DLNG Options History — November 2023 In November 2023, DLNG traded between $2.53 and $2.63. ATM implied volatility averaged 57.7%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 15.6%. IV traded above realized volatility by 37.6% (HV 20d: 20.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 6.33.
Notable Days 2023-11-22 : Highest Volume — 86 contracts2023-11-29 : Largest IV spike — 152.9% change2023-11-14 : Highest IV Rank — 30.2%2023-11-14 : Largest Expected Move — 30.6%Monthly Statistics Metric Avg Min Max Open Close Price $2.58 $2.53 $2.63 $2.56 $2.61 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 57.7% 39.7% 106.8% 48.1% 47.1% Expected Move 15.6% 11.4% 30.6% 13.8% 13.5% HV 20d 20.1% 18.0% 24.5% 24.5% 19.0% HV 60d 24.0% 23.1% 26.6% 26.6% 23.2% IV Rank 11.2% 4.3% 30.2% 7.5% 7.1% IV Percentile 34.2% 4.4% 88.5% 18.3% 18.3% Term Structure -18.5% -105.5% 6.4% -8.0% -9.9% VWIV 48.4% 43.2% 51.6% 43.2% 50.3% Bid-Ask Spread % 61.61 25.58 113.19 25.58 40.82 Gamma HHI 0.94 0.58 0.99 0.97 0.98 Net GEX -836 -1.3K -229 -755 -1.3K Net DEX 16.0K 8.5K 22.9K 15.2K 22.3K Net VEX -93 -122 -74 -88 -120 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.33 0.00 27.67 0.00 0.00 Total Volume 5.571 0 86 0 1 Total OI 364 340 428 344 428
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 2023-11-01 $2.56 $2.50 48.1% 13.8% 24.5% 7.5% 0.0% 0.0% -8.0% -755 15.2K -88 0.00 25.58 N/A N/A 0 0 185 159 2023-11-02 $2.59 $2.50 53.8% 14.1% 21.3% 9.7% 0.0% 0.0% -8.3% -921 15.7K -83 0.00 63.87 N/A N/A 0 0 185 159 2023-11-03 $2.58 $2.50 81.7% 13.3% 21.3% 20.5% 0.0% 0.0% -4.7% -229 8.5K -122 0.00 92.58 N/A N/A 1 0 181 159 2023-11-06 $2.59 $2.50 60.6% 14.9% 20.3% 12.3% 0.0% 0.0% -5.3% -933 12.9K -81 0.00 113.19 N/A N/A 0 0 181 159 2023-11-07 $2.54 $2.50 70.7% 15.3% 21.4% 16.2% 0.0% 0.0% 4.5% -784 18.5K -78 0.00 64.63 N/A N/A 0 0 181 159 2023-11-08 $2.54 $2.50 50.9% 14.6% 21.2% 8.6% 0.0% 0.0% -11.7% -790 15.5K -83 0.00 42.67 N/A N/A 0 0 181 159 2023-11-09 $2.55 $2.50 51.5% 14.8% 19.6% 8.8% 0.0% 0.0% -37.1% -858 14.3K -81 0.00 104.58 N/A N/A 0 0 181 159 2023-11-10 $2.60 $2.50 45.6% 13.1% 20.0% 6.5% 43.2% 0.0% -11.9% -1.1K 14.8K -80 0.00 70.88 N/A N/A 2 0 181 159 2023-11-13 $2.57 $2.50 49.5% 14.2% 20.2% 8.1% 0.0% 0.0% -3.2% -729 15.1K -81 0.00 58.04 N/A N/A 0 0 181 159 2023-11-14 $2.54 $2.50 106.8% 30.6% 20.1% 30.2% 0.0% 0.0% -96.3% -545 14.5K -82 0.00 79.41 N/A N/A 0 0 181 159 2023-11-15 $2.56 $2.50 51.4% 14.7% 20.2% 8.8% 0.0% 0.0% -15.7% -878 16.4K -78 4.00 57.08 N/A N/A 5 20 181 159 2023-11-16 $2.53 $2.50 57.6% 16.5% 20.2% 11.2% 0.0% 0.0% -8.1% -895 16.6K -80 0.00 43.10 N/A N/A 0 0 185 178 2023-11-17 $2.58 $2.50 47.5% 13.6% 20.7% 7.3% 0.0% 0.0% -18.1% -694 13.5K -81 0.00 52.08 N/A N/A 0 1 185 178 2023-11-20 $2.58 $2.50 45.9% 13.2% 20.5% 6.7% 0.0% 0.0% -14.9% -692 14.4K -77 0.00 47.32 N/A N/A 0 0 185 158 2023-11-21 $2.58 $2.50 51.3% 14.7% 18.0% 8.8% 51.6% 0.0% -20.7% -354 11.3K -94 0.00 50.55 N/A N/A 0 1 185 158 2023-11-22 $2.62 $2.50 47.8% 13.7% 18.7% 7.4% 50.3% 0.0% -7.4% -789 13.2K -74 27.67 87.46 N/A N/A 3 83 185 159 2023-11-24 $2.63 $2.50 44.4% 12.7% 18.0% 6.1% 0.0% 0.0% -12.1% -1.2K 19.5K -121 0.00 40.97 N/A N/A 0 0 187 241 2023-11-27 $2.58 $2.50 59.2% 17.0% 18.4% 11.8% 0.0% 0.0% -1.5% -961 19.3K -119 0.00 52.08 N/A N/A 0 0 187 241 2023-11-28 $2.56 $2.50 39.7% 11.4% 18.7% 4.3% 0.0% 0.0% 6.4% -1.2K 22.6K -121 0.00 46.10 N/A N/A 0 0 187 241 2023-11-29 $2.60 $2.50 100.4% 28.8% 19.0% 27.7% 0.0% 0.0% -105.5% -1.1K 22.9K -121 0.00 60.78 N/A N/A 0 0 187 241 2023-11-30 $2.61 $2.50 47.1% 13.5% 19.0% 7.1% 0.0% 0.0% -9.9% -1.3K 22.3K -120 0.00 40.82 N/A N/A 1 0 187 241
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