DLNG Options History — December 2021

In December 2021, DLNG traded between $2.80 and $3.18. ATM implied volatility averaged 95.6%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 61.7% (HV 20d: 33.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.34.

Notable Days

  • 2021-12-06: Highest Volume — 137 contracts
  • 2021-12-02: Largest IV spike — 205.8% change
  • 2021-12-10: Highest IV Rank — 95.1%
  • 2021-12-03: Largest Expected Move — 51.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.96$2.80$3.18$3.09$2.89
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV95.6%31.6%224.1%52.7%48.8%
Expected Move16.6%9.1%51.5%15.1%14.0%
HV 20d33.9%27.4%39.0%38.0%29.9%
HV 60d34.5%33.2%35.9%33.6%33.8%
IV Rank31.5%0.0%95.1%10.2%8.5%
IV Percentile48.6%0.0%99.6%25.0%23.0%
Term Structure-4.7%-120.7%57.9%-23.9%57.9%
VWIV57.8%36.3%169.4%54.4%56.8%
Bid-Ask Spread %39.5213.47110.7423.7826.46
Gamma HHI0.740.500.900.600.90
Net GEX2.0K1.1K2.9K1.1K2.2K
Net DEX-216.8K-256.4K-173.2K-249.4K-227.4K
Net VEX-392-705-117-372-143
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.260.510.260.50
Total Volume1168613713487
Total OI2,080.0912,0642,0982,0982,079

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$3.09$2.5052.7%15.1%38.0%10.2%54.4%0.0%-23.9%1.1K-249.4K-3720.2623.78N/AN/A106281,693405
2021-12-02$3.18$2.50161.1%46.2%37.7%63.9%120.1%0.0%-85.0%2.7K-256.4K-7050.27110.74N/AN/A105281,685405
2021-12-03$3.08$2.50179.7%51.5%38.6%73.0%169.4%0.0%-120.7%1.7K-235.2K-4420.2791.78N/AN/A105281,684405
2021-12-06$3.03$2.50206.2%17.6%38.9%86.2%55.4%0.0%-50.2%2.5K-231.0K-5510.2659.76N/AN/A109281,684405
2021-12-07$3.01$2.50194.9%10.4%39.0%80.6%36.8%0.0%4.9%1.5K-239.4K-3560.2627.61N/AN/A106281,679405
2021-12-08$3.04$2.50187.2%11.3%38.8%76.8%39.3%0.0%-1.9%1.4K-237.3K-3630.2631.58N/AN/A108281,680405
2021-12-09$3.02$2.50104.4%18.4%38.9%35.8%60.3%0.0%-13.7%2.3K-203.2K-5480.2670.07N/AN/A108281,659405
2021-12-10$3.01$2.50224.1%18.7%38.6%95.1%60.8%0.0%-18.1%2.3K-199.1K-5650.2663.32N/AN/A108281,659415
2021-12-13$3.00$2.50121.6%12.6%38.5%44.3%42.8%0.0%25.1%1.7K-244.3K-1700.2623.29N/AN/A106281,659415
2021-12-14$3.00$2.50140.4%11.5%38.3%53.6%40.1%0.0%17.9%1.5K-224.7K-3700.2713.47N/AN/A104281,659415
2021-12-15$2.93$2.5039.7%11.4%32.9%3.7%39.0%0.0%21.0%2.0K-213.5K-3970.2720.81N/AN/A104281,659415
2021-12-16$2.96$2.5067.2%19.3%32.8%17.3%68.3%0.0%0.0%2.2K-189.8K-5160.4221.28N/AN/A67281,659415
2021-12-17$2.98$2.5050.6%14.5%33.1%9.1%71.6%0.0%-4.9%2.0K-202.8K-4220.4640.75N/AN/A63291,670415
2021-12-20$2.86$2.5031.6%9.1%34.1%0.0%36.3%0.0%10.0%1.8K-233.5K-1170.4827.06N/AN/A61291,667416
2021-12-21$2.92$2.5038.6%11.1%27.5%3.4%46.9%0.0%31.2%1.8K-209.3K-3810.3826.29N/AN/A77291,665416
2021-12-22$2.93$2.5044.1%12.6%27.4%6.2%44.2%0.0%-12.9%1.9K-203.3K-3830.3450.27N/AN/A86291,659416
2021-12-23$2.88$2.5032.0%9.2%27.8%0.2%37.7%0.0%12.9%1.5K-204.8K-3490.4123.35N/AN/A71291,659416
2021-12-27$2.83$2.5043.2%12.4%28.2%5.7%41.5%0.0%-0.5%2.8K-185.2K-4360.4132.98N/AN/A71291,659416
2021-12-28$2.87$2.5047.1%13.5%28.9%7.7%53.7%0.0%-5.2%2.3K-188.5K-3650.4127.54N/AN/A71291,664416
2021-12-29$2.89$2.5041.3%11.8%28.9%4.8%43.4%0.0%50.6%1.6K-218.3K-2950.3932.88N/AN/A75291,664416
2021-12-30$2.80$2.5047.5%13.6%29.4%7.8%52.3%0.0%7.0%2.9K-173.2K-3820.5124.40N/AN/A57291,664416
2021-12-31$2.89$2.5048.8%14.0%29.9%8.5%56.8%0.0%57.9%2.2K-227.4K-1430.5026.46N/AN/A58291,663416