DLNG Options History — October 2022

In October 2022, DLNG traded between $2.79 and $3.10. ATM implied volatility averaged 77.3%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 11.7% (HV 20d: 65.5%). 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 9 of 21 days. Put/call ratio averaged 0.45.

Notable Days

2022-10-03: Highest Volume — 222 contracts
2022-10-04: Largest IV drop — 41.7% change
2022-10-21: Highest IV Rank — 39.0%
2022-10-21: Largest Expected Move — 34.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.93	$2.79	$3.10	$2.95	$2.96
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	77.3%	52.4%	118.8%	89.8%	60.8%
Expected Move	23.0%	15.0%	34.1%	25.7%	17.4%
HV 20d	65.5%	45.9%	73.8%	72.4%	45.9%
HV 60d	60.8%	59.5%	62.4%	61.9%	60.5%
IV Rank	20.4%	9.3%	39.0%	26.0%	13.1%
IV Percentile	39.7%	14.7%	77.8%	52.8%	21.0%
Term Structure	-4.2%	-57.0%	33.9%	4.8%	10.3%
VWIV	80.6%	50.9%	113.5%	87.7%	62.3%
Bid-Ask Spread %	50.55	16.01	95.82	23.87	24.07
Gamma HHI	0.60	0.44	0.85	0.58	0.85
Net GEX	2.3K	894	2.8K	2.3K	1.7K
Net DEX	-218.6K	-287.6K	-166.3K	-224.7K	-223.7K
Net VEX	-487	-652	-168	-559	-168
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.19	0.75	0.24	0.19
Total Volume	143.381	93	222	222	208
Total OI	2,896.19	1,385	3,513	3,436	1,531

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
2022-10-03	$2.95	$2.50	89.8%	25.7%	72.4%	26.0%	87.7%	0.0%	4.8%	2.3K	-224.7K	-559	0.24	23.87	N/A	N/A	179	43	3,076	360
2022-10-04	$2.92	$2.50	52.4%	15.0%	72.4%	9.3%	50.9%	0.0%	33.2%	2.6K	-211.3K	-574	0.27	33.39	N/A	N/A	162	43	3,078	358
2022-10-05	$2.92	$2.50	54.2%	15.5%	69.4%	10.1%	58.8%	0.0%	31.5%	2.6K	-213.3K	-581	0.35	24.24	N/A	N/A	122	43	3,076	358
2022-10-06	$2.79	$2.50	67.6%	22.4%	70.2%	16.1%	84.7%	0.0%	-2.1%	2.8K	-171.4K	-565	0.51	73.01	N/A	N/A	84	43	3,076	358
2022-10-07	$2.88	$2.50	74.8%	21.4%	71.8%	19.3%	81.8%	0.0%	5.1%	2.7K	-225.5K	-652	0.51	90.47	N/A	N/A	84	43	3,098	358
2022-10-10	$2.89	$2.50	68.1%	28.0%	68.4%	16.3%	90.7%	0.0%	-57.0%	1.1K	-252.4K	-428	0.51	95.82	N/A	N/A	84	43	3,098	358
2022-10-11	$2.82	$2.50	68.9%	25.9%	68.6%	16.7%	88.6%	0.0%	-26.7%	2.7K	-201.1K	-538	0.61	52.29	N/A	N/A	84	51	3,098	358
2022-10-12	$2.96	$2.50	78.6%	22.5%	71.9%	21.0%	98.7%	0.0%	3.9%	1.0K	-260.7K	-380	0.56	86.15	N/A	N/A	79	44	3,098	368
2022-10-13	$2.99	$2.50	82.8%	23.8%	71.5%	22.9%	83.0%	0.0%	-6.7%	2.6K	-238.2K	-534	0.75	41.95	N/A	N/A	59	44	3,098	368
2022-10-14	$2.90	$2.50	76.3%	21.9%	71.4%	20.0%	63.5%	0.0%	-16.7%	2.6K	-215.0K	-581	0.73	85.11	N/A	N/A	60	44	3,103	368
2022-10-17	$3.06	$2.50	86.6%	24.8%	73.8%	24.6%	82.5%	0.0%	-26.3%	894	-287.6K	-429	0.34	55.44	N/A	N/A	105	36	3,103	368
2022-10-18	$2.93	$2.50	72.1%	20.7%	72.6%	18.1%	70.3%	0.0%	-28.4%	2.7K	-258.7K	-455	0.61	35.76	N/A	N/A	59	36	3,144	369
2022-10-19	$2.90	$2.50	91.4%	26.2%	72.5%	26.7%	91.0%	0.0%	-42.9%	2.5K	-237.8K	-528	0.62	58.92	N/A	N/A	58	36	3,140	369
2022-10-20	$2.88	$2.50	112.7%	32.3%	72.0%	36.2%	113.5%	0.0%	13.2%	2.3K	-220.7K	-526	0.63	70.17	N/A	N/A	57	36	3,136	369
2022-10-21	$2.86	$2.50	118.8%	34.1%	65.4%	39.0%	107.9%	0.0%	-9.2%	2.2K	-211.9K	-488	0.68	68.04	N/A	N/A	68	46	3,135	378
2022-10-24	$2.91	$2.50	85.7%	24.6%	58.1%	24.2%	85.7%	0.0%	-9.6%	2.5K	-166.3K	-424	0.50	49.83	N/A	N/A	66	33	1,200	185
2022-10-25	$3.01	$2.50	89.8%	25.7%	59.0%	26.0%	89.4%	0.0%	32.3%	2.5K	-177.6K	-468	0.32	16.01	N/A	N/A	77	25	1,204	195
2022-10-26	$3.10	$2.50	55.7%	16.0%	50.5%	10.8%	55.5%	0.0%	33.9%	1.9K	-201.2K	-411	0.19	18.41	N/A	N/A	176	33	1,224	197
2022-10-27	$2.99	$2.50	70.4%	20.2%	51.8%	17.3%	76.4%	0.0%	-12.2%	2.8K	-190.5K	-470	0.19	42.10	N/A	N/A	176	33	1,324	207
2022-10-28	$2.99	$2.50	65.1%	18.7%	46.7%	15.0%	68.9%	0.0%	-17.9%	2.8K	-200.9K	-465	0.19	16.50	N/A	N/A	176	33	1,324	207
2022-10-31	$2.96	$2.50	60.8%	17.4%	45.9%	13.1%	62.3%	0.0%	10.3%	1.7K	-223.7K	-168	0.19	24.07	N/A	N/A	175	33	1,324	207