DLNG Options History — January 2023 In January 2023, DLNG traded between $2.63 and $3.00. ATM implied volatility averaged 73.9%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 20.2%. IV traded below realized volatility by 18.9% (HV 20d: 92.9%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 6.84.
Notable Days 2023-01-20 : Highest Volume — 430 contracts2023-01-27 : Largest IV spike — 168.1% change2023-01-27 : Highest IV Rank — 53.5%2023-01-27 : Largest Expected Move — 44.0%Monthly Statistics Metric Avg Min Max Open Close Price $2.90 $2.63 $3.00 $2.87 $2.98 Max Pain $3.00 $2.50 $5.00 $2.50 $2.50 ATM IV 73.9% 46.2% 153.6% 91.4% 54.1% Expected Move 20.2% 13.2% 44.0% 26.2% 15.5% HV 20d 92.9% 56.8% 99.3% 98.2% 56.8% HV 60d 63.4% 61.3% 64.8% 63.8% 64.8% IV Rank 17.1% 4.4% 53.5% 25.1% 8.0% IV Percentile 33.4% 4.0% 91.3% 59.5% 6.0% Term Structure -0.0% -73.0% 59.9% -25.7% 4.0% VWIV 66.5% 48.8% 105.2% 105.2% 49.1% Bid-Ask Spread % 46.63 10.62 83.70 63.33 10.62 Gamma HHI 0.73 0.54 0.84 0.54 0.75 Net GEX -1.9K -3.5K -350 -350 -2.4K Net DEX 6.0K -42.6K 84.0K -35.1K 48.9K Net VEX -666 -847 -417 -489 -768 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.84 0.00 68.33 0.00 0.00 Total Volume 77.7 0 430 128 1 Total OI 2,132.85 1,813 2,375 1,977 1,942
Daily Data (20 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 2023-01-03 $2.87 $2.50 91.4% 26.2% 98.2% 25.1% 105.2% 0.0% -25.7% -350 -35.1K -489 0.00 63.33 N/A N/A 128 0 1,203 774 2023-01-04 $2.99 $2.50 75.7% 21.7% 99.3% 17.9% 76.4% 0.0% -16.0% -855 -42.6K -417 13.16 20.85 N/A N/A 19 250 1,103 774 2023-01-05 $3.00 $2.50 77.1% 14.2% 99.0% 18.6% 0.0% 0.0% 14.8% -1.3K -24.1K -579 0.00 62.53 N/A N/A 2 0 1,096 1,024 2023-01-06 $2.94 $2.50 77.4% 16.1% 99.1% 18.7% 0.0% 0.0% 14.8% -1.2K -22.2K -662 0.25 72.76 N/A N/A 4 1 1,193 1,024 2023-01-09 $2.97 $2.50 68.6% 19.5% 98.2% 14.7% 80.5% 0.0% 12.7% -1.2K -31.2K -657 0.64 48.49 N/A N/A 11 7 1,193 1,024 2023-01-10 $2.98 $5.00 70.8% 14.1% 98.2% 15.7% 0.0% 0.0% 9.5% -1.4K -28.5K -611 0.06 24.63 N/A N/A 104 6 1,184 1,031 2023-01-11 $2.97 $5.00 46.2% 13.2% 92.6% 4.4% 0.0% 0.0% 16.0% -1.4K -35.2K -641 0.00 17.48 N/A N/A 2 0 1,284 1,031 2023-01-12 $2.92 $5.00 88.6% 25.4% 91.9% 23.8% 0.0% 0.0% -20.6% -938 -22.3K -692 0.00 61.26 N/A N/A 0 0 1,286 1,032 2023-01-13 $2.94 $5.00 48.9% 14.0% 90.9% 5.7% 48.8% 0.0% 15.3% -1.4K -41.5K -673 0.00 21.42 N/A N/A 22 0 1,286 1,032 2023-01-17 $2.85 $2.50 74.3% 21.3% 91.9% 17.3% 68.7% 0.0% 5.7% -1.6K -21.4K -643 0.00 48.90 N/A N/A 8 0 1,284 1,032 2023-01-18 $2.77 $2.50 81.5% 23.4% 92.6% 20.5% 0.0% 0.0% -17.8% -1.7K -12.7K -614 0.00 62.94 N/A N/A 64 0 1,284 1,032 2023-01-19 $2.72 $2.50 67.6% 19.4% 92.0% 14.2% 66.0% 0.0% -4.7% -2.0K -4.8K -605 18.00 51.79 N/A N/A 1 18 1,342 1,032 2023-01-20 $2.63 $2.50 60.8% 17.4% 93.0% 11.1% 59.6% 0.0% -3.9% -2.6K 6.6K -571 2.41 83.70 N/A N/A 126 304 1,343 1,032 2023-01-23 $2.87 $2.50 56.3% 16.1% 97.7% 9.0% 61.6% 0.0% 59.9% -3.0K 58.3K -740 68.33 80.48 N/A N/A 3 205 626 1,187 2023-01-24 $2.79 $2.50 100.5% 28.8% 97.5% 29.3% 0.0% 0.0% -73.0% -3.5K 84.0K -847 0.00 62.72 N/A N/A 137 0 629 1,378 2023-01-25 $2.93 $2.50 73.7% 21.1% 98.6% 17.0% 0.0% 0.0% 19.4% -3.4K 75.5K -842 12.50 33.57 N/A N/A 2 25 636 1,378 2023-01-26 $2.92 $2.50 57.3% 16.4% 97.8% 9.5% 49.1% 0.0% -3.4% -3.5K 63.3K -799 0.00 17.96 N/A N/A 0 100 639 1,403 2023-01-27 $2.96 $2.50 153.6% 44.0% 85.8% 53.5% 0.0% 0.0% -23.4% -2.4K 55.3K -691 0.00 76.62 N/A N/A 0 0 639 1,303 2023-01-30 $2.96 $2.50 54.3% 15.6% 86.0% 8.1% 0.0% 0.0% 16.4% -2.5K 50.1K -775 1.00 10.62 N/A N/A 2 2 639 1,303 2023-01-31 $2.98 $2.50 54.1% 15.5% 56.8% 8.0% 49.1% 0.0% 4.0% -2.4K 48.9K -768 0.00 10.62 N/A N/A 1 0 641 1,301
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