DLNG Options History — February 2024 In February 2024, DLNG traded between $2.78 and $3.13. ATM implied volatility averaged 100.9%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 63.1% (HV 20d: 37.8%). Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 24.00.
Notable Days 2024-02-16 : Highest Volume — 202 contracts2024-02-29 : Largest IV spike — 185.8% change2024-02-26 : Highest IV Rank — 64.2%2024-02-26 : Largest Expected Move — 55.9%Monthly Statistics Metric Avg Min Max Open Close Price $2.97 $2.78 $3.13 $2.81 $2.98 ATM IV 100.9% 39.0% 195.0% 119.4% 154.7% Expected Move 24.8% 9.2% 55.9% 9.5% 44.4% HV 20d 37.8% 31.7% 41.9% 31.7% 39.9% HV 60d 32.7% 29.2% 34.9% 29.2% 34.4% IV Rank 27.9% 4.0% 64.2% 35.0% 48.6% IV Percentile 72.8% 7.9% 98.4% 91.7% 96.4% Term Structure -40.4% -122.0% 9.8% 9.8% -23.5% Bid-Ask Spread % 72.29 22.17 123.73 70.35 96.32 Gamma HHI 0.58 0.47 0.78 0.60 0.48 Net GEX 35 -167 261 -87 16 Net DEX -26.9K -31.6K -17.1K -17.1K -26.8K Net VEX -102 -146 -60 -146 -109 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 24.00 0.00 100.00 20.00 0.00 Total Volume 17.25 0 202 0 1 Total OI 375.55 335 389 353 389
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 2024-02-01 $2.81 $0.00 119.4% 9.5% 31.7% 35.0% 0.0% 0.0% 9.8% -87 -17.1K -146 0.00 70.35 N/A N/A 0 0 204 149 2024-02-02 $2.85 $0.00 148.0% 11.5% 32.0% 46.0% 0.0% 0.0% -4.3% -129 -17.2K -146 20.00 59.95 N/A N/A 1 20 204 149 2024-02-05 $2.78 $0.00 83.4% 9.2% 33.0% 21.1% 0.0% 0.0% -3.9% -167 -19.8K -131 0.00 32.94 N/A N/A 0 20 206 149 2024-02-06 $2.97 $0.00 79.5% 11.6% 41.1% 19.6% 0.0% 0.0% -10.8% 34 -27.0K -110 0.00 70.81 N/A N/A 77 0 206 129 2024-02-07 $3.00 $0.00 52.0% 14.9% 41.1% 9.0% 0.0% 0.0% -46.5% 128 -31.6K -90 0.00 56.71 N/A N/A 0 0 254 129 2024-02-08 $2.97 $0.00 82.3% 23.6% 41.3% 20.7% 0.0% 0.0% -104.1% 116 -29.1K -91 0.00 82.08 N/A N/A 0 0 254 129 2024-02-09 $3.03 $0.00 39.0% 11.2% 41.8% 4.0% 0.0% 0.0% -14.5% 119 -31.3K -92 0.00 22.17 N/A N/A 0 0 254 129 2024-02-12 $3.01 $0.00 72.6% 20.8% 41.8% 17.0% 0.0% 0.0% -85.1% 261 -31.4K -75 0.00 38.40 N/A N/A 0 0 254 129 2024-02-13 $2.98 $0.00 92.7% 26.6% 41.9% 24.7% 0.0% 0.0% -122.0% 75 -30.6K -93 0.00 54.14 N/A N/A 0 0 254 129 2024-02-14 $2.96 $0.00 55.3% 15.8% 33.7% 10.3% 0.0% 0.0% -44.8% 38 -29.4K -94 0.00 41.35 N/A N/A 0 0 254 129 2024-02-15 $2.99 $0.00 54.8% 15.7% 32.5% 10.1% 0.0% 0.0% -38.3% 50 -29.3K -95 0.00 35.81 N/A N/A 0 0 254 129 2024-02-16 $3.13 $0.00 113.2% 32.5% 35.9% 32.6% 0.0% 0.0% -36.6% 25 -31.0K -86 100.00 101.26 N/A N/A 2 200 254 129 2024-02-20 $3.05 $0.00 58.0% 16.6% 37.3% 11.3% 0.0% 0.0% 8.8% 43 -25.9K -109 0.00 75.13 N/A N/A 0 1 247 129 2024-02-21 $3.08 $0.00 129.9% 37.2% 37.4% 39.1% 0.0% 0.0% -20.3% -6 -31.2K -60 0.00 116.83 N/A N/A 0 0 247 129 2024-02-22 $3.05 $0.00 160.7% 46.1% 37.6% 51.0% 0.0% 0.0% -82.3% 70 -28.0K -95 0.00 106.40 N/A N/A 0 0 247 129 2024-02-23 $2.94 $0.00 127.3% 36.5% 40.0% 38.1% 0.0% 0.0% -12.2% -7 -23.2K -102 0.00 98.03 N/A N/A 20 0 247 129 2024-02-26 $2.94 $0.00 195.0% 55.9% 38.7% 64.2% 0.0% 0.0% -120.9% 84 -22.7K -117 0.00 123.73 N/A N/A 0 0 257 129 2024-02-27 $2.98 $0.00 145.3% 41.7% 37.9% 45.0% 0.0% 0.0% -26.6% 26 -27.3K -107 0.00 95.89 N/A N/A 0 0 257 129 2024-02-28 $2.91 $0.00 54.1% 15.5% 39.3% 9.8% 0.0% 0.0% -30.4% 11 -27.4K -95 0.00 67.49 N/A N/A 0 3 257 129 2024-02-29 $2.98 $0.00 154.7% 44.4% 39.9% 48.6% 0.0% 0.0% -23.5% 16 -26.8K -109 0.00 96.32 N/A N/A 1 0 257 132
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