DLNG Options History — November 2022

In November 2022, DLNG traded between $2.89 and $3.24. ATM implied volatility averaged 65.6%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 26.6% (HV 20d: 38.9%). 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 11 of 21 days. Put/call ratio averaged 0.42.

Notable Days

2022-11-18: Highest Volume — 426 contracts
2022-11-10: Largest IV drop — 36.7% change
2022-11-07: Highest IV Rank — 24.7%
2022-11-03: Largest Expected Move — 30.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.07	$2.89	$3.24	$2.93	$2.92
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	65.6%	49.1%	86.8%	64.6%	78.2%
Expected Move	18.6%	14.1%	30.0%	18.5%	22.4%
HV 20d	38.9%	31.9%	46.0%	45.9%	33.9%
HV 60d	57.0%	53.0%	61.0%	60.4%	53.0%
IV Rank	15.2%	7.8%	24.7%	14.7%	20.8%
IV Percentile	25.6%	9.1%	50.0%	24.6%	40.5%
Term Structure	2.4%	-77.9%	48.6%	48.6%	-42.4%
VWIV	69.0%	49.1%	113.9%	67.4%	113.9%
Bid-Ask Spread %	37.42	13.14	93.90	46.17	42.44
Gamma HHI	0.49	0.38	0.67	0.67	0.44
Net GEX	1.7K	50	3.1K	2.9K	1.2K
Net DEX	-200.8K	-288.3K	-79.2K	-201.0K	-88.9K
Net VEX	-413	-502	-183	-383	-379
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.42	0.00	2.00	0.17	2.00
Total Volume	175.571	0	426	228	18
Total OI	1,672.476	1,458	1,918	1,532	1,481

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
2022-11-01	$2.93	$2.50	64.6%	18.5%	45.9%	14.7%	67.4%	0.0%	48.6%	2.9K	-201.0K	-383	0.17	46.17	N/A	N/A	195	33	1,325	207
2022-11-02	$2.96	$2.50	83.3%	23.9%	46.0%	23.1%	91.1%	0.0%	-4.6%	3.1K	-228.2K	-474	0.36	53.13	N/A	N/A	76	27	1,405	207
2022-11-03	$3.02	$2.50	82.7%	30.0%	43.1%	22.8%	75.4%	0.0%	-77.9%	2.8K	-222.5K	-410	0.35	93.90	N/A	N/A	77	27	1,406	210
2022-11-04	$3.04	$2.50	76.9%	19.4%	41.8%	20.3%	78.8%	0.0%	-3.2%	2.6K	-230.6K	-398	0.29	52.55	N/A	N/A	77	22	1,407	200
2022-11-07	$3.19	$2.50	86.8%	17.1%	44.8%	24.7%	93.3%	0.0%	17.9%	2.3K	-264.8K	-459	0.08	84.58	N/A	N/A	286	22	1,407	205
2022-11-08	$3.24	$2.50	85.3%	25.2%	43.6%	24.0%	94.9%	0.0%	-4.2%	1.7K	-285.8K	-502	0.11	55.39	N/A	N/A	217	23	1,572	206
2022-11-09	$3.12	$2.50	83.6%	24.0%	43.4%	23.2%	85.2%	0.0%	-2.8%	1.1K	-261.1K	-351	0.12	46.61	N/A	N/A	195	23	1,656	207
2022-11-10	$3.19	$2.50	52.9%	15.2%	43.9%	9.5%	53.4%	0.0%	18.3%	1.3K	-266.4K	-409	0.16	18.88	N/A	N/A	142	23	1,656	207
2022-11-11	$3.20	$2.50	53.6%	15.4%	42.1%	9.8%	54.4%	0.0%	-2.2%	251	-288.3K	-183	0.17	30.49	N/A	N/A	132	23	1,662	207
2022-11-14	$3.24	$2.50	62.6%	17.9%	38.1%	13.8%	62.7%	0.0%	1.5%	1.9K	-287.5K	-468	0.12	32.51	N/A	N/A	199	23	1,663	207
2022-11-15	$3.23	$2.50	54.7%	15.7%	34.1%	10.3%	54.9%	0.0%	15.3%	1.9K	-282.5K	-469	0.15	30.85	N/A	N/A	154	23	1,708	207
2022-11-16	$3.13	$2.50	51.9%	14.9%	36.1%	9.1%	52.0%	0.0%	14.3%	1.7K	-266.4K	-423	0.12	13.14	N/A	N/A	195	23	1,708	207
2022-11-17	$3.05	$2.50	52.5%	15.1%	37.4%	9.3%	52.6%	0.0%	22.9%	1.7K	-258.4K	-457	0.25	22.91	N/A	N/A	329	82	1,711	207
2022-11-18	$3.04	$2.50	49.1%	14.1%	37.3%	7.8%	49.1%	0.0%	-4.0%	1.4K	-203.0K	-454	1.18	24.52	N/A	N/A	195	231	1,576	267
2022-11-21	$3.03	$2.50	52.7%	15.1%	37.0%	9.4%	52.0%	0.0%	19.9%	1.5K	-97.8K	-457	0.68	15.71	N/A	N/A	120	81	1,217	255
2022-11-22	$3.07	$2.50	56.7%	16.3%	35.3%	11.2%	55.5%	0.0%	15.2%	1.6K	-103.7K	-482	0.84	21.28	N/A	N/A	96	81	1,218	255
2022-11-23	$3.01	$2.50	56.3%	16.1%	34.4%	11.0%	54.4%	0.0%	13.1%	1.5K	-95.7K	-457	0.84	23.20	N/A	N/A	96	81	1,218	255
2022-11-25	$3.02	$2.50	58.0%	16.6%	31.9%	11.8%	0.0%	0.0%	19.4%	1.5K	-94.0K	-449	0.00	22.46	N/A	N/A	20	0	1,219	255
2022-11-28	$2.93	$2.50	62.8%	18.0%	33.7%	13.9%	0.0%	0.0%	-9.9%	50	-110.2K	-185	0.00	30.41	N/A	N/A	0	20	1,203	255
2022-11-29	$2.89	$2.50	71.4%	20.5%	33.8%	17.8%	0.0%	0.0%	-5.5%	1.3K	-79.2K	-428	0.00	24.67	N/A	N/A	0	0	1,203	275
2022-11-30	$2.92	$2.50	78.2%	22.4%	33.9%	20.8%	113.9%	0.0%	-42.4%	1.2K	-88.9K	-379	2.00	42.44	N/A	N/A	6	12	1,203	278