DLNG Options History — February 2023 In February 2023, DLNG traded between $2.98 and $3.20. ATM implied volatility averaged 77.1%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 37.7% (HV 20d: 39.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 1.71.
Notable Days 2023-02-06 : Highest Volume — 185 contracts2023-02-06 : Largest IV spike — 122.9% change2023-02-06 : Highest IV Rank — 55.6%2023-02-03 : Largest Expected Move — 54.1%Monthly Statistics Metric Avg Min Max Open Close Price $3.06 $2.98 $3.20 $2.99 $3.20 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 77.1% 37.4% 159.9% 123.7% 125.8% Expected Move 22.7% 10.7% 54.1% 35.5% 36.1% HV 20d 39.4% 26.9% 47.2% 47.2% 29.0% HV 60d 63.7% 63.1% 64.6% 64.6% 64.1% IV Rank 17.7% 0.0% 55.6% 38.7% 40.6% IV Percentile 35.4% 0.0% 92.5% 82.1% 84.1% Term Structure -27.6% -68.4% 11.7% -44.4% -45.2% VWIV 48.9% 48.9% 48.9% 48.9% 48.9% Bid-Ask Spread % 74.01 30.29 142.54 99.80 66.49 Gamma HHI 0.70 0.60 0.85 0.80 0.66 Net GEX -1.8K -2.8K -1.0K -2.8K -1.5K Net DEX 14.6K -14.4K 70.1K 70.1K 13.2K Net VEX -759 -891 -589 -800 -589 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.71 0.00 20.00 0.00 0.00 Total Volume 25.579 0 185 34 1 Total OI 2,027.895 1,814 2,167 1,944 1,814
Daily Data (19 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 2023-02-01 $2.99 $2.50 123.7% 35.5% 47.2% 38.7% 0.0% 0.0% -44.4% -2.8K 70.1K -800 0.00 99.80 N/A N/A 34 0 640 1,304 2023-02-02 $2.98 $2.50 70.6% 26.1% 44.9% 14.0% 0.0% 0.0% 11.7% -2.3K 44.0K -818 0.00 108.63 N/A N/A 4 0 669 1,304 2023-02-03 $3.00 $2.50 71.7% 54.1% 45.0% 14.5% 0.0% 0.0% -37.9% -2.6K 61.1K -850 0.00 142.54 N/A N/A 0 0 669 1,304 2023-02-06 $3.02 $2.50 159.9% 28.1% 44.4% 55.6% 0.0% 0.0% -31.0% -2.8K 66.6K -779 0.00 123.33 N/A N/A 185 0 670 1,304 2023-02-07 $3.00 $2.50 84.9% 15.0% 44.3% 20.6% 0.0% 0.0% -1.1% -1.4K -14.4K -769 0.00 70.51 N/A N/A 5 0 851 1,304 2023-02-08 $3.05 $2.50 75.0% 21.5% 44.7% 16.0% 0.0% 0.0% -57.7% -1.7K -1.4K -891 0.50 101.02 N/A N/A 2 1 845 1,304 2023-02-09 $3.00 $2.50 45.3% 13.0% 45.1% 2.2% 48.9% 0.0% 9.9% -1.7K -5.5K -838 0.00 76.50 N/A N/A 6 0 846 1,304 2023-02-10 $3.03 $2.50 54.5% 15.6% 44.7% 6.5% 0.0% 0.0% -21.6% -1.6K 13.6K -885 0.17 70.57 N/A N/A 18 3 850 1,304 2023-02-13 $3.08 $2.50 37.4% 10.7% 45.0% 0.0% 0.0% 0.0% -5.6% -1.5K 121 -725 0.00 65.35 N/A N/A 0 4 839 1,307 2023-02-14 $3.08 $2.50 60.2% 17.2% 43.3% 10.5% 0.0% 0.0% -43.5% -1.4K 698 -754 0.00 30.95 N/A N/A 1 0 839 1,307 2023-02-15 $3.00 $2.50 49.7% 14.3% 43.0% 5.7% 0.0% 0.0% 8.1% -2.4K 25.0K -719 0.00 30.35 N/A N/A 2 0 838 1,307 2023-02-16 $3.08 $2.50 88.8% 25.5% 42.9% 23.6% 0.0% 0.0% -67.2% -1.6K 10.0K -767 20.00 80.88 N/A N/A 1 20 839 1,307 2023-02-17 $3.15 $2.50 57.8% 16.6% 40.5% 9.4% 0.0% 0.0% -21.9% -1.1K -10.7K -795 3.00 52.06 N/A N/A 1 3 840 1,327 2023-02-21 $3.04 $2.50 99.9% 28.7% 31.5% 28.7% 0.0% 0.0% -58.2% -2.6K 11.6K -598 0.00 85.21 N/A N/A 0 0 832 1,056 2023-02-22 $3.04 $2.50 58.8% 16.9% 29.3% 9.8% 0.0% 0.0% 1.6% -1.7K 14.5K -721 0.00 91.56 N/A N/A 1 0 832 1,056 2023-02-23 $3.15 $2.50 74.7% 21.4% 26.9% 17.1% 0.0% 0.0% -68.4% -1.0K -10.8K -762 1.67 30.29 N/A N/A 9 15 832 1,056 2023-02-24 $3.09 $2.50 65.2% 18.7% 28.0% 12.8% 0.0% 0.0% -29.0% -1.6K -4.1K -667 2.00 31.48 N/A N/A 2 4 837 1,071 2023-02-27 $3.12 $2.50 60.7% 17.4% 27.9% 10.7% 0.0% 0.0% -23.6% -1.4K -6.3K -687 0.00 48.60 N/A N/A 164 0 847 1,075 2023-02-28 $3.20 $2.50 125.8% 36.1% 29.0% 40.6% 0.0% 0.0% -45.2% -1.5K 13.2K -589 0.00 66.49 N/A N/A 1 0 739 1,075
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