	0.13	53.59	N/A	N/A	288	37	1,638	423
2021-11-15	$3.23	$2.50	79.5%	22.8%	27.1%	23.4%	118.3%	0.0%	-79.4%	894	-264.4K	-383	0.07	44.17	N/A	N/A	298	20	1,627	423
2021-11-16	$3.40	$2.50	46.4%	13.3%	31.7%	7.0%	46.4%	0.0%	-6.1%	542	-295.8K	-258	0.22	41.88	N/A	N/A	280	62	1,639	422
2021-11-17	$3.44	$2.50	61.1%	17.5%	31.4%	14.3%	73.8%	0.0%	-39.1%	404	-299.0K	-321	1.38	101.40	N/A	N/A	45	62	1,641	397
2021-11-18	$3.40	$2.50	47.9%	13.7%	30.6%	7.8%	47.9%	0.0%	-7.0%	798	-293.2K	-336	1.32	15.50	N/A	N/A	47	62	1,643	398
2021-11-19	$3.29	$2.50	83.8%	24.0%	32.7%	25.5%	60.3%	0.0%	-20.1%	789	-283.5K	-363	0.11	70.21	N/A	N/A	169	19	1,678	398
2021-11-22	$3.08	$2.50	54.8%	15.7%	41.0%	11.2%	45.7%	0.0%	-8.6%	1.3K	-237.7K	-400	0.21	9.51	N/A	N/A	136	28	1,629	394
2021-11-23	$3.10	$2.50	60.6%	17.4%	41.0%	14.0%	66.2%	0.0%	-31.2%	1.2K	-246.0K	-384	0.20	47.84	N/A	N/A	138	28	1,649	405
2021-11-24	$3.10	$2.50	49.5%	14.2%	38.9%	8.6%	43.1%	0.0%	-7.6%	1.2K	-242.6K	-418	0.23	16.20	N/A	N/A	122	28	1,653	405
2021-11-26	$3.10	$2.50	87.0%	24.9%	38.2%	27.1%	70.6%	0.0%	-34.7%	1.2K	-247.1K	-374	0.23	68.98	N/A	N/A	121	28	1,656	405
2021-11-29	$3.07	$2.50	153.3%	44.0%	37.0%	60.0%	151.3%	0.0%	-99.1%	1.4K	-240.6K	-384	0.27	140.26	N/A	N/A	105	28	1,690	405
2021-11-30	$3.03	$2.50	100.3%	28.8%	37.3%	33.7%	139.1%	0.0%	-93.5%	2.0K	-227.9K	-468	0.27	54.95	N/A	N/A	105	28	1,693	405