DLNG Options History — December 2023 In December 2023, DLNG traded between $2.66 and $2.84. ATM implied volatility averaged 68.1%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 40.3% (HV 20d: 27.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.15.
Notable Days 2023-12-14 : Highest Volume — 191 contracts2023-12-08 : Largest IV spike — 86.7% change2023-12-12 : Highest IV Rank — 86.2%2023-12-06 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $2.75 $2.66 $2.84 $2.71 $2.73 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 68.1% 29.0% 252.1% 51.0% 51.5% Expected Move 11.6% 7.8% 15.6% 14.6% 14.8% HV 20d 27.8% 22.8% 31.5% 22.8% 31.5% HV 60d 25.2% 23.9% 26.8% 24.4% 25.1% IV Rank 15.2% 0.2% 86.2% 8.6% 8.8% IV Percentile 32.9% 0.4% 99.6% 27.8% 33.7% Term Structure -8.6% -36.8% 17.3% -19.9% -29.9% VWIV 33.3% 32.6% 33.7% 33.7% 33.6% Bid-Ask Spread % 45.93 25.05 103.46 53.99 66.04 Gamma HHI 0.89 0.76 0.98 0.97 0.85 Net GEX -998 -1.4K -529 -1.2K -997 Net DEX 7.9K -2.5K 20.5K 15.1K 6.0K Net VEX -123 -151 -101 -110 -144 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.15 0.00 16.36 0.00 0.00 Total Volume 23.6 0 191 4 3 Total OI 517.5 429 678 429 552
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 2023-12-01 $2.71 $2.50 51.0% 14.6% 22.8% 8.6% 0.0% 0.0% -19.9% -1.2K 15.1K -110 0.00 53.99 N/A N/A 4 0 188 241 2023-12-04 $2.74 $2.50 55.7% 9.9% 22.8% 10.5% 0.0% 0.0% 2.1% -1.2K 12.6K -101 0.00 36.82 N/A N/A 9 0 188 241 2023-12-05 $2.70 $2.50 61.0% 13.9% 23.7% 12.5% 0.0% 0.0% -16.0% -1.2K 15.0K -107 0.00 55.11 N/A N/A 11 0 197 241 2023-12-06 $2.66 $2.50 58.5% 15.6% 23.2% 11.5% 0.0% 0.0% -9.0% -1.1K 20.5K -117 0.00 103.46 N/A N/A 37 0 208 241 2023-12-07 $2.74 $2.50 65.4% 15.0% 25.1% 14.2% 0.0% 0.0% -24.7% -983 15.1K -119 0.50 42.47 N/A N/A 2 1 245 241 2023-12-08 $2.79 $2.50 122.2% 11.0% 25.6% 36.1% 0.0% 0.0% -13.7% -1.0K 9.2K -111 0.00 36.54 N/A N/A 0 1 257 242 2023-12-11 $2.77 $2.50 223.2% 9.3% 25.3% 75.1% 33.7% 0.0% -8.1% -991 7.8K -108 0.00 31.58 N/A N/A 8 0 257 243 2023-12-12 $2.69 $2.50 252.1% 7.8% 27.4% 86.2% 0.0% 0.0% 5.0% -1.4K 10.7K -108 0.00 28.14 N/A N/A 2 0 263 243 2023-12-13 $2.77 $2.50 49.5% 14.2% 28.4% 8.1% 0.0% 0.0% -8.9% -892 7.0K -110 0.00 71.51 N/A N/A 3 0 264 243 2023-12-14 $2.72 $2.50 35.4% 10.2% 29.5% 2.6% 0.0% 0.0% 0.0% -1.1K 6.4K -111 16.36 33.82 N/A N/A 11 180 266 243 2023-12-15 $2.69 $2.50 32.7% 9.4% 29.4% 1.6% 0.0% 0.0% 2.2% -1.1K 8.7K -111 1.86 29.39 N/A N/A 36 67 255 423 2023-12-18 $2.70 $2.50 29.4% 8.4% 28.8% 0.3% 0.0% 0.0% 9.9% -1.1K 10.6K -122 0.00 31.97 N/A N/A 20 0 279 243 2023-12-19 $2.73 $2.50 33.4% 9.6% 28.9% 1.8% 32.6% 0.0% -3.7% -979 6.4K -134 1.69 40.78 N/A N/A 13 22 296 243 2023-12-20 $2.71 $2.50 30.0% 8.6% 29.2% 0.6% 0.0% 0.0% 4.6% -1.0K 3.9K -147 0.00 25.05 N/A N/A 1 0 306 249 2023-12-21 $2.81 $2.50 49.7% 14.2% 31.2% 8.1% 33.6% 0.0% 17.3% -764 1.7K -151 0.00 83.10 N/A N/A 12 0 306 249 2023-12-22 $2.84 $2.50 29.0% 8.3% 31.3% 0.2% 0.0% 0.0% -1.8% -529 -2.5K -128 0.00 40.32 N/A N/A 0 0 300 249 2023-12-26 $2.82 $2.50 32.9% 9.4% 30.4% 1.7% 0.0% 0.0% -4.8% -657 -1.1K -134 0.00 25.47 N/A N/A 20 0 300 249 2023-12-27 $2.80 $2.50 51.4% 14.7% 30.4% 8.8% 0.0% 0.0% -28.0% -870 2.4K -140 0.00 38.32 N/A N/A 5 0 300 249 2023-12-28 $2.79 $2.50 47.0% 13.5% 30.2% 7.1% 0.0% 0.0% -36.8% -888 2.0K -139 0.33 44.66 N/A N/A 3 1 301 249 2023-12-29 $2.73 $2.50 51.5% 14.8% 31.5% 8.8% 0.0% 0.0% -29.9% -997 6.0K -144 0.00 66.04 N/A N/A 3 0 302 250
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