DLNG Options History — September 2022

In September 2022, DLNG traded between $2.73 and $3.72. ATM implied volatility averaged 104.8%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 43.1% (HV 20d: 61.7%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.34.

Notable Days

2022-09-16: Highest Volume — 473 contracts
2022-09-14: Largest IV drop — 74.7% change
2022-09-12: Highest IV Rank — 100.0%
2022-09-28: Largest Expected Move — 27.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.33	$2.73	$3.72	$3.70	$2.87
Max Pain	$2.74	$2.50	$5.00	$5.00	$2.50
ATM IV	104.8%	60.6%	255.3%	87.6%	68.2%
Expected Move	21.4%	14.2%	27.2%	25.1%	19.6%
HV 20d	61.7%	46.0%	71.2%	59.8%	71.2%
HV 60d	60.2%	55.1%	68.0%	68.0%	61.7%
IV Rank	34.2%	13.0%	100.0%	27.6%	16.4%
IV Percentile	54.8%	24.2%	100.0%	53.6%	32.1%
Term Structure	4.6%	-36.0%	47.9%	-36.0%	36.6%
VWIV	87.2%	67.6%	107.2%	96.7%	67.6%
Bid-Ask Spread %	28.64	10.27	58.52	16.40	26.47
Gamma HHI	0.62	0.44	0.78	0.70	0.59
Net GEX	3.0K	725	4.7K	4.4K	2.1K
Net DEX	-190.8K	-258.9K	-117.0K	-209.9K	-198.1K
Net VEX	-722	-1.0K	-397	-1.0K	-554
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.34	0.00	2.15	0.00	0.25
Total Volume	140.857	3	473	3	215
Total OI	3,068.571	2,776	3,389	2,777	3,373

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
2022-09-01	$3.70	$5.00	87.6%	25.1%	59.8%	27.6%	96.7%	0.0%	-36.0%	4.4K	-209.9K	-1.0K	0.00	16.40	N/A	N/A	3	0	2,378	399
2022-09-02	$3.72	$5.00	87.7%	25.2%	59.7%	27.7%	0.0%	0.0%	-35.2%	4.5K	-220.3K	-1.0K	0.00	49.45	N/A	N/A	53	0	2,377	399
2022-09-06	$3.70	$2.50	107.3%	18.6%	59.3%	37.4%	106.3%	0.0%	18.3%	4.4K	-215.2K	-1.0K	0.16	24.77	N/A	N/A	205	33	2,414	399
2022-09-07	$3.46	$2.50	175.5%	14.2%	64.3%	71.1%	93.7%	0.0%	22.1%	1.8K	-145.2K	-494	0.17	15.23	N/A	N/A	198	33	2,417	399
2022-09-08	$3.50	$2.50	119.8%	21.1%	64.0%	43.5%	107.2%	0.0%	-5.7%	3.8K	-188.2K	-915	0.14	21.54	N/A	N/A	7	1	2,451	399
2022-09-09	$3.50	$2.50	138.4%	19.0%	63.9%	52.7%	95.9%	0.0%	8.4%	3.9K	-180.8K	-869	0.00	37.03	N/A	N/A	27	0	2,468	400
2022-09-12	$3.68	$2.50	240.7%	26.0%	65.8%	100.0%	89.2%	0.0%	18.7%	4.5K	-216.3K	-919	0.01	50.71	N/A	N/A	172	1	2,482	400
2022-09-13	$3.65	$2.50	255.3%	17.0%	64.0%	100.0%	94.2%	0.0%	47.9%	4.5K	-201.8K	-866	0.09	33.32	N/A	N/A	342	32	2,644	399
2022-09-14	$3.59	$2.50	64.6%	18.5%	61.5%	14.8%	0.0%	0.0%	20.2%	4.7K	-199.4K	-878	2.15	39.54	N/A	N/A	40	86	2,825	399
2022-09-15	$3.46	$2.50	69.5%	19.9%	63.2%	17.0%	0.0%	0.0%	-33.8%	4.3K	-183.7K	-859	1.07	39.13	N/A	N/A	15	16	2,805	399
2022-09-16	$3.35	$2.50	63.3%	18.1%	64.1%	14.2%	74.8%	0.0%	24.9%	2.0K	-135.2K	-545	0.33	11.78	N/A	N/A	355	118	2,815	415
2022-09-19	$3.24	$2.50	73.9%	21.2%	65.0%	18.9%	94.2%	0.0%	26.9%	3.0K	-183.2K	-673	0.18	10.74	N/A	N/A	62	11	2,692	320
2022-09-20	$3.40	$2.50	92.0%	26.4%	63.7%	27.0%	81.3%	0.0%	1.7%	4.0K	-234.9K	-820	0.10	22.35	N/A	N/A	10	1	2,743	330
2022-09-21	$3.35	$2.50	78.1%	22.4%	54.9%	20.8%	69.1%	0.0%	-8.7%	1.4K	-198.7K	-570	0.67	21.30	N/A	N/A	3	2	2,750	330
2022-09-22	$3.25	$2.50	60.6%	17.4%	46.0%	13.0%	72.6%	0.0%	19.0%	1.7K	-191.1K	-537	0.04	10.27	N/A	N/A	25	1	2,750	328
2022-09-23	$2.98	$2.50	64.7%	18.5%	52.3%	14.8%	75.5%	0.0%	16.9%	1.8K	-146.6K	-578	0.18	25.40	N/A	N/A	55	10	2,775	329
2022-09-26	$2.74	$2.50	93.6%	26.8%	57.9%	27.7%	93.7%	0.0%	-24.5%	1.9K	-117.0K	-584	0.33	26.72	N/A	N/A	229	75	2,818	348
2022-09-27	$2.73	$2.50	80.4%	23.1%	57.0%	21.8%	82.1%	0.0%	-26.0%	2.3K	-135.6K	-608	0.56	58.52	N/A	N/A	101	57	2,967	338
2022-09-28	$2.99	$2.50	94.9%	27.2%	68.9%	28.3%	95.4%	0.0%	-7.9%	725	-246.4K	-397	0.37	39.66	N/A	N/A	155	57	3,027	350
2022-09-29	$3.05	$2.50	84.4%	24.2%	69.9%	23.6%	81.1%	0.0%	11.8%	988	-258.9K	-429	0.39	21.14	N/A	N/A	109	43	3,039	350
2022-09-30	$2.87	$2.50	68.2%	19.6%	71.2%	16.4%	67.6%	0.0%	36.6%	2.1K	-198.1K	-554	0.25	26.47	N/A	N/A	172	43	3,013	360