DLNG Options History — December 2022

In December 2022, DLNG traded between $2.13 and $2.98. ATM implied volatility averaged 73.6%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 32.1% (HV 20d: 41.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 3.68.

Notable Days

2022-12-28: Highest Volume — 344 contracts
2022-12-28: Largest IV spike — 202.3% change
2022-12-09: Highest IV Rank — 48.6%
2022-12-28: Largest Expected Move — 38.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.63	$2.13	$2.98	$2.94	$2.62
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	73.6%	44.5%	140.2%	61.3%	131.4%
Expected Move	19.9%	12.8%	38.6%	17.6%	37.7%
HV 20d	41.4%	27.1%	92.0%	33.8%	92.0%
HV 60d	49.8%	41.4%	61.6%	51.4%	61.6%
IV Rank	18.4%	3.6%	48.6%	13.3%	43.4%
IV Percentile	33.0%	4.8%	88.5%	21.4%	86.5%
Term Structure	2.8%	-115.1%	49.2%	23.0%	-115.1%
VWIV	83.1%	49.7%	204.4%	101.4%	110.5%
Bid-Ask Spread %	42.86	17.23	76.70	32.31	76.70
Gamma HHI	0.64	0.40	0.89	0.40	0.44
Net GEX	1.0K	-187	1.7K	3	-56
Net DEX	-39.0K	-109.9K	81.5K	-109.9K	-18.6K
Net VEX	-346	-559	-198	-198	-559
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.68	0.00	20.50	10.00	1.25
Total Volume	38.667	0	344	11	90
Total OI	1,584.381	1,499	1,971	1,499	1,971

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
2022-12-01	$2.94	$2.50	61.3%	17.6%	33.8%	13.3%	0.0%	0.0%	23.0%	3	-109.9K	-198	10.00	32.31	N/A	N/A	1	10	1,209	290
2022-12-02	$2.94	$2.50	63.5%	18.2%	32.9%	14.2%	0.0%	0.0%	8.3%	1.2K	-83.4K	-405	0.00	25.73	N/A	N/A	1	0	1,210	300
2022-12-05	$2.96	$2.50	69.7%	22.0%	32.9%	17.0%	0.0%	0.0%	-6.5%	1.2K	-83.0K	-382	0.00	30.87	N/A	N/A	0	0	1,211	300
2022-12-06	$2.90	$2.50	70.4%	22.8%	27.9%	17.3%	0.0%	0.0%	-0.4%	1.2K	-75.1K	-397	0.00	37.66	N/A	N/A	0	0	1,211	300
2022-12-07	$2.85	$2.50	78.7%	22.7%	27.1%	21.1%	0.0%	0.0%	-9.3%	1.1K	-71.5K	-386	10.00	24.48	N/A	N/A	1	10	1,219	300
2022-12-08	$2.96	$2.50	70.7%	16.8%	28.8%	17.5%	0.0%	0.0%	-3.2%	1.1K	-82.7K	-380	0.00	24.80	N/A	N/A	0	0	1,218	310
2022-12-09	$2.98	$2.50	140.2%	17.8%	27.5%	48.6%	101.4%	0.0%	-5.5%	1.2K	-85.9K	-379	0.04	63.59	N/A	N/A	25	1	1,218	310
2022-12-12	$2.73	$2.50	67.2%	16.3%	40.5%	15.9%	78.2%	0.0%	7.3%	1.0K	-56.9K	-340	0.44	17.23	N/A	N/A	32	14	1,241	311
2022-12-13	$2.64	$2.50	74.2%	21.0%	40.7%	19.0%	80.8%	0.0%	-3.6%	1.3K	-53.2K	-349	0.09	35.57	N/A	N/A	44	4	1,273	329
2022-12-14	$2.56	$2.50	58.3%	16.7%	41.2%	11.9%	0.0%	0.0%	33.8%	1.7K	-40.7K	-368	0.00	49.98	N/A	N/A	0	0	1,271	333
2022-12-15	$2.55	$2.50	63.2%	18.1%	40.6%	14.1%	0.0%	0.0%	10.8%	1.5K	-37.3K	-340	0.00	32.30	N/A	N/A	5	0	1,271	333
2022-12-16	$2.54	$2.50	64.0%	18.3%	40.2%	14.5%	64.0%	0.0%	17.8%	1.1K	-36.7K	-327	0.33	40.61	N/A	N/A	3	1	1,274	333
2022-12-19	$2.46	$2.50	63.9%	18.3%	41.0%	14.4%	63.9%	0.0%	49.2%	1.3K	-25.1K	-344	1.50	52.57	N/A	N/A	10	15	1,221	322
2022-12-20	$2.48	$2.50	63.5%	18.2%	41.4%	14.3%	0.0%	0.0%	1.9%	1.1K	-12.1K	-311	0.00	53.00	N/A	N/A	0	0	1,183	337
2022-12-21	$2.51	$2.50	55.3%	15.8%	41.3%	10.4%	56.5%	0.0%	-0.2%	1.2K	-28.8K	-309	0.00	44.99	N/A	N/A	9	0	1,183	337
2022-12-22	$2.43	$2.50	57.7%	16.5%	42.0%	11.5%	0.0%	0.0%	-3.4%	1.0K	-5.6K	-286	0.00	71.58	N/A	N/A	0	0	1,177	337
2022-12-23	$2.46	$2.50	53.6%	15.4%	42.5%	9.7%	52.5%	0.0%	2.6%	1.4K	-4.6K	-282	0.83	63.31	N/A	N/A	24	20	1,177	337
2022-12-27	$2.39	$2.50	44.5%	12.8%	42.4%	3.6%	52.0%	0.0%	8.2%	1.3K	-13.2K	-279	9.00	37.25	N/A	N/A	10	90	1,185	357
2022-12-28	$2.13	$2.50	134.5%	38.6%	56.5%	44.8%	204.4%	0.0%	-5.5%	229	23.9K	-271	20.50	48.95	N/A	N/A	16	328	1,176	447
2022-12-29	$2.17	$2.50	59.0%	16.9%	57.1%	10.3%	49.7%	0.0%	48.3%	-187	81.5K	-379	1.18	36.63	N/A	N/A	22	26	1,181	769
2022-12-30	$2.62	$2.50	131.4%	37.7%	92.0%	43.4%	110.5%	0.0%	-115.1%	-56	-18.6K	-559	1.25	76.70	N/A	N/A	40	50	1,203	768